A Kirk’s and a Bachelier’s formula for three-asset spread options
Merger and acquisition (M&A) activity in the oil and gas sector registered a rise in average deal value, according to a PricewaterhouseCoopers (PwC) report
The risks facing US energy security are increasing, according to an index published by the US Chamber of Commerce
Although Spain's gas market has grown faster than all other major Euorpean countries, it now faces a number of challenges, says the Oxford Institute for Energy Studies (OIES)
Time is money: mitigating delivery risk
Forecasting crude oil correlation changes
Our special report for August is on the topic of energy trading and risk management (ETRM) software and technology.
A recent proposal to implement a capacity mechanism in the UK has sparked concern that government intervention could stifle infrastructure development.
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implications for mean-reversion and volatility estimation. They...
A picture gallery of the 15th annual Energy Risk Awards held in Houston
A photo gallery with pictures of the winners at this year's London Energy Risk Awards dinner
Energy industry executives celebrated their awards at a dinner and ceremony in London on June 14
The revised proposal for the Capital Requirements Directive (CRD) presented by the European Commission (EC) on July 20 has sparked serious concerns among energy companies, traders and exchanges
Franklin Templeton’s Mark Mobius says Russia is his current emerging market of choice, in particular oil and resources companies, and suggests concerns over corporate governance are misplaced
Energy Risk rewarded excellence at the recent rankings receptions held in Houston and London
Industry associations urge House of Lords not to reignite feed-in tariff row
There is now an array of instruments available to hedge weather exposure, but evaluating that exposure is far harder than quantifying standard exposures such as commodity price risk. Garth Renne and Shaun Hatch discuss approaches to analysing wind and...
Within the framework of Phase II of the EU ETS, which has consecutive compliance periods that allow banking and borrowing, Daniel Bloch expresses the dynamics of Certified Emission Reductions as a function of European Union Allowances, and computes the...
This OpenLink webcast brings together a panel of industry experts to discuss the development of local energy markets in Russia.