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Advanced Energy Finance Analytics

An Interactive 5-Day Training Course

Advanced Energy Finance Analytics

Markets, Instruments & Risk Management

NASBA
Classroom Schedule
Date Venue Fees
09 - 13 Feb 2026 Dubai $ 5,950
17 - 21 Aug 2026 London $ 5,950
07 - 11 Dec 2026 Houston $ 7,950
15 - 19 Mar 2027 Dubai $ 5,950
Online Schedule
Date Venue Fees
07 - 11 Dec 2026 Online $ 3,950
11 - 15 Jan 2027 Online $ 3,950

Course Summary

Corporations involved in the energy sector need executives who understand the extreme volatility of global energy markets and how to manage the financial risks created by changing energy prices. 

This training course on Advanced Energy Finance Analytics is designed to give participants an in-depth understanding of energy finance by addressing three areas of finance in an energy context:  Pricing, asset valuation and risk management. This training course will increase your comprehension of the energy markets, as well as demonstrate how to model and forecast energy and forward / futures prices. 

This training course will build knowledge of energy-related derivatives, including the different derivative products and how to apply them in the energy markets to develop hedging and risk management strategies.

This GLOMACS Advanced Energy Finance Analytics training course will develop an understanding of pricing, risk management, asset valuation and derivatives within the energy markets:

  • Learn to use financial models to analyze and forecast energy prices, extrapolate forward prices beyond the liquidity tenor
  • Understand the risk of and return from futures and options contracts on energy commodities
  • Manage and optimize your organization’s energy risk exposure
  • Learn to estimate and calculate volatility in energy prices
  • Utilize real options theory to value energy assets, use information from futures / option prices to make optimal production decisions: Optimal timing for extraction, optimal rate at which to extract oil (gas) from a field, value oil fields, pipelines and storage facilities, power plants
Course Outline
Day 1

The Current State of the Equity and Commodity Markets - The "Message from Markets"

  • Measuring Nervousness / Uncertainty of Equity and Commodity Markets
  • The Crude-Oil Markets
  • Level and Slope of Crude-Oil Futures Markets
  • Impact of Economic / Financial / Geopolitical Events on Implied Volatilities in the Crude-Oil Market
  • Impact of Seasonality on Global NatGas Markets
  • Future Inflation Rates
  • Quantifying Future Inflation Rates
  • Energy Prices and Inflationary Pressures
  • The Refining Spread and Retail Gasoline Prices
  • The Domestic NatGas Market: The Impact of Seasonality
  • The March / April 2007 Futures Contracts
Day 2

Overview of Risk Management

  • Fundamentals of Forwards and Futures Contracts:  Definition, Payoff Diagram, Pricing by Arbitrage
  • Forward / Future Prices and Forecast Prices
  • Risk-Management from a Corporate Perspective
  • Commodity Swaps
Day 3

Option Pricing

  • Payoffs and Put-Call Parity
  • Black-Scholes Formula
  • Option “Sensitivities” (the “Greeks”): Delta and Gamma
  • The Binomial Model and the Valuation of American-Style Options
  • Real Options in Energy Markets:  Power Plants as a Strip of Spark Spread Options, Oil Fields as the Valuation of an Extraction Option
Day 4

Estimating the Price Process in Energy Markets

  • Historical Volatility: The Term Structure of Volatility (TSOV)
  • Estimating Volatility from Market Prices of Options in Energy Markets
  • Historical or Implied Vols?
  • Estimating a Mean-Reverting Process
  • Characterizing the Volatility “Surface” Across Time and Strike
  • Jump-Diffusion Process
  • The Need to Extrapolate in Energy Finance:  Valuation of Long-Dated Real Assets and Financial Structured Products, Extrapolating Crude-Oil Prices, Extrapolating Natural-Gas Prices, Extrapolating the Term Structure of Volatilities (TSOV), Extrapolating Correlations
  • VAR and CVAR (Credit Value-at-Risk) in the Energy Industry
Day 5

Energy Derivative Products: The Role of Structuring, Calibration, Valuation and Hedging in Profitable Market-Making

  • Commercial Structured Products
  • Categorizing Derivative Products:  Option Collars, Average Options, Spread Options, Swing Options, Weather Derivatives, Commodity-linked bonds, “Swing” Options, Weather Derivatives
  • Structuring and Valuing Option Collars
  • Structuring and Valuing Average (Asian) Options
  • Example of Calibration:  Using Vanilla Options to Determine the Value of Volatility for Valuation of Average Options
  • Non-Commercial Structured Products
Certificates
  • On successful completion of this training course, GLOMACS Certificate will be awarded to the delegates.
  • Continuing Professional Education credits (CPE): In accordance with the standards of the National Registry of CPE Sponsors, one CPE credit is granted per 50 minutes of attendance.
Providers and Associations

Endorsed Education Provider

NASBA

In Association With

Options & Brochure

Why Choose Saudi GLOMACS?

Saudi GLOMACS is the official Saudi Arabian division of GLOMACS International (glomacs.com), delivering internationally recognised training courses both within Saudi Arabia and across international locations. Our training courses are aligned with the highest professional and institutional standards, supported by a strong understanding of the professional landscape in Saudi Arabia and access to global expertise.

Saudi GLOMACS enables professionals and organisations to strengthen leadership, capability, and long-term excellence through consistently high-quality learning experiences.

Official Saudi Presence

Official Saudi Arabian division of GLOMACS with established global credibility.

International Benchmarks

Internationally benchmarked training courses aligned with professional best practices.

Trusted Across Sectors

Trusted by professionals and institutions across public and private sectors.

Flexible Delivery

Training courses delivered within Saudi Arabia and across international locations.

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Frequently Asked Question

No. Saudi GLOMACS delivers courses in Saudi Arabia and internationally, including delivery across Europe and Asia. This allows organisations and professionals to access training both locally and abroad.

No. While governance and leadership are part of the portfolio, Saudi GLOMACS delivers training across the entire business and professional lifecycle, including administrative, technical, legal, regulatory, and sector-specific training.

No. Our training courses are delivered globally through international locations and online platforms, enabling participants from Saudi Arabia and around the world to learn together. This global delivery approach ensures exposure to diverse perspectives, international best practices, and cross-cultural insights while maintaining strong relevance to regional and organisational needs.

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Yes. Saudi GLOMACS designs and delivers bespoke in-house training tailored to organisational objectives, sector requirements, and workforce needs. Training can be delivered in Saudi Arabia or internationally, depending on requirements.

Yes, in-house and customised strategy training courses are available to support organisations seeking tailored strategic capability development. These courses can be aligned with your industry context, organisational challenges, and long-term strategic objectives.

For further details or to discuss customisation requirements, you may call or WhatsApp +966 (54) 286 8546 or email info@glomacs.sa . You can also submit a detailed enquiry through our in-house training page at: https://sa.glomacs.com/in-house-seminars

If you would like further information about these training courses, our team is available to provide professional guidance and support. We are pleased to assist with course selection, the registration process, and any other related enquiries.

For personalised assistance or detailed enquiries, please contact our team on +966 (54) 286 8546 or email us at info@glomacs.sa

Courses delivered in Saudi Arabia are adapted to reflect local regulatory frameworks, organisational structures, sector conditions, and professional expectations. This ensures training is relevant, practical, and aligned with Saudi workplace realities.

GLOMACS has been delivering professional training for over thirty years, with courses delivered across Europe, the Middle East, Asia, and other international markets.

Saudi GLOMACS combines three decades of global training experience with a clear focus on Saudi market relevance. This allows it to deliver training that is both internationally credible and locally applicable, across a broader range of disciplines than niche or single-focus providers.

Saudi GLOMACS is a Saudi-based professional training provider delivering courses tailored to the Saudi market and applicable internationally. It operates within the global GLOMACS framework and draws on more than three decades of international training experience.

Saudi GLOMACS offers professional training across a wide range of disciplines, including administration, leadership and management, governance and regulation, law, oil and gas, energy, engineering, finance, digital technologies, and sector-specific specialisations.

Training supports professionals across all career stages, from operational roles to specialist and senior responsibilities.

Participants include professionals from public sector, semi-government, and private sector organisations, across a wide range of roles and industries. Attendees range from administrative and operational professionals to technical specialists, managers, and senior decision-makers.

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