The Energy Finance Christmas Workshops are a series of cozy, informal workshops devoted to the latest developments in Energy Finance. The topics include, but are not limited to:

  • electricity price and load forecasting and modeling,
  • power market data filtering and seasonal decomposition,
  • probabilistic forecasting and risk assessment,
  • pricing and hedging of commodity derivatives and derivative portfolios,
  • renewables and their impact on electricity markets,
  • weather derivatives,
  • real option analysis for commodity investments,
  • carbon pricing and emissions trading,
  • LNG and freight markets.

It all started back in 2011, when I invited two of my colleagues and good friends - Stefan Trück and Sjur Westgaard - to give talks at the Science meets Social Science (S3) seminar. Stefan and Sjur promptly accepted the invitations, but later started changing dates of their stay in Wrocław. After lengthy negotiations it turned out they both wanted to come in the same week, right before Christmas! To resolve the 'crisis' I decided to invite a few more colleagues, organize a workshop and call it the Energy Finance Christmas Workshop. The EFC11 held on December 19th and 20th turned out to be a great success ... to the extent that Stefan concluded his talk by saying: See you all next year in Sydney for EFC12! In 2013 it was Sjur's turn to organize the Workshop, then it just started living on its own ;-)

Forthcoming workshop


Past events

Energy Finance Christmas Workshops