The conference will feature invited speakers and contributed talks. Please find detailed information on the presentations in the booklet of abstracts (Conference participants will receive a printed version when registering at the conference).
Invited talks take place in lecture hall S05 T00 B42.
- René Aïd (EDF): "A structural risk-neutral model for pricing and hedging power derivatives" (slides)
- Markus Burger (EnBW Trading): "Risk-adequate pricing of retail power contracts" (slides)
- René Carmona (Princeton University): "Singular FBSDEs and the option pricing in the EU ETS" (slides)
- Ulrich Horst (Humboldt University): "Equilibrium pricing of weather derivatives" (slides)
- Ronald Huisman (Erasmus University Rotterdam): "Risk premia in power forward prices" (slides)
- Ulf Moslener (KfW Development Bank): In the End, it's Investment that Counts - Challenges in Scaling-up Clean Energy (slides)
- Mark O’Malley (University College Dublin): "Grid Integration of Renewables: Technical issues and impacts on market design" (slides)
- Andrea Roncoroni (ESSEC Business School): "Energy risk, framework risk, and FloVaR measurement" (slides)
- Marliese Uhrig-Homburg (KIT): "Understanding the Price Dynamics of Emission Permits: A Model for Multiple Trading Periods" (slides)
Talks with even numbers take place in lecture hall S05 T00 B42.
Talks with odd numbers take place in lecture hall S05 T00 B32.
List of accepted talks (pdf 09/24/2010)
Schedule (pdf 10/04/2010):