Energy Risk - Volume3/No6

Integrating energy data

Knowledge is power, and having the latest information on the marketplace is of paramount importance. Eric Fishhaut looks at why centralising information can have a big impact on tactical management and developing strategies

CDM structures mature

Buyers and sellers in the clean development mechanism market now have a broader range of pricing structures at their disposal. Oliver Holtaway investigates

Commissioner Brownell

US Ferc Commissioner Nora Mead Brownell talks to Elizabeth Autumn about the pressing need for more investment in energy infrastructure in the US

Taking stock of SOX

Sarbanes Oxley has wide-ranging implications for US power companies on how they use, and record their use of, market data, writes Sandy Fielden

A question of priority

The US Energy Policy Act of 2005 calls for a review of existing power dispatch methods. But replacing today's regional methods with a one-size-fits-all plan throws up many concerns, writes Richard McMahon

Convergence in Atlantic Basin coal

Atlantic Basin OTC coal trading is the envy of US and Asian markets, but until recently it was missing the key component of OTC contracts. But trading in globalCOAL's Atlantic products has taken off dramatically since the end of 2005, writes Stephen Doyle

Joined-up risk assessment

The nature of risk is changing. Energy companies, well-skilled in managing market risk and operational risks, may now need to adopt a new stance towards risk management, write Rohit Bhapkar, Roland Rechtsteiner and John Stroughair

Exchanging futures

There's no doubt that Andy Gooch takes the helm at Nymex Europe Limited in interesting times. While NEL's trading floor is in danger of closure, arch rival IntercontinentalExchange's new WTI contract has gained significant volume

Unearthing energy

As high natural gas prices continue to be the largest and ever-increasing cost for oil sands operations, the best hedge is a gasification strategy, says Catherine Lacoursiere

Matrix-based IAS 39hedge accounting

This paper outlines a method that facilitates IAS 39 hedge accounting. Thekey element is the representation of hedging instruments by an allocationmatrix. Giel Halberstadt’s method can easily be applied in any commodity orfinancial trading company

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