m****d
发帖数: 331 | 1 besides the basic finance course, any other courses/knowledge are usually
required for energy-related quant? such as portfolio optimization? and
anything else? Thanks. | c*********8
发帖数: 15 | 2 I am working in the energy industry and basic finance courses won't be too
helpful for Energy.
1.) Fundamental analysis: EE(power system) is the best for power
transmission analysis. As for fuel (oil/gas, etc.), economics (supply/
demand) will be helpful. There are also emission markets, environmental
related degress will be useful. Other degrees help here are, oceanology/
geography/meterology, etc.
2.) Structured prodcuts/Asset valuation: option pricing(financial
engineering will be helpful
【在 m****d 的大作中提到】
: besides the basic finance course, any other courses/knowledge are usually
: required for energy-related quant? such as portfolio optimization? and
: anything else? Thanks.
| m****d
发帖数: 331 | 3 Thanks for your information. I am operations research; my research topic is all about electricity market and optimization. I think, in the oil/gas field, equilibrium models are important...supply/ demand kinds of things.
So, since programming is important, what language do energy companies use? C++/VBA/SAS, the same things as bank quants use?
【在 c*********8 的大作中提到】
: I am working in the energy industry and basic finance courses won't be too
: helpful for Energy.
: 1.) Fundamental analysis: EE(power system) is the best for power
: transmission analysis. As for fuel (oil/gas, etc.), economics (supply/
: demand) will be helpful. There are also emission markets, environmental
: related degress will be useful. Other degrees help here are, oceanology/
: geography/meterology, etc.
: 2.) Structured prodcuts/Asset valuation: option pricing(financial
: engineering will be helpful
| c*********8
发帖数: 15 | 4 It is good that you have school projects focusing on electricity market ---
most schools don't offer specialization in electricity usually. What kind
of optimization you are runnning? transmission system or dispatch model?
You are right, equilibrium model has been a hot topic for the fuel market.
However, it has been difficult since most of them has become global
including natural gas, etc. If you are able to get some shool projects in
that area even at a small scale, it will be helpful ---
【在 m****d 的大作中提到】
: Thanks for your information. I am operations research; my research topic is all about electricity market and optimization. I think, in the oil/gas field, equilibrium models are important...supply/ demand kinds of things.
: So, since programming is important, what language do energy companies use? C++/VBA/SAS, the same things as bank quants use?
| m****d
发帖数: 331 | 5 Optimization models? MIP/stochastic programming models on transmission
networks. I only know MatLab, VBA, and other optimization packages, e.g.
GAMS/Cplex. Not familiar with C++.
-
algorithm
【在 c*********8 的大作中提到】
: It is good that you have school projects focusing on electricity market ---
: most schools don't offer specialization in electricity usually. What kind
: of optimization you are runnning? transmission system or dispatch model?
: You are right, equilibrium model has been a hot topic for the fuel market.
: However, it has been difficult since most of them has become global
: including natural gas, etc. If you are able to get some shool projects in
: that area even at a small scale, it will be helpful ---
| N*****r
发帖数: 105 | 6 咖啡猫, I dropped a message to you mailboc. please check.
【在 c*********8 的大作中提到】
: I am working in the energy industry and basic finance courses won't be too
: helpful for Energy.
: 1.) Fundamental analysis: EE(power system) is the best for power
: transmission analysis. As for fuel (oil/gas, etc.), economics (supply/
: demand) will be helpful. There are also emission markets, environmental
: related degress will be useful. Other degrees help here are, oceanology/
: geography/meterology, etc.
: 2.) Structured prodcuts/Asset valuation: option pricing(financial
: engineering will be helpful
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