Fraunhofer Institute for Industrial Mathematics ITWMThe Commodity and Energy Markets Association Annual Meeting 2018 follows a longstanding series of meetings of the Commodity and Energy Markets Association (CEMA).
The event represents a benchmark academic conference in the area and gathers international scholars doing research work in a wide range of topics across the economics, finance, and operations of commodity and energy markets.
Conference
Program
Our experts Dr. Andreas Wagner and Wieger Hinderks of the department »Financial Mathematics« will present their lectures:
- Dr. Andreas Wagner: »A stochastic price model for the German secondary balancing power market«
- Wieger Hinderks: »A structural Heath-Jarrow-Morton framework for consistent intraday, spot, and futures electricity prices«
Functional Areas:
- Asset pricing and hedging
- Contract securitisation and derivative structuring
- Risk measurements and management
- Asset management and portfolio allocation
- Trading strategies and operations
- Macro market analysis and microstructure
- Corporate finance of producers and end consumers
- Long-term investment financing
- Regulation (EMIR, REMIT, MIFID, Dodd-Frank)
- Quantitative financial modeling
- Econometric analysis and statistics
- Physical operations management
- Real options and physical asset valuation
- Decision theory
Markets:
- Conventional fossil energy: oil, gas, refined products
- Electricity
- Metals: precious, base, ferrous, specialist non-ferrous, rare
- Agriculturals: softs, grains and seeds, livestock
- Renewable energy sources
- Commoditized services (e.g., CO2 allowances, shipping freights)
- Weather-linked securities
- Currencies and cryptocurrencies
A final program will follow later.
Registration and Costs
A ticket for the conference costs 250€ for an CEMA member, 300€ for a non-member and 50€ for a student.
An online registration is possible with the following link: Registration