Current developments in portfolio and risk management

The energy transition progresses both in Germany and Europe. Simultaneously, the conditions along the complete value chain of the energy industry and energy markets in particular continue to evolve. Due to the ever increasing share of intermittent renewable generation, forecasting has become an essential tool of risk management and state-of-the-art methodologies with low cost and computational effort are required. Balancing markets will play an important role in a transformed energy system and remain an important topic. They continue to be discussed from both a market design perspective but also from the perspective of new participants seeking extra yield from offering their services in these markets. Meanwhile, the conditions for traditional generation, still required during the transition, are further altered. A reform of the EU emissions trading system seems imminent and the introduction of a carbon price floor would have great effects on marketed assets and portfolios, while the developments on the European gas market also have ramifications for portfolio and risk management.

The workshop “Current Developments in Portfolio and Risk Management” on 7th February 2018 provides a platform for exchange between the scientific community and industry. Energy markets in transition are discussed in four topic blocks: forecasting, balancing markets, carbon pricing as well as European gas markets are considered from both a practical and scientific perspective. The workshop is aimed at practitioners from all stages of the energy industry’s value chain and at researchers involved in the field. The sessions will provide opportunities to discuss concepts and experiences presented and stimulate exchange between all stakeholders.

To the program

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