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University of Colorado Denver Business School, offering Bachelor, MBA, MS, and PhD degrees

Business School, University of Colorado Denver
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Commodity Data Analysis | J.P. Morgan Center for Commodities


J.P. Morgan Center for Commodities: Non-Degree Certificate

Professional Educa​tion

Commodity Data Analysis​

Guided by veteran industry practitioners, and utilizing one of the most user-friendly statistics packages on the market, students will gain a core practical competency in econometrics and price modeling for the commodity markets. Students will become familiar with not only the dominant methods for modeling forward curve dynamics, but also advanced methods employed by the most sophisticated market participants. Skills and techniques learned in the course will be directly applicable to solving problems and framing decisions in the workplace.

Agenda

Day 1: I​ntro to commodity industry data, EViews, and basic econometrics

  • Types of commodities time ​​​​series and forward price data

  • Data conventions and transformations

  • Commodity-specific features in data

  • Introduction to EViews statistical suite

  • Fundamentals of regression analysis

Day 2: Advanced econo​​metric methods

  • Stationarity

  • Multivariate models

  • Cointegration

  • ARCH models

Day 3: Forward curve modeling, p​ract​​ice workshop

  • Term structure and seasonality
  • Black-Scholes volatility
  • Application of principal component analysis and factor models to forward curves
  • Afternoon special session: Independent and group lab exercises to integrate and apply course material

Other Benefits:

  • Hands on experience in lab & networking opportunities 

  • Small class size allows for rich interaction with instructors 

  • Continuing Education Units (CEUs) available 

  • Approved for 16 CPD Credits by GARP

Who Should Attend?

  • Commodities industry employees

  • New hires in commodity-related businesses

  • Commodity and financial derivatives traders

  • Support functions such as attorneys, accountants, sales or HR or IT managers, etc.

  • Government officials

  • Non-industry professionals wishing to learn more about the basics of the commodities industry

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