Spot price
Gas users lock in low long-term prices
Published online only
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Original headline:
Over the past 20 years, financial modelling increased in complexity to better describe complex market behaviours and allow market-makers to stay competitive in a maturing world. This maturity led, for...
Original headline:
In carbon dioxide equilibrium models, permit prices are positive and bounded by the penalty level. To obtain closed-form solutions to the pricing of carbon dioxide derivatives, Daniel Bloch models the...
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More Spot price articles
EC tightening of carbon spot market could threaten forward market
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Industry experts are wary of European Commission proposals intended to bring additional safeguards to the spot market
Icap to launch decimalised pricing on majors in February
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Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
Volumes on Nord Pool Spot see 30% increase
Published online only
Nord Pool Spot, the exchange for physical power in the Nordic region, has recorded increased volumes on the day-ahead market, despite overall turnover being almost 30% lower in 2009 than the year before. The volume traded on Elbas, Nord Pool Spot's...
New European gas exchange launched
Published online only
The Central European Gas Hub (CEGH) and the Vienna Stock exchange, Wiener Börse, have announced the launch of a new gas exchange. International spot trading will start immediately and there are plans for futures trading to begin in spring 2010. "The...
Covering all the bases
Original headline:
Abstract: Many articles have discussed constructing models for either spot or forward prices. Yet none cover the whole process of constructing a joint model for both. Here, Andreas Huber and Monika Krca develop a multi-factor model that captures...
A joint state-space model for spot and futures power
Published online only
Portfolio-wide risk management requires a model that accounts correctly for correlations between the spot asset and various futures products. Kjetil Kåresen and Egil Husby discuss a joint multi-factor model for power spot and futures prices and show...
Basis
Published online only
The differential that exists at any time between the cash – or spot – price of a given commodity and the price of the nearest futures contract for the same (or related) commodity. The basis may reflect different time periods, product forms, qualities...
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