Generation Asset Analytics and Risk Management

This practical two day course is essential for gaining an overview of different price models and numerical techniques to allow you to value and manage a portfolio of thermal, wind and hydro generation assets along with standard power contracts.

Course Outcomes:
> The latest methodologies for modelling energy prices, including single factor, multi factor and hybrid models.
> Explore various numerical techniques to value options, model assets and measure risk.
> Effectively analyse wind and hydro assets
How to treat generation assets as 'real options'.
> Determine the effects of operational constraints and emissions on the value of generation assets.
> Measure the risk in portfolios that contain generation assets and financial contracts.
> Accurately calculate important risk metrics such as value at risk, earnings at risk, revenue at risk, gross margin at risk and potential future exposure.
> Gain practical experience in using industry leading models developed by Lacima.

Dr Chris Strickland (Director, Lacima Group), Pierre Lebon (Senior Consultant, Lacima Group)

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