Conference Program
The conference will feature keynote 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).
Keynote Speakers
- Prof. Ross Baldick, Department of Electrical and Computer Engineering, University of Texas at Austin
"The Curious Rise of Wind in Texas"
- Prof. Stein-Erik Fleten, Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology
"Investment Under Uncertainty: Evidence of Real Option Delay Effects in Project-Level Decisions" (joint work with Kristin Linnerud)
- Prof. Peter Hartley, Department of Economics, Rice University
"The Relationship between Oil and Natural Gas Prices in North America: Some Actual and Possible Future Implications of the Shale Gas Revolution"
- Prof. David Newbery, Director of Electricity Policy Research Group (EPRG), Emeritus Professor of Economics, Faculty of Economics, University of Cambridge
"The Challenge of Decarbonising Electricity - the UK Electricity Market Reform"
- Stefan Judisch, RWE Supply & Trading, Chief Executive Officer
"A Glimpse behind the Scene: Long-Term Gas Supply Contracts"
Contributed Talks
Below you can find a list of contributed talks and a detailed time schedule. All concurrent session speakers will have approximately 30 minutes (including discussion - e. g. 25 min talk, 5 min discussion) to present their paper.
Speaker | Title |
|---|---|
Silvia Albrizio and Hélia Silva | Policy Uncertainty and Investment in Low-Carbon Technology |
Stefan Ankirchner | Futures-Cross hedging with a stationary basis |
Richard Biegler-König | An empirical study of the Information premium on Electricity Markets |
Alexander Boogert | A Radial Basis Function Approach to Gas Storage Valuation in High Dimensions |
Andreas Bublitz | Coupling Scenario Analysis with Geometric Brownian Motions |
Marcus Eriksson | Swing options in commodity markets: A model with multidimensional jump diffusions |
Markus Ewert | Competing Players in future power markets with fluctuating renewables - energy storage, demand side management and power grid |
Bastian Felix | Valuation of Pumped Hydro Storages with respect to the Electricity Spot- and Reserve Power market |
Michaela Fürsch | The costs of electricity systems with a high share of fluctutating renewables - a stochastic investment and dispatch optimization model for Europe |
Martin Hain | Understanding Commodity Futures Prices |
Eivind Helland | Stochastic optimisation of ancillary services in a hydro pumped-storage power park |
Lars Jendernalik | Improvement of long-term load-forecast by using a multi-agent-system |
Florian Kämpfer | Evaluating the benefits of stochastic optimization for BKW Energie AG |
Ulf Kasper | Impact of Modeling Approaches on Dispatch Optimization of Combined Cycle Power Plants |
Stefan Kippelt | Flexible dimensioning of control reserve by means of a stochastic control model - A future application |
Clemens Krauß | Coal Portfolio Optimization |
Nina Lange | What is causing the uncertainty when investing in foreign commodities: Commodity risk or exchange rate risk? |
Christian Ohlms | The good, the bad and the ugly and the energy trading companies |
Wilko Rohlfs | Multi-commodity real options analysis of power plant investments |
Ralf Schemm | Model for examining investment decisions under uncertainty in power generating technologies |
Nicola Secomandi | Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage |
Stefan Thoenes | Understanding the determinants of electricty prices and the impact of the German Nuclear Moratorium in 2011 |
Istvan Vajda | How much can be monetized? |
Andreas Wagner | Electricity Pricing in a Market with Renewables |
