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