Contributed Talks: Slides & Papers
| 1 | Reinhard Madlener | Cost evaluation of credit risk securitization in the electricity industry: credit default acceptance vs. margining costs | |
| 2 | Stelios Kourouvakalis | A lattice-based method for valuing swing option contracts under the Threshold model | Slides |
| 3 | Bernd Tersteegen | Investigations on Factors Influencing the Operational Benefit of Stochastic Optimization in Generation and Trading Planning | Slides |
| 4 | Sjur Westgaard | Covariance estimation using high-frequency data: An Analysis of Nord Pool electricity forward data | Slides |
| 5 | Dogan Keles | A comparison of extended electricity price models considering the impact of wind energy feed-in | Slides |
| 6 | Svetlana Borovkova | Asian basket options and implied correlations | Slides |
| 7 | Nina Lange | Seasonality in energy prices: From a term structure model to an affine model | |
| 8 | Joachim Gahungu | Sufficient and necessary conditions for perpetual multi-assets exchange options | Slides |
| 9 | Frowin Schulz | Explaining Time-Varying Risk of Electricity Forwards: Trading Activity and News Announcements | Paper |
| 10 | Johannes Müller | On Clearing Coupled Day-Ahead Electricity Markets | Slides Paper |
| 11 | Gauthier de Maere d'Aertrycke | Liquidity Risks on Power Exchanges | Slides |
| 12 | Jukka Lempa | On Optimal Exercise Of Swing Options In Electricity Markets | Slides |
| 13 | Brenda López Cabrera | Localizing temperature risk | |
| 14 | Peter Schuetterle | Valuation of VPP contracts under a lognormal swap market model | Slides |
| 15 | Christian Redl | Components of the Forward Market Premium in Electricity | Slides |
| 16 | Daniel Schwarz | Risk-Neutral Pricing of Financial Instruments in Emission Markets - A Hybrid Approach | Slides |
| 17 | Almut Veraart | Modelling electricity forward markets by ambit fields | Paper |
| 18 | Carlos Pinho | CO2 spot and futures price analysis for EEX and ECX | |
| 19 | Tobias Federico | Interaction of spot and future prices for electricity | Slides |
| 20 | Mara Madaleno | Hedging with CO2 allowances: the ECX market | Slides |
| 21 | Richard Biegler-König | The Information Premium in Electricity Markets | Slides |
| 22 | Stefan Giebel | Stochastic estimation of energy resources and prices via neural network adapted stable processes | |
| 23 | Arne Andresen | A Spot Price Model with Short-, Medium- and Long-Term Components | Slides |
| 24 | Takashi Kanamura | Convenience Yield-Based Pricing of Commodity Futures | Slides |
| 25 | Stefan Schneider | Power spot price models with negative prices | Slides |
| 26 | Alexander Boogert | Gas storage valuation using a multi-factor price process | Slides |
| 27 | Linda Vos | Modeling electricity prices: spots, forwards and the risk premium | Slides |
| 28 | Dmitry Lesnik | Storage option: an Analytic approach | Slides |
| 29 | Carlo Lucheroni | A SETARX model for spikes and antispikes in electricity markets | Slides |
| 30 | Volker Termath | Hedging and Optimizing Gas Storage from a Trader’s Perspective | Slides |