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Articles by Risk Staff

Using options theory for commodity spreads

Market risk for a real option asset can be effectively managed using a spread option model. Raymond Cheng and Walt Tyrrell demonstrate the enhanced risk-adjusted performance of optional refinery capacity with a historical back test

Risk management for LDCs

US Gas Distribution Companies, long experienced in managing volumetric risk, now face market risk, high commodity prices and credit risk. Matthew Frye looks at strategies to model these risks in aggregate

Hedge fund technologies

Energy markets continue to attract hedge funds - but, as recent high profile losses have shown, operating in them is challenging. Having the right trading and risk management IT is essential. Stewart Eisenhart reports

Risking it in Russia

When attempting to assess energy risk in Russia today, traditional methods of risk analysis are no longer sufficient; they mustbe accompanied by detailed political risk analysis, writes Robert Amsterdam

Accurate options pricing for all

SuperDerivatives has entered the energy world with big aims - to bring transparency and increased liquidity to options markets. Oliver Holtaway looks at the company model, and asks how big a splash it's likely to make

Bankruptcy Code confusion

Amendments to the US Bankruptcy Code concerning forwards, swaps and commodity contracts have far-reaching implications for energy company bankruptcies, but uncertainties remain, write Kenneth Irvin and Nathan Coco

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