Energy
Jump-robust estimation of realized volatility in the EU Emission Trading...
Published online only
Source: Journal of Energy Markets
With the increased availability of high-frequency financial market data in recent years, the extraction of "realized" volatility (from intraday squared returns) has led to numerous theoretical developments...
Published online only
Source: Energy Risk
Most respondents think oil prices will rise – but few have risk management policies in place to cope with it
Original headline:
Source: Energy Risk
Today’s capital-constrained environment is driving energy companies to review their approach to allocating the capital required to support risk exposures. David Stokes and Olly Spinks look at the challenges...
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Enterprise-wide risk management: The power of cashflow-based metrics
Original headline:
Source: Energy Risk
The risks faced by energy/commodity firms need to be assessed via metrics that allow for longer-term outlooks and incorporate risks from asset-backed trading. In the second article in this series, Chris Strickland discusses the range of such metrics available...
ETF investors gain commodities exposure
Original headline:
Source: Asia Risk
Commodities have returned to the structured products spotlight as providers come up with new, more efficient ways of gaining exposure to the asset class and explore innovative ways to package commodity-based investments
Volcker rule to pummel US energy industry: IHS
Published online only
Source: Energy Risk
The so-called 'Volcker rule', if carried out the way regulators have proposed, will make it more difficult for the US energy industry to access risk management services, harming oil and gas producers, refiners and utilities, according to a study released...
Multi-factor forward curve models for energy risk management
Original headline:
Source: Energy Risk
In the second article of this series, Carlos Blanco and Michael Pierce introduce the most common multi-factor models of the forward curve used for energy derivatives pricing and risk measurement
Managing operational risk at commodity trading firms
Original headline:
Source: Energy Risk
Proactive management of operational risk is critical to ensuring an organisation responds effectively to ever-changing market conditions and regulatory environments. Julie Shochat and Kenzel Fallen outline how to align strategy, processes and technologies...
How relevant is VAR for energy markets?
Original headline:
Source: Energy Risk
Despite its many limitations, value-at-risk (VAR) is still the most commonly used risk profile measuring tool in the energy industry. In this first article in a new series, Chris Strickland discusses why the energy industry’s love affair with VAR could...
Start of 2012 sees surge in commodities ETF launches
Original headline:
Source: Structured Products
Commodities have returned to the structured products spotlight as providers come up with new, more efficient ways of gaining exposure to the asset class and explore innovative ways to package commodity-based investments. By Hannah Collins
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