Two Day Energy/Electricity Hedging, Trading, and Commodity Markets Seminar (Houston, United States - December 12-13, 2019)

DUBLIN, Sept. 17, 2019 /PRNewswire/ -- The "Energy/Electricity Hedging, Trading, and Commodity Markets" conference has been added to ResearchAndMarkets.com's offering.

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This proven program is for energy and electric power professionals who are looking for a comprehensive and clearly explained understanding of natural gas, oil and electricity financial instruments, the markets they trade in, and how these powerful tools can be used to manage risk and structure profitable transactions.

What You Will Learn

    --  How to use futures contracts, options, swaps, trigger deals, The Master
        Energy Hedging Equation and other techniques to create customized risk
        management solutions to protect your company from natural gas, oil and
        electricity price risk, basis & LMP risk, delivery risk and volumetric
        (intermittency) risk.
    --  How physical and cash settled futures contracts, over-the-counter energy
        swaps and physical forward contracts are traded and the purposes served
        by these markets.
    --  How the ICE and CME-NYMEX futures exchanges and electronic marketplaces
        function, and what the differences are between ICE OTC, ICE Futures, CME
        Globex, CME Clearport Services and The Nodal Exchange.
    --  How "cash margining" is done with a futures exchange, its cash
        management impact and the role of the Clearinghouse.
    --  What the differences are between a futures commission merchant ("FCM"),
        over-the-counter broker, trader, market-maker, power marketer and
        wholesale energy merchant.
    --  What basis risk is, and how basis, spread, LMP and delivery risks can
        blow up your energy and electricity hedges.
    --  Why Trigger Deals are so popular, and what the difference is between the
        financial and physical basis ("fin" and "phys").
    --  How to structure profitable energy, electric power, and petroleum
        transactions without exposure to price risk; and how to financially turn
        one commodity into another.
    --  How to make money by buying valuable energy options from your customers
        and suppliers, and how your company may be missing a significant
        financial opportunity.
    --  Why "extendible" deals can be profitable, and how energy trading floors
        "trade around assets."
    --  What the terms "Contango" and "Backwardation" mean.

You Will Also Learn

    --  What The Master Energy Trading Equation is, and why trading energy and
        electricity is different from the trading financial products and other
        commodities.
    --  The many different types of energy and electricity trading, why traders
        specialize, and the different ways energy traders can get an "edge" on
        the competition.
    --  What the rationale, concepts and mechanics are for basis trading, spread
        trading, trading around assets and structured transactions.
    --  The fundamentals of energy and electricity options, the implications of
        high energy price volatility, and why merchant energy and electric power
        assets are valuable Call options.
    --  How to hedge energy and electricity price risk with CME-NYMEX options
        contracts, cash settled OTC options and physical peaking options; and
        how to create price caps, price floors and "no cost" collars.
    --  How to calculate annualized volatility, the fundamentals of pricing
        options and why the Black and Black-Scholes models need to be modified
        to price energy and electricity options.
    --  The put-call option parity equation, synthetic option positions and how
        to delta hedge.
    --  What Tolling Deals, Asset Optionality, and the petroleum industry's
        "Carry Trade" are, and how they work.
    --  Why a merchant fossil fuel generating plant is a call option on the spot
        spark spread, and you will learn a simple rule that will optimize your
        daily decisions on whether to use or idle an electric generator, storage
        facility or transportation asset.
    --  How heat-rate-linked power transactions can effectively convert natural
        gas futures, options, and swaps into electric power financial
        instruments which can then be used to manage electricity risks or
        structure profitable transactions (optional additional class material
        offered at 4:30 pm on Day 1).

For more information about this conference visit https://www.researchandmarkets.com/r/tavl5e

Research and Markets also offers Custom Research services providing focused, comprehensive and tailored research.

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Research and Markets
Laura Wood, Senior Manager
press@researchandmarkets.com

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