Learning Targets:

Students

• analyze current problems in the field of energy trading.
• understand complex quantitative techniques and apply them to analyze the structures of financial contracts and physical assets frequently used in energy markets.
• are able to evaluate the risk attended by such contracts and to explain it to non-experts.
• are able to critically discuss and interpret model results as well as to extend models.

Literature:

• Burger, M., Graeber, B. and Schindlmayr, G.: Managing Energy Risk: An Integrated View on Power and Other Energy Markets,  John Wiley & Sons, 2007.
• Eydeland, A. and Wolyniec, K.: Energy and Power Risk Management, John Wiley & Sons, 2003.
• Geman, H.: Commodities and Commodity Derivatives, John Wiley & Sons, 2005.
• James, T. and Fusaro, P.C.: Energy and Emissions Markets , John Wiley & Sons, 2006.

Links:

In order to access the moodle password, please log into your ZIM account and click the link under the "Material" category.

Material:

Login via Shibboleth

• The course material is only available to a restricted user group. You are either not logged in or not in the usergroup.