Search result: Catalogue data in Autumn Semester 2020

Atmospheric and Climate Science Master Information
Minor in Sustainable Energy Use
227-0731-00LPower Market I - Portfolio and Risk ManagementW6 credits4GD. Reichelt, G. A. Koeppel
AbstractPortfolio and risk management in the electrical power business, Pan-European power market and trading, futures and forward contracts, hedging, options and derivatives, performance indicators for the risk management, modelling of physical assets, cross-border trading, ancillary services, balancing power market, Swiss market model.
ObjectiveKnowlege on the worldwide liberalisation of electricity markets, pan-european power trading and the role of power exchanges. Understand financial products (derivatives) based on power. Management of a portfolio containing physical production, contracts and derivatives. Evaluate trading and hedging strategies. Apply methods and tools of risk management.
Content1. Pan-European power market and trading
1.1. Power trading
1.2. Development of the European power markets
1.3. Energy economics
1.4. Spot and OTC trading
1.5. European energy exchange EEX

2. Market model
2.1. Market place and organisation
2.2. Balance groups / balancing energy
2.3. Ancillary services
2.4. Market for ancillary services
2.5. Cross-border trading
2.6. Capacity auctions

3. Portfolio and Risk management
3.1. Portfolio management 1 (introduction)
3.2. Forward and futures contracts
3.3. Risk management 1 (m2m, VaR, hpfc, volatility, cVaR)
3.4. Risk management 2 (PaR)
3.5. Contract valuation (HPFC)
3.6. Portfolio management 2
2.8. Risk Management 3 (enterprise wide)

4. Energy & Finance I
4.1. Options 1 – basics
4.2. Options 2 – hedging with options
4.3. Introduction to derivatives (swaps, cap, floor, collar)
4.4. Financial modelling of physical assets
4.5. Trading and hydro power
4.6. Incentive regulation
Lecture notesHandouts of the lecture
Prerequisites / Notice1 excursion per semester, 2 case studies, guest speakers for specific topics.
Course Moodle:
151-0209-00LRenewable Energy Technologies Information W4 credits3GA. Steinfeld, E. I. M. Casati, F. Dähler
AbstractRenewable energy technologies: solar, biomass, wind, geothermal, hydro, waste-to-energy. Focus is on the engineering aspects.
ObjectiveStudents learn the potential and limitations of renewable energy technologies and their contribution towards sustainable energy utilization.
Prerequisites / NoticePrerequisite: strong background on the fundamentals of engineering thermodynamics, equivalent to the material taught in the courses Thermodynamics I, II, and III of D-MAVT.
052-0609-00LEnergy- and Climate Systems I Information
ITA Pool Introduction Event: Information on all the courses offered by the Institute ITA: 7.9.20, 10-11 h, HIB Open Space.
W2 credits2GA. Schlüter
AbstractThe first semester of the annual course focuses on physical principles, component and systems for the efficient and sustainable heating, cooling and ventilation of buildings on different scales and the interaction of technical systems with architectural and urban design.
ObjectiveAfter this lecture, students can identify relevant physical principles, active and passive approaches, technical components and systems for efficient and sustainable supply of buildings with heat, cold and fresh air. Students are aware of the implications and interactions of such technical systems on urban and architectural design, construction and operation of buildings. Using simplified methods of analysis and quantification, students are able to estimate the relevant qualities and quantities to supply a building.
Content1. Introduction and overview
2. Heating and cooling systems in buildings
3. Ventilation
Lecture notesThe Slides from the lecture serve as lecture notes and are available as download.
LiteratureA list of relevant literature is available at the chair.
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