Course Schedule - Spring Semester 2018

     

ECON 608 001 (CRN: 22137)

RISK MANAGEMENT/ENERGYINDUSTRY

Long Title: RISK MANAGEMENT IN THE ENERGY INDUSTRY
Department: Economics
Instructor: El-Gamal, Mahmoud A.
Meetings:
8:00AM - 9:15AM F BKH 229 (8-JAN-2018 - 20-APR-2018) 
10:50AM - 12:05PM TR BKH 229 (8-JAN-2018 - 20-APR-2018) 
Session: Full Term
Grade Mode: Standard Letter
Course Type: Lecture/Laboratory
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 4
Course Syllabus:
Course Materials: Rice Campus Store
 
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
Section Max Enrollment: 30
Section Enrolled: 12
Enrollment data as of: 19-OCT-2021 10:03AM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules Exam
 
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.