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The UK government hopes to deliver a healthy boost to low-carbon generation through a market for contracts-for-difference. While electricity market participants are upbeat about the proposals, there...
Banks have often stepped in and out of the OTC energy derivatives market. In this article from August 2001, Energy Risk reports on banks upping their activity
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Energy Risk & Baringa Partners invite you to participate in a landmark survey on European market coupling
Agreements reached under US Dodd-Frank Act fail to address critical issue of enforcement
UK Electricity Market Reform, which is set to come into effect in July, will introduce a level of government intervention not seen in the country’s power market since the early 1990s. The impact w...
Winter reliability at risk due to problems with real-time pricing, market participants warn
Despite worries about UK Electricity Market Reform, market participants call on government to press ahead
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A decision to delay a deadline for brokers to review their classifications of physically settled gas and power forwards by two months has been welcomed by industry participants
‘Bugs’ found in NWE day-ahead coupling tests cause exchanges and grid operators to err on the side of caution
As Ice prepares to shift Brent expiry calendar on December 6, Isda releases protocol to enable orderly transition of OTC market
The US Commodity Futures Trading Commission is gearing up for another big fight over position limits, after its original rule was rejected by a federal court. The agency’s latest proposal, release...
In this paper, Magnus Wobben, Tilman Huhne, Yuri Ivanov and Sebastian Hanneken examine the impact of market incompleteness on the valuation of gas storage contracts. In contrast to prior research, ...
Financial regulation, low volatility, flattened prices and the integration of regional markets have put European electricity trading in a state of flux. That poses threats and opportunities for powe...
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.