MKP9520

Commodity price risk management

(BUS)

To be advised

6 points + One-week block, twice yearly

Synopsis: Price risk trade-offs, cost of protection, risk exposure, and risk ranking; demand and supply curve shifters, inventory balance sheets, data collection and analytical tools used in price forecasting with fundamentals; price charting techniques, trading systems, and analytical software; tactics in contracting, trading procedures, and order execution; techniques to measure basis risk; portfolio management, basis contracts and HTAs, advanced options strategies, and over-the-counter products; company risk profiles, corporate risk management charters, procedures in corporate risk management; and the use of advanced analytical methods to rank price risk management strategies.

Assessment: Group presentation: 5% + Two assignments (3000-4000 words each): 45% + Examination (3 hours): 50%