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Ph.d.-forelæsning/PhD Defense, Rune Hjorth Nielsen

Tidspunkt

29.04.2019 kl. 13.00 - 16.00

Beskrivelse

Essays on Modeling the Short-term Electricity Markets

The thesis is focused on modeling the short-term electricity markets, with a special emphasis on capturing the structure of these markets. The thesis consists of three papers researching three different research problems, which are all relevant for market participants.

Paper A presents a simulation method for the day-ahead electricity market, focused on keeping the within-day correlation structure intact, Paper B is estimating and comparing the lag structure of the German and French day-ahead electricity markets and Paper C presents a forecasting approach for the German continuous trade intraday electricity market that is incorporating the market infrastructure.

Bedømmelsesudvalg/Assessment committee:

Professor Rasmus Plenge Waagepetersen, AAU
Lektor Fred Espen Benth, Matematisk Institut, Oslo Universitet
Lektor Bent Jesper Christensen, Institut for Økonomi, Århus Universitet

Ordstyrer/Moderator:

Professor Rasmus Waagepetersen

Vejledere/Supervisors:

Lektor Ege Rubak, Aalborg Universitet, Lektor Lasse Bork, Aalborg Universitet og
Rasmus Johansen, Centrica Energy Trading A/S

Pris

Gratis

Arrangør

Institut for Matematiske Fag

Adresse

Skjernvej 4A, lokale/room 5.034

Tilmelding inden

22.04.2019 kl. 12.00

Tilmeld dig til

merete@math.aau.dk