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Labex PhD Course

This course is designed to provide knowledge in the area of commodity markets. The goal of this course is not only to provide tools for modelling and risk management but also to describe markets.

"Modelling commodity prices"

Speaker: Andrea Roncoroni
  ⌕ Room: TBD
  ✍ Topics
  • Spot - convenience yield models
  • Commodity forward curve models
  • Model implementation using PCA

"Risk analysis and management"

Speaker: Andrea Roncoroni
  ⌕ Room: TBD
  ✍ Topics:
  • Risk matrix and measuring approaches
  • VaR analysis of energy portfolios
  • Static hedging of energy delivery deals

"The specificity of agricultural commodity markets"

Speaker: Francis Declerck
  ⌕ Room: TBD
  ✍ Topics:
  • The characteristics of agricultural commodity markets
  • Price determinants and dynamics
  • Price volatility hedging and the management of residual risks

"The financialization of agricultural commodity markets"

Speaker: Francis Declerck
  ⌕ Room: TBD
  ✍ Topics:
  • Facts: Increase in financial investments and price spikes in the late 2000s
  • Regulation: information transparency, useful speculation and speculation in excess
  • Prospects


  Location:
  ESSEC BUSINESS SCHOOL
  1, Avenue Bernard Hirsch BP 50105
  95021 Cergy-Pontoise,
  France
  Phone: +33 1 34 43 30 00

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