Sommersemester 24

Lehrveranstaltungen im SS 24

Energy Markets and Price Formation

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