This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.


Valery Kholodnyi
Pauli Fellow at Wolfgang Pauli Institute


Valery Kholodnyi is a Pauli Fellow at the Wolfgang Pauli Institute. Prior to this role he served as a Principal Quantitative Analyst at Verbund Trading, Managing Director of Quantitative Research and Risk Analytics at Platts, Chief Science Officer and Vice President of Research and Development at Integrated Energy Services, Director of Research at TXU Energy Trading, Director of Quantitative Analysis at Reliant Resources, and Professor of Financial Mathematics and Risk Management as well as Executive Director of the Center for Quantitative Risk Analysis at Middle Tennessee State University. He edited a book Quantitative Energy Finance as well as authored four books and over a hundred research papers in finance, mathematics, physics and engineering. He was an invited speaker at numerous international and national conferences both for the industry practitioners and academic researchers. He is an invited member of the editorial boards of the Journal of Energy Markets, International Journal of Financial Engineering, Russian Journal of Risk Management, Journal of Nonlinear Analysis, Journal of Nonlinear Studies, and Journal of Mathematics in Engineering, Science and Aerospace. He is a recipient of the 15th Anniversary Outstanding Contribution to Energy Risk Award and the Pioneer Quant Honor by the Energy Risk Magazine.

Valery Kholodnyi's Network

Agenda Sessions

  • Modeling Energy Forward Curves in the Framework of the Reproducing Kernel Hilbert Spaces