- Docente: Lorenzo Torricelli
- Crediti formativi: 6
- SSD: SECS-S/06
- Lingua di insegnamento: Inglese
- Moduli: (Modulo 1) Lorenzo Torricelli (Modulo 2)
- Modalità didattica: Convenzionale - Lezioni in presenza (Modulo 1) Convenzionale - Lezioni in presenza (Modulo 2)
- Campus: Bologna
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Corso:
Laurea Magistrale in
Greening Energy Market and Finance (cod. 5885)
Valido anche per Laurea Magistrale in Quantitative Finance (cod. 8854)
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Orario delle lezioni (Modulo 1)
dal 08/04/2025 al 22/05/2025
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Orario delle lezioni (Modulo 2)
dal 29/04/2025 al 20/05/2025
Conoscenze e abilità da conseguire
This course is addressed to specializing in frontier topics with a joint effort of academics and professionals. Theoretical lectures and practical ones will allow students to acquire knowledge and the ability to use it.
Contenuti
The course focus will be energy finance and commodities trading. Half of the course will be lectured by the course responsible, while the other half by guest lecturers and industry practitioners chosen among experts in the theory and practice of Energy finance.
Programme
29th April, 6th and 13th of May. Tiziano Vargiolu, University of Padova. Real options and control theory
9th of May. Commodities Quantitative Reasercher. Energy markets in practice.
15th of May Andrea Bianchi, Hera: Some aspects of energy trading.
20th of May. Giorgio Bongermino: Energizing Tomorrow: the Future of Energy markets Amid Uncertainty.
Testi/Bibliografia
- Glen Swindle, Valuation and Risk Management in Energy Markets, Cambridge University Press, 2014
- Benth and Benth, Stochastic Modeling of Electiricty and Related Markets, 2014, World Scientific
Metodi didattici
Lectures
Modalità di verifica e valutazione dell'apprendimento
Multiple choice test
Strumenti a supporto della didattica
Blackboard, projector, slides
Orario di ricevimento
Consulta il sito web di Lorenzo Torricelli
Consulta il sito web di