Commodity derivatives
Turning points: Joseph Pokalsky
Pauline McCallion speaks to energy trading veteran Joseph Pokalsky about the early days of Enron, picking up the pieces in the energy sector after its collapse and new challenges facing the energy sector today
Ten years after its collapse, Enron lives on in energy markets
Charting the Enron legacy
Sponsored Q&A: BNP Paribas
Asian commodity markets react to volatility
Reach of Dodd-Frank concerns energy players in Asia
Participants at Energy Risk’s Asia conference in Singapore criticised the long arm of US regulation, even as others said firms were showing willingness to voluntarily adopt clearing and pre-trade risk management
Energy Risk Asia: Dodd-Frank could hit Asian energy firms hard
Panellists at the Energy Risk Asia conference voice concerns over the extraterritorial implications of the Dodd-Frank Act
Speculation not a major cause of commodity market volatility: FOA
Futures and Options Association report refutes negative impact of speculators on commodities markets
Brokers welcome Iosco commodity derivatives supervision principles
The recommendations of global regulators to harmonise commodity derivatives regulation have received praise from brokers for not trying to divide 'speculation' from 'hedging'
Cutting edge: solutions for three-asset spread options
A Kirk’s and a Bachelier’s formula for three-asset spread options
CME, Ice to launch repositories rivalling the DTCC
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
Cutting edge – multi-scale volatility in commodity markets
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implications for mean-reversion and volatility estimation. They…
Energy experts eye Dodd-Frank tech benefits
Data reporting systems may be far from Dodd-Frank friendly in the energy sector, but experts say users are likely to benefit once they are up and running
Japan’s nuclear woes alter dynamics for Asian commodity derivatives
Nuclear woes fuel coal
Small Asian companies exposed to commodity derivatives margin calls
Meeting the calls
GDF Suez chooses bank status for new trading arm
European energy giant GDF Suez this week launched a new trading unit, choosing to obtain bank status that prepares it for potentially tougher European regulation of commodity trading
Q&A: Tony Hall at Duet Commodities Fund
The call of the commodity markets
Valuing non-standard load profile products
Valuing non-standard power products
Widespread unease over planned position limits rules
Reservations remain among firms involved in commodity trading about a new position limits regime that could be implemented under the Dodd-Frank Wall Street Reform Act, while support continues from anti-speculation campaigners
Special report – Weighing up Dodd-Frank
What Dodd-Frank means to us: industry participants
Energy Risk Glossary 2011
The Energy Risk Glossary: the most comprehensive reference source for anyone involved in the global energy markets
US renewable energy: A carrot and stick approach
Carrot and stick