Energy Risk - 2008-06-04

Establishing weather trading VaR using

Shuiquan Feng shows how to use a grouping and bootstrapping method to calculate VaR for a weather trading portfolio. The shared features of this method, Monte Carlo and historical simulation, are explored. This method can be referenced to estimate a…

Caught in the quicksand

Future Canadian carbon legislationwill add another layer of political riskand cost onto oil sands projects. DavidWatkins looks at the implications

Coal’s Asian dawn

Asia-Pacific coal prices are at record highs, yet coal spot and forward markets in the region are a long way behind those of other energy markets. Anthony Collins of ASX looks at the evolution and potential of Asia-Pacific coal markets

Backlash against biofuels

Biofuels are facing not only the food versus fuel controversy, but also criticism that the growing biofuels industry produces a bigger carbon footprint than the savings made when using them. Eric Fishhaut of GlobalView Software looks at the arguments

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