Modelling & Measuring Energy Risk on the Nord Pool Market
2-3 December 2008, Stockholm

 

It is with great pleasure we invite you to attend our second modelling conference with a specific Nordic focus. We have filled the program with a mix of practical hands-on experience from experts in risk modelling and analysis in energy utilities with expert professors and researchers. To mention a few, we have gathered knowledgeable presenters from StatoilHydro, Statnett, Skellefteå Kraft and Nord Pool.

This conference will focus on cross commodity modelling, but also include sections on fundamental modelling, real options and forward price modelling. The Nord Pool market is perhaps the most developed and mature electricity market in the world, and here you will hear about the latest research and developments in the area of risk modelling and measurement.
For example, you will learn about analysing the co integration between the Nord Pool el forward price and Oil, Gas, Coal, Co2 at ICE as well as cross commodity clearing and netting.

In addition, you will learn the effect of financial markets on the overall sector risk and how financial products are priced in an equilibrium model.
The conference will also be a forum and an opportunity for you to learn and network from the best practitioners in the Nordics.

So, welcome to join us at this exciting event, experience "advent" season in Stockholm, share experiences and meet and greet your fellow actors on the Nord Pool power market.

Looking forward to seeing you in Stockholm in December!

All the best,

Karin Ekdahl
Product Manager
Energyforum

 

 

Register to this conference now!

 

Highlights

  • Connections between system price and area price Nord Pool
  • Cross-Commodity Dependence using Copula Functions: Alternative Approaches and Application to Spark Spread Options
  • Connections between gas price and oil price
  • Case-study: Pricing spark spread risk
  • The spot-forward relation in electricity
  • EWMA, ARCH and SV volatility models
  • Scenario discussions - the impact on EU ETS from shortage of CER/ERUs, fall in gas prices, increase in coal prices

Who should attend?

  • Quantitative analysts
  • Risk analysts
  • Analysts
  • Risk managers
  • Risk controllers

Conference Venue

Hotel Rival
Mariatorget 3
11891 Stockholm
http://www.rival.se/

Discounted rooms are available until November 14, 2008.
Call Hotel Rival directly at +46 (0) 8-545 789 00 and mention Energyforum