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Economics 608
Risk Management in Energy Markets

Spring 2017

Professor: Mahmoud A. El-Gamal

Classes: TR 9:25--10:40, BKH 102

Office Hours: TR 11:00--12:00 or by appointment

TA: Mark Agerton

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.


Tentative syllabus:


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