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FCH_ECO931

ECO931 is a course on financial modeling for clean energy products, taught by Prof. Preeti Roy and Prof. Wasim Ahmad from April 14 to June 8. The course covers various topics such as clean energy equities, price discovery, risk management, and firm-level analysis, with assessments including quizzes, assignments, and a final exam. Grading follows a detailed scale, and important dates for quizzes and assignments are provided.

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Rajkumar Nanda
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10 views2 pages

FCH_ECO931

ECO931 is a course on financial modeling for clean energy products, taught by Prof. Preeti Roy and Prof. Wasim Ahmad from April 14 to June 8. The course covers various topics such as clean energy equities, price discovery, risk management, and firm-level analysis, with assessments including quizzes, assignments, and a final exam. Grading follows a detailed scale, and important dates for quizzes and assignments are provided.

Uploaded by

Rajkumar Nanda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ECO931: Financial Modelling to Clean Energy Products

— e-Masters Quarter 4

Instructor Information

Name: Prof. Preeti Roy and Prof. Wasim Ahmad


Email: [email protected]; [email protected]
Teaching Assistant: Manmeet Kaur [Email: [email protected]]

Class Information

Dates: April 14 – June 8


Time: 9:30 - 10:45 AM, Saturday
Classroom: Recorded and Live

Module Description

Understanding the basic tenets of equity and financial derivatives requires tools. This course is
designed to provide an in-depth understanding of the tools and techniques are necessary for ana-
lyzing the financial data of different frequencies.

Module Outline

• Dynamics of Clean energy equities: Fundamentals of clean energy with crude oil and other
energy products, technology stocks, green bonds and ESG ratings, calculation of systematic
and non-systematic risk of clean energy equities.
• Price discovery process: Modelling cointegration process, market integration, and relational
analysis, price discovery in the commodities derivatives market, applications in offset prod-
ucts.
• Risk Management in Energy Products: Methods to calculate time-varying volatility, univariate
and multivariate set-up, calculation of dynamic portfolio weights and hedge ratios, volatility
spillover analysis, green bonds vs conventional bonds.
• Modelling multivariate set-up: Introduction to multivariate time-series models and estimation
of causal inferences between green bonds and energy products and their interactions with
economy-specific fundamentals.
• Firm-level Analysis: Firm-level analysis, data curation and modelling, application of panel
data models, time-series and cross-sectional validations, case studies.
Textbooks and Reading Materials

Brooks, C. (2019). Introductory Econometrics for Finance. Cambridge University Press.


Wang, P. (2008). Financial Econometrics. Routledge
Grading

The module grade is determined by the following components:

Quiz 1 15%
Quiz 2 15%
Quiz 3 15%
The best two will be counted!
Assignment 1 15%
Assignment 2 15%
Final Exam 40%

Grade Scale

We follow the granular grading system according to the following scale:

A* 10 C 6
A 10 D+ 5
B+ 9 D 4
B 8 E 0
C+ 7 F 0
E & F grades will have to repeat the module.
I grade = Incomplete, one needs to complete the module within two quarters.

Important Dates

• Quiz 1: April 27, during class hour

• Quiz 2: May 18, during class hour

• Quiz 3: June 1, during class hour

• Assignment submission dates will be announced!

• Final Exam: Please contact the e-masters team

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