Managing energy market volumetric risk

Krzysztof Wolyniec presents a volumetric risk management model for energy markets

Click here to view the article.

Krzysztof Wolyniec presents a simple factor model to manage the uncertainty associated with volumetric risk in energy and commodity markets.

Commodity demand is uncertain, driven by consumption, which is an exogenous variable. As such, commodities, and in particular energy markets, contain significant levels of volumetric risk.

In financial markets, trade volumes do not have physical constraints and can match the demand as long as the risk-carrying capacity of

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: