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Pricing & Trading in Electricity Financial Markets

This workshop examines pricing techniques and considerations for frontline electricity financial market practitioners, as well as analysing core trading strategies available for speculation or hedging.


PROGRAM:
TITLE: Pricing & Trading in Electricity Financial Markets
CE: 6.5hrs
FEE: Member - $1,188.00 including GST
Non Member - $1,485.00 including GST
 
DATES:
Available as in-house only

About the Speaker

Energy Edge Pty Ltd

Angus Macleod, Managing Director
Dr Elliot Tonkes, Manager, Risk & IT Computing
Tim Dutton, Trading and Risk Consultant


Who is it for?

This workshop is aimed at those in frontline electricity financial markets roles seeking to further develop their professional competence in the techniques available for analysing derivatives and trading strategies in the electricity financial markets.

Pre-requisite knowledge

This workshop assumes that you have the pre-requisite knowledge equivalent to having attended the Markets in Focus - Electricity Financial Markets and Risk Management in Electricity Markets workshops, i.e. a solid understanding of the electricity spot market, the financial products available to manage its unique risks, and the fundamentals of constructing a portfolio for hedging.

What will you learn?

Participating in this workshop will equip you to:

  • develop and assess models for spot and forward prices and calibrate them
  • assess the dynamics of the forward curve and the ramifications of its behaviour
  • determine fair value for a range of standard and non-standard financial derivatives such as swaps and options
  • examine the potential impacts of carbon price-type mechanisms on prices
  • evaluate the range of trading strategies available for defined risk management outcomes
  • analyse the characteristics of given trading strategies — credit, cash flow and liquidity considerations.

Testimonials

Presenter managed time and content exceptionally well. He had a very good style.

The workshop covered a lot of ground but was well paced and presented.

The option pricing & model design was excellent.

Very well presented. Interesting content.