Invited and Contributed Talks
3rd Energy Finance Christmas Workshop on Commodity Economics and Finance, Oslo, December 2013
A new approach to storage modelling.
Energy and Finance Conference, Essen, October 2013
Model risk and power plant valuation.
Building Bridges: Probability, Statistics and Applications, Braunschweig, August 2013
Transition probability density
for a bounded diffusion.
Princeton RTG Summer School in Financial Mathematics, Princeton, June 2013
The 51st Meeting of the Euro Working Group on Commodities and Financial Modelling (EWGCFM) and 1st Conference of the Research Centre for Energy Management (RCEM) & the International Centre for Shipping, Trade and Finance (ICSTF), London, May 2013
Model risk and power plant valuation.
Energy and Finance Conference, Rotterdam, October 2011
Empirical study of three electricity price models.
Fourth European Summer School in Financial Mathematics, Zurich, September 2011
Empirical study of three electricity price models.
34th Conference on Stochastic Processes and Their Applications, Osaka, September 2010
A new approach to pricing EUA futures.
Third SMAI European Summer School in Financial Mathematics, Paris, August 2010
On modelling of electricity spot price.
33rd Conference on Stochastic Processes and Their Applications, Berlin, July 2009
Empirical results of two electricity spot price models in application to German power market.