Introduction to Energy Futures: The Risk Appetite for Oil

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Click to Register Online or call 202.223.1528.
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Course: Energy futures are among the most popular contracts for both hedging and speculating. Some of the factors that influence value in the energy complex include geopolitical risk, global and regional inventory levels, supply/demand dynamics and currency risk. Attend this IFM short course to gain a foundation and understand how the cash and futures markets are connected, and how to guard against volatility in energy futures.

After the course you will be able to:

  • Understand the dynamics of price discovery in the energy derivative markets based on fundamental analysis
  • Recognize the significance of seasonality in Natural gas and refined product markets
  • Analyze the forward curve for signs of inventory hoarding
  • Assess the impact of equity and foreign exchange markets on energy prices
  • Distinguish significant signals from OPEC and other political actors

Class Size: Registration is limited to approximately 15 participants to promote student participation and interaction.

Who Should Attend: Anyone who holds, handles or trades energy derivatives would benefit from this course. Course attendees could include new entrants to energy markets and functional support areas including finance analysts, junior research analysts, portfolio managers and traders, compliance managers, regulators, operations and systems staff or those with differing backgrounds such as equity professionals.

Level: Basic/Intermediate

Instructor: Marshall Steeves

Duration: 3 hours. Can be taken in conjunction with Energy Futures: Peak Oil?

Cost: $250 early-bird ends 4 weeks prior to course date; $375 standard registration.
Complimentary refreshments are provided.

To Register: Online click here, contact
the Institute at 202.223.1528
or via e-mail at

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