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