An introduction to energy spot price processes
More Stella Farrington articles
Editor's letter – Costly compliance and tighter budgets
Valuation of spread commodity structures in co-integrated futures markets
On the same page?
Surveying the future of natural gas
With carbon prices plunging both the Europe and the US as the fragile global economy takes place Energy Risk is speaking to key players within the industry regarding the future of the carbon markets...
Fast and furious
Renewables: has the bubble burst?
Coming up with the money
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.