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Economics 608
Risk Management in Energy Markets

Spring 2019

Professor: Mahmoud A. El-Gamal

Classes: TTH 10:50--12:05

Office Hours: TTH 2:30--3:30

TA: TBA

Course Description:

This course introduces quantitative risk management techniques often employed in the energy industry. The course is methodologically self-contained and provides students hands-on experience with state-of-the-art software to measure and manage risk-adjusted returns of heterogeneous asset portfolios. Applications will be conducted using statistical packages in R.

Textbook:

Tentative syllabus:

Grading:

  • Homeworks: 40%
  • Two exams: 30% + 30%