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

Parallel Sessions

29 January 2016 - 29 January 2016

Timetable

Date	Time	Speaker	Room
Fri 29 Jan	14:00- 15:30	Baviera, Roberto - Mainetti, Teodoro "Going hybrid: a joint model for temperature and natural gas"	Sala Stemmi
	14:00- 15:30	Edoli, Enrico - Gallana, Marco - Vargiolu, Tiziano "Optimal intra-day power trading with a Gaussian additive process"	Sala Stemmi
	14:00- 15:30	Schmeck, Maren "Pricing options on forwards in energy markets: the role of mean reversion’s speed"	Sala Stemmi