End-users unable to execute certain trades as dealers retreat, claims swaps counsel
US shale drillers expected to suffer as hedges expire in the second half of 2015
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A framework that demonstrates optimal internal pricing will deviate from ‘arm’s length principle'
Cross-currency swaps could become more expensive as firms' demand increases
Industries disagree over which of two proposed approaches should be used
A simple but realistic model to co-simulate the time series of temperature, electricity load and prices is proposed
Autocallable knock-in levels under pressure but losses averted
Internal and external clients benefit from utility’s risk management skills
Oil hedging stabilises Mexican state finances amid price crash
Disconnect with eastern US prices generates enthusiasm for regional hubs
Energy companies worried by lack of detail on how Mifid II rules will work
ABSTRACT In energy markets, the use of quanto options has increased significantly in recent years. The payoff from such options are typically written on an underlying energy index and a measure of temperature....
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