[TCM, Mo 14:00]

Trading Strategies and Market Outcomes

1. Optimal Liquidation of Large Power Positions in Illiquid Markets (Ankirchner, Müller)

2. Modelling and Optimising Risk in a Strategic Gas Purchase Portfolio Planning Problem (Koberstein, König, Lucas)

3. Optimal Trading Strategies for Day-ahead Contracts and Balancing Power (Eisl, Rammersdorfer)

[GRU, Mo 14:00]

Grid and Renewables under Uncertainty

1. Transmission Investment under Uncertainty: The Case of Germany-Norway (Fleten, Heggedal, Siddiqui)

2. Modelling Financially Optimal Decisions of Network Operators under Regulatory Uncertainty (John)

3. Impacts of Load Flow Based Market Coupling in Europe – Analysis with a Zonal Electricity Market Model (Barth)

[TSC, Mo 15:45]

Trading Strategies in Commodity Markets

1. Modelling Trading Strategies for the Investigation of Price Developments in the European Electricity Market (Mirbach, Schwarz, Moser)

2. Efficiency in the Crude Oil Market: Backtesting Recent Developments with Multifactor Models (Fritz)

[IME, Mo 15:45]

Investment and Market Equilibria under Uncertainty

1. Stochastic Modeling of Long-Term Fuel Price Uncertainties (Walther)

2. Timing of Investments in an Uncertain World (Egging, Holz)

3. Investment under Uncertainty or the Recovery of Strategy in Investment Models (Kolmsee)

[MPD, Tu 9:00]

Multivariate Non-Standard Modelling Approaches

1. Time-Series Modelling of Power Output for Large-Scale Wind Fleets (Sturt, Strbac)

2. Dynamic Behavior of CO2 Spot Prices – Modeling Multiple Trading Periods (Hitzemann, Uhrig-Homburg)

3. Modeling Energy American Options in the Framework of the Non-Markovian Approach (Kholodnyi)

[UCP, Tu 9:00]

Uncertainty and Company Performance

1. The Link between Oil Price Movements and the Performance of Renewable Energy Companies - A State Space Model Approach (Inchauspe, Trück)

2. Do Trading and Power Operations Mix? The Case of Constellation Energy Group’s Liquidity Crisis of 2008 (Parsons)

3. Will Investors in Electricity Markets under Uncertainty go for Welfare Optimal Investments? (Ziegler, Sunderkötter)

[VAP, Tu 10:45]

Valuation Approaches

1. Valuation of Structured Electricity Retail Contracts with Market Models (Metka)

2. Gas Storage Valuation under Limited Liquidity (Felix)

3. Valuation and Hedging of Energy Derivatives (Uhrig-Homburg, Unger)

[UIS, Tu 10:45]

1. Evaluation of Compressed Air Energy Storage Plant Based on Stochastic Electricity Price Simulations (Keles, Möst, Fichtner)

2. Comparing Feed-In-Tariffs and Renewable Obligation Certificates – a Real Option Approach (Mennel, Scatasta)

3. Strengthening Investment Decisions for Power Generation Assets Using Portfolio Analysis – E. ON's Experience (Frueh, Soria-Lopez, Bodewig)