Lectures SS 2018

Energy Markets and Price Formation

Tutorial

Energy Markets and Price Formation (Tutorial)

Lecturer:
  • M.Sc. Philip Beran
  • M.Sc. Arne Vogler
  • M.Sc. Christian Furtwängler
Term:
Summer Semester 2018
Cycle:
Sommersemester
Time:
Di: 14:15 - 15:45 Uhr
Room:
A - A-003 (Gebäude A, Altendorfer Straße 5-9)
Start:
17.04.2018
Language:
English
LSF:
Lecture in LSF
Linked Lectures:

Outline:

1. Descriptive statistics of prices on energy markets

2.  Regression analysis of energy prices

3.  Price formation on electricity spot markets

4.  Fundamental electricity market model

5.  Stochastic processes

6.  Option valuation

7.  Risk management in energy trading