Finding alpha in uncertain energy markets

Sponsored webinar: FIS

The Panel

Timothy Smith, General manager, EVP, Kiodex, FIS

Haibin Sun, Director, risk analytics, Exelon Corporation

Nima Safaian, Head of trading analytics, Cenovus Energy

Moderator: Stella Farrington, Senior writer, commodities, Risk.net

“The volatility of physical energy commodities means that default rates are often high or uncertain, boosting the value of credit risk analytics. And for traders, price volatility and the desire to maximise the value of their assets mean it is now more important than ever to acquire and provide strong market data and mitigate any pricing risks.” – Chartis RiskTech Quadrant® 2017 for ETRM

Finding alpha and ensuring that margins remain intact in a highly volatile political and market environment can be challenging. Current uncertainty and unpredictability breeds ‘prognosticator fatigue’. It raises the question of how, if at all, energy producers and traders can gain a more holistic view of global markets and manage risk more effectively. In this webinar our panel discusses how energy traders can tap into market data and risk analytics to avoid the blind spots. This webinar features a panel of industry experts discussing the following topics:

  • Market data
  • Market and price risk
  • Credit risk
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