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Specialist lecture by Ehud Ronn

Monday 9 December 2013, 11.00AM to 12.30pm

Speaker(s): Ehud Ronn, University of Texas

Professor Ehud RonnDirector of the Center for Energy Finance Education and Research at the McCombs School of Business at the University of Texas at Austin, will present  two seminars on the following topics:

a)   The State of the Equity and Commodity Markets – The “Message from Markets”

b)   The Finance Perspective on the Relationship between Forward/Futures Prices and Forecast Prices

c)   Managing Long or Short Energy Price- and Quantity-Exposure at the Corporate Level

d)   Modelling the Oil Volatility “Skew” using the Merton Jump-Diffusion Model

e)   Using Structured Derivative Products to Mitigate Energy Price Risk

Location: ARRC Auditorium (A/RC/014)