Renowned as both a sympathetic interpreter of late classical piano music and as a politically outspoken artist, Sir András Schiff took centre-stage to tumultuous applause amid weather and a national situation which could both be described as 'turbulent'.

Beethoven's 'Grand Concerto' in Eb is now known as the 'Emperor', but being written in a Vienna suffering Napoleonic invasion, it pays no tribute to tyrants. The first movement is filled with bombast, but this treatment had joy in it (necessarily, to avoid Brucknerian po-facedness). As if to underline the point, lightning flashed through the Sheldonian windows, and thunder swelled at suspiciously appropriate moments. Just what was the extent of Sir András' authority? I found the second movement a little brisk, for a peculiar reason: I missed its deeply adagio repurposing in How to Dress Well's 'Pour Cyril', in which the orchestra's chords became sforzando sound-events. But the promise of a late-introduced theme was rendered with fresh, music-box precision of a player who knows Beethoven like the backs of his hands.

Having special affection for the finale, I was pleased to see the relish with which Schiff played its energetic theme. He was ridiculously comfortable (now seated, now standing) as pianist-conductor; it must be easy to lose control of the orchestra as those sudden syncopations kick in on main theme, but Schiff had them in the palm of his hand. Rain continued to beat, and it seemed our ornate Theatre was under siege, like Beethoven's home. And the heroic theme persisted, taking different forms, appearing to have run its course, then bursting in again after a perfectly executed timpani decelerando. The conductor marshalled his visibly gleeful forces with clarity and intent.

Wonderful programme notes showed that, besides now bearing names that would have bemused their composers, both of tonight's works were "last works" - Beethoven's final concerto and his teacher Haydn's final Mass. The 'Harmoniemesse' is known for its writing for wind instruments, but the vocal writing shone tonight - dramatically via Christ Church Cathedral Choir, mellifluously in Eleanor Dennis' and Anna Huntley's soprano and mezzo, agilely in Werner Güra's tenor and authoritatively through Neal Davies' bass. Hearing these lines weave together was a joy. The strings, oboes and bassoon of the Oxford Philharmonic opened a moving Agnus Dei, accompanied by distant lightning. Coming at the end of this unique experience, the hope and strength-in-weakness of the text came through resoundingly. This and the so-called 'Emperor' share more than wind-friendly keys.

Sir András returned to view several times to acknowledge undiminished applause. He did so sharing the glory with soloists and lead viola, and raising hands of choristers aloft. The storm had abated, and a Hungarian-born pianist-conductor, a German and an Austrian composer left this Roman-inspired edifice ringing.

The Sheldonian was abuzz on Thursday night for Sir Andras Schiff playing and conducting Haydn and Beethoven. In the 2nd half, after the piano had been trussed up like a Christmas turkey and wheeled away, we heard Haydn's Harmoniemesse (Wind Band Mass; doubled-up wind instruments have an unusually prominent part) of 1802, his last major work. It was composed 13 years after Haydn's appearance in the very same Sheldonian Theatre to receive his honorary doctorate. If it does not, in my view, quite attain the glories of the Nelson Mass or the Paukenmesse (how many other works do?) it's still a moving piece, full of energy and spiritual optimism.

The orchestra was now slimmed down by 8 strings. Christ Church choir numbered an all-male 30, of whom 14 trebles; all 30 making a brave show in claret surplices. This mass is principally a choir rather than a soloists' piece and we needed a strong treble presence. Even trying hard to allow for my own preference for the female soprano voice over the boy treble, I found the sound a little muddy and on the thin side. Sir Andras brought out the dark cast of the opening 'Kyrie' and the early part of the 'Agnus Dei' as much as the buoyant lift he brought to the choral fugues and cumulative weight of the concluding 'Dona nobis pacem'.

The four soloists sang largely as pairs and blended as a unit in the 'Agnus Dei' though elsewhere the balance was shifted towards soprano Eleanor Dennis and bass-baritone Neal Davis. Ms Dennis made the strongest impression of the four, with her bright, flexible instrument, though her words were fitfully hard to catch. From where I sat in the upper balcony, the soloists, perched on staging with the choir, seemed a fair way away and I wondered why they were not positioned a bit further forward, as soloists generally are at this venue.

But the highlight of the evening, no question, was the Beethoven Emperor Concerto (Piano Concerto 5) from 1809. I think the packed house, with the upper gallery stuffed with young people including my youthful neighbour Amalia Papadopoulos from Lausanne, attending her very first concert, was expecting something special - and they got it. Sir Andras conducted from the keyboard, leaping up from his stool galvanically to steady or push on the tempo, as appropriate. In the very long 1st movement, there was a loud thunderclap and bucketing rain began to hammer down on the roof, coinciding with Sir Andras exploring the bottom of the left-hand range like a human dynamo gaining its energy from the elements above. The fireworks were eventually replaced by the crystal-clear, nocturne-like 'Adagio', the solo strings opening with the plaintive tune, yearning for something and answered by the piano's long, involved melody. Sir Andras then came down on the keyboard with spectacular force for the first note of the final 'Rondo', the dancing passages full of oomph.

I was surprised at the end to see that the concerto came in at 39:10 which is standard time - the minutes had passed in a flash. The audience simply refused to let Sir Andras go, while he joined in the festive atmosphere by launching himself across to clasp timpanist Tristan Fry in a bear-hug.