Energy & Energy Derivatives Conference @ Claremont

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Energy & Energy Derivatives Conference

Hosted by The Peter F Drucker & Masatoshi Ito Graduate School of Management and School of Mathematical Sciences.

Friday, October 7 , 2011
8:30am - 6:00pm
1021 N. Dartmouth Ave.
Claremont, CA 91711

The conference will address the latest topics in energy risk management and applications of energy derivatives. It will also target the unique features of the energy industry: production, storage, and distribution of gas and electricity. Energy policy and regulation will also be covered.

Get your ticket here.​

Conference Schedule:

8:30-9:00am
Continental Breakfast

9:00-10:00am
Ben Idstein
Executive – Macquarie Energy
“Valuing Thermal Power Generation Assets: Moving from the Classroom to Reality”

10:00-10:15am
Coffee Break

10:15-11:15am
Allon Percus
Associate Professor – Claremont Graduate University
"A Hybrid Optimization Approach for Power Grid Design"

11:15-12:15pm
Ivo Steijn
Manager of Risk Analytics – Southern California Edision
“Risk Management at a California Utility: ‘Improved Beyond Repair’”

12:15-2:00pm
Lunch

2:00-3:00pm
Larry Chorn
Corporate Development Manager – New Field Exploration Company
“Bellman, Black-Scholes and Risk Management in Oil and Gas Developments”

3:00-4:00pm
Glen Swindle
Managing Director of Energy Trading & Marketing – Credit Suisse
“Challenges in Managing Correlation Structures in Energy”

4:00-5:00pm
Rene Carmona
Paul M. Wythes ’55 Professor of Engineering and Finance – Princeton University
“Mathematical Challenges of the New Commodity Markets”

5:00-6:00pm
Reception
 
physEcon :: stoked for the conference, such a great lineup! How is correlation behaving in energy markets during these turbulent times? Does it have ~96% correlation like SPX?

What are some good articles/books I should read before Friday?
 
physEcon :: stoked for the conference, such a great lineup! How is correlation behaving in energy markets during these turbulent times? Does it have ~96% correlation like SPX?

What are some good articles/books I should read before Friday?

I'd register at LacimaGroup.com and read some of their white papers. Particularly the ones on mean reversion.

It depends on which correlations you're talking about.
 
I'd register at LacimaGroup.com and read some of their white papers. Particularly the ones on mean reversion.

It depends on which correlations you're talking about.
Great, I'll check those white papers out. I spoke to Prof. Schellhorn about some of the models used for Energy and how they differ from GBM, but account for cyclical markets. I'm ready to learn much more.
 
I'll be there, too. I'm on their MFE board. I'll be giving a talk on commodities for neophytes the day before the conference. I'll also be touring the colleges with my 17-year-old daughter.

Yes Ken, I will be there at your talk on Thursday and I look forward to finally meeting you. I'm interested to learn what risks you believe face the eurozone and the future of the global economy.
 
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