Sommersemester 25
Tutorial
Energy Markets and Price Formation (Tutorial)
- Lecturer:
- M.Sc. Marco Breder
- M.Sc. Maike Spilger
- M.Sc. Philipp Castro
- Contact:
- Term:
- Summer Semester 2025
- Cycle:
- Sommersemester
- Time:
- Di 14:15 - 15:45 Uhr
- Room:
- R11 T09 C83
- Start:
- 15.04.2025
- End:
- 15.07.2025
- Language:
- English
- Moodle:
- Lecture in Moodle
- 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