Conference Program

Conference Program

Day 1 - Wednesday, September 25, 2019:

 
Time Room 1
Low Carbon Future Economy/Energy Systems		 Room 2
Energy Forecasting                    		 Room 3 - Mixed
10:00 Registration
10:50 Welcome & Introduction
11:10  

Keynote Speech 1:

 

Prof. Dr. Pierre Pinson - Recent challenges with renewable energy forecasting in high dimensions

 
12:00 Lunch Break
12:50  

 Walk to session rooms

 
  Session Title: Investment Uncertainty and Expectations on Market Environments Session Title: Orders Arrivals in Intraday Markets Session Title: Evaluation of Electricity Price Forecasts  
13:00 Mirjam Ambrosius, Jonas Egerer, Veronika Grimm, Adriaan van der Weijde:
The role of expectations for market design – on structural regulatory uncertainty in electricity markets		 Alexander Blasberg, Nikolaus Graf von Luckner, Rüdiger Kiesel:
Modeling the Serial Structure of the Hawkes Process Parameters for Market Order Arrivals on the German Intraday Power Market 		 Mario Beykirch:
Evaluation of Day-Ahead Electricity Price Predictions with Multi-Stage Stochastic Programs
13:40 Oliver Ruhnau, Lion Hirth , Aaron Praktiknjo:
Heating with wind: Economics of heat pumps and variable renewables		 Anke Kramer, Rüdiger Kiesel:
An Extended Hawkes Process Model for Order Arrivals Incorporating External Influences 		 Felix Nitsch, Christoph Schimeczek:
Modeling forecast errors for day-ahead electricity market prices		  
14:20  

Coffee Break

 
14:40  

Walk to session rooms

 
  Session Title: Planning decisions in grid investment Session Title: Forecasting Methods in Short-Term Electricity Markets Session Title: Trading under uncertainty in Short-Term Markets
14:50 Mathias Gabel, Silke Johanndeiter, Paula Schliessler:
The Trade-Off between Grid Expansion and Congestion Management – Assessing the Allocation Decision of a Regulated Electricity Distribution System Operator Under Different Incentive Schemes		 Bartosz Uniejewski, Rafał Weron:
Regularization for quantile regression averaging. A new approach to constructing probabilistic forecasts		 Nikolaus Graf von Luckner, Rüdiger Kiesel:
Modelling market order arrivals on the intraday market for electricity deliveries in Germany with the Hawkes process
15:30 Marie-Louise Kloubert:
Probabilistic modelling to analyse the influence of uncertain variables on the electrical transmission grid		  

Christopher Kath, Florian Ziel:
Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets 

 		 Christopher Jahns, Philip Beran, Christian Furtwängler:
On the Merits of Stochastic Optimization in Balancing and Electricity Markets
16:10 End of Sessions Day 1
16:20 Departure to Folkwang Museum
16:45 Tour
18:00 Transfer to Restaurant
18:30 Dinner
21:00 End of Day 1

Day 2 - Thursday, September 26, 2019: 

 
Time Room 1
Low Carbon Future Economy/Energy Systems		 Room 2
Energy Forecasting                    		 Room 3 - Mixed
   

Session Title: Economics and Investment Uncertainty in the Era of Sector Coupling

 		 Session Title: Averaging Procedures in Electricity Price Forecasting  
09:00  

Christopher Ball, Stefan Vögele, Wilhelm Kuckshinrichs, Mathias Grajewski:
E-mobility from a multi-actor point of view: uncertainties and their impacts

 		 Tomasz Serafin, Bartosz Uniejewski, Rafał Weron:
Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting		  
09:40  

Munib Amin:
Methodological progress in the assessment of investment decisions in the increasingly uncertain environment of the electricity sector

 		 Katarzyna Maciejowska, Bartosz Uniejewski, Tomasz Serafin:
Principal component forecast averaging across different calibration windows in day-ahead electricity markets		  
10:20 Coffee Break
10:40  

Keynote Speech 2:

 

 

 

Prof. Dr. Norbert Schwieters - Strategies to confront rising demand and climate threats

 
11:30 Walk to session rooms  
  Session Title: Questions on incentive-setting in energy transition Session Title: Forecasting in Short-Term Markets Session Title: Renewable Energy Forecasting for Short-Term Markets
11:40 Kristina Nienhaus, Martin Klein, Christoph Schimeczek, Marc Deissenroth, Ulrich Frey:
Self-inforcing deflationary price dynamics under the variable market premium scheme		 Peru Muniain, Aitor Ciarreta, Ainhoa Zarraga:
Jumps and cojumps in electricity price forecasting		 Katarzyna Maciejowska, Weronika Nitka, Tomasz Weron:
Enhancing wind and solar generation forecasts to yield better short-term electricity price predictions
12:20 Dawud Ansari, Franziska Holz:
Between asset stranding and green transformation: Fossil-fuel-dependent developing countries towards 2055		 Mawuli Segnon, Dirk Engel:
Forecasting Balancing Energy Prices		 Matthias Zech, Bruno Schyska, Esther Peerlings, Lueder von Bremen:
Short-term renewable forecasting using Bayesian Neural Networks: Statistical and economic value in energy system dispatch models
13:00  

Lunch Break

 
14:00  

Keynote Speech 3:

 

 

 

Dr. Luca Taschini - Emissions trading systems, cap adjustments and the Market Stability Reserve

 
14:50 Walk to session rooms  
  Session Title: Industrial demand and its potentials Session Title: Probabilistic Forecasting of Intraday Electricity Prices  
15:00 Markus Bohlayer, Markus Fleschutz, Marco Braun, Gregor Zöttl:
Bidding in sequential markets under uncertainty – A demand side perspective		 Tim Janke, Florian Steinke:
Forecasting the Price Distribution of Continuous Intraday Electricity Trading		  
15:40 Tobias Hübner, Serafin von Roon:
Small-scale modelling of individual measures in the industry		 Michal Narajewski , Florian Ziel:
Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories		  
16:20 Closing Remarks
16:30 End

 

 

 

Additional Information & Download

 
 

All concurrent session speakers will have approximately 40 minutes (including discussion - e. g. 30 min talk, 10 min discussion) to present their paper.