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Course Offerings

Course Evaluation Results

Course Details

Spring 2016-2017
ORF 455   No Audit

Energy and Commodities Markets


This course is an introduction to commodities markets (energy, metals, agricultural products) and issues related to renewable energy sources such as solar and wind power, and carbon emissions. Energy and other commodities represent an increasingly important asset class, in addition to significantly impacting the economy and policy decisions. Emphasis will be on the term structure of commodity prices: behavior, models and empirical issues

Sample reading list:
Hull, J.C., Options, futures and other derivatives
Kolb & Overdahl, Futures, options and swaps
Bain, C., The economist guide to commodities
Williams, J.C. & Wright B., Storage and commodity markets

Reading/Writing assignments:
6-8 homeworks, occasional readings

Mid Term Exam - 30%
Final Exam - 40%
Problem set(s) - 30%

Other Requirements:
Open to Juniors, Seniors, and Graduate Students Only.

Prerequisites and Restrictions:
ORF335 or instructor's permission required.

Reserved Seats:
Juniors and Seniors Only 25
Open to Graduate Students Only 15

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
40406 L01 01:30:00 pm - 02:50:00 pm T Th        Enrolled:0 Limit:0 Canceled
40407 P01 07:30:00 pm - 08:20:00 pm M        Enrolled:0 Limit:0 Canceled