- Title: Mr
- Position: PhD Student - Department of Applied Finance and Actuarial Studies
- Load: PhD Student Full Time
- Principal supervisor: Professor Stefan Trueck
- Associate supervisor: Dr Nino Kordzakhia
- Date of submission: 03/09/2013
- Thesis title: Energy Risk Management: Spot Futures, Convenience Yield, and Derivative Pricing
- Abstract: My PhD thesis investigates energy derivatives from three perspectives. The first study examines the spot futures prices relationship. The second study analyses convenience yield. The third study develops a pricing model for energy derivative. This PhD thesis will contribute to the financial risk management literature by explaining the energy spot and futures prices behaviour, investigating stochastic convenience yields possessed in energy derivative, and developing a sophisticated pricing model for energy derivative.