Workshop on "Modelling of Energy Markets"
Info about event
Time
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