Energy Risk - 2008-04-04
Articles in this issue
Trading psychology
Psychology is a growing factor inenergy price movements requiringmore intelligent and even biologicallybased analytical systems, findsCatherine Lacoursière
Valid Assumptions Required: calculating correlations
Correlation measures are major drivers of value-at-risk. Brett Humphreys and Eric Raleigh review assumptions associated with calculating correlation.
Winning smiles
The winners of the Energy Risk/Risk Commodity Rankings attenda cocktail reception in London
Gaining from complexity: MFMC models
The Masterclass series continues with a discussion of a general multifactor,multi-commodity model. By John Breslin, Les Clewlow, CalvinKwok and Chris Strickland
Dark markets
New CFTC commodity regulations will close the Enron Loophole withtrading controls of ‘dark market’ trading, reports Daven Voorhies
