Conference Program

Keynote speeches and the Best Paper Session take place in Hall A1. Talks of the parallel sessions take place in Hall A1 [Hörsaal A1] (left column), Hall A2 [Hörsaal A2] (middle column) or the Seminar Room.

Final Schedule (as of September 25, 2018)

Day 1 - Monday, September 24, 2018:

TimeRoom A1
Stream: New Markets and Transmission Constraints
Room A2
Stream: Electricity Price Forecasting
Seminar Room
Stream: Technologies and Investment
10:30Welcome and Introduction

Keynote Speech 1:
Katja van Doren, RWE Generation SE -
Political and regulatory uncertainties in the energy markets:
an industry perspective

PS1Auction design in the energy markets
ANN Forecasting of German electricity prices
Long-term perspectives of the energy system

Clara Balardy:
Complementarity between an auction and a continuous market: The case of the German power intraday market for 15 min contracts

Tim Janke:
A Quantile Regression Deep Neural Network for Probabilistic Electricity Price Forecasting
Kristina Govorukha:
The Impacts of Macroeconomic Cycles and Other Dynamics on Long-term Scenarios                   


Carsten Schäfer:
Intraday Price Forecast - Applied artificial intelligence algorithms to predict power prices for the German market area
Sina Heidari:
The role of Power-to-Gas in the future energy systems 
13:05Lunch Break

Keynote Speech 2:
 Andreas Löschel, University of Münster -
"Energy Transition in Germany - Status quo and Challenges"

14:50Olga Spiridonova:
(Anti)Competitive effects of RES infeed in a transmission-constrained network           
Christopher Kath:
The value of forecasts - Quantifying the economic gains of accurate quarter-hourly forecasts
Wolf-Peter Schill:
Flexible power-to-heat and variable renewable energy sources
15:30Coffee Break
Best Paper Award Session
16:00Christoph Heilmann:
Deferring distribution grid investments with V2G technology in systems with high decentral renewable generation
16:40Grzegorz Marcjasz:
Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?
17:20Bjarne Steffen:
The dynamics of financing renewable energy assets: A quantitative analysis for Germany
18:30Departure to Red Dot Museum
19:00Tour at Red Dot Museum
20:15Walk to Erich-Brost-Pavillion
about 22:00Transfer back to HDT

Day 2 - Tuesday, September 25, 2018: 

TimeRoom A1
Stream: New Markets and Transmission Constraints
Room A2
Stream: Electricity Price Forecasting
Seminar Room
Stream: Technologies and Investment
PS3Impact of renewable energy on electricity spot prices
Questions on transportation and generation

Benjamin Aust:
Forecasting negative market prices at power exchanges using transformation approaches

Gunnar Kaestle:
How to deal with inelastic electricity production
09:10Frederik Fiand:
Solving Large-Scale Energy System Models

Sergei Kulakov:
The impact of renewable energy forecasts on intra-day electricity prices

Nico Lehmann:
An estimation of hard coal transport costs in Germany, France, Italy and Spain
09:50Coffee Break

Keynote Speech 3:
Stein-Erik Fleten, Norwegian University of Science and Technology -
"Coordinated vs sequential bidding into short-term electricity markets"


Novel valuation approaches for futures and commodities
Probabilistic forecasting of electricity pricesRenewable energy investment
11:10Wieger Hinderks:
Pricing Energiewende products: intraday cap and floor futures
Peru Muniain:
Probabilistic forecasting and simulation of electricity prices
Ali Darudi:
Why incumbents are underactive in renewable energy investments: a market power approach
11:50Stefan Albers:
The Leverage Effect and Asymmetric News Impact on the Variance of Energy Commodities

Arne Vogler:
On the Evaluation of Multivariate Event Probability Predictions in Electricity Price Forecasting                                             

Matthias Reeg:
Agent-Based Modelling of Market and Policy Risks for Variable Renewables Investment and their Impacts on Effectiveness and Efficiency of RES-E Policy Instrument

Lunch Break


Keynote Speech 4:

Rafal Weron, Wroclaw University of Technology  -

"Recent advances in electricity price forecasting: A 2018 perspective"

Flow-Based Market CouplingBest practices in electricity price forecastingEconomics of electrical storages
14:20David Schönheit, Richard Weinhold:
Impact of Different Generation Shift Key Strategies on the Flow-based Market Coupling Domain in Germany
Tomasz Serafin:
Averaging Day-Ahead Electricity Price Forecasts For Autoregressive Models Across Calibration Windows of Various Lengths                
Alexander Zerrahn:
On the economics of electrical storage for variable renewable energy sources
15:00Simon Voswinkel:
Flow-based Market Coupling – the effects of uncertainties, lack of cooperation and use of heuristics
Bartosz Uniejewski:
Efficient forecasting of electricity spot prices with expert and LASSO models
Christoph Schimeczek:
Long-term modelling of electricity market prices to examine prospective revenues of storage agents
15:40Closing Remarks


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.