Extending capital requirements to commodities firms is a mistake
Financial crisis and shale revolution show nothing is certain - Kaminski
A contrarian, upbeat view of the long-term economic outlook
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A framework that demonstrates optimal internal pricing will deviate from ‘arm’s length principle'
Michigan's Crystal Flash struggles with basis risk and volatile weather
Banks, energy firms and regulators express concern about impact of regulation
The authors examine GPS-communicated data on liquefied natural gas (LNG) tanker movements between January 2011 and August 2012 to determine the possible drivers of apparently inefficient shipping ro...
Danish trading house chief sees opportunities in renewable energy marketing
Industry leader Vincent Kaminski discusses the challenges faced by energy markets and his new book, Managing Energy Price Risk, 4th Edition.
Regulators must take energy market manipulation seriously, argues Kaminski
Americas commodity head says bank is well positioned to cope with new rules
'Fairly threatening' letters caused consternation among derivatives end-users
ABSTRACT This paper reports a practical approach to constructing arbitrage-free volatility surfaces that are consistent with the observed options smiles and Samuelson effect in futures markets.A separate...
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.