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Program for Research in Energy and Emissions Markets – Index

The Program for Research in Energy and Emissions Markets (PREEM) at the University of Technology, Sydney aims to develop models and quantitative tools for unified pricing and risk management platforms of energy and environmental markets. It will also work towards the development and introduction of prudential standards for Energy Markets (similar to Basel for Banking and Finance). PREEM will bring together UTS scholars from the School of Mathematical Sciences, Faculty of Science, and School of Finance and Economics, Faculty of Business to work alongside with their domestic and overseas partners.

Recent Events:

3rd May 2012 – The Pass-Through Cost of Carbon in Australian Electricity Markets (Stefan Trück)

8th April 2011 -  Valuing Power Plants with Spark Spread Options

22nd March 2011 - Optimization at Work: From Market Design for Emission Trading Schemes towards Robust Risk Measures (Prof. Hans-Jakob Lüthi)

9th March 2011 – Inaugural Seminar – An Industry Prospective

Note that TTA is currently hosting PREEM web postings and email notifications on a temporary basis until University resources are set up to do this.

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