Energy firms and regulators agree changes needed to market design
Greater role for risk management in strategic plans proposed
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Environment-renewables articles
Recession, regulation and renewables are main worries, says Port
Efet board member calls for dramatic overhaul of subsidy regimes
Fabio Nehme leaving to set up own commodities business
Emissions prices are the wrong metric of success, he argues
Fringe gains could see proposals to modify emissions market suffer
Airlines set to remain on fringes of emissions scheme until 2016
Market participants complain of distortion to cross-border flows
Companies see potential in moving into new role as service providers
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...
Purchase of RenRe Energy Advisors could lead to new weather hedging tools for renewable energy
Short-term fixes give rise to uncertainty, in contrast to long-term change needed to rescue the ETS, say firms
The US government is planning to use the Environmental Protection Agency to combat climate change, in a move that could create new opportunities for carbon traders, according to lawyers and analysts...
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.