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Session 47 - Energy Markets

Friday, August 23, 16:30 - 18:00, Room B

Chairperson: John Parsons (Charles River Associates Inc.)
Presentations
Exotics and Electrons: Electric Power Crises and Financial Risk Management

Suman Banerjee (Tulane University)
Thomas H. Noe (Tulane University)
 Discussant: Hélyette Geman (Université Paris IX Dauphine & ESSEC)
The Price of Power: The Valuation of Power and Weather Derivatives

Craig Pirrong (Oklahoma State University)
Martin Jermakyan (ElectraPartner.com)
 Discussant: Thomas H. Noe (Tulane University)
Modelling Electricity Prices: International Evidence

Pablo Villaplana (Universidad Carlos III de Madrid)
Alvaro Escribano (Universidad Carlos III de Madrid)
Juan Ignacio Peña (Universidad Carlos III de Madrid)
 Discussant: Cyriel De Jong (Erasmus University)
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