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Risk in deregulated electricity workshop
PDF Program
Click here to view the pdf program.
Speakers
Göran Andersson
Jörg Doege
Martin Eschle
Massimo Filippini
Juri Hinz (Chair)
Hans-Jakob Lüthi
Martina Wilhelm
Workshop, March 23 - 24, 2006, ETH Zurich, Switzerland
March 23
| 08:45 |
Hans-Jakob Lüthi Welcome |
| 09:00 |
Massimo Filippini Reform of the electric power sector: Elements of an electric power reform Discussion of some case studies |
| 10:00 | Coffee |
| 10:15 |
Massimo Filippini/Jörg Doege Competitiveness of the hydropower companies: Investment appraisal Discussion of some case studies |
| 11:00 |
Massimo Filippini Benchmarking costs in the electric power sector: Benchmarking and regulation Parametric and non-parametric approaches Discussion of some case studies |
| 12:00 | Lunch |
| 14:00 |
Göran Andersson Technical/economical properties of power generation plants: Operational characteristics, controllability and dispatchability, system integration |
| 15:00 |
Göran Andersson Congestion management: Overview of different schemes: market coupling/splitting, explicit/implicit auctions, counter trading |
| 15:45 | Coffee |
| 16:00 |
Göran Andersson Power flow control with FACTS devices: Technical characteristics of FACTS devices, congestion management with FACTS devices, security enhancement by use of FACTS devices |
| 17:00 | Round table (Facilitator: Juri Hinz) |
| 18:30 | Dinner (optional) |
March 24
| 09:00 |
Hans-Jakob Lüthi/Jörg Doege Energy risk management: Coherent risk measurement, efficient risk reduction and hedging, dynamic risk engineering |
| 10:00 | Coffee |
| 10:15 |
Hans-Jakob Lüthi/Jörg Doege Valuation of flexibility: Notion of flexibility, modeling of utilities, dispatch management and cross-border trading, case study |
| 11:00 |
Martin Eschle Management of transmission grid in a deregulated market: Arbitrage and bottlenecks |
| 12:00 | Lunch |
| 14:00 |
Juri Hinz Market view: Flow commodity market under change-of-numeraire transformation, results from fixed-income markets for commodity price models |
| 15:00 |
Martina Wilhelm Market View: Model calibration based on historical futures data, valuation of caps, floors, and cross-commodity swaps, modeling by examples |
| 15:45 | Coffee |
| 16:00 |
Hans-Jakob Lüthi Closing remarks: From strategic to operational risk management |
| 16:30 | End of workshop |
Minor changes of program are reserved.
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