Journal of Energy Markets Editorial Board
Derek W. Bunn - London Business School
Carlos Henggeler Antunes - University of Coimbra, Portugal
Fred Espen Benth - University of Oslo
Efraim Centeno Hernaez - Pontificia Comillas University
Antonio J. Conejo - University of Castilla-La Mancha, Spain
Helyette Geman - Birkbeck, University of London & ESSEC Business School
Richard Green - Imperial College London
Christopher Harris - RWE npower retail
Ronald Huisman - Erasmus University
Benjamin F. Hobbs - The John Hopkins University, Baltimore
Takashi Kanamura - Kyoto University
Jussi Keppo - National University of Singapore
Valery Kholodnyi - Verbund Trading AG
Rüdiger Kiesel - University Duisburg-Essen
Christopher Knittel - University of California, Davis
Sophie Meritet - Paris Dauphine University
Robert Pindyck - Massachusetts Institute of Technology
Andrea Roncoroni - ESSEC Business School Paris-Singapore
Ehud I. Ronn - University of Texas at Austin
Geoffrey Rothwell - Stanford University
Leigh Tesfatsion - Iowa State University
Rafal Weron - Wroclaw University of Technology
Sjur Westgaard - Norwegian University of Science and Technology
Updating your subscription status
Access your premium magazine online
Sign up in 2 minutes
and immediate access to premium content.
Click on one of the following publications to get started:
Every week our editorial team deliver a range of email bulletins to ensure our readers know what is happening in their markets around the world.
This report covers the specific technologies required for firms to improve their ORM processes.
This white paper looks at the Basel Committee's BCBS239 principles, also known as PERDARR (Principles for Effective Risk Data Aggregation and Risk Reporting), which comes into force from 1 January 2016.
9th-12th June, London
Cyber Risk Europe
Quant Congress USA
New York, 29 & 30 April 2015
New York, 8 May 2015
New York 6 & 7 May 2015
Risk iPad and iPhone Apps
Click here to see our full portfolio
Register for regular alerts to receive up to date news directly into your inbox
Has the industry got FVA wrong?
Three quants claim the standard approach to FVA is flawed and the resulting numbers are often much too high (see www.risk.net/2402050 and www.risk.net/2392762). Their views have some support, but what do you think?
© Incisive Risk Information (IP) Limited