Dodd-Frank proposal relies on decades-old data, say energy firms
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 Natural Gas articles
Flexible, martingale duality-based method provides reliable valuation
Proposal on ‘seventh prong’ seen as positive step by industry
Energy firms need clarity on 'seventh prong', commissioner says
Agency said to be exploring solution for embedded volumetric options
OTC derivatives volumes rise amid optimism about natural gas
Small derivatives hedgers bewildered by emails from regulator
This paper presents a specific modeling relationship between spot (day-ahead, or "cash" prices) and the prompt-month futures contract in the natural gas (natgas) market. Under the mean-reverting model...
Electricity market excites investors, but challenges remain
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.