25. Bootstrapping Fundamentals.m4a
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Energy Market Data & Forward Curve Construction
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00. Market Data & Curve Desk Primer (1-8)
1. What an Energy Market Data & Curve Function Actually Does.m4a
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
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