Natural gas
Cutting edge: Correlation functions in the crude oil and natural gas futures markets
Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy portfolios. This paper by Ehud Ronn contributes to the…
Turning Points: Bill Perkins, Skylar Capital Management
Bill Perkins, founder of Skylar Capital Management, sees opportunities in US natural gas markets, even as depressed prices and low volatility prompt other traders to pull back. Alexander Osipovich reports
Tankard natural gas indexes greeted with scepticism
Traders show little enthusiasm for Tankard indexes of European natural gas, despite ongoing concerns about the reliability of assessments by price reporting agencies. Gillian Carr reports
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Nucor praised for pursuing natural hedge
US steel maker’s acquisition of natural gas assets is seen as viable long-term hedge and an alternative to derivatives
Natural gas producers step up hedging
Hedging by North American natural gas producers increases as prices rebound
Basis trading to emerge in European gas
Natural gas basis swaps increasingly used in over-the-counter market and could eventually trade on exchanges
Gazprom Marketing & Trading: Powering up for clearing
Powering up for clearing
US Henry Hub benchmark to drive European, east Asian natural gas prices: report
Growing exports of liquefied natural gas from North America and a more globalised gas market will lead the US’s Henry Hub price benchmark to become the long-term driver of natural gas prices in Europe and east Asia, according to analysts from Citi
Ice’s decision to buy gas exchange bodes well for TTF: analysts
The Title Transfer Facility natural gas hub is expected to see increased market interest, after Ice's decision to acquire a majority share in APX-Endex's gas exchange
New breed of upstream oil & gas firms have increased appetite for hedging
Hungry for hedging
Sponsored Q&A: APX-Endex
Reshaping the Belgian natural gas market
Weather study finds that hedging improves firm value
Hedging programmes have a positive effect on a company’s share price and financial performance, according to a new academic study that examines the use of weather derivatives by US utilities
Energy Risk USA 2012
Platform for discussion
Energy Risk USA: Storms, warm winter, fuel interest in weather derivatives
The extreme weather that hit North America recently has spurred interest in tools designed to hedge weather risk, according to participants speaking at Energy Risk USA
Valuation of commodity structures in co-integrated futures markets
Valuation of commodity structures in co-integrated futures markets
Low US natural gas prices stir hedging talk
As the boom in North American shale gas production continues to feed an oversupplied market, US natural gas prices sank to 10-year lows last week. Gas consumers are taking a serious look at seizing the opportunity to lock in prices — but remain hesitant…
Energy Risk Deals of the Year 2012: BarCap's VPP deal with Chesapeake
BarCap’s $850m VPP deal with Chesapeake
Cutting edge: Valuation of spread commodity structures
Valuation of spread commodity structures in co-integrated futures markets
Is European shale a game-changer for the gas markets?
A rocky future?
Risk and Energy Risk commodity rankings 2012: energy
Finding value in energy volatility
US natural gas price rally set to be short-lived: analysts
Planned production cuts by US natural gas firms will not be enough to keep natural gas prices supported this year, and analysts say that record storage levels and mild weather could push New York Mercantile Exchange Henry Hub prices below $2 per million…
Commodity and energy derivatives house of the year: JP Morgan
Risk awards 2012