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Commodities Commodities/Energy Risk Management 15 June, 2010 - Toronto, Canada
Speakers:
  • Hilary F. Till, Research Associate, EDHEC-Risk Institute, and Principal, Premia Capital Management (Chicago)

    Topic: Intelligent commodity investing

    • Latest risk-management techniques in commodity-futures investing
    • Has There Been Excessive Speculation in the US Oil Futures Markets: What Can We (Carefully) Conclude from New CFTC Data?
    • Update on commodity product innovations



  • Jeff Mantel, Ph.D., CEO, MantelGroup, www.mantelgroup.com (New Jersey)

    Topic: Impending regulatory change

    • Will position limit decisions fall to the exchanges or some greater regulatory body?
    • If there are hard position limits for even the large hedge funds (like Centaurus), will liquidity be adversely affected? If a producer wants to sell three years forward but consumers do not hedge until one year out, then who buys the 2-3 year gas if there isn’t a sufficiently large speculative component to the market?
    • The indirect effect on liquidity of the “too big to fail” regulations and potential breakup of the large firms into smaller firms.



  • Nedia Miller is the founder of MILLER CTA, an energy trading and advisory firm, and member of CME GROUP (New York)

    Topic: Oil Price Risk and Hedging Strategies

    • The lecture will begin with a brief overview of the current status of the oil markets. The discussion will then focus on the interdependence of oil price risk and related risks. Strategies to hedge oil price risk will be presented and the issue of speculation in the energy markets will be addressed. The perspective of portfolio managers who are commercial hedgers (i.e. producers, refiners, users) versus that of the non commercial hedgers will be examined, and the best risk management tools for each to use. We will also discuss the reasons for the increasing number of new energy exchange traded funds. In closing we will look at the issue of speculation under the new regulatory environment.


Event Details
  When   Between 15/06/2010 05:30 PM and 15/06/2010 08:00 PM
Where   Fields Institute, 222 College Street, 2nd Floor, Toronto, Canada
Web  
 
Contact Details
  Name   PRMIA
Phone  
 
Attachments
  Hilary Till presentation on Intelligent Commodity Investing