Topics

The conference focuses on contributions in the following research areas:
 

Trading in commodity markets:

 

Design and evaluation of trading strategies in spot and derivative markets

 


Multivariate nonnormal price distributions:

 

Financial and fundamental models for simulating and forecasting price characteristics in electricity and other commodity markets

 

 

 

Risk measurement and validation of risk models:

 

Risk assessment and risk metrics with a particular emphasis on systemic and liquidity risk

 

 

 

Physics and commercial operations:

 

Improvements in current market designs to cope with nonstorability and technical constraints (e.g. laws of load flow) in electricity markets as well as with limited capacities and different gas qualities in gas markets

 

 

 

Investments under uncertainty:

 

Optimizationā€based and other methods for decision support in longer term decision making

 

 

 

Fluctuating renewables and markets:

 

Developing products, mitigating risks and operating grids and markets with high penetration of wind and solar