JEM 7 2 authors

The Journal of Energy Markets

Volume 7, Issue 2

 

Giorgio Castagneto-Gissey

Giorgio Castagneto-Gissey is a Ph.D. researcher at Imperial College London, where he holds a bursary from the British Economic and Social Research Council. He is a postgraduate teaching assistant of Economics and Finance at Imperial College Business School and holds a M.Sc. from the Warwick Economics Department. He has published on different internationally recognized journals and given talks at various international conferences, mainly by the International Association for Energy Economics (IAEE), for which he has acted as European conference session chairman and member of the programme committee. His research interests relate to the interactions between energy and electricity spot and forward prices, as well as the competitiveness and integration of EU energy markets.

 

 

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Richard Green

Richard Green is the Alan and Sabine Howard Professor of Sustainable Energy Business at Imperial College Business School. He has worked at the Universities of Cambridge (where he took his degrees), Hull and Birmingham, and held visiting positions at the Office of Electricity Regulation, the World Bank, the University of California Energy Institute and the Massachusetts Institute of Technology. He has been a specialist advisor to House of Commons and House of Lords Select Committees.

His main research interest is the economics and regulation of the electricity industry, in particular electricity wholesale markets.

 

 

 

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Fred Espen Benth

Prof. Fred Espen Benth has for the last 15 years focused his research on the mathematics of energy markets. He has written more than 80 papers published in scientific journals, as well as two books on modelling and pricing in energy and weather markets. Fred has led several courses for the energy industry in Europe, and acted as a consultant for some of the major insurance and power companies in Norway. He is member of the editorial board of several scientific journals and currently co-leader of a special thematic year on Energy and Environmental Finance at the Wolfgang Pauli institute in Vienna and a Center of Advanced Studies at the Norwegian Academy of Sciences.

 

 

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Maren Diane Schmeck

Maren Diane Schmeck received her PhD at the CMA in Oslo in December 2012. In her thesis she studied the pricing of derivatives in Energy markets. Currently, she is a postdoc at the University of Cologne.

 

 

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Christian Hendricks

Christian Hendricks is a researcher at the University of Wuppertal at the Chair of Applied Mathematics and Numerical Analysis (AMNA). Supported by a scholarship of the Eberle-Butschkau-Foundation he received his master degree in mathematics in the year 2013. In his thesis he analyzed the pricing of clean spread options in the German electricity market. Currently he is working on his PhD thesis in the field of energy derivatives pricing - focussing on the efficient treatment of high
dimensional partial differential equations.

 

 

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Tommaso Pellegrino

Tommaso Pellegrino is currently Quantitative Analyst in the Quantitative Risk Modelling and Analytics Team at E.ON Global Commodities SE (E.ON Group) in Dusseldorf. His previous role was Quantitative Analyst in the Portfolio Analytics Team at EDF Luminus (EDF Group) in Brussels. He has been working on quantitative analysis of energy derivatives, risk management and structured products since 2011. He attended, as a contributing speaker, the Conference in Energy Finance 2013 at the Duisburg-Essen University in Essen.

Tommaso obtained a MSc in Applied Mathematics (Probability and Finance, former DEA El Karoui) in 2011 from the Pierre and Marie Curie University (Paris VI) in collaboration with the Polytechnic School of Paris, following a MSc and a BSc in Mathematical Engineering (Mathematical Finance and Statistical Methods respectively) in 2010 and in 2008 from the Polytechnic University of Milan.

 

 

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Piergiacomo Sabino

Piergiacomo Sabino is currently head of Quantitative Risk Modelling and Analytics Team at E.ON Global Commodities SE (E.ON Group) in Dusseldorf. He has been working on quantitative analysis and risk management in the energy and banking sectors for ten years. He has also been lecturer at University Paris VII, France, and University of Bari and Bologna, Italy.

Piergiacomo has a MSc in Physics at the University of Bari and MSc in Quantitative Finance at Bocconi, Milan. He also has a PhD in Mathematics at the University of Bari obtained in collaboration with École Nationale des Ponts et Chaussées (ENPC), Marne la Vallée, France.
 

 

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