This study investigates the relationship between daily electricity spot price returns and both the crude oil spot price return (in US dollars) and the exchange rate return in six European countries (France,...
This issue of The Journal of Energy Markets consists of four papers, all of which build on the use of advanced time series techniques for modeling price risk in electricity and gas markets. These analyses...
More Volatility articles
Volatility is trading at record lows globally and especially in Asia. Why is it so low and does it represent an opportunity for volatility funds to buy at discounted levels or is something more sinister at play?
High cost of hedging out forex exposure in volatile currencies is unnecessary due to the correlation between the underlying asset and currency it's denominated in, investors believe
S&P Dow Jones Indices continues to move on and maintain a fresh selection of indexes that match the trends in the US structured products market. Adopting smart beta has been one of those intiatives that have helped it keep its place at the forefront....
The suppression of emerging markets volatility has almost completely removed lingering fears of contagion. But when central banks ease quantitative easing measures and the instant mean reversion of the Vix stops, will the effect of EM volatility on the...
From China to Turkey to South Africa, volatility in emerging markets has been a hallmark of the start to the year. How might investors profit?
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderounmu and Rodney Wolff outline, these spikes are hard to...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014