EDF Annual Event – Portfolio Management & Risk Management for Energy Markets Highlights

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The Annual Portoflio Management & Risk Management for Energy Markets – EDF in collaboration with Corporate Parity developed this summit to tackle various problems faced by the industries regarding risk management. Chairman Professor René Aïd, Professor of Economics – Paris-Dauphine University & Christopher Lieu, Event Project Manager – Corporate Parity were at the forefront of bringing together a great mixture of relevant topics, academic aspects along with technical topics. The summit saw more than 180 delegates from across the globe come together to learn from experienced professionals in this area. The increased number of delegates highlights the continued importance of this topic.

RISK MANAGEMENT, PRICES MODELLING AND TRADING

This portion of the summit began with a Keynote presentation that set the tone for the summit ahead; ‘How to Price and Hedge in Incomplete Markets’ with Edouard Lavillonnière Head of Quant Team – Markets, Risks & Valuation – EDF. Edouard detailed how prices/volumes correlate to impact risk profiles along with answering ‘How to manage and hedge your portfolio under incomplete markets.’

Ralph Renner, Head of European Origination – Sompo Global Weather received praise for ‘How to Deal with Illiquidity Issues in Energy Risk Management’ focusing on weather options, Wind hedges & the global weather risk management market.

Dr Matthias Klapper, Senior Market Analyst – Vattenfall delivered an insightful case study, analysing ‘German Power Prices in a Changing Market’

HIGH-LEVEL PORTFOLIO MANAGEMENT

This portion of the summit divided into 2 parts;

TOPIC 1 Balancing and Ancillary Services (or Load Frequency Control)

Jean-Baptiste de Gabory Head of Power Dispatch & Operations France – Uniper discussed ‘Standardisation of Balancing Bids’ executing an informative & engaging presentation.

Dr Dieter Most Senior Engineer – Siemens AG used his expertise to provide an analytical & statistical case study for ‘State Estimation and Control of Power Grids with a Large Share of Distributed Energy Resources’

Panel Discussion – ‘Physical Asset Management with Multi-Markets Opportunities’ with MODERATOR Professor René Aïd Professor of Economics – Paris-Dauphine University, Jean-Baptiste de Gabory Head of Power Dispatch & Operations France – Uniper, Berto Martins Deputy Director – EDP & Stephen Woodhouse Chief Digital Officer – Pöyry created one of the most interesting panel discussions of the summit.

TOPIC 2 Adapting Energy Portfolio Management to Local Network and Renewable Energy Sources

Berto Martins, Deputy Director – EDP provided an insight into a specific area with ‘Renewable Integration into Portfolio Management and Future Market Developments; The Iberian perspective’

PHYSICAL PORTFOLIO MANAGEMENT

Chairman & Professor René Aïd Professor of Economics – Paris-Dauphine University opened day 2 with a Keynote presentation that ‘Optimal Trade of Volatility Risk in Electricity Markets’ pulling together many areas that had been touched on earlier in the summit.

MARKET FUNDAMENTALS AND ENERGY PROSPECTIVE

Vera Silva, Program Director, Electricity Systems & markets – EDF attracted & retained the attention of all attendees highlighting the future of energy consumption in Europe with ‘Towards a 60%-RES Mix in Europe’

Check out  the event video & online album

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