Exclusive coverage of congress for energy traders and risk managers
ABSTRACT As global liquefied natural gas (LNG) markets have developed, some key inefficiencies seem to remain, including persistent price differences, a lack of arbitrage activity and excessively long...
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Energy articles
Danish trading house chief sees opportunities in renewable energy marketing
Regulators must take energy market manipulation seriously, argues Kaminski
Americas commodity head says bank is well positioned to cope with new rules
'Fairly threatening' letters caused consternation among derivatives end-users
ABSTRACT This paper reports a practical approach to constructing arbitrage-free volatility surfaces that are consistent with the observed options smiles and Samuelson effect in futures markets.A separate...
Monitoring and assessing risk culture using quantitative techniques
Greater role for risk management in strategic plans proposed
Shell compliance officer warns of "serious threat" posed by EU rules
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.