Program:
| Time | Monday, 12.07. | Tuesday, 13.07. | Wednesday, 14.07. | Thursday, 15.07. |
|---|---|---|---|---|
| 08h30-09h00 | Welcome | |||
| 09h00-10h00 | Boom and Gloom and Spikes in Commodity Markets Geman, University of London |
Networks of Energy Supply Smeers, Université Catholique de Louvain |
Survey on Modelling Electricity Markets Schindlmayr, RWE |
Dual methods for the valuation of multiple exercise options Hambly, University of Oxford |
| 10h00-10h30 | Coffee break | |||
| 10h30-11h30 | Modeling Energy Derivatives Eydeland, Morgan Stanley |
Dynamic Pricing Zhang, McGill University, Montreal |
Optimization Under Risk in Electricity Production and Trading Schultz, University of Duisburg |
Management of Gas Storage Facilities (Swing Options) Ware, University of Calgary |
| 11h30-12h30 | Semi-Lagrangian Methods for Gas Storage Forsyth, University of Waterloo |
Revenue Management Pölt, Deutsche Lufthansa |
Airline Revenue Management and Pricing in Competitive Markets Isler, Swiss International Air Lines |
Games with Exhaustible Resources Howison, University of Oxford |
| 12h30-14h00 | Lunch | |||
| 14h00-15h00 | Pricing of Futures on Crude Oil and other Commodities: Some Research Issues Cortazar, Pontificia Universidad Católica de Chile |
Emissions Option Pricing Carmona, Princeton University |
Excursion | The Electricity Bid Stack: Linking the dynamics of fuel, power and carbon prices. Coulon, Princeton University |
| 15h00-16h00 | Modelling and Estimating the Forward price curve in the Energy Market Chiarella, University of Technology, Sydney |
Poster Session | Risk Modeling in Optimization Under Uncertainty Rockafellar, University of Washington |
|
| 16h00-16h30 | Coffee break | Coffee break | ||
| 16h30-17h30 | Importance of Commodities in Financial Markets Nonnenmacher, HSH Nordbank |
Systemic risk Papanicolaou, Stanford |
Carbon Price Risk Modelling Hinz, NU Singapore |
|
| 17h30-18h00 | Wrap up, Discussion | Wrap up, Discussion | Wrap up, Farewell | |
| Reception (organized by BASF) |
Conference Dinner (Haus Buhl) |
|||
On Sunday evening there will be the possibility to watch the world cup final together. The Symposium will start on Monday morning at 8h30 with a Welcome session. All participants are invited to take part in the reception on Monday 18h, which will be organized by BASF at the Academy of Sciences. The Wednesday excursion will be a boat trip upstream the river Neckar. On Wednesday and Thursday evening spontaneous trips to the nearby bars of the old town of Heidelberg are an option.
Last modified by: Sebastian Sager on 2010-07-16
