European Energy Exchange (EEX)
Capacity mechanisms are not the right answer to renewables, says EEX’s Köhler
Implementation will only increase uncertainty, argues EEX COO
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Collective price determination should have an impact on renewable subsidies
Financial regulation, low volatility, flattened prices and the integration of regional markets have put European electricity trading in a state of flux. That poses threats and opportunities for powe...
Short-term fixes give rise to uncertainty, in contrast to long-term change needed to rescue the ETS, say firms
We develop an electricity market model for electricity futures and forwards contracts. The dynamic of these derivatives is modeled as a multifactor market model where the idea is to match the observed...
This paper builds and implements a multifactor stochastic volatility model for the latent (and unobservable) volatility of the baseload and peakload forward contracts at the European Energy Exchange AG,...
Management board of European Commodity Clearing brought into line with parent company
Individual participants in the European power markets need to be proactive on clearing if they are to avoid enforced mandatory limits, according to chief executive officer of the European Energy Exc...
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.