Speakers and abstracts

Main speakers at the Energy Finance conference:

• Sebastian Jaimungal:
  The optimal time to invest when production volume is uncertain

• Anders BjerreTrolle:
  Variance risk premia in energy commodities

• Rafal Weron:
  Regime-switching models for electricity spot prices: An empirical comparison

• Derek Bunn:
  Analysis and Modelling Strategic Risk in Electricity Price Formation. (No abstract at the moment).

• Álvaro Cartea
  The risk premium in energy markets

• RudigerKiesel
  Valuation of Commodity-based Swing Options

Contributed speakers and their abstracts:

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