Exercise

Energy Markets and Price Formation

Name in diploma supplementEnergy Markets and Price Formation
Organisational Unit Lehrstuhl für Energiewirtschaft (http://www.ewl.wiwi.uni-due.de/)
LecturersProf. Dr. Christoph Weber
SPW2LanguageEnglish
Cyclesummer semesterParticipants at mostno limit

Preliminary knowledge

See lecture

Abstract

Application of the methods presented in the lecture

Contents

Tasks and examples of the material of the lecture

  1. Data research / Descriptive Statistics I
  2. Regression models
  3. Linear programming
  4. Fundamental models
  5. Financial and econometric models
  6. Valuating options
  7. Greeks / Hedging / VaR

Literature

See lecture

Teaching concept

Self-contained and guided solution of exercises. Students should present and discuss their solution proposals. Parts of the modelling and applications are taught using computers.

Participants

  • BWL EaF Master 2015>Pflichtbereich >Modul "Energy Markets and Price Formation"1st-2nd Semester, Compulsory
  • EnergySc Master 2016>Fortgeschrittene Energiewissenschaft >Modul "Energy Markets and Price Formation"1st Semester, Elective
  • LA gbF/kbF BK Master 2014>Masterprüfung in der großen beruflichen Fachrichtung >Wahlpflichtbereich BWL, VWL, Recht, Statistik >Bereich BWL >Modul "Energy Markets and Price Formation"1st-3rd Semester, Elective
  • MuU Master 2013>Wahlpflichtbereich III >Wahlpflichtbereich III A.: Märkte und Unternehmen aus Unternehmensperspektive >Modul "Energy Markets and Price Formation"1st-3rd Semester, Elective
  • VWL Master 2009-V2013>Wahlpflichtbereich I >Modul "Energy Markets and Price Formation"1st-3rd Semester, Elective
  • WiInf Master 2010>Wahlpflichtbereich >Wahlpflichtbereich II: Informatik, BWL, VWL >Wahlpflichtmodule der Betriebswirtschaftslehre >Modul "Energy Markets and Price Formation"1st-3rd Semester, Elective
  • WiIng Master 2008>Wahlpflichtbereich Wirtschaftswissenschaften, Energiewirtschaft >Modul "Energy Markets and Price Formation"1st-3rd Semester, Elective
  • WiMathe Master 2013>VWL-Energie >Modul "Energy Markets and Price Formation"1st-3rd Semester, Elective
WIWI‑C0815 - Exercise: Energy Markets and Price Formation