Managing Commodity and Carbon Dioxid Risk within an Integrated Risk and Profitability Management System
At a glance
- Project leader : Prof. Dr. Wolfgang Breymann
- Project team : Peter Biller, Philip Erb, Shoaleh Ghashghaie, Alexander Kohler, David Lüthi
- Project budget : CHF 500'000
- Project status : completed
- Funding partner : CTI
- Project partner : FRSGlobal
- Contact person : Wolfgang Breymann
Description
The integrated risk management platform riskpro™ will be extended to integrate modelling of spot and derivatives of commodities and CO2 emission allowances. A prototype of the extended platform will be build and case studies will be carried out.