Course Schedule and Catalog
Course Schedule - Spring Semester 2021
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
ECON 608 001 (CRN: 20907)
RISK MANAGEMENT/ENERGYINDUSTRY
Long Title: RISK MANAGEMENT IN THE ENERGY INDUSTRY
Department: Economics
Instructor: Cacho-Diaz, Julio
Meetings:
8:00AM - 9:20AM R (25-JAN-2021 - 30-APR-2021)
1:30PM - 2:50PM TR (25-JAN-2021 - 30-APR-2021)
Part of Term: 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: 25
Section Enrolled: 10
Enrollment data as of: 21-APR-2025 4:57PM
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.