New Challenges in Energy Markets - Data Analytics, Modelling and Numerics
Videos from BIRS Workshop
Tony Ware, University of Calgary
Tuesday Sep 24, 2019 09:02 - 09:37
Polynomial maps of polynomial processes for energy prices
Joe Byers, Oklahoma State University
Wednesday Sep 25, 2019 09:05 - 09:32
Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers
Paolo Guasoni, Dublin City University
Wednesday Sep 25, 2019 11:28 - 12:03
Asset Prices in Segmented and Integrated Markets
Bertram Düring, University of Warwick
Thursday Sep 26, 2019 13:36 - 14:03
High-order compact finite difference schemes for option pricing
Michael Coulon, The University of Sussex
Thursday Sep 26, 2019 16:26 - 17:01
Wind Park Valuation and Risk Management in the German Intraday Power Markets
