Commodity Markets Modelling, Analytics & Risk Management
12 September – 14 September 2022
Enhance your modelling, analytics, and risk management in the context of extreme market volatility by addressing the underlying pricing and risk factors, developing improved quantitative methodologies, and navigating the renewable energy transition
This marcus evans event will provide the much-needed techniques on optimising modelling and trading within commodity markets. Given contemporary macroeconomic changes, this event will address new challenges and priorities raised by industry practitioners.
It will examine the evolving European political landscape focusing on the current gas price volatility whilst evaluating the knock-on effects on other energy forms.
An accompanying consequence of rapid macroeconomic change is the generation of new data. The event will deliver attendees tailored sessions on accessing the best data types to assist in accurate modelling and forecasting.
There are also specific challenges around renewables to which this event will respond. It will deliver practical solutions regarding battery storage and modelling of intermittent weather sources such as wind and solar energy.
The event will finally explore new innovation tools which can assist traders and decision-makers in commodity markets spaces.
Attending this event will enable you to:
- Navigate the commodity storm of Supercycles, Greenflation and Geopolitics
- Review best practices and techniques within commodity modelling
- Build a state-of-the-art quantamental platform for commodities trading and risk analysis
- Approach pricing and modelling from a multi-commodity perspective
- Examine best practices in renewable energy analytics
- Explore Artificial intelligence in illiquid markets
Best practices and case studies from:
- Michael Haigh, Managing Director, Global Head of Commodities Research, Societe Generale
- Cetin Karakus, Global Head of Quantitative and Analytical Solutions, BP
- Barbara Lempp, CEO of EFET Deutschland, European Federation of Energy Traders
- Richard Fu, Head of Commodities, Shanghai Pudong Development Bank
- Mario Dell’Era, Quantitative Market Risk Senior Manager, Citi
- Emmanuel Gincberg, Managing Director – Quantitative Strategist, Macquarie Group
TFG readers benefit from a £200 discount, by using the promo code TFG_200.
Request access to the agenda and full panel of speakers here.
For more information please contact: Ms Ria Kiayia, Digital Media and PR Marketing Executive at firstname.lastname@example.org or visit this page.
Comments are closed.