$1,999

Energy Market Data & Forward Curve Construction

Course
175 Lessons

Master energy market data and forward curve construction: exchange, broker and assessment sources, validation, bootstrapping, illiquid tenors, shaping, basis, interpolation, arbitrage checks, approval and publication into the ETRM.

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00. Market Data & Curve Desk Primer (1-8)

1. What an Energy Market Data & Curve Function Actually Does.m4a

Preview

2. Why ETRM Systems Need Forward Curves.m4a

3. Spot Prices, Forward Prices and Forecasts.m4a

4. Observable Prices vs Derived Prices.m4a

5. Anatomy of a Production Forward Curve.m4a

6. Front Office, Risk and Accounting Curves.m4a

7. The Curve Construction Lifecycle.m4a

8. NorthStar End-to-End Curve Operating Model.m4a

Module 00 - Market Data & Curve Desk Primer.chapters.txt

Module 00 - Market Data & Curve Desk Primer.png

Module 00 - Market Data & Curve Desk Primer.mp4

Preview

01. Energy Market Data Foundations (9-20)

9. Energy Market Data Taxonomy.m4a

10. Exchange Trades and Settlement Prices.m4a

11. Broker and OTC Quotes.m4a

12. Price Reporting Agency Assessments.m4a

13. Bid, Ask, Mid and Executable Price.m4a

14. Market Data Timestamps.m4a

15. Units, Currencies and Conversions.m4a

16. Commodity Calendars and Delivery Periods.m4a

17. Instrument Master for Curve Construction.m4a

18. Market Data Source Hierarchies.m4a

19. Stale, Missing and Conflicting Prices.m4a

20. Building the NorthStar Market Data Golden Record.m4a

Module 01 - Energy Market Data Foundations.mp4

Module 01 - Energy Market Data Foundations.chapters.txt

Module 01 - Energy Market Data Foundations.png

02. Forward Curve Mathematics & Bootstrapping (21-32)

21. Forward Price Term Structure.m4a

22. Carry Economics.m4a

23. Delivery-Period Weighting.m4a

24. Overlapping Forward Instruments.m4a

25. Bootstrapping Fundamentals.m4a

26. Quarter-to-Month Decomposition.m4a

27. Calendar-to-Quarter Decomposition.m4a

28. Season Contracts.m4a

29. Curve Knot Selection.m4a

30. Piecewise Forward Curves.m4a

31. Curve Reconciliation.m4a

32. Building NorthStar's Generic Bootstrap Engine.m4a

Module 02 - Forward Curve Mathematics & Bootstrapping.mp4

Module 02 - Forward Curve Mathematics & Bootstrapping.chapters.txt

Module 02 - Forward Curve Mathematics & Bootstrapping.png

03. European Gas Forward Curve Construction (33-46)

33. European Gas Curve Anatomy.m4a

34. TTF Curve Inputs.m4a

35. Prompt Gas Curve.m4a

36. Monthly TTF Curve.m4a

37. Quarterly Gas Bootstrapping.m4a

38. Summer_Winter Gas Shaping.m4a

39. Calendar-Year Gas Curve.m4a

40. Long-Dated Gas Tenors.m4a

41. TTF Forward Curve Reconciliation.m4a

42. NBP Forward Curve.m4a

43. TTF–NBP Basis Curve.m4a

44. Gas Location Curves.m4a

45. Gas Curve Stress and Sensitivity.m4a

46. NorthStar Gas Curve Production Run.m4a

Module 03 - European Gas Forward Curve Construction.mp4

Module 03 - European Gas Forward Curve Construction.png

Module 03 - European Gas Forward Curve Construction.chapters.txt

04. Power Forward Curve Construction & Hourly Shaping (47-62)

47. Why Power Curves Are Fundamentally Different.m4a

48. European Power Product Structure.m4a

49. Baseload Forward Curve.m4a

50. Peakload Forward Curve.m4a

51. Base–Peak Relationship.m4a

52. Quarterly and Annual Power Bootstrapping.m4a

53. Monthly Power Shape.m4a

54. Day-of-Week Shaping.m4a

55. Hour-of-Day Shaping.m4a

56. Holiday and Special-Day Effects.m4a

57. Renewable Generation Effects.m4a

58. Negative Price Regimes.m4a

59. Spark and Clean Spark Relationships.m4a

60. German–French Power Basis.m4a

61. Hourly Forward Curve Validation.m4a

62. NorthStar Power Curve Production Run.m4a

Module 04 - Power Forward Curve Construction & Hourly Shaping.mp4

Module 04 - Power Forward Curve Construction & Hourly Shaping.chapters.txt

Module 04 - Power Forward Curve Construction & Hourly Shaping.png

05. Oil, Products, LNG & Emissions Curves (63-76)

63. Crude Oil Forward Curve Anatomy.m4a

64. Brent Futures Curve.m4a

65. Contango, Backwardation and Calendar Spreads.m4a

66. Physical Crude Differentials.m4a

67. Refined Product Curves.m4a

68. Oil Curve Control Framework.m4a

69. LNG Pricing Architecture.m4a

70. JKM Forward Curve.m4a

71. LNG Shipping-Adjusted Netback Curves.m4a

72. TTF–JKM Relationship.m4a

73. EUA Forward Curve.m4a

74. Cross-Commodity Forward Relationships.m4a

75. FX in Commodity Curves.m4a

76. NorthStar Multi-Commodity Curve Pack.m4a

Module 05 - Oil, Products, LNG & Emissions Curves.mp4

Module 05 - Oil, Products, LNG & Emissions Curves.chapters.txt

Module 05 - Oil, Products, LNG & Emissions Curves.png

06. Basis, Spreads & Curve Shaping (77-88)

77. Understanding Basis Risk.m4a

78. Location Basis Curves.m4a

79. Quality Basis Curves.m4a

80. Temporal Basis.m4a

81. Product Basis.m4a

82. Additive vs Multiplicative Shaping.m4a

83. Shape Factor Estimation.m4a

84. Shape Normalization.m4a

85. Dynamic Shape Models.m4a

86. Basis and Shape Stress Testing.m4a

87. Shape Versioning and Governance.m4a

88. NorthStar Basis & Shape Library.m4a

Module 06 - Basis, Spreads & Curve Shaping.mp4

Module 06 - Basis, Spreads & Curve Shaping.chapters.txt

Module 06 - Basis, Spreads & Curve Shaping.png

07. Illiquid Tenors, Interpolation & Extrapolation (89-100)

89. The Illiquid Curve Problem.m4a

90. Linear Interpolation.m4a

91. Log-Linear Interpolation.m4a

92. Cubic Spline Interpolation.m4a

93. Monotone and Shape-Preserving Methods.m4a

94. Interpolation in Spread Space.m4a

95. Fundamental Anchors for Illiquid Tenors.m4a

96. Historical Shape Anchors.m4a

97. Long-End Extrapolation.m4a

98. Liquidity Classification.m4a

99. Method Comparison and Sensitivity.m4a

100. NorthStar Illiquid Curve Framework.m4a

Module 07 - Illiquid Tenors, Interpolation & Extrapolation.mp4

Module 07 - Illiquid Tenors, Interpolation & Extrapolation.chapters.txt

Module 07 - Illiquid Tenors, Interpolation & Extrapolation.png

08. Curve Quality, Arbitrage & Settlement Controls (101-112)

101. Market Data Quality Dimensions.m4a

102. Price Outlier Detection.m4a

103. Stale Price Detection.m4a

104. Source Conflict Resolution.m4a

105. Calendar Arbitrage Checks.m4a

106. Cross-Curve Arbitrage Checks.m4a

107. Monotonicity_ When Not to Enforce It.m4a

108. Settlement Price Controls.m4a

109. Manual Price Overrides.m4a

110. Curve Approval Workflow.m4a

111. Historical Curve Reproduction.m4a

112. NorthStar Curve Quality & Arbitrage Engine.m4a

Module 08 - Curve Quality, Arbitrage & Settlement Controls.mp4

Module 08 - Curve Quality, Arbitrage & Settlement Controls.png

Module 08 - Curve Quality, Arbitrage & Settlement Controls.chapters.txt

09. Curve Governance, ETRM & Production Architecture (113-122)

113. Curve Master Data.m4a

114. Curve Versioning.m4a

115. Market Data Lineage.m4a

116. Curve Configuration Management.m4a

117. ETRM Curve Integration.m4a

118. Valuation and P&L Impact.m4a

119. Curve Change Management.m4a

120. Batch Curve Architecture.m4a

121. Intraday & Event-Driven Curve Architecture.m4a

122. Building the NorthStar Production Curve Platform.m4a

Module 09 - Curve Governance, ETRM & Production Architecture.mp4

Module 09 - Curve Governance, ETRM & Production Architecture.chapters.txt

Module 09 - Curve Governance, ETRM & Production Architecture.png

10. NorthStar Curve Construction Capstone (123-130)

Module 10 - NorthStar Curve Construction Capstone.mp4

Module 10 - NorthStar Curve Construction Capstone.chapters.txt

Module 10 - NorthStar Curve Construction Capstone.png

123. Capstone Market Close.m4a

124. Build the Market Data Golden Record.m4a

125. Construct Gas & Basis Curves.m4a

126. Construct Power & Hourly Curves.m4a

127. Construct Oil, LNG & Emissions Curves.m4a

128. Detect the Hidden Curve Problems.m4a

129. Publish and Revalue the ETRM Portfolio.m4a

130. Senior Curve Committee Defence.m4a

Module PDFs and Labs

Module-00-Market-Data-Curve-Desk-Primer_DurgaAnalytics.pdf

Module-01-Energy-Market-Data-Foundations_DurgaAnalytics.pdf

Module-02-Forward-Curve-Mathematics-Bootstrapping_DurgaAnalytics.pdf

Module-03-European-Gas-Forward-Curve-Construction_DurgaAnalytics.pdf

Module-04-Power-Forward-Curve-Construction-Hourly-Shaping_DurgaAnalytics.pdf

Module-05-Oil-Products-LNG-Emissions-Curves_DurgaAnalytics.pdf

Module-06-Basis-Spreads-Curve-Shaping_DurgaAnalytics.pdf

Module-07-Illiquid-Tenors-Interpolation-Extrapolation_DurgaAnalytics.pdf

Module-08-Curve-Quality-Arbitrage-Settlement-Controls_DurgaAnalytics.pdf

Module-09-Curve-Governance-ETRM-Production-Architecture_DurgaAnalytics.pdf

Module-10-NorthStar-Curve-Construction-Capstone_DurgaAnalytics.pdf

Energy-Market-Data-Curves_Labs.zip