Schools
13 September, 2021 - 17 September, 2021

Summer School | Frontiers of Energy Econometrics


Where: Lake Como School of Advanced Studies
Location:

Fondazione Alessandro Volta
Villa del Grumello, Como, Italy

Information:

For application and general information, please visit this link.


Abstract

In recent years attention has mounted among applied economists on monitoring the behavior and the interconnections between key energy variables - such as the price of crude oil and electricity – the macroeconomy and financial markets. . In the light of the importance of energy vectors for the transition to more sustainable societies, applied economists are thus increasingly interested in accurately modelling and forecasting fundamental energy aggregates with the use of advanced quantitative techniques. The aim of this summer school is to provide PhD students, post-docs and practitioners with a broad range of econometric methodological approaches at the frontier of the academic literature, with particular emphasis on the application of each technique. Seven distinguished scholars will alternate on five consecutive days to present the theoretical and empirical aspects of: the global oil market; the transmissions of oil price shocks to the macroeconomy; uncertainty, volatility spillovers and tail dependence in energy markets; energy demand estimation with discrete choices; electricity demand, prices and supply curves. Theoretical lectures will be complemented by lab sessions where applications to real data will be fully developed using two of the most popular packages, Matlab and R.

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