TataKelola dan KamSiber Kecerdasan Buatan v022.pdf
Risk Management and portfolio optimisation summit for the energy 23rd-24th February 2017 Amsterdam Netherlands
1. 23rd – 24th February 2017 | Amsterdam Netherlands
Learn from these experts amongst others:
To Register | T +420 228 881 330 | | www.risk-management.oil-professional-events.com
Including the following companies and institutions:
ANNUAL
INTELLIGENT HEDGING AND
PORTFOLIO OPTIMISATION SUMMIT FOR
THE ENERGY MARKET
Jan Kłoczko,
Energy Portfolio Manager at PGNiG
Termika SA,
PGNiG
George Levy,
Quantitative Analyst,
RWE npower
Gatis Junghans,
Member of the Management Board,
AS Augstsprieguma tikls
Dorje Brody,
Professor of Mathematics,
Brunel University London
Email: simon.rodriguez@oilpro-events.net
Thomas Elgaard Jensen,
Director, Strategic Business
Development,
Energi Danmark A/S
www.risk-management.oil-professional-events.com
2. O
EM
-insight
08:00 Registration welcome coffee
08:55 Welcome opening address of the chairman
LEGAL ASPECTS AND MARKET DEVELOPMENTS
09:00 UNDERSTANDING THE TURKISH ELECTRICITY MARKET
AND HOW TO TRADE IT.
• An Overview of the Turkish Electricity Market
• Analyzing Market Drivers and Fundamentals
• Trading in a Challenging Market – Visibility and
Liquidity Aspects
Turan Dinç,
Senior Origination Power - New Markets Projects,
Alpiq
09:40 Analysis of hedging opportunities in the Nordic-
Baltic power market.
• Transmission congestion sistuation and price risks in
the Nordic-Baltic region
• Assessment of hedging opportunities in the Nordic
and Baltic market
• Contracts for Difference vs long-term transmission rights
Gatis Junghāns,
Member of the Management Board,
AS Augstsprieguma tikls
10:20 Speed Networking and Business Card Exchange
The perfect opportunity to speak directly with your
peers and network effectively. Maximise your time
at this event by participating in this interactive
networking session.
Don’t forget your business cards.
10:50 Morning coffee break networking opportunity
BOOSTING ADVANCED
11:20 Portfolio Risk Management in an Enterprise Risk
management context
• Principal vs strategic objectives of an Enterprise
• Performance and risk dilemma
• Types of risk management
Eyvind Aven,
Vice president Risk management,
Statoil
12:00 An Energy Risk Framework
• Wind and solar modelling
• Demand side response, storage and options
George Levy,
Quantitative Analyst,
RWE npower
12:40 Networking luncheon
14:10 Finding of an efficient hedge strategy on corporate level
• Identification of hedge strategy alternatives
• Analysis of the corporate financial risk-bearing capability
• Preventionfromeconomicallyinefficienthedgestrategies
• Selection of an efficient hedge strategy according to risk
appetite
Christian Friesendorf,
Head of Financial Risk Analysis,
Vattenfall GmbH
14:50 Development of the balancing markets in Europe
• Integrating larger volumes of RES gives bigger incentives
to be active in the balancing market
• How balancing markets can be used to managed risk for
large imbalance prices
• The need to integrate RES and demand in the balancing
markets
Thomas Elgaard Jensen,
Director, Strategic Business Development,
Energi Danmark A/S
15:30 Afternoon coffee break networking opportunity
16:00 Linking hedging activities to the corporate financial
steering
• Identification of objectives for hedging
•
•
•
Novera Khan,
Risk Professional,
Uniper Energy
16:40 Open Mic Stage
HEDGING AND PORTFOLIO
OPTIMISATION 2016
• How to effectively forecast and mitigate risks
•
Attain intelligent hedging tools and techniques though
market monitoring
• Get practical insight on efficient portfolio optimization and
modeling
17:10 Closing remarks By the chairman
17:20 End of conference day one
CONFERENCE DAY ONE | Thursday, 23rd
February 2017
• Cross Border Trading Landscape.
• Core risk for an Enterprise vs Risk appetite
• UK generation stack and power price simulation
To Register | T +420 228 881 330 | www.risk-management.oil-professional-events.comEmail: simon.rodriguez@oilpro-events.net
Deriving financial targets to be supported by hedging
Integrating risk appetite of top-management
How to organize the corporate hedging process
George Levy,
Quantitative Analyst,
RWE npower
3. 08:30 Registration welcome coffee
08:55 Welcome opening address of
NEW CONCEPTS OF DOWNSIZING
09:00 Managing generation assets through forward markets
• Introduction to hedging strategies: opportunities vs risk
• Different hedging strategies
• Most accurate strategy depending on portfolio
characteristics
• Delta Hedging for Generation Assets
Santiago Tejero Salcedo,
Head of Energy Management,
Enel Green Power Spain
09:40
• Asymmetric effect of volatility [both implied and realised]
on prices. How volatility fluctuations and trend can be
used to understand price trend stability and market
sentiment
•
•
Vito Turitto,
Manager Quantitative Analysis,
SP Global Platts
10:20 Morning coffee break networking opportunity
VIRTUAL REAL WORLD TESTING
10:50 Energy Portfolio Optimization and Trading Strategies
• Solution to the “Declaration of Coordination and
Cooperation in the North Sea Energy Challenge”
• The North Sea in Focus: Hub for Renewable Power
and Gas Production
• XTN-EnergyalaCarteatHouseholdSite”–Transitionto
theRenewableSociety–The4thIndustrialRevolution
Bjørn Bekkevold,
Founder CEO,
XTN Group
12:10 Networking luncheon
ELECTRIFIED
13:40 European power market integration with focus on future
Pan-European balancing markets - gain obstacles.
• Will the carbon market get clear answers that remove the
uncertainty and create free prices
•
Volatility Contraction Process. What it is and its role
in hedging and trading strategies
•
Volatility Premium [implied vs realised]. What is it,
why it’s important, what type of info provides traders
and risk managers with
•
Volatility distribution and Volatility Cones. How past
distribution of volatility, both implied and realised, can
be used to quantify market risk and how to use the
mean reversion propensity of volatility to build hedging
strategies
Jan Kłoczko,
Energy Portfolio Manager at PGNiG Termika SA,
PGNiG
14:20 Market risk and liquidity risk
Will the support schemes for renewables converge in
Europe
Will the European integration move forward in the
electricity market or will we see more local market
arrangements that pull in opposite direction
Will we get push for retail market integration in Europe
• How to calculate price volatility for risk measurement
needs considering downward market trend?
• What hedging mechanism is the most effective and
suits the best market situation?
Gabril Galonis,
Quantitative Analyst,
PETRONAS
15:00 Afternoon coffee break networking opportunity
15:30 Open Mic Stage
• Progressive portfolio planning and rationalization
standards
• European power market integration with focus on future
• Energy Portfolio Optimization and Trading Strategies
16:10 Closing remark By the chairman
16:20 End of conference day two
CONFERENCE DAY TWO | Friday 24th
February 2017
Sponsorship
We have a variety of packages available to suit your
requirements. For all Sponsorship and Exhibition
opportunities call Simon Rodriguez +420 228 881 330 or email
simon.rodriguez@oilpro-events.net
To Register | T +420 228 881 330 | www.risk-management.oil-professional-events.comEmail: simon.rodriguez@oilpro-events.net
•
• Gas as “battery” in the grid for balancing Demand /
Response, particularly renewables like wind and
solar.
• Calculate your hedge ratio within adverse market
risk scenarios
• Forward curve imperfection: A misleading effect
of the economy (contango, backwardation)
George Levy,
Quantitative Analyst,
RWE npower
4. Terms Conditions
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the terms and conditions detailed below.
For Registration please fill out the form with
full details and send it back to us via Fax or
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23rd – 24th February 2017 | Amsterdam Netherlands
ANNUAL INTELLIGENT HEDGING
AND PORTFOLIO OPTIMISATION
SUMMIT FOR THE ENERGY MARKET
Eearly Bird Till
30.11.2016
Standard Pack 1
2 day conference + online documentation
€ 1999
Standard Pack 2
1 day conference + online documentation
€ 1499
Doc Pack
Unlimited online access to all presentations of the conference
Conference Packages
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Simon Rodriguez
Project
+420 228 881 330
Em simon.rodriguez@oilpro-events.net
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