The programme of the conference will be announced soon.
Below is the list of accepted talks.
Accepted Talks
A Copula-Based Approach for the Pricing of Energy Quanto Options
A Heath-Jarrow-Morton framework for energy markets: review and applications
for practitioners
A new model for the perceived time to transition to a low carbon economy
A stochastic model for the evolution of the day-ahead prices in gas and power
markets
A swap-based framework for managing energy transition risks
An Optimal Energy Production Problem with Energy Source Switching and Load
Following Nuclear Power Plants
Analyzing Uncertainty Quantification in Statistical and Deep Learning Models
for Probabilistic Electricity Price Forecasting
Assessing Climate Risk on the European Financial System: a Multi-Scenario
Analysis
Assessing Electricity Price Changes under Increased Renewable Supply in
Day-Ahead Markets
Basics on Atomic Swaps in blockchains for financial applications
Climate-Induced Catastrophe Risk and Catastrophe Bond Valuation
Coherent forecast combination for linearly constrained energy series
Dynamic Reliability Indicators for Wind Farm Maintenance Optimization: A
Markovian Approach
Empirical Evidence of the Market Price of Risk for Delivery Periods
Exploring key drivers of electricity price persistence using a Wavelet Neural
Networks approach
Extending Wavelet Energy Entropy for Improved Predictability Assessment
Forward spot price dependence in energy markets: investigations on a
co-integrated approach
From Micro-Foundations to Market Dynamics: A Structural Cointegration Model of
Bitcoin Prices
From Reliability to Resilience: Cost–Benefit Analysis of Risk in Electricity
Networks
Fueling Tech Markets: A Raw Material Network Perspective
Geopolitical Risks, Critical Materials and the Energy Transition: New Evidence
from Wavelet Methods
Hedging Power Purchase Agreements
How to compare the environmental and financial efficiency of companies from
multiple economic sectors?
Improving system operator electric demand predictions for quantile and density
forecasting
Is the energy transition impacting the Eurozone sovereign credit risk?
Evidence from Machine Learning
Italian Market Signals for Hybrid Wind–Battery Dispatch: From Price-Agnostic
to Price-Driven Control
M-method Estimation of Jump-diffusion OU Processes: an Application to Energy
Markets
Multi-criteria portfolio allocation: a probabilistic perspective
Optimal Execution in Intraday Energy Markets under Hawkes Processes with
Transient Impact
Pricing and Hedging of Power Purchase Agreements
Pricing Plain Vanilla Options on Henry Hub Futures: Introducing a Hump-Shaped
Volatility Model
Pricing the Green Energy Transition
Public subsidies drive the green transitions
Relevance of the Intraday Electricity Market under Renewable Energy
Penetration
Reliability Indicators for semi-Markov models of Wind speed and power
generation
Resilient networks of atomic swaps
Risk-Based Validation of Renewable Energy Forecasting: A Test Case for Italy
Rough volatility dynamics in commodity markets
Solar Energy Risks: Spatial Stochastic Radiation Modeling and Optimal Hedging
Strategies
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal
Hierarchy Forecasting (THieF)
Sustainability Transition in Asia: Insights from Green Bond Issuances and
Stock Market Reactions
Sustainability-Linked Bonds Pricing in a Stochastic Interest Rate Framework
Sustainability in LSTM Price Prediction for Portfolio Optimization in the
European Market
Synthetic data generation for Energy and Financial Markets: Machine Learning
techniques on trial
The role of probabilistic load and renewable prediction in enhancing day-ahead
electricity price forecasts
Understanding climate risk in Europe: Are transition and physical risk priced
in equity and fixed-income markets?
When Renewables Don’t Mean Cheap: a systematic review of beyond LCOE cost
Indicators