Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Modelling natural gas futures returns
In this article, Mats Kjaer and Ehud Ronn propose and estimate the correlation matrix of natural gas futures returns. They describe the relationship between the correlation and the time between two contracts' maturities, along with the number of 'April'…
Trading opinions
Energy risk professionals from all over Europe gathered in London last month at the Energy Risk Europe conference to debate the hottest topics facing the industry today. The Energy Risk team bring you some highlights
Shifting sands
High oil prices and a lack of accessibility to reserves are reawakening oil majors' interest in Canada's oil sands. David Watkins looks at their potential and at the challenges involved in this capital-intensive mining operation
Biomass back on track
Generating power through biomass – corn, soybeans, trees, plants and animal waste – looks set to receive a boost in the US, after stagnation during the 1990s, finds Elisa Wood
Josef Bogensperger
Verbund's Josef Bogensperger talks to Oliver Holtaway about the impacts of harmonisation and the EU ETS on power trading
A clearer picture
Energy bills are now prominent on most UK businesses' radar screens. Alistair Buchanan of UKregulator Ofgem offers an update on developments that could affect the UK's gas market this winter
Oil prices: Risk of a fall?
Consensus forecasts predict lower oil prices next year, although a minority of analysts, sceptical that demand will fall, expect higher 2007 prices. Beyond 2008 the supply picture could be much tighter than generally thought, some experts say. Stella…
Copper: worth its portfolio weight?
Commodities
A slow climb
Structured products
Looking abroad
India
Derivatives disputes
Arbitration
The price of political risk
Korea credit
Supporting securitisation
Book excerpts