This workshop will explore advanced mathematical models and quantitative methods for assessing climate and energy risks. Key topics include, but are not limited to, the development and validation of innovative models for the dynamics of energy assets and weather-related variables and indices. These models aim to comprehensively account for significant sources of uncertainty, their dependence structures, and, where applicable, relevant climate and environmental factors. Additionally, the workshop will focus on designing efficient mathematical models and numerical methods for valuing energy and weather derivatives. It is organized as part of a funded PRIN2022 project, fostering collaboration among three scientific units at the University of Bologna, the University of Perugia, and the Parthenope University of Naples

Organizers:
Luca Vincenzo Ballestra (University of Bologna)
Maria Letizia Guerra (University of Bologna)
Gianna Figà Talamanca (University of Perugia)
Alessandra Cretarola (University of Chieti-Pescara)
Marco Patacca (University of Perugia)
Stefania Corsaro (Parthenope University of Naples)
Zelda Marino (Parthenope University of Naples)
Salvatore Scognamiglio (Parthenope University of Naples)

Program: 

The workshop program is still being finalized, and there is an opportunity for some additional presentations. Participation is available both in person and online. Researchers interested in presenting a paper related to the workshop's themes are invited to submit an extended abstract by February 16, 2025, via email to luca.ballestra@unibo.it

Registration:
The event is free.To register, send an email to: luca.ballestra@unibo.it

In-person registration will take place from 10 a.m. to 12 p.m., Room Teatini 1

The Workshop is Funded by European Union - NextGenerationEU funded by the European Union - NextGenerationEU under the National Recovery and Resilience Plan (PNRR) M42 – program MUR PRIN 2022 “Modeling and valuation of financial instruments for climate and energy risk mitigation” - proposal code [2022FPLY97] - CUP [J53D23004530006]. With the patronage of the Municipality of Rimini.

Attachments

Flyer

[ .pdf 1030Kb ]

Draft Program

[ .xlsx 11Kb ]

Draft Program. Changes are still possible, and there is still room for presentations.

Thanks to UniRimini SpA for the promotional activity.