Commodities
Launched in 1994, Energy Risk is an online publication and in-person events company dedicated to the energy risk management and risk transfer business.
Please visit energyrisk.com for more insight and commentary.
Copula modelling
Using copulas and Monte Carlo simulations to model price dependencein energy markets, Vincent Grégoire, Christian Genest and MichelGendron show how forecasts for crude oil and natural gas prices can beimproved by modelling the dependence between them
Build it and they will come
The Energy Data Hub, an initiative to improve data distribution andprice transparency in the US gas and power markets, is due to go livenext month, with wide-ranging implications for energy trading, writesSandy Fielden
Commodities offer alpha win
commodities
FFAs: rocking the boat?
The Baltic Dry Index (BDI) plumbed the depths in early 2008, sinking from record highs in late 2007. Some have blamed derivatives market activity for the sharp fall. Roderick Bruce casts a beady eye over the BDI and asks where prices are heading next
Waiting in the wings
The long-mooted inclusion of the aviation sector in the European Union's emissions trading scheme is finally on the radar screen. Roderick Bruce discovers whether stakeholders are ready for take off
The prepay delay
Municipal natural gas prepayment deals withered in the second half of 2007 as a result of the credit crisis. While this year has seen a trickle of new deals, greater problems may be lurking. David Watkins reports
A changing carbon market climate
The EU Emissions Trading Scheme is stepping up a notch with a batch of new measures for its Third Phase. Andrew Holt finds out what carbon market participants think of the new proposals
Liquidity or bust?
Regulation
Talking point - New securitisation markets
On the back of news that Japan is to securitise public sector receivables for the first time, we ask market participants about where they see development in new securitisation markets in 2008
Column – Nigel Rendell
Emerging markets, particularly China, may provide a welcome source of returns this year but investors need to watch out for the effects of any US recession on the sector.
Hedging into the future
Variable Annuities
Great Expectations
Longevity
Moment of truth
Regulator Q&A
Product round-up
News
Latin structures
Markets
Emissions possible
Underlyings
Exchange credentials
Index providers