Speaker

Keynote Speaker

Author Title
 Prof. Dr. Pierre Pinson, Technical University of Denmark (DTU)  Recent challenges with renewable energy forecasting in high dimensions
 Prof. Dr. Norbert Schwieters, Global Leader, Energy, Utilities, and Resources, Partner, PwC Germany   Strategies to confront rising demand and climate threats 
 Dr. Luca Taschini, London School of Economics and Political Science (LSE)   Emissions trading systems, cap adjustments and the Market Stability Reserve 

 

Speaker

Author Title
Alexander Blasberg, Nikolaus Graf von Luckner, Rüdiger Kiesel Modeling the Serial Structure of the Hawkes Process Parameters for Market Order Arrivals on the German Intraday Power Market
Anke Kramer, Rüdiger Kiesel An Extended Hawkes Process Model for Order Arrivals Incorporating External Influences 
Bartosz Uniejewski, Rafał Weron Regularization for quantile regression averaging. A new approach to constructing probabilistic forecasts
Christoph Schimeczek, Felix Nitsch Modeling forecast errors for day-ahead electricity market prices
Christopher Ball, Stefan Vögele, Wilhelm Kuckshinrichs, Mathias Grajewski E-mobility from a multi-actor point of view: uncertainties and their impacts
Christopher Jahns, Philip Beran, Christian Furtwängler On the Merits of Stochastic Optimization in Balancing and Electricity Markets
Christopher Kath, Florian Ziel Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets 
Dawud Ansari, Franziska Holz Between asset stranding and green transformation: Fossil-fuel-dependent developing countries towards 2055
Katarzyna Maciejowska, Bartosz Uniejewski, Tomasz Serafin Principal component forecast averaging across different calibration windows in day-ahead electricity markets
Kristina Nienhaus, Martin Klein, Christoph Schimeczek, Marc Deissenroth, Ulrich Frey Self-inforcing deflationary price dynamics under the variable market premium scheme
Mario Beykirch Evaluation of Day-Ahead Electricity Price Predictions with Multi-Stage Stochastic Programs
Marie-Louise Kloubert Probabilistic modelling to analyse the influence of uncertain variables on the electrical transmission grid
Markus Bohlayer, Markus Fleschutz, Marco Braun, Gregor Zöttl Bidding in sequential markets under uncertainty – A demand side perspective
Mathias Gabel, Silke Johanndeiter, Paula Schliessler The Trade-Off between Grid Expansion and Congestion Management – Assessing the Allocation Decision of a Regulated Electricity Distribution System Operator Under Different Incentive Schemes
Matthias Zech, Bruno Schyska, Esther Peerlings, Lueder von Bremen Short-term renewable forecasting using Bayesian Neural Networks: Statistical and economic value in energy system dispatch models
Mawuli Segnon, Dirk Engel Forecasting Balancing Energy Prices
Michal Narajewski , Florian Ziel Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories
Mirjam Ambrosius, Jonas Egerer, Veronika Grimm, Adriaan van der Weijde The role of expectations for market design – on structural regulatory uncertainty in electricity markets
Munib Amin Methodological progress in the assessment of investment decisions in the increasingly uncertain environment of the electricity sector
Nikolaus Graf von Luckner, Rüdiger Kiesel Modelling market order arrivals on the intraday market for electricity deliveries in Germany with the Hawkes process
Oliver Ruhnau, Lion Hirth , Aaron Praktiknjo Heating with wind: Economics of heat pumps and variable renewables
Peru Muniain, Aitor Ciarreta, Ainhoa Zarraga Jumps and cojumps in electricity price forecasting
Tim Janke, Florian Steinke Forecasting the Price Distribution of Continuous Intraday Electricity Trading
Tobias Hübner, Serafin von Roon Small-scale modelling of individual measures in the industry
Tomasz Serafin, Bartosz Uniejewski, Rafał Weron Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting

Notice: Cleared presentations will be available to download in a password protected area after the conference.