Conference Program

Download INREC 2022 Conference Program

Additional Information: All concurrent session speakers will have approximately 30 minutes (including discussion - e. g. 25 min talk, 5 min discussion) to present their paper. There will be a notebook in the session rooms for you to present your slides. Please bring your slides on a usb stick in pdf oder power point format.

Day 1 - Tuesday, September 27, 2022


TimeStream: Energy ForecastingStream: Energy Markets & PolicyStream: Energy Trading & Risk Management
10:00Registration in S06 S00
10:15Welcome & Introduction in Room S04 T01 A01


Keynote 1 in Room S04 T01 A01
Rafal Weron, Wroclaw University
Electricity Price Forecasting in the 2020s
11:30Lunch Break

Session Title: Price Forecasting I

Room: S04 T01 A01

Session Title: Perspectives for Energy Markets

Room: S06 S00 B41

Session Title: Energy Data and Data Driven Approaches

Room: S06 S00 B32


Bridging fundamental and statistical models for short-term electricity forecasting for the German market - Souhir Ben Amor, Brandenburgische Technische Universität Cottbus-Senftenberg

Electricity intraday price modeling with marked Hawkes processes - Thomas Deschatre, EDF

A meta learning approach for short-term energy load, generation, and price forecasting - Sten Kramin, Hochschule Hamm-Lippstadt


Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions - Paul Ghelasi, Universität Duisburg-Essen

Are renewables profitable in 2030 across Europe? An analysis of market-based profitability in a central-planning least-cost system - Jonas Finke, Ruhr-Universität Bochum

Data-Driven Design Optimization for Multi-Objective Industrial Energy System Transformation - Hendrik Schricker, RWTH Aachen


Distributional neural networks for electricity price forecasting - Grzegorz Marcjasz, Wroclaw University of Science and Technology

Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution - Simon Hirsch, University of Duisburg-Essen

Supporting the energy sector for data and digitalisation - Stephen Haben, Energy Systems Catapult

14:00Coffee Break

Session Title: Price forecasting II

Room: S04 T01 A01

Session Title: Multi-Agent Problems

Room: S06 S00 B41

Session Title: Short Term Risk

Room: S06 S00 B32

14:30A survey of electricity spot and futures price models for risk management applications - Pierre Gruet, EDF

Linear Quadratic Principal Multi-Agent Incentive Problems with Applications to Development of Renewable Energy - Annika Kemper, Bielefeld University

Forecast the forecast error: Improving point forecasts and adding density forecasts in energy markets - Mira Watermeyer, Karlsruhe Institute of Technology


Probabilistic forecasting with Principal Component quantile averaging - Tomasz Serafin, Wrocław University of Science and Technology

Prosumers with PV-Battery Systems in the electricity markets – a mixed complementarity approach - Marco Breder, University of Duisburg-Essen

Short-term risk management of electricity retailers under rising shares of decentralized solar generation - Marianna Russo, NEOMA Business School

16:45Social Event: Start of Folkwang Museum Tours
18:00Conference Dinner


Day 2 - Wednesday, September 28, 2022



TimeStream: Energy ForecastingStream: Energy Markets & Policy              Stream: Energy Trading & Risk Management
9:30 Keynote 2 in Room S04 T01 A01
Ricardo Bessa, INSEC TEC
Decision-making in energy markets under uncertainty: human-in-the-loop
10:30 Coffee Break 

Session Title: Weather Forecasting

Room: S04 T01 A01

Session Title:Uncertainties

Room: S06 S00 B41

Session Title:Market Design and Risk

Room: S06 S00 B32


A copula-based time series model for global horizontal irradiation - Alfred Müller, Universität Siegen

European gas scenarios for the upcoming winter - Andreas Schroeder, ICIS

De-risking the decarbonisation of the European cement industry - Paul Tautorat, ETH Zürich


Improving short-term wind power forecasts by means of ensembles of weather forecasts providers and historical numerical weather predictions - Ilias Dimoulkas, ΚΤΗ /

Climate Policy Uncertainty and Energy Portfolios - Imtiaz Sifat, Radboud University

Optimal Trading with a battery: An optimization model for offering flexibility on the day-ahead, intraday and reserve markets - Elias Röger, Fraunhofer Institute for Industrial Mathematics


Information Value of Weekly Weather Forecasts: An Empirical Analysis of Electricity Price Forecasting and Forward Arbitrage - Takuji Matsumoto, Kanazawa University

The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model - Sławomir Śmiech, Cracow University of Economics

Specific Product Characteristics of System Services and a Discussion of the joint market-based procurement in a Single Product - Carsten Wegkamp, Technische Universität Braunschweig

12:15 Lunch Break 
13:15Keynote 3 in Room S04 T01 A01
Gero Schindlmayr, EnBW
New challenges managing renewable generation portfolios
14:15 Coffee Break 

Session Title:Price Forecasting III

Room: S04 T01 A01

Session Title: ML Forecasting

Room: S06 S00 B41


Recent difficulties in day-ahead electricity price forecasting on the Polish market - Michal Sebastian Jarema, Wroclaw University of Science and Technology

How Forecast Errors affect Optimal Scheduling and Control of Local Cross Energy Systems - Malte Stienecker, Fraunhofer UMSICHT


An Electricity Price Modeling Framework for Renewable-Dominant Markets - Tobias Kargus, Karlsruhe Institute of Technology

Tree-Based Learning in RNNs for Power Consumption Forecasting - Roberto Baviera, Politecnico Milano


Adaptive Probabilistic Forecasting of Electricity (Net-)Load - Joseph de Vilmarest, Electricité de France and Sorbonne Université

Modeling Volatility and Dependence of European Carbon and Energy Prices - Sven Pappert, TU Dortmund University

16:00 End of Conference