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Vienna Finance Newsletter <vfn-l(a)fam.tuwien.ac.at>
On June 19, 2001, The Vienna Finance Newsletter is celebrating 6 years
of being and serving and mailing. Read more about the grounding of its
birthday in the posting 'Vienna Finance Newsletter hat Geburtstag' (in
German only, sorry) at
http://www.fam.tuwien.ac.at/pipermail/vfn-l/2000q2/000707.html
We are pleased to announce the following 'birthday lecture':
Martin T. Barlow (University of British Columbia)
A diffusion model for electricity spot prices
Tue, June 19, 2001, 16:30-18:00
University of Technology, Wiedner Hauptstr. 8-10/107
Freihaus, green tower, 6th floor, Seminarraum 107
Abstract:
Electricity is now a traded commodity in a number of regions.
Starting from a simple supply/demand model for electricity, we obtain
a model for spot prices which captures some of the features of real
prices, including 'price spikes'. We estimate the parameters in the
model for the Alberta and California markets, and compare this model
with some others used for spot prices.
Martin T. Barlow (University of British Columbia)
http://www.math.ubc.ca/people/faculty/barlow/barlow.html
Your VFN-L administrator will be there, too, hopefully with coffee,
some birthday cookies and spikeless electricity.
Yours administratively,
-- Andreas Schamanek
vfn-l administrator
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ANDREAS SCHAMANEK <schamanek(a)gmx.net> T: +43-1 58801-10555, F: -10598
Admin @ Dept. of Statistics and Decision Support * Univ. of Vienna
Admin @ Dept. of Financial and Actuarial Mathematics * TU Vienna