New Course on Risk Management within the Oil, Gas and Petrochemical Industry
2 mins read
Over at the Learning Corporate Finance Blog, I posted a […]
2 mins read
Over at the Learning Corporate Finance Blog, I posted a […]
1 min read
A short six session introduction to a risk management framework […]
5 mins read
Limits and Control process Risk models only have value if […]
3 mins read
Hedging Example. Risk Metrics and Sensitivities A VaR based model […]
6 mins read
This paper presents an extension of well accepted risk models in the financial services space to the risk management needs of the oil, gas and petrochemical industry in the region. We primarily extend the Value at Risk (VaR) framework and apply it to estimating refinery margins and inventory losses using crude oil price volatility as an input.
3 mins read
Good Data and a first look at models The second […]