Pricing and Trading in Electricity Financial Markets

overview

This workshop examines pricing techniques and considerations for frontline electricity financial market practitioners, as well as analysing core trading strategies available for speculation or hedging.

Who is it for?

This workshop is aimed at those in frontline electricity financial markets roles seeking to further develop their professional competence in the techniques available for analysing derivatives and trading strategies in the electricity financial markets.

What will you learn?

Participating in this workshop will equip you to:

• develop and assess models for spot and forward prices and calibrate them
• assess the dynamics of the forward curve and the ramifications of its behaviour
• determine fair value for a range of standard and non-standard financial derivatives such as swaps and options
• examine the potential impacts of carbon price-type mechanisms on prices
• evaluate the range of trading strategies available for defined risk management outcomes
• analyse the characteristics of given trading strategies — credit, cash flow and liquidity considerations.

ABOUT THE SPEAKERS

Energy Edge Pty Ltd

Tim Dutton, Director - Trading and Compliance
Nick Denman, Director - Risk and Analytics
Dr Elliot Tonkes, Senior Risk Consultant