Sommersemester 24
Lehrveranstaltungen im SS 24
Tutorial
Energy Markets and Price Formation (Tutorial)
- Lecturer:
- M.Sc. Marco Breder
- M.Sc. Maike Spilger
- Contact:
- Term:
- Summer Semester 2024
- Cycle:
- Sommersemester
- Time:
- Di 14:00 - 16:00 Uhr
- Room:
- R11 T08 C98
- Start:
- 09.04.2024
- End:
- 16.07.2024
- 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