EM16: Price Risk Management

[@andrewsdanquah2395]

Great lectures

[@TheUANDMEPRODUCTIONS]

00:17 Risk management with focus on price risks 03:30 Determining the value of the open position is crucial for risk management. 09:40 Understanding hourly price forward curve calculation 12:30 Understanding base and peak price variations for hourly forward curves 17:49 Using historical hourly price structures to determine weights for price risk management 20:10 Managing price risk with open positions and portfolio value calculation 24:28 Daily risk management is crucial for contract changes 26:33 Proactive risk management is essential to avoid exceeding risk capital. 31:39 Price risk management involves analyzing historical price changes and evaluating portfolio impact in worst-case scenarios 33:44 Determining value at risk via historical simulation 38:30 Managing price risks through profit at risk definition Crafted by Merlin AI.