Energy Risk - Energy Risk August 2011 issue
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 …
Taking the leap into smart energy markets
Ferc’s new interstate transmission rule addresses regional planning and cost allocation concerns, but there could be more controversy to come. Pauline McCallion reports
A recent proposal to implement a capacity mechanism in the UK has sparked concern that government intervention could stifle infrastructure development.
Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets
Setting the standard for US carbon trading
Former US CFTC director of enforcement, Gregory Mocek, speaks to Pauline McCallion about the new regulatory environment and his lifelong interest in commodities
Ready to report
Purchasing power and influence
Forecasting crude oil correlation changes
Our special report for August is on the topic of energy trading and risk management (ETRM) software and technology.
A new focus for credit
Time is money: mitigating delivery risk