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Energy and Mineral Engineering

EBF 301: Global Finance for the Earth, Energy, and Materials Industries

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Lesson 8 - Quantitative Methods and Energy Risk Management

  • Lesson 8 Introduction
  • Reading Assignment: Lesson 8
  • Variation and Standard Deviation
  • Volatility
  • More on Volatility
  • Correlation
  • Summary and Final Tasks

Book traversal links for Lesson 8 - Quantitative Methods and Energy Risk Management

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Lessons

  • EBF 301 - Global Finance for the Earth, Energy, and Materials Industries
    • Lesson 1 - The Energy Industry – Overall Perspective
    • Lesson 2 - Supply/Demand Fundamentals for Natural Gas & Crude Oil
    • Lesson 3 - The New York Mercantile Exchange (NYMEX) & Energy Contracts
    • Lesson 4 - Cash Market Pricing Methodologies & Publications
    • Lesson 5 - Crude Oil Logistics & Value Chain
    • Lesson 6 - Natural Gas Logistics & Value Chain/US LNG Exports & Global Markets
    • Lesson 7 - Basic Energy Risk “Hedging” using Financial Derivatives
    • Lesson 8 - Quantitative Methods and Energy Risk Management
      • Lesson 8 Introduction
      • Reading Assignment: Lesson 8
      • Variation and Standard Deviation
      • Volatility
      • More on Volatility
      • Correlation
      • Summary and Final Tasks
    • Lesson 9 - Technical Analysis
    • Lesson 10 - Advanced Financial Derivatives - Swaps, Spreads, and Options
    • Lesson 11 - Risk Controls in Energy Commodity Trading
    • Lesson 12: Risk Management in the Electricity Market

Course materials prepared by Farid Tayari, College of Earth and Mineral Sciences, The Pennsylvania State University.

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