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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. 
 

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Commodity options optimised

In 2005, John Crosby introduced a very flexible framework in which it is possible to price derivatives, including exotics, on almost any underlying commodity. In this article, he shows how pricing can be done approximately 30 to 400 times faster than the…

CEIOPS looks at Solvency II developments

The Committee of European Insurance and Occupational Pensions Supervisors (CEIOPS) held its Members’ Meeting, where it addressed the development of Solvency II and approved its final “Answers to the European Commission’s third wave of Calls for Advice in…

Synthetic ABS is hot property

The emergence of credit default swaps on ABS has led to the development of an index of these securities. Nadia Damouni looks at the prospects for this rapidly evolving corner of the market

Key's home-ground advantage

Key Asset Management's funds of hedge funds have generated healthy returns, satisfied investors and, in the case of Key Recovery, won Hedge Funds Review's award for the best performing specialist FoHF over three years, on a risk-adjusted basis. David…

Matrix-based IAS 39hedge accounting

This paper outlines a method that facilitates IAS 39 hedge accounting. Thekey element is the representation of hedging instruments by an allocationmatrix. Giel Halberstadt’s method can easily be applied in any commodity orfinancial trading company

Unearthing energy

As high natural gas prices continue to be the largest and ever-increasing cost for oil sands operations, the best hedge is a gasification strategy, says Catherine Lacoursiere

Exchanging futures

There's no doubt that Andy Gooch takes the helm at Nymex Europe Limited in interesting times. While NEL's trading floor is in danger of closure, arch rival IntercontinentalExchange's new WTI contract has gained significant volume

Joined-up risk assessment

The nature of risk is changing. Energy companies, well-skilled in managing market risk and operational risks, may now need to adopt a new stance towards risk management, write Rohit Bhapkar, Roland Rechtsteiner and John Stroughair

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