FieldsLive Video Archive
This archive holds videos of past Fields lectures. Lectures are archived in two formats.The interactive format, viewed in a flash-player-enabled desktop web browser, allows you to zoom in and out on specific areas of the blackboards or screens (providing a viewing experience more like being present in the room). The static format, although it does not allow for zooming in to read small blackboard writing, is downloadable and compatible with a wide variety of desktop and mobile video players.
Workshop on Electricity, Energy and Commodities Risk Management (Other events)
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info Olivier Feron: Commodity price modeling in EDF. Calibration and parameter estimation (August 14)
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info Luciano Campi: Utility indifference valuation for non-smooth payoffs with an application to power derivatives (August 14)
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info Warren Powell: SMART-ISO: A Stochastic, Multiscale Model of the PJM Energy Markets (August 14)
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info Michel Denault: An Approximate Dynamic Programming, Simulations and Regressions Approach to Value and Control a Hydropower System (August 14)
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info Michael Kustermann: A Structural Model for Interconnected Electricity Markets (August 14)
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info Fernando Auibe: The effects of shale gas on risk premium and volatility in the US gas prices (August 15)
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info Michael Coulon: A model for Solar Renewable Energy Certificates: shining some light on price dynamics and optimal market design (August 15)
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info Walid Mnif: EU ETS Futures Spread Analysis and Recommendations for Effective Trading and Market Design (August 15)
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info Eugenio Bobenrieth: Stocks-to-use Ratios and Prices as Indicators of Vulnerability to Spikes in Global Cereal Markets (August 16)
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info Delphine Lautier: A simple equilibrium model for commodity markets (August 16)
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info Pascal Heider: Co-integrated Commodities, Proxy-Hedges and Structured Cash-Flows (August 16)
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info Jorge Zubelli: Investment Decisions under Uncertainty, Real Options and Commodity Models (August 16)
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info Christian Maxwell: Using Real Option Analysis to Quantify Ethanol Policy Impact on the Firm's Entry Into and Optimal Operation of Corn Ethanol Facilities (August 16)