Energy Price Risk

Trading and Price Risk Management

T. James

• Éditeur: Palgrave Macmillan
• Année: 2002
• ISBN:
  9781403946041
• Sujet: Business
• Sous-sujet: Gestione di rischi finanziari

Energy Price Risk was inspired by the success of the courses Tom James has been running in global energy and commodities trading and price risk management. It is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's extensive experience in the commodity derivatives industry, it comprehensively covers the full spectrum of the energy complex, including crude oil, petroleum products, natural gas, LPG/LNG and electricity. Using many worked examples, this book offers practical insights and solutions.

Table des matières

• Cover
• Half-Title
• Title
• Copyright
• Contents
• Foreword
• Preface
• CHAPTER 1 Risk Management
• CHAPTER 2 Energy Derivatives Markets: On-Exchange and Off- Exchange
• CHAPTER 3 Energy Futures Contracts
• CHAPTER 4 OTC Energy and Related Derivative Markets
• CHAPTER 5 Options – Trading and Hedging Application Strategies
• CHAPTER 6 Energy Option Pricing – Which Models Are Used?
• CHAPTER 7 Value At Risk and Stress Testing
• CHAPTER 8 Questions to Ask When Establishing a Risk Management or Trading Program
• CHAPTER 9 Management Controls
• CHAPTER 10 An Eavesdropper’s Guide to Hedging
• CHAPTER 11 Operational Risk
• CHAPTER 12 Derivatives Contracts Application Listing and Some Hedging Scenario Examples
• CHAPTER 13 Risk Management Process and Policy Creation Guidelines
• CHAPTER 14 Applied Technical Analysis in the Energy Markets
• CHAPTER 15 After Enron – A Practical Guide to Credit Control and Risk Mitigation Methods
• CHAPTER 16 Finance in Energy
• CHAPTER 17 OTC Derivatives Legal Risk Control and Documentation
• CHAPTER 18 International Accounting Standards for Derivatives
• Glossary of Terms
• APPENDIX 1 Example of a Risk Management Review of a Company Using Derivatives to Hedge Oil Requirement
• APPENDIX 2 The Main Energy Sector and Transportation Names/Credits Traded in the CDS Market (September 2002)
• APPENDIX 3 The ISDA Master Agreement
• APPENDIX 4 Example Derivatives Trade Confirmation Under ISDA
• Index