Energy Risk - Volume7/No8

Prices stable in market turmoil

Given the major changes taking place in the energy trading sector at present – and in view of recent events – it is not surprising that prices are behaving very differently from those last year. Eric Fishhaut of GlobalView Software gives an appraisal

Mark-to-market accounting revisited

New risk disclosure and valuation regulations are aiming to revive energy trading in the US, but cumbersome accounting rules may put companies off hedging altogether, finds Catherine Lacoursière

Getting protected

Insurance premiums may have rocketed for power companies over the past year but new ‘dual-trigger’ insurance products could still be an efficient way of transferring price risk. James Ockenden reports

Fighting oil volatility

Oil cartel Opec froze its production output level at its last meeting in September. With war in Iraq on the cards, Shifa Rahman reports on the future of oil volatility

Build in or buy out?

Is it more cost-effective for companies to buy available systems from vendors or to develop and deploy their own energy trading and risk management solutions? Bob Bridger of Vedaris looks into the dilemma faced by many companies

Going short under the SMD

Scott Greene, Mark Niehaus and Pankaj Sahay of PricewaterhouseCoopers look at the effect of settling a short position in the day-ahead market under the Federal Energy Regulatory Commission’s proposed standard market design

A joint state-space model for spot and futures power

Portfolio-wide risk management requires a model that accounts correctly for correlations between the spot asset and various futures products. Kjetil Kåresen and Egil Husby discuss a joint multi-factor model for power spot and futures prices and show how…

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