The research project involves building decisions tools relevant for pricing and hedging in the electricity spot and derivative markets. Consequently, research will be centred on the following thematic research areas (for a detailed description of these research themes, contact the references below):
-Prediction modelling of electricity and natural gas markets.
-Modelling electricity spot and derivatives markets using both equilibrium and no-arbitrage analyses.
-Analysis of area price risks in the electricity market
-Real options analysis of production and investment decisions
The scholarship amount is 340000 NOK per year.
The applications and all the documentation should be sent to this address including 4 copies:
Trondheim Business School
HIST, 7004 Trondheim
For further details, please contact;
Dean Ove Gustafsson
Tel: 47 73 55 99 41
Mark the application with the following reference: TOH-stip.03/2008.