Analyst: unified framework is better for energy risk management
Building a unified framework for consistent modelling of energy spots, forwards and swaps is better for energy risk management, says Verbund Austrian Power Trading’s principal quantitative analyst
"About 10–15 years ago we couldn't dream about having a unified framework for several commodities in different regions as we have a hard time just modelling in a consistent fashion spots forwards and swaps for a single commodity," said Valery Kholodnyi, principal quantitative analyst at Verbund Austrian Power Trading when speaking to Lianna Brinded at the Energy Risk Europe conference in London.
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