This two-day in-depth workshop is dedicated for risk management professionals, analysts and traders wanting to gain insights into risk modelling of energy markets.
Learn how to measure and model risk in energy portfolios
More volatile energy markets, combined with complex trading and hedging portfolios have increased the need for measuring risk of individual contracts as well as for whole portfolios. Enterprise risk management (ERM) at a corporate level has also become important. Furthermore, understanding the dynamics and determinants of volatility, correlation and risk in energy markets is essential.
Data/Excel cases are given for each lecture and handed out together with power point presentations before the seminar starts.
The participant will receive:
- Course slides
- Excel applications
- References to books and article within energy risk modelling