Energy Risk - Volume7/No1

At the end of the tail

When fat tails are present, extreme value theory provides a framework for estimating value-at-risk at higher confidence levels with greater accuracy than traditional Var methods. Naveen Andrews and Mark Thomas explain

Covering the threat

Since September 11, energy companies have had to re-assess the threat of terrorist attack. Despite the insurance industry introducing new terms and products, some companies remain unprotected, as Joel Hanley discovers

Counterparty concerns

Following the California crisis and the fall of Enron, energy firms are finally paying more attention to credit risk. Here Fred Cohen, Satyan Malhotra and Rafael Cavestany present some overarching issues senior management must address in implementing an…

Stand-off over hub plans

German firms Ruhrgas and BEB Erdgas & Erdöl and Norway’s Statoil say they want to work with Gasunie on developing the northwest European natural gas trading hub. Gasunie is making similar noises. So why the separate plans, asks Peter Joy

Dealing with price risk

FAME Information Services outlines the main issues currently affecting power prices and looks at how companies should be covering themselves against the risks posed by the continuing process of deregulation

Pause for thought?

Electricity deregulation in Ontario promises to avoid the price hikes and power shortages seen in some markets. So why are end-users unhappy? Kevin Foster reports

Navigating a troubled road

Don Stowers finds the online energy trading market place as competitive as ever, with several new platforms ready to enter the fray

Hedging ahead

Continuing our series of tutorials on risk management tools, Dan Rowe looks at how physical positions can be hedged with exchange-traded futures and options contracts

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 indvidual account here: