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Prof. Dr.
Karl
Frauendorfer
Position:
Director,Professor
Institution:
University of St. Gallen
Unit:
Institute for Operations Research and Computational Finance (ior/cf-HSG)
Address:
Bodanstrasse 6, CH-9000 St. Gallen
Phone:
+41 (0) 71 224 21 05
E-mail:
karl.frauendorfer(at)unisg.ch
Function in SCCER:
Co-Leader of Work Package 3
Work Package / Task:
3
Projects:
E!nvestigate
Advanced Trading Strategy in Power Spot Markets (Phase II)
Algorithmic Intra Day Trading within XBID
Algorithmic Spot-Trading across Different Market Areas
Management of Energy Delivery Contracts including Feed-in Components (Phase II)
Management of Energy Delivery Contracts (Phase 1)
Marketing of Hydro Storage Capacities in Asset-backed Trading without Access to XBID
Performance Measuring of Power Trading in the Intraday-Market
Multi-Level Optimization of Hydro Power Plants – The Case of Incompleteness
On the Compensation of Oversupply in Electricity Markets
Advanced Trading Strategy in Power Spot Markets (Phase I)
The Costs for the Implementation of the Energy Transition
IT4INNOVATION
Multi-Level Optimization of Hydro Power Plants
Research Programme Energy-Economy-Society (EWG) Econometric Analysis of the Determinants of Electricity Wholesale Prices
Marketing of Wind Energy in the Intraday-Market
Implementation VEB (Energy Lost in Transition)
Energy Trading Room
Renewable Methane for Transport and Mobility
Implementation of a Trading Algorithm for ID-Trading
Price Forecast for Power Spot Markets
SOLUS
Strengthening Local Energy Supply Companies
Algorithmic Intra Day Trading (incl. Enhancements & Amendments)
Algorithmic Spot-Trading (incl. Enhancements & Amendments)
Marketing of hydro storage capacities in the spot market
IT-Services for Innovation (Assessment)
Publications:
Econometric analysis of the determinants of electricity wholesale prices in Switzerland and Germany
Das Accounting Puzzle der Schweizer Stromwirtschaft (Management Summary)
Die Rolle des Stromhandels in der Schweizer Stromwirtschaft
Das Accounting Puzzle der Schweizer Stromwirtschaft (White Paper Uni St. Gallen)
Performance Issues im Schweizer Stromhandel (Der Beginn der Teilliberalisierung in der Schweiz)
Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition
Spannungsfeld: Stromversorgung vs. Stromhandel: Herausforderungen für das Management
Spannungsfeld: Stromversorgung vs. Stromhandel: Herausforderungen für das Management
Strommarktdesign: In welche Richtung soll es gehen?
Wasserkraft: Wiederherstellung der Wettbewerbsfähigkeit.
Research Interest:
algorithmic trading valuation of energy derivatives, stochastic programming, price prognoses, contract valuation, unit commitment, intraday trading
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About CREST
Research
Research Database
News, Events & Publications
Contact
SCCER CREST Annual Conference 2018
SCCER CREST Final Conference
Sozialwissenschaftliche Tagung 2020
SCCER CREST Annual Conference 2019
SCCER CREST Veranstaltung 2018
Competence Center for Research in Energy, Society and Transition
In case of questions, please contact the
Management Office
In case of questions, please contact the
Management Office
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