In this paper, Christian-Oliver Ewald, Roy Nawar and Tak Kuen Siu study the performance of locally risk-minimising hedging strategies in the context of futures and options written on crude oil. In contradiction...
Energy market participants upbeat about development of California emissions market, despite legal threats
Ferc is now monitoring markets in near real time for evidence of manipulation, warns enforcement official
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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CFTC commissioner blasts “adhocracy” of last-minute exemptions to Dodd-Frank rules
CFTC will soon unveil revised rule on commodity position limits after a court rejected its previous effort, says O'Malia
Capacity Allocation Mechanism network code could restrict gas trade at physical hubs and interconnection points
As the proportion of power generated from renewables goes up, the business model of traditional utilities is increasingly under threat, says Torsten Amelung, Statkraft’s senior vice-president of trading, origination and business development. He speaks...
The growing market clout of refiners in Asia is giving the region a healthy boost in trading activity for derivatives linked to oil and other refined products. With local refining capacity set to grow, the trend looks likely to continue – a development...
CME Group and Ice plan to roll out futures based on biofuel Renewable Identification Numbers
In this article, Carlos Blanco and José Ramón Aragonés review the historical simulation methodology used to estimate value-at-risk and expected tail loss, while including adjustments to traditional assumptions that can help improve risk forecasts for...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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