Day Three 27 April 2022

Advanced Portfolio and Risk Management for Energy Market Summit

European energy companies are being tasked to meet the demands of a more
environmentally conscious market whilst providing competitive prices in an
economy that is unpredictable and fluctuates on a daily basis. As a result, these additional challenges have emphasized the importance of effective Portfolio and Risk Management for Energy Markets. This forum will provide insight into effective price modelling, hydropower and gas portfolio management, balancing and ancillary services, and much more.

Connecting Dots

Key topics

  • Statistical trading models for energy futures

  • The future of blockchain technology in the energy sector

  • Hedging of non-market rational customer portfolio

  • ’Value at risk’ models for energy commodity portfolios:

  • Modeling volatility and correlation in energy markets

  • Portfolio management and trading help risk

  • Flexibility potential of household batteries for balancing: Is it a
    future business opportunity for Large retail suppliers?

  • How to measure and model risk in energy portfolios

  • Energy asset monetization – releasing value to fund the energy transition

  • Measure and manage portfolio exposure to climate RisK

  • Modelling joint wind and price risk with copulas.

  • Factor models for electricity spot markets.

  • European electricity trading in a time of change

  • Forecasting prices of electricity futures

Our Speakers 

Corinna Tengler
Vladislav Kulakovsky
Matej Kruspan
Vito Turitto
Pietro Rabassi

Our Clients