Conference Energy Finance 2013

The conference will feature invited speakers and contributed talks
 
  • Opening Address: Peter Terium (CEO, RWE AG)

  • Conference dinner with dinner speech: Stefan Judisch (CEO, RWE Supply & Trading) 
 
Confirmed invited speakers:
 
  • René Carmona (Princeton University)
    Financialization of the Commodity Markets: what does it all mean for energy finance? 

  • Wolfgang Härdle (Humboldt-Universität zu Berlin)
    Pricing Chinese Rain


  • Fred Espen Benth (University of Oslo)
    A note on cointegration in commodity markets


  • Sjur Westgaard (Norwegian University of Science and Technology, Trondheim)
    Value at Risk modelling using Exponential Weighted Moving Average Volatility with Quantile Regression 


  • Luca Taschini (London School of Economics)
    Pollution permits, Strategic Trading and Dynamic Technology Adoption


  • Sebastian Jaimungal (University of Toronto)
    Risk and Ambiguity in Real Option Cash-Flows


  • Chitro Majumdar (R-square RiskLab)
    Energy Swap in Gulf States - Changing Patterns

 

Please click the links on the left to access further information.