Sommersemester 26

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
