Power Market I - Portfolio and Risk Management
| Lecturer | Dr. Dieter Reichelt Dr. Gaudenz Koeppel |
| Assistants | Andreas Ulbig Marcus Hildmann Olli Mäkelä |
| Date | Tue, 8-12am, HG D 7.2 |
| Hours/Credit points | 6 credits |
| Type | Core subject |
| Course number | 227-0731-00L |
Subject
Knowlege on the worldwide liberalisation of electricity markets, pan-european power trading and the role of power exchanges. Understand financial products (derivatives) based on power. Management of a portfolio containing physical production, contracts and derivatives. Evaluate trading and hedging strategies. Apply methods and tools of risk management.
Contact:
powermarkets@eeh.ee.ethz.ch
Language: Lectures will be given in English
Contents
Portfolio and risk management in the electrical power business, Pan-European power market and trading, futures and forward contracts, hedging, options and derivatives, performance indicators for the risk management, modelling of physical assets, cross-border trading, ancillary services, balancing power market, Swiss market model, strategy development and positioning.
- Handouts of the lecture slides will be provided in the lecture.
- For questions regarding the lecture, please contact the assistants.
Please note that the first lecture takes place on September 20, 2011!
| Documents | Download |
| Organization of the course |  |
| Program Autumn Semester 2011 (Updated: 31.10.2011) | |
| Lecture content - Power Market I and II | |
| Exercises | Task | Solution |
| Exercise 1 | | |
| Exercise 2 | | |
| Exercise 2 - Excel template | | |
| Exercise 3 | | |
| Exercise 4 | | |
