Energy Price Risk

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Energy Price Risk is the practitioner's guide to optimizing company performance using the correct price risk strategies and tools. Based on the author's extensive experience in the commodity derivatives industry, it comprehensively covers the full spectrum of the energy complex, including crude oil, petroleum products, natural gas, LPG/LNG, and electricity. Using many worked examples, this book offers practical insights and solutions.

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Product Details

  • ISBN-13: 9781403903402
  • Publisher: Palgrave Macmillan
  • Publication date: 2/1/2003
  • Series: Finance and Capital Markets Series
  • Edition description: REV
  • Pages: 554
  • Product dimensions: 6.00 (w) x 9.00 (h) x 1.37 (d)

Meet the Author

Tom James is Senior Risk Management Adviser to Carr Futures, Credit Agricole Indosuez's derivatives arm.

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Table of Contents

1 Risk Management 1
2 Energy Derivatives Markets: On-Exchange and Off-Exchange 8
3 Energy Futures Contracts 33
4 OTC Energy and Related Derivative Markets 72
5 Options - Trading and Hedging Application Strategies 107
6 Energy Option Pricing - Which Models Are Used? 125
7 Value At Risk and Stress Testing 130
8 Questions to Ask When Establishing a Risk Management or Trading Program 141
9 Management Controls 145
10 An Eavesdropper's Guide to Hedging 164
11 Operational Risk 167
12 Derivatives Contracts Application Listing and Some Hedging Scenario Examples 176
13 Risk Management Process and Policy Creation Guidelines 201
14 Applied Technical Analysis in the Energy Markets 211
15 After Enron - A Practical Guide to Credit Control and Risk Mitigation Methods 241
16 Finance in Energy 268
17 OTC Derivatives Legal Risk Control and Documentation 286
18 International Accounting Standards for Derivatives 317
19 Glossary of Terms 337
App. 1 Example of a Risk Management Review of a Company Using Derivatives to Hedge Oil Requirement 442
App. 2 The Main Energy Sector and Transportation Names/Credits Traded in the CDS Market (September 2002) 457
App. 3 The ISDA Master Agreement 461
App. 4 Example Derivatives Trade Confirmation Under ISDA 486
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