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.

The course link will take you to the Energy University landing page; if this is your first Energy University course, click “Join” and complete the form. Returning students can “Login” from the landing page. You can search for each course by title.

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


Schneider Electric
Date: December 10th, 2010
Length: 45 minutes


Coordinate with Public Utilities
Energy Management