XVII Workshop on Quantitative Finance -- Session on ENERGY (Sala Stemmi)

Parallel Sessions

29 January 2016 - 29 January 2016

Current List of Participants (See Documents)

[table view]

Roberto Baviera

Communication: Going hybrid: a joint model for temperature and natural gas

Enrico Edoli

Communication: Optimal intra-day power trading with a Gaussian additive process

Marco Gallana

Communication: Optimal intra-day power trading with a Gaussian additive process

Teodoro Mainetti

Communication: Going hybrid: a joint model for temperature and natural gas

Maren Schmeck

Communication: Pricing options on forwards in energy markets: the role of mean reversion’s speed

Tiziano Vargiolu

Università degli Studi di Padova
Communication: Optimal intra-day power trading with a Gaussian additive process