Energy Risk Modelling
Issued by
Montel Group
The earner of this Montel Energy Academy Digital Diploma has attended a two-day in-depth workshop with Professor Sjur Westgaard, Morten Risstad and Morten Hegna, dedicated for risk management professionals, analysts and traders wanting to gain insights into risk modelling of energy markets. The participants got access to vast amount of real-life European power market data from Montel and learned how to develop and interpret risk measures to both short and long term power markets (details below).
- Type Learning
- Level Advanced
- Time Days
- Cost Paid
Skills
- Backtesting VaR
- Commodity Markets
- Commodity Trading
- Cornish Fisher Models
- Energy Markets
- Energy Production
- Energy Risk Modelling
- Expected Tail Loss (ETL)
- Filtered Historical Simulation
- Futures Contracts
- GARCH models
- LNG
- Model risk
- Models based on Extreme Value Theory
- Models based on implied volatility
- Models based on intradaily data
- Models based on Student-T distributions
- Oil
- Quantile Regression
- Renewable Energy
- Risk Management Plans
- Risk Metrics
- Stress testing and scenario analysis
- Value At Risk (VaR)