Energy prices are highly volatile and often feature unexpected spikes. It is the aim of this paper to examine whether the occurrence of these extreme price events displays any regularities that can be...
In this study, the price process for the four-week block futures contracts (traded between 1995 and 2003) and monthly forward contracts (trading since 2003) for Nordic electricity is tested for linear...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Electricity articles
Power hedging activity could increase with rising prices and greater regional variation across the US
Ferc is now monitoring markets in near real time for evidence of manipulation, warns enforcement official
Planning a new Korea
The middle of 2012 saw a tremendous spike in demand for gold, silver and bronze – fierce competition for these assets saw records toppling in dramatic style in the space of just a few weeks. But that’s...
The costs of separation
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.