Energy Risk - Energy Risk August 2011 issue
Articles in this issue
Cutting edge – multi-scale volatility in commodity markets
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implications for mean-reversion and volatility estimation. They…
Sponsored statement: Navita
Taking the leap into smart energy markets
US power transmission rule satisfies the market, for now
Ferc’s new interstate transmission rule addresses regional planning and cost allocation concerns, but there could be more controversy to come. Pauline McCallion reports
UK electricity market reform ‘could deter investment’
A recent proposal to implement a capacity mechanism in the UK has sparked concern that government intervention could stifle infrastructure development.
Trading positions - August 2011
Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets
US cap-and-trade: efforts to standardise agreeements
Setting the standard for US carbon trading
Profile: Cadwalader's Gregory Mocek
Former US CFTC director of enforcement, Gregory Mocek, speaks to Pauline McCallion about the new regulatory environment and his lifelong interest in commodities
Are ETRM systems ready for more reporting?
Ready to report
Are CROs engaged enough in IT decisions?
Purchasing power and influence
ETRM technology: analysing analytics
Analysing analytics
The growing influence of Caspian crude
Forecasting crude oil correlation changes
Special report: ETRM technology
Our special report for August is on the topic of energy trading and risk management (ETRM) software and technology.
The evolving credit function
A new focus for credit
Managing oil and gas delivery risk
Time is money: mitigating delivery risk