11:00 12:00 12:30 13:00 André Ortner, Christoph Graf Sergey Zykov

11:00 12:00 12:30 13:00 André Ortner, Christoph Graf Sergey Zykov

Monday, March 23
11:00
12:00
12:30
13:00
14:15
14:45
15:15
15:45
16:15
16:45
17:15
17:45
Registration
Welcome & Introduction
Presentation: House of Energy Markets and Finance
Lunch Break
André Ortner, Christoph Graf
Sergey Zykov
Efficient Reserve Capacity Prices in Electricity Balancing Markets with Efficient Steering of Integrated Utilities by Smart Design
Long-term Contracts
of Internal Transfer Prices
Stefan Rameseder
Tiziano Vargiolu et al.
Bids and "Guesses" in Secondary Reserve
Optimal Pricing Strategy for an Energy Retailer
Christian Sölch et al.
Andreas Knaut, Simon Paulus
Hourly Price Elasticity of Electricity Demand in the
Market- vs. Cost-Based Redispatch
German Day-Ahead Market
Coffee Break
Wolf-Peter Schill, Alexander Zerrahn
Stephan Schlüter, Helmut Herwartz
On the Way to 100 % Renewables: A Greenfield Model to Evaluate
Improving Forecasts Produced by Wavelet-Based
Power Storage Requirements
Denoising Methods Using Futures Prices
Steffen Kartenbender
Alexander Boogert
Power Barges – Opportunities and Business Risks of an Innovative
Explaining Gas Storage Levels Using Market Price
Flexibility Option
Information
Biresselioglu et al.
Damir Filipovic, Martin Larsson, Tony Ware
Energy Security Perception of Industrial Enterprises in Turkey: A
Polynomial Energy Models
Survey on Coherence of Perception with Turkish Energy Policy and
Industrial Strategy Documents
Coffee Break
Keynote Speech: Justus Haucap
Risks and opportunities in the German Energiewende – a competition economics perspective
18:00
Tuesday, March 24
9:00
Keynote Speech: Nicola Secomandi
Merchant Commodity Storage: Heuristics and Dual Bounds
10:00
Coffee Break
M. Pahle, H. Schweizerhof
10:15 A Risk Perspective on Market Integration and the Reform of
Renewable Support in Germany
Manuel Frondel, Stephan Sommer, Colin Vance
10:45 The Burden of Germany's Energy Transition: An Empirical Analysis of
Distributional Effects
11:15
11:45
12:45
13:15
13:45
14:15
Lion Hirth
15:30
16:00
17:00
17:45
19:30
Static Mitigation of Volumetric Risk
Lukas Gläsel, Reinhard Madlener
Rainer Lux, René Mück
Optimal Timing of Onshore Repowering in Germany under Policy
Regime Changes: A Real Options Analysis
Risk Management with Weather Derivatives
Lunch Break
Best Paper Session
Lion Hirth, Simon Mueller
System-friendly wind and solar power - How Advanced Plant Design Can Increase the Value of Wind and Solar PV
Sascha Kollenberg, Luca Taschini
The Market Stability Reserve in the EU ETS: Stochastic Equilibrium Modelling and Policy Optimization
Lorenz Schneider, Bertrand Tavin
From the Samuelson Volatility Effect to a Samuelson Correlation Effect: Evidence from Crude Oil Calendar Spread Options
Coffee Break
Celine McInerney, Derek W. Bunn
14:30 Efficient Use of Transmission Assets by Oversizing Wind Generation
Facilities
15:00
Frank Lehrbass
A Short Note on Sovereign Commodity Risk
Management
Rachid Id Brik, Andrea Roncoroni
Martin Hain, Julian Hess, Marliese Uhrig-Homburg
Relative Value Arbitrage on European Energy
Commodity Markets
Michael Kustermann, Rüdiger Kiesel
Minimal Thermal Generation in Power Systems- Inferring Private Cost A Structural Model for Coupled Electricity Markets with
Parameters from Observed Firm Behavior
Application to the French-German Market
Coffee Break
Keynote Speech: Richard Green
Will new forms of energy storage have a role in the electricity market?
Transfer to Zeche Zollverein
Guided Tour Zeche Zollverein
Dinner and Best Paper Award
Wednesday, March 25
Paul Nahmmacher et al.
9:00 Long-term Strategies to Ensure a Robust Performance of the
European Electricity System
Nils Günter May
9:30
Yves Rakotondratsimba, Pierre Six
Correlation as a Pricing Factor for Oil Derivatives
Takashi Kanamura
A Financialization Model of Crude Oil Markets
The Impact of Wind Power Support Schemes on Technology Choices
Ewa Lazarczyk, Sara Fogelberg
İbrahim Ünalmış, Eray Yücel
10:00 Wind Power Volatility, Cycling, and the Impact on Failure Rates on
A Disequilibrium Model of Oil Markets
the Danish Electricity Production
Coffee Break
10:30
Alina Fedosova
Esmail Ansari
11:00 Investment Decisions Testing in Multi-Agent Systems
The Role of Speculation in Price Formation on the Oil
Markets
Anton Bondarev
Nourah AlYousef
11:30
Modeling and forecasting crude oil prices using ARCHInvestments Delays and Limit Cycles
type models
Gunnar Kaestle
Tony Klein, Thomas Walter
12:00 Exergy Discounting with the Laplace Transform
Oil Price Volatility Forecast with Mixture-MemoryGARCH
Closing Remarks
12:30