Veranstaltungen

Exercise

Energy Markets and Price Formation


Name in diploma supplement
Energy Markets and Price Formation
Organisational Unit
Lehrstuhl für Energiewirtschaft
Lecturers
Prof. Dr. Christoph Weber
SPW
2
Language
English
Cycle
summer semester
Participants at most
no limit
Participants

Preliminary knowledge

See lecture

Abstract

Application of the methods presented in the lecture

Contents

Tasks and examples of the material of the lecture

  1. Data research / Descriptive Statistics
  2. Price Analysis / Regression models
  3. Fundamental models / Reserve models
  4. Financial and econometric models / Stochastic Processes
  5. Valuating options
  6. Game Theory Models

Literature

See lecture

Teaching concept

Self-contained and guided solution of exercises. Students should present and discuss their solution proposals. Parts of the modelling and applications are taught using computers, i.e. using Microsoft Excel.

Exercise: Energy Markets and Price Formation (WIWI‑C0815)