Quantitative Energy Finance

Part I Modelling of Energy Prices.- Estimation of the Number of Factors in a Multi-Factorial Heath-Jarrow-Morton Model in Power Markets.- Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing.- Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets.- Part II Energy Transition.- Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices.- A Mean-Field Game Model of Electricity Market Dynamics.- PPA Investments of Minimal Variability.- Part III Climate Risk.- Climate Risk in Structural Credit Models.

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• Finanças
• Economia ambiental
• Matemática aplicada
• Indústrias da energia e de outros serviços
• Probabilidade e Estatística

Energy Markets;Stochastic Processes;Electricity Prices;Renewable Energy;Climate Risk;Forward and Futures Price Dynamics;Energy Transition