Fixed feed-in tariffs have produced heavy increases in the volume of electricity generated via renewables, but their continued existence diminishes the strength of price signals in European power markets....
By January 2002 – just one month after US energy giant Enron filed for bankruptcy – the more lasting implications were becoming clear in the pages of Energy Risk
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest method,...
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More Mark Pengelly articles
Commodity investors may have had a bad year, but putting money into commodities of finite supply continues to makes sense
A change of ownership and an evolving regulatory landscape have thrown up big challenges for the London Metal Exchange in its quest to clear its own trades. Trevor Spanner, the chief executive of LME Clear, speaks to Mark Pengelly about the project
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderounmu and Rodney Wolff outline, these spikes are hard to...
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
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.
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