Understanding and identifying how to limit price risk
exposure is a complex task. This two-day course will provide attendees with a
forum to maximize hedging efficiencies and limit price risk exposure. Delegates
will build a portfolio of industry techniques for managing price risk in
today's volatile energy markets.
16 CPE credits awarded for this course.
Delivery Method: Group-Live
This two-day advanced workshop is perfect for those
who are already familiar with futures and options but want a more in-depth
understanding of hedging and the tools available in both exchange-traded and
over-the-counter markets. This course uses hedging examples, allowing delegates
to work through the planning and execution of simple hedges using futures,
swaps and options. Case studies enable the delegates to apply their hedging
skills to more complex scenarios. And in a hedging simulation, teams of
delegates compete to see who can manage price risk best in a volatile energy
market. This programme deals with many different energy commodities, including
oil and gas.
Prerequisites
Princeton Energy Programme's Fundamentals of Energy
Futures and Options I - Fundamentals of Energy Options or equivalent
experience.
Pre-classroom Study
As part of our blended learning package, this workshop
has a specific web-based course which is recommended as pre-classroom study.
Upon registering for the workshop delegates will receive details of how to
access the web-based course. Access to the web-based course is included in the
price of the classroom course. To optimize your classroom experience, it is
recommended you take the appropriate online study as close to the classroom
date as possible. The recommended pre-classroom study for this workshop is
PrincetonLive.com's Energy Risk Management.
