Modelling & Measuring Energy Risk
28-30 November 2007, London, UK


Welcome to the last
modelling conference of the year. Once again we have lined up an extraordinary program with a unique blend of academic knowledge and practical experience.

Our delegates rated our latest Modelling conference, held in June in Lisbon, 3,93 in satisfaction on a 4-graded scale. We hope that this conference will be as successful as that one. The program is designed to give you the tools and techniques you need to succeed in the volatile market of commodities.

Energy markets continue to expand at an unprecedented rate, and there is an ever-present need to accurately model energy commodities, and to price complex derivative products.

The aim of this conference and workshop is to provide you with the latest modelling and risk management research, and to give cutting-edge analysis of energy trading and investment opportunities offered today in energy markets.

New for this year is a session with Portfolio Management, something that many of you have asked for.

You will improve your skills in:

  • Spot and forward price modeling and testing
  • Complex commodity derivatives
  • Electricity, fuel modeling and portfolio management

Take this opportunity to learn from the best and improve your skills by getting the latest combine insights from top energy-market practitioners with some of the latest research from leading academics currently working in the field.

We hope to see you in London!

Best regards,

Johanna Öberg           &                 Álvaro Cartea
Project Manager                            Conference Chairman
Energyforum                                  Birkbeck, University of London               

Please send me the brochure