The incremental risk of including electricity contracts in a portfolio is computed by George Levy using a Monte Carlo regime-switching approach. The volume and price processes are modelled using emp...
LNG importers hoping for quick move to flexible pricing mechanisms will be disappointed, say market participants
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Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option s...
Amid a review of a 2003 determination by the Federal Reserve, the involvement of US banks in physical commodities has come under fire from regulators, politicians and the media. Could they really be...
The European Market Infrastructure Regulation will force non-financial counterparties to clear trades in over-the-counter derivatives once they reach a set of notional thresholds. And despite their ...
Baringa Partners survey suggests firms may struggle to cope with European financial regulation
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