Energy Risk - Volume7/No7

From Enron to Iraq

The freight derivatives market has ridden out the loss of market-maker Enron, and now all eyes are turning to the effect of military action against Iraq. By Kevin Foster

Keeping EAR simple

Brett Humphreys discusses how trading groups can be captured within earnings-at-risk and cashflow-at-risk models. He suggests taking a top-down approach instead of a bottom-up approach based on actual positions

Estimating oil price volatility: a Garch model

Nikolai Sidorenko, Michael Baron and Michael Rosenberg present a general framework for modelling energy price volatility. These models explain the volatility persistence and clustering present in many commodity prices. In addition, they can incorporate…

Through the looking glass

Unlike oil and natural gas, electricity generally suffers poor price transparency. Rachel Jacobson of FAME Information Services looks at power price discovery mechanisms in the US

Balancing the books

Regulators are taking advantage of a lull in power project development in the US to close loopholes in financing rules, reports Catherine Lacoursière

The rise of the money men

Wanted: company to trade power in the US. Strong credit, trading expertise and appetite for risk required. Only banks need apply? By Kevin Foster

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