New Challenges in Energy Markets - Data Analytics, Modelling and Numerics

Videos from BIRS Workshop 19w5229

, The University of Calgary
- 09:37
Polynomial maps of polynomial processes for energy prices
Watch video | Download video: 201909240902-Ware.mp4 (213M)
, Oklahoma State University
- 09:32
Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers
Watch video | Download video: 201909250905-Byers.mp4 (111M)
, Dublin City University
- 12:03
Asset Prices in Segmented and Integrated Markets
Watch video | Download video: 201909251128-Guasoni.mp4 (168M)
, University of Sussex
- 14:03
High-order compact finite difference schemes for option pricing
Watch video | Download video: 201909261336-During.mp4 (107M)
, The University of Sussex
- 17:01
Wind Park Valuation and Risk Management in the German Intraday Power Markets
Watch video | Download video: 201909261626-Coulon.mp4 (140M)