Workshop: Risk Management for the Deregulated Electricity Markets, Princeton University, May 16, 2003

研讨会：放松管制电力市场的风险管理，普林斯顿大学，2003 年 5 月 16 日

• 批准号: 0326360
• 负责人: Rene Carmona
• 金额: $ 1万
• 依托单位: Princeton University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2003
• 资助国家: 美国
• 起止时间: 2003-05-01 至 2004-04-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0326360&HistoricalAwards=false
• 关键词: Workshop; Risk; Management; Deregulated; Electricity

This proposal partially funds a workshop on energy markets scheduled for Friday, May 16, 2003, at Princeton University. The idea is to offer both a mini-symposium on what went wrong in the recent horrible experience with energy markets, including California's deregulation and collapse of Enron. Financial institutions and markets are among the most rapidly growing part of the service sector of the economy, and the associated modeling and analysis activity, known collectively as "financial engineering" is a growing area of research which is highly mathematical and well suited to the skills and backgrounds of the operations research community. This workshop has the potential to reveal major flaws in present thinking and opportunities for new research.

这项提议部分资助了定于2003年5月16日星期五在普林斯顿大学举行的能源市场研讨会。这个想法是为了提供一个小型研讨会，讨论最近能源市场可怕的经历中出了什么问题，包括加州放松监管和安然倒闭。金融机构和市场是经济中增长最快的服务部门之一，相关的建模和分析活动，统称为“金融工程”，是一个日益增长的研究领域，它高度数学化，非常适合运筹学研究界的技能和背景。这次研讨会有可能揭示当前思维中的主要缺陷和新研究的机会。