The quantitative models commonly used by energy trading firms require major tweaks to better reflect the fundamental shifts sweeping energy markets, say industry experts.
Many of the models used by quants in the energy market pay little attention to fundamental supply and demand issues, note market observers. That can pose a problem, because the influence of fundamental factors in energy has increased dramatically during recent years. In North America, a boom in unconventional oil and gas extrac
The week on Risk.net, December 2–8, 2017Receive this by email