Conference Program
Conference Program
Download INREC 2022 Conference Program
Additional Information: All concurrent session speakers will have approximately 30 minutes (including discussion - e. g. 25 min talk, 5 min discussion) to present their paper. There will be a notebook in the session rooms for you to present your slides. Please bring your slides on a usb stick in pdf oder power point format.
Day 1 - Tuesday, September 27, 2022
| Time | Stream: Energy Forecasting | Stream: Energy Markets & Policy | Stream: Energy Trading & Risk Management | |
|---|---|---|---|---|
| 10:00 | Registration in S06 S00 | |||
| 10:15 | Welcome & Introduction in Room S04 T01 A01 | |||
10:30 | Keynote 1 in Room S04 T01 A01 Rafal Weron, Wroclaw University Electricity Price Forecasting in the 2020s | |||
| 11:30 | Lunch Break | |||
Session Title: Price Forecasting I Room: S04 T01 A01 | Session Title: Perspectives for Energy Markets Room: S06 S00 B41 | Session Title: Energy Data and Data Driven Approaches Room: S06 S00 B32 | ||
| 12:30 | Bridging fundamental and statistical models for short-term electricity forecasting for the German market - Souhir Ben Amor, Brandenburgische Technische Universität Cottbus-Senftenberg | Electricity intraday price modeling with marked Hawkes processes - Thomas Deschatre, EDF | A meta learning approach for short-term energy load, generation, and price forecasting - Sten Kramin, Hochschule Hamm-Lippstadt | |
| 13:00 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions - Paul Ghelasi, Universität Duisburg-Essen | Are renewables profitable in 2030 across Europe? An analysis of market-based profitability in a central-planning least-cost system - Jonas Finke, Ruhr-Universität Bochum | Data-Driven Design Optimization for Multi-Objective Industrial Energy System Transformation - Hendrik Schricker, RWTH Aachen | |
| 13:30 | Distributional neural networks for electricity price forecasting - Grzegorz Marcjasz, Wroclaw University of Science and Technology | Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution - Simon Hirsch, University of Duisburg-Essen | Supporting the energy sector for data and digitalisation - Stephen Haben, Energy Systems Catapult | |
| 14:00 | Coffee Break | |||
Session Title: Price forecasting II Room: S04 T01 A01 | Session Title: Multi-Agent Problems Room: S06 S00 B41 | Session Title: Short Term Risk Room: S06 S00 B32 | ||
| 14:30 | A survey of electricity spot and futures price models for risk management applications - Pierre Gruet, EDF | Linear Quadratic Principal Multi-Agent Incentive Problems with Applications to Development of Renewable Energy - Annika Kemper, Bielefeld University | Forecast the forecast error: Improving point forecasts and adding density forecasts in energy markets - Mira Watermeyer, Karlsruhe Institute of Technology | |
| 15:00 | Probabilistic forecasting with Principal Component quantile averaging - Tomasz Serafin, Wrocław University of Science and Technology | Prosumers with PV-Battery Systems in the electricity markets – a mixed complementarity approach - Marco Breder, University of Duisburg-Essen | Short-term risk management of electricity retailers under rising shares of decentralized solar generation - Marianna Russo, NEOMA Business School | |
| 16:45 | Social Event: Start of Folkwang Museum Tours | |||
| 18:00 | Conference Dinner | |||
Day 2 - Wednesday, September 28, 2022
| Time | Stream: Energy Forecasting | Stream: Energy Markets & Policy | Stream: Energy Trading & Risk Management |
|---|---|---|---|
| 9:30 | Keynote 2 in Room S04 T01 A01 Ricardo Bessa, INSEC TEC Decision-making in energy markets under uncertainty: human-in-the-loop | ||
| 10:30 | Coffee Break | ||
Session Title: Weather Forecasting Room: S04 T01 A01 | Session Title:Uncertainties Room: S06 S00 B41 | Session Title:Market Design and Risk Room: S06 S00 B32 | |
10:45 | A copula-based time series model for global horizontal irradiation - Alfred Müller, Universität Siegen | European gas scenarios for the upcoming winter - Andreas Schroeder, ICIS | De-risking the decarbonisation of the European cement industry - Paul Tautorat, ETH Zürich |
| 11:15 | Improving short-term wind power forecasts by means of ensembles of weather forecasts providers and historical numerical weather predictions - Ilias Dimoulkas, ΚΤΗ / rebase.energy | Climate Policy Uncertainty and Energy Portfolios - Imtiaz Sifat, Radboud University | Optimal Trading with a battery: An optimization model for offering flexibility on the day-ahead, intraday and reserve markets - Elias Röger, Fraunhofer Institute for Industrial Mathematics |
| 11:45 | Information Value of Weekly Weather Forecasts: An Empirical Analysis of Electricity Price Forecasting and Forward Arbitrage - Takuji Matsumoto, Kanazawa University | The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model - Sławomir Śmiech, Cracow University of Economics | Specific Product Characteristics of System Services and a Discussion of the joint market-based procurement in a Single Product - Carsten Wegkamp, Technische Universität Braunschweig |
| 12:15 | Lunch Break | ||
| 13:15 | Keynote 3 in Room S04 T01 A01 Gero Schindlmayr, EnBW New challenges managing renewable generation portfolios | ||
| 14:15 | Coffee Break | ||
Session Title:Price Forecasting III Room: S04 T01 A01 | Session Title: ML Forecasting Room: S06 S00 B41 | ||
| 14:30 | Recent difficulties in day-ahead electricity price forecasting on the Polish market - Michal Sebastian Jarema, Wroclaw University of Science and Technology | How Forecast Errors affect Optimal Scheduling and Control of Local Cross Energy Systems - Malte Stienecker, Fraunhofer UMSICHT | |
| 15:00 | An Electricity Price Modeling Framework for Renewable-Dominant Markets - Tobias Kargus, Karlsruhe Institute of Technology | Tree-Based Learning in RNNs for Power Consumption Forecasting - Roberto Baviera, Politecnico Milano | |
| 15:30 | Adaptive Probabilistic Forecasting of Electricity (Net-)Load - Joseph de Vilmarest, Electricité de France and Sorbonne Université | Modeling Volatility and Dependence of European Carbon and Energy Prices - Sven Pappert, TU Dortmund University | |
| 16:00 | End of Conference | ||