Energy Risk - 2008-01-16
Articles in this issue
Marking to the wrong model
Brett Humphreys and Sarbo Saha show how calibration can reduce model risk but may mislead us into thinking an inappropriate model is working
Green backing
The financing of renewable energy projects is becoming more attractive, as rising demand and prices make it a safer investment. The subprime crisis will tip the balance further in favour of green investment and open up opportunities for end-users to…
Tready and tradable
Implementing a new energy trading and risk management system can be complicated, but the difficulty of preparing the entire business for change is often underestimated, say Michael Campbell, Cynthia Sepety and Dutch Holland of management consultancy…
Currency correlations
While oil prices have been rising, the US dollar has staged a steady decline, leading to much speculation over the linkage between the two. Eric Fishhaut investigates their connection
A force to be reconciled with
Reconciling portfolio valuation differences between energy risk management software packages is a crucial task both in system replacements and upgrades. Brian Shydlo of Sirius Solutions introduces the concepts and techniques associated with this activity
