Energy Risk - Volume6/No12
Articles in this issue
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 OTC with forwards and swaps
Continuing our series of risk management tutorials, this month Dan Rowe look at swaps and forward contracts in the over-the-counter market
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
