Energy Risk - 2008-07-09
Articles in this issue
Application of MFMC to spread option valuation
John Breslin, Les Clewlow, Calvin Kwok, Chris Strickland and Matthias Pfau continue their discussion of the multi-factor multi-commodity modelling framework
Return of the Jodi?
The Joint Oil Data Initiative (Jodi) to improve oil market data has failed toimpress. But after receiving a tougher mandate at June’s Jeddah EnergyMeeting, that could be about to change, writes Eithne Treanor
ETRM software directory
ETRM software directory Energy Risk’s annual directory ofenergy trading and risk management software providers
Making the choice
Choosing the most appropriate front- and middle-office software canbe a perplexing task. Getting the most out of your software selectionrequires a structured approach, writes Ryan Rogers of Enite
And the winners are...
The 2008 Energy Risk Awards ceremony was held in Houston onJune 10. Comedy writer Alan Zweibel presented the awards withEnergy Risk editor Stella Farrington
Volatility in dry bulk freight rates
Volatility in dry bulk freight rates has hit record levels in recent weeks.Peter Norfolk at SSY Consultancy & Research discusses the trend
Uncharted territory
As crude oil prices soar, the coming hurricane season looks set to add yet more complexity to US airlines’ dynamic hedging programmes. Catherine Lacoursière reports
Explaining bias in mean-reversion speed estimates
Current estimates of mean-reversion speeds for energy commodities may be strongly biased toward zero. Cliff Parsons explains the bias
Valid Assumptions Required: Monte Carlo VaR
Brett Humphreys discusses the many decisions associated with the calculation of a Monte Carlo value-at-risk.
