Energising returns
Banks initially filled the void in US energy trading left after Enron’s demise. But now hedge funds are trading energy risk and having to cope with the thorny problem of modelling energy volatility. Sarfraz Thind reports
Jon Arnold was vice-president of the natural gas derivatives desk at Enron until 2002, before setting up Centaurus, a $230 million fund based in Houston. “There has been a huge amount of risk capital
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