ECON 608 - RISK MANAGEMENT/ENERGYINDUSTRY
Long Title: RISK MANAGEMENT IN THE ENERGY INDUSTRY
Department: Economics
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture/Laboratory
Credit Hours: 4
Restrictions: Must be enrolled in one of the following Level(s):
Graduate
Must be enrolled in one of the following Degree(s):
Master of Energy Economics
Description: This course introduces quantitative risk management techniques often employed in the energy industry. It covers topics such as real options, value at risk, conditional value at risk, and expected shortfall, as well as the use of derivatives for trading and hedging various risk exposures. The course is methodologically self-contained and provides students with hands-on experience with state-of-the-art software to measure and manage risk-adjusted returns of heterogeneous asset portfolios.