Learn about the latest modelling tools for spot and forward pricing in the energy market. The workshop will explore different models from a practical and theoretical perspective, with emphasis on spot price models and their link to forward prices. In particular, in the first module of this workshop you will learn about:
Workshop leader: Fred Espen Benth
Kjersti Aas
Kjersti Aas is Assistant Research Director at the Statistics Departement of Norwegian Computing Center (NR) and she is the head of the group working with financial risk management. She has a large experience in doing applied contract research within the field of statistical modelling in banking, insurance, energy and commodity markets. Kjersti has given several courses on the statistics of these markets in Norway. She is also doing more basic research, and her two last papers have recently been published in Journal of Financial Econometrics and Journal of Risk, respectively.
Anders Løland
Anders Løland is Senior Research Scientist at the Norwegian Computing Center (NR) in Oslo. Anders works with basic and applied contract research within statistical modelling of marine resources, health, industry, finance, energy and commodity markets. He has given several courses on statistics, including one University course on practical computational finance.
Ingrid Hobæk Haff
Ingrid Hobæk Haff is a Research Scientist at the Statistics Departement of Norwegian Computing Center (NR). She works with basic and applied statistical modelling in banking, insurance, energy and commodity markets. She is also doing more basic research, and her two last papers have recently been published in Journal of Financial Econometrics and Journal of Risk, respectively.
The workshop will take place at University of Oslo, at the Centre of Mathematics for Applications (CMA) The Centre of Mathematics for Applications (CMA) was in June 2002 funded as a Centre of Excellence by the Research Council of Norway. CMA is organised at the University of Oslo (UiO) as a part of the Faculty of Mathematics and Natural Sciences