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1. Introduction
2. Book: Managing Commodity Price Risk
3. Commodity price risk management importance (1)
4. Commodity price risk management importance (2)
5. Creating value from price risk management
6. Assessment to management
7. Managing commodity price volatility
8. Assessing price risk exposure
9. Factors determining overall risk exposure
10. Price risk exposure and management
11. Assess dependence
12. Commodity relationships
13. Determine degree of volatility
14. Risk tolerance and setting risk objectives
15. Technical analysis (1)
16. Technical analysis (2)
17. Technical analysis steps
18. Gather historical price data
19. Identify patterns
20. Select a forecasting model
21. Develop forecasts for stable price patterns
22. Develop forecasts for price patterns with trends
23. Assess forecast accuracy
24. Improve the forecast
25. Monitor the forecast
26. Fundamental analysis (1)
27. Fundamental analysis (2)
28. Gather information and plot
29. Understand supply basics
30. Understanding supply basics examples
31. Identifying underlying factors that affect supply (1)
32. Identifying underlying factors that affect supply (2)
33. Understanding demand basics
34. Identifying underlying factors affecting demand
35. Examine correlations with price
36. Develop and use regression models
37. Issues in using regression
38. Assess and monitor futures prices
39. Information and judgment to forecast prices
40. Monitor information and adjust price
41. Creating a price risk management strategy
42. Alternatives by timeframe
43. Developing a price risk management strategy
44. Substitute availability
45. Cross-functional participation
46. External constituents
47. Pass or share with customer and supplier
48. Escalator clauses
49. Sharing price risk
50. Limitations of passing (sharing)
51. Forward buying
52. Challenges with forward buying
53. Hedging using futures contracts and options
54. Cross-hedging
55. Steps for cross-hedging
56. Absorb risk and reduce demand
57. Conclusions (1)
58. Conclusions (2)
59. Thank you!

Topics Covered

• Importance of commodity price risk management
• Assessing price risk exposure
• Degree of price volatility
• Risk tolerance and objectives
• Technical analysis
• Gathering price data
• Identifying price patterns
• Selecting and developing short term forecasts
• Improving short term forecasts
• Fundamental analysis
• Gather market and price data
• Understanding supply
• Understanding demand
• Using correlation and regression to forecast long term prices
• Monitoring changes and adjusting long term forecasts
• Creating a commodity price risk management strategy
• Substituting commodities
• Passing and sharing price risk
• Forward buying
• Hedging and cross-hedging
• Absorbing price risk and reducing demand

Links

Series:

• Supply Chain Management

Categories:

• Technology & Operations

Talk Citation

Publication History

• Published on February 5, 2014