Related projects
Discover more projects across a range of sectors and discipline — from AI to cleantech to social innovation.
Portfolio Management and Energy Options
The partner company, ENMAX Energy Corporation, is a leading electricity and natural gas supplier in Alberta. Modern techniques from stochastic processes and numerical analysis are widely used in energy risk management and trading. The intern research project involved the development of an optimal portfolio of products in the energy industry as well as the study of the pricing of new forms of contracts for energy products. In addition, stochastic dynamic programming techniques were applied to investigate optimal portfolios.
Faculty Supervisor:
Student:
Hong Miao
Partner:
ENMAX Energy Corporation
Discipline:
Finance
Sector:
Energy
University:
University of Calgary
Program:
Accelerate
Current openings
Find the perfect opportunity to put your academic skills and knowledge into practice!
Find Projects
International
Load More
International
Load More
