On 5-7 July 2016, there will be a conference on the mathematics of energy markets organized at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program “Mathematics for Risk in Finance and Energy” at the WPI. 

We welcome participants from academia and industry to take part in this event.  

There will be a number of contributed talks at the conference. Please submit an abstract or full paper by April 1, 2016 to Fred Espen Benth (fredb ‘at’ math.uio.no) for consideration. Accepted papers will be notified by May 1, 2016. 

Registration: please register your participation by sending an email to Iben Simonsen (ibens ‘at’ math.uio.no) before June 15. In the email, state your name, affiliation and email address.

Note that there is no participation fee. All participants must organize their travel and lodging themselves, and there is no funding available for participating at the conference. 

Peter Laurence Memorial Talks

  • Alexander Eydeland (Morgan Stanley)
  • Gulisashvili, Archil (Ohio University, US)

Professor Peter Laurence initiated the thematic program at WPI  on the mathematics for energy and commodity finance in 2010. Together with members of the organizing committee, Peter had a firm hand leading the thematic program up to August 2013, when he sadly passed away. Peter was very engaged at the WPI, organizing conferences and workshops, as well as intensive short training courses with a large audience from industry and academia. To honor his great contribution to mathematical finance in general, and the thematic program at WPI in particular, the professors Alexander Eydeland and Archil Gulisashvili will give the Peter Laurence Memorial Talks at the conference. 

Plenary speakers (confirmed)

  • Matt Davison (Western University, Ontario CA)
  • Georg Pflug (University of Vienna, Austria)
  • Ehud Ronn (University of Texas at Austin, US)
  • Thorsten Schmidt (University of Freiburg, Germany)

The conference is organized by Rene Aid (EDF), Fred Espen Benth (University of Oslo), Valery Kholodnyi (Verbund) and Almut Veraart (Imperial College and University of Oslo). The conference is co-funded through Almut Veraart’s Marie Curie FP7 Integration Grant (within the 7th European Framework Programme).



  • University of Oslo