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Former research head gives wide-ranging interview on past and present of energy markets
A simple but realistic model to co-simulate the time series of temperature, electricity load and prices is proposed
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Applying kriging to extract smooth curves from energy futures prices
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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.