EURO 2024 Copenhagen
Abstract Submission

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Session MA-57: Modelling commodity markets dynamics in stream Modern Decision Making in Finance and Insurance

Monday, 8:30-10:00
Room: S06 (building: 101)

Session chair(s):
Lorenz Schneider (schneider@em-lyon.com)

The following abstracts have been submitted in this session:
3647. Assessing the Profitability of Large-Scale Batteries in the UK Electricity Market Nina Lange [R] - Denmark
accepted
Stefan Ropke [R] - Denmark
142. Commodity Forward Curves with Stochastic Time Change Maren Diane Schmeck [R] - Germany
accepted
4075. Calendar Spread Options and the Term Structure of Volatility Malthe Rauh Johansen [R] - Denmark
accepted
Nina Lange [R] - Denmark
1073. Revisiting the Gibson-Schwartz and Schwartz-Smith Commodity Models Lorenz Schneider [R] - France
accepted
Bertrand Tavin [R] - France