Energy Risk - Volume6/No12

Best laid plans

Growing interest in commodities on all sides mean energy products will be a good bet in 2005. And this has led to the increased popularity of new forms of structured correlation products. By James Ockenden and Joe Marsh

Knowing your limits

Value-at-risk limits are widely used risk management instruments. But issues over the allocation of Var limits remain, says Brett Humphreys

Not just a quick fix

Real options are an accepted risk management technique in the energy sector. Kevin Foster takes a look at how are they being used and what factors are affecting their development and implementation

When the wind doesn’t blow

In light of the increased interest in investing in renewable energy following the publication of the EU renewables directive in September, David Pethick, Rebecca Calder and Chris Clancy suggest a method of reducing wind risk

Facing up to the brave new world

US firm Xcel Energy is coming to terms with new market realities in the US – and not wholly as a result of the Enron factor. Don Stowers profiles the company

Going to extremes

With regional generating capacity in the US having to tackle temperature extremes, software provider Logical Information Machines looks at Pennsylvania-New Jersey-Maryland market data history to suggest how we might forecast such extremes

Airlines tackle price turbulence

Industry woes force airlines to get serious about improving efficiencies, including implementing new hedging and procurement tools, as Don Stowers discovers

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here