Short description of the course

Monitoring energy markets is of paramount importance for different stakeholders, ranging from firms and consumers to policy makers. A large audience is thus interested in accurately modelling and forecasting fundamental energy aggregates with the use of advanced quantitative techniques.

The summer school in “Frontiers of Energy Econometrics” provides PhD students and early career researchers with a broad range of econometric and statistical methods for forecasting energy variables – such as the price of crude oil, natural gas consumption and the electricity load – with particular emphasis on the application of each technique.

Distinguished scholars will alternate on four consecutive days to present the theoretical and empirical aspects of modelling and forecasting energy variables. Theoretical lectures will be complemented by hands-on sessions and supervised group works.

This is the 2nd edition of the school. The inaugural edition, which took place in 2021, featured the following lecturers alternating in a five-day program: Emanuele Bacchiocchi (University of Bologna), Sébastien Houde (Grenoble Ecole de Management, France), Lutz Kilian (Federal Reserve Bank of Dallas, US), Matteo Pelagatti (University of Milano-Bicocca), Gazi Salah Uddin (Linköping University, Sweden).