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Workshop on "Modelling of Energy Markets"

Info about event

Time

Tuesday 30 September 2025,  at 08:45 - 16:00

Location

Fuglesangs Allé 4, 8210 Aarhus V, Building 2632, Room 242

The Workshop on "Modelling of Energy Markets” will be held on 30 September at Fuglesangs Allé. 

Please register for workshop, no later than 23 September 2025: LINK

Program (preliminary):

08:45 – 09:00  Coffee and welcome

09:00 – 10:15  More Electricity Price Forecasting, Rafal Weron, Wroclaw University of Science and Technology

10:15 – 10:30  Break

10:30 – 11:10  Power purchase agreements in renewables asset management: contracts and modelling perspectives, Mikkel Slot Nielsen, InCommodities

11:15 – 11:45  Generator- vs. consumer-based cost allocation in highly renewable European electricity networks, Martin Greiner, Department of Mechanical and Production Engineering, Aarhus University

12:00 – 13:00  Lunch

13:00 – 13:40  Multivariate Volatility Modeling with Factors, Clusters, and Heterogeneous Heavy Tails, Peter R. Hansen, University of North Carolina, Chapel Hill

13:45 – 14:25  Inference for Option-Based Risk Measures, Torben G. Andersen, Northwestern University

14:25 – 15:00  Coffee break

15:00 – 15:45  Private Truths, Public Lies within Agent-Based Modeling, Katarzyna Weron, Wroclaw University of Science and Technology

 


This workshop is sponsored by CoRE