Archives for Crude Oil

Oil and Gold Models workshop – Bangkok, 14 November 2011

16th November 2011 by under Application, Commodities, Crude Oil, Gold, Middle Office and VaR     

Oil and Gold Models – An introduction to risk, models and valuation – Bangkok, 14th November, 2011

Welcome to the resource page for attendees of the Wealth Management’s Oil and Gold workshop conducted at the Landmark hotel in Bangkok, Thailand on 14th November 2011 for its clients, partners and well wishers.

The workshop focused…

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Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility

29th October 2011 by Admin under Application, Business School, Crude Oil, Middle Office and VaR, Training Course Outlines     

Selling Treasury & Derivative Products: The Petrochemical Case Study: Estimating client exposure to crude oil price volatility

This is the transcript from the video recording for session three of selling treasury products where we use the case study of an oil refinery to show how to translate impact of crude oil price volatility into P&L and margin impact. This impact forms the basis for exposure estimation used to suggest…

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Crude Oil Mispricing Model – Commodity Prices and a study in Trailing Correlations

30th August 2011 by Admin under Commodities, Computational Finance, Crude Oil, Middle Office and VaR, Online MBA Resources, Recommended Reading     

The Crude Oil Mispricing model, presented in MS Excel worksheet format, assesses what the price of crude oil should have been if the historical relationship between crude oil and a given commodity were to have continued into the future. Vice versa, what would the price of a given commodity be if the average correlation between crude oil and a given commodity was maintained over the analysis period?

A comparative study…

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Relative Gold Price Model – Forecasting the price of gold

30th August 2011 by Admin under Commodities, Crude Oil, Gold, Middle Office and VaR     

The relative gold price model, presented in MS Excel worksheet format, assesses the relative value of Gold against that of other commodities. It is used to:

Highlight trends in the relationships between gold and a given commodity Identify points when relations broke-down or when a new “normal” was created. This may be due to new drivers influencing one or both commodities.

The data used in the analysis is spot price data for…

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Understanding Crude Oil. A model for dissecting crude oil

28th August 2011 by Admin under Commodities, Crude Oil, Gold     

Here is the model we used last year to dissect the projected price behavior of oil. This was a fundamentals driven model that examined supply and demand gap, future supply sources and shocks, core demand growth drivers and relative value effects. The same approach was used later this year in building our fundamentals driven model for gold price forecast.

Our summarized outlook was simple. Oil demand…

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