Energy Procurement II: Introduction to Hedging in Deregulated Markets

Unprecedented volatility in today’s energy markets has wreaked havoc on the profit margins and bottom lines of many industrial companies. In order to successfully manage costs in this market, it is critical to apply commodity-based market purchasing strategies—or as it is commonly known in the industry: “hedging”. Energy price risk management and hedging programs quantify exposure to adverse events and mitigate the impact of those events on financial results. An on-going Energy Risk Management program can provide for more predictable budgeting and insulate future earnings from the unpredictable effects of volatile energy prices. The purpose of this course is to address the hedging process. We will also cover the spot and forward markets as well as fixed and index linked contracts.

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This course is accredited by: USGBC, AHLEI, BPI, BOMI, CIBSE, ACORE, REEP, FIRE, AFE, CPD, IAAT, and FENITEL