Modelling & Measuring Energy Risk
20-22 May 2008, Barcelona, Spain

 

Welcome to the first modelling conference of the year. Once again we have lined up an extraordinary program with a unique blend of academic knowledge and practical experience.

Energy markets continue to expand at an unprecedented rate, and there is an ever-present need to accurately model energy commodities, and to price complex derivative products. The program is designed to give you the tools and techniques you need to succeed in the volatile market of commodities.

The goal of the conference and workshop is to provide you with the latest modelling and risk management research, and to analyze the trading and investment opportunities offered today by energy markets.

You will improve your skills in:

  • PCA analysis for oil future prices
  • Spark spread trading stategies
  • Seasonal and stochastic features in commodity forward curves
  • Carbon trading, swing optionality and gas storage

Take this opportunity to learn from leading figures from the academic world and from the industry, who will provide an in-depth analysis of energy commodity markets in transition. 

We hope to see you in Barcelona!

Best regards,
Johanna Öberg
Senior Project Manager     
Energyforum                                                            
johanna@energyforum.com

 

Info Brochure

 

Media Partners:

Argus

Mathfinance

Heren

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