2025-10-06 - 2025-10-10
Team UNIPER
UNIPER, Düsseldorf
The energy transition and its implications on the energy mix in Germany and all over Europe drastically impact the behaviour of the underlying markets. Market participants face a much more fast-paced and volatile environment than years ago, along with steadily increasing liquidity and a growing number of speculative players seeking commercial opportunities. From the perspective of an energy utility, the resulting challenges are manifold and range from very short timescales in battery and conventional power plant optimisation over machine learning assisted market modelling to stochastic optimization for optimal trade execution. This lecture series offers a comprehensive introduction to these key topics, combining strategic context with technical depth. Delivered by industry experts working at the intersection of energy trading, data science and quantitative modelling, the sessions aim to provide insights into how physics-based approaches are applied to solve some of the most pressing problems in today’s energy markets. Doctoral researchers with an interest in complex systems, applied mathematics or data-driven modelling will gain valuable impulses for both their academic and professional development
