Bank of America Merrill Lynch becomes first investment bank to facilitate full commissioning services in its deal with Dutch Gate LNG terminal
Choosing the appropriate process for modelling energy prices is essential for best calculating value, risk and hedging metrics for energy derivatives and assets. In this first article of a six-part series,...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Stella Farrington articles
Correlations between commodities and other asset classes have risen sharply over the past three years, but investors and academics are divided over the cause, and the outlook for diversification strategies going forward. David Wigan reports
Complying with looming, but unclear, regulation at a time when budgets are being squeezed is the tricky task facing many in the energy trading business at the moment. With the US Commodity Futures Trading Commission delaying its vote on the controversial...
In this paper, Dan Mahoney and Krzysztof Wolyniec show that in co-integrated (mean-reverting) futures markets, active dynamic hedging is required to realise the quadratic variation of the underlying spread process. Using static hedges/portfolios yields...
In the second part of Energy Risk’s series on the future for the exchange-traded energy markets, Ice Futures Europe’s David Peniket and Mike Davis talk to Pauline McCallion about the likely direction of the market in 2012 and beyond
Preserving the ability of electric utilities to use OTC derivatives for hedging purposes and maintaining low tax rates on dividends are two of the most pressing issues facing utilities in 2012 and it’s important regulators and utilities are on the same...
Geopolitical turbulence, economic gloom and regulatory uncertainty were undoubtedly the major themes for energy markets in 2011 and continue to present major challenges for risk managers this year. Against this backdrop, we publish our much-talked-about...
Demand for gas in Europe is set to increase in the coming years benefiting today’s most liquid hubs, say respondents to a survey carried out by Energy Risk and Baringa Partners. By Stella Farrington with comment from Nick Tallantyre
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014