Academic Sessions


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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