Appropriate methodologies for modelling, implementing and estimating energy price processes.
Various numerical techniques for valuing options.
Key techniques for valuing a portfolio of gas storage contracts.
How to analyse a portfolio of gas swing contracts including key features such as minimum bill make up, carry forward and indexation.
How to maximise the flow of revenues whilst minimising the cost of transportation with respect to all contracts and physical assets under gas network constraints.
Practical demonstration of leading models developed by Lacima