课程预告｜社会科学院与杜兰能源管理硕士MME项目2020级《能源风险管理...

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中国社科院大学与美国杜兰大学能源管理硕士MME项目2020级美方专业必修课程——《Energy Risk Management》（能源风险管理）即将于2021年8月13日开课。本门课程由美国杜兰大学弗里曼商学院教授Nick Pan主讲。因新冠疫情环境影响，本次课程采用网络授课方式。

美国杜兰大学弗里曼商学院教授

【20级中国社科院大学与美国杜兰大学能源管理硕士MME】Energy Risk Management

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内容简介：
The objective of the course is to introduce students to the basic energy trading and risk management strategies for various commodities (crude oil, natural gas, coal, electricity) using financial derivatives. The pricing fundamentals for the commodities and the market structure, and the organization of a trading operation will be discussed. This course also provides a broad foundation in risk management by examining both theory and practice. This course covers various hedging and speculations of common energy derivatives contracts such as futures, swaps, and options. Students will gain a good understanding of the roots of financial risk management in theory and gain exposure to the frontier of risk measurement and management techniques. The tools covered in this course range from regression analysis to Value-at-Risk (VaR) analysis using Monte Carlo simulation. The course also covers refinements such as scenario analysis and stress testing. Case studies and empirical applications will focus on the energy industry and firms.

注：经教育部批准，2018年起中国社会科学院研究生院与美国杜兰大学（Tulane University）合作举办“能源管理硕士” （Tulane-GSCASS Master of Management in Energy，简称MME）项目，每期招生30人，学生在职学习，学制为18个月。学生毕业可获得美国杜兰大学颁发的能源管理硕士（Master of Management in Energy）学位证书以及教育部留学服务中心国（境）外学历学位认证书。所获得双证国家承认，与一月统考双证具有同等效力，可用于考公务员、晋升职称、继续读博、享受国家积分落户计划等。