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Financial Methods 2008 



Policymaking Benefits and Limitations from Using Financial Methods and Modelling in Electricity Markets

St. Ane's College, Oxford, 9-10 July 2008

 

A two-day international workshop to facilitate dialogue between policymakers and academic researchers on ways in which financial methods and modelling can tackle key challenges faced by the electric power industry.

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Programme

Programme

Attendee List

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Presentations

Several of the papers presented at this workshop are being reviewed for an upcoming special issue of the Energy Economics journal. As most of the papers given at this workshop are still draft and not yet published, please contact the lead author for further information. Also contact the author if you would like to see a presentation which is not downloadable here.



Yannik Le Pen and Benoit Sevi


Volatility Transmission and Volatility Response Functions in European Electricity Forward Markets 

Fernando Oliveira and Dimitra Prompona The Relationship Between Day-Ahead and Forward Electricity Prices: Evidence from the UK
 

Merrill Heddy, Joseph Onochie , Sjur Westgaard  and Robert Yaffee

Volatility Modelling with Value-at-Risk Applications for United Kingdom Natural Gas Futures Prices

Rob Gross, Will Blyth, and Phil Heptonstall Investment in Electricity generation: Why Policy Needs to Look Beyond Cost Modelling


Karsten Neuhoff

Private Sector Response to Carbon Price Uncertainty
 


Reinhard Madlener and Christoph Wenk

Efficient Investment Portfolios for the Swiss Electricity Supply Sector
 

Stein-Erik Fleten and Erkka Näsäkkälä

Gas-Fired Power Plants: Investment Timing, Operating Flexibility and CO2 Capture

Afzal Siddiqui and Stein-Erik Fleten

How to Proceed with the Thorium Nuclear Technology: a Real Options Analysis

Hannah Chalmers,  Matt Leach and Jon Gibbins

Using Financial Methods to Value Operating Flexibility: Opportunities for Improving Investment Decisions in Fossil-Fired Plants in the UK?

Xi Liang , David Reiner, Jon Gibbins and Jia Li Issuing Tradable Capture Options with the Virtue of Financing Capture Ready and Assisting Policy Making in Carbon Capture and Storage

Yumi Oum  and Shmuel Oren Optimal VaR Constrained Hedging of Fixed Price Load-Following Obligations in Competitive Electricity Markets

Sandro Sapio The Interplay Between Risk Aversion and Price Beliefs: a Key to Understanding Power Demand Elasticity

Bert Willems and Joris Morbee Risk Management in Electricity Markets: Hedging and Market Incompleteness

Shi-Jie Deng and Haibin Sun

 

Impact of Transmission Congestion on the Forward Risk Premium in Electricity Markets
Seabron Adamson, Thomas Noe and Geoffrey Parker Efficiency of Financial Transmission Rights Markets in Centrally Coordinated Periodic Auctions

   

 

 


Meeting Place Events

2008

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