Tutorial

Energy Markets and Price Formation (Tutorial)

Lecturer:
M.Sc. Philipp Castro
M.Eng. Luis van Sandbergen
M.Eng. Samiul Huq
Contact:
M.Sc. Philipp Castro
M.Eng. Luis van Sandbergen
M.Eng. Samiul Huq
Term:
Summer Semester 2026
Cycle:
Sommersemester
Time:
Di 14:15 - 15:45 Uhr
Room:
R11 T09 C83
Start:
21st Apr 2026
End:
21st Jul 2026
Language:
English
Moodle:
Veranstaltung in Moodle
Moodle:
Veranstaltung in Moodle
LSF:
Veranstaltung im LSF
Linked Lectures:

Outline:

1. Descriptive statistics of prices on energy markets

2.  Regression analysis of energy prices

3.  Price formation on electricity spot markets

4.  Fundamental electricity market model

5.  Stochastic processes

6.  Option valuation

7.  Risk management in energy trading