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Thematic Program on Energy and Commodity Finance at Wolfgang Pauli Institute

Dear Colleagues,

I would like to let you know that I am co-organizing with Rene Aid (Electricite de France), Marco Avellaneda (Currant Institute), Rama Cont (Imperial College), Fred Benth (University of Oslo), Walter Schachermayer (Wolfgang Pauli Institute and University of Vienna), Josef Teichmann (ETH), and Almut Veraart (Imperial College) a multi-year on-going Thematic Program on Energy and Commodity Finance at the Wolfgang Pauli Institute in Vienna, Austria.


The main goal of the Thematic Program is to provide a forum that brings together a wide spectrum of professionals in the areas of the modelling and risk analysis of commodity markets, in general, and energy markets, in particular, ranging from academic researchers to industry practitioners worldwide.


For your convenience, please find below the link to the website of the Thematic Program: with the information on the upcoming events and activities including the Minicourses and Conferences that might be of interest to you.


In this regard, I would like to cordially invite you to participate in the 3rd Conference “Mathematics of Energy Markets” co-organized by Rene Aid, Fred Benth, Almut Veraart, and myself to be held during July 5-7, 2016 in Vienna, Austria. Contributed talks are welcome.


For further information about the Conference including the List of Invited Speakers and Submission Guidelines please find below the links:  and​.


Please let me know if you might have questions or would like further information.

I very much look forward to seeing you in Vienna.

Valery Kholodnyi

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