(EnergyAsia, December 30, Tuesday) — Oxford Princeton’s ‘Energy Risk Management’ will be held in London, UK from January 28 to 29, and in Singapore from May 20 to 21.

The course will provide delegates with a forum on how to maximise hedging efficiencies and limit price risk exposure. Delegates will learn to build a portfolio of industry techniques for managing price risk in the current volatile energy markets.

‘Energy Risk Management’ will study four cases developed by the industry’s leading risk managers, which would require delegates to apply hedging skills to complex scenarios. The programme will deal with the different energy commodities, including oil and gas.

Topics covered include qualification and quantification of risk, identifying, measuring and controlling basis risk, hedging with exchange traded futures contracts, and cross hedging with futures. Hedging with exchange and traded options on futures, choosing between futures and options, characteristics of swaps, calculating CFDs, hedging with swaps, controlling basis risk with swaps, characteristics of OTC options, and hedging with OTC options will also be discussed.

As a course pre-requisite, delegates are required to complete Princeton Energy Programme’s ‘Fundamentals of Energy Future’s and ‘Options I – Fundamentals of Energy Options’ or possess equivalent experience.

‘Energy Risk Management’ is accompanied by an online preparatory course that would help optimise the learning experience.

For more information on the workshop, please contact