The authors propose a new modeling approach that incorporates trend, seasonality and weather conditions as explicative variables in a shallow neural network with an autoregressive feature.
In this paper, we analyze the results of incentive regulation for Brazilian transmission companies regarding operational costs.
What are energy firms doing to measure and mitigate transition risk?
Decomposing supply shocks in the US electricity industry: evidence from a time-varying Bayesian panel vector autoregression model
This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel strategy for electricity supply shocks based on a time-varying…
Peak oil demand is seen as inevitable, but disagreement abounds on timing
Traders remain in the dark about the future of the UK’s participation in the Internal Energy Market
Elexon’s proposed changes to the UK’s Balancing and Settlement Code will have a huge impact on forecasting, says expert
Decentralisation of electricity grids are proving a challenge to firms
Tougher closure criteria would distort power prices and harm functioning of the market, say traders
Commodities firms face lasting changes in 2018
Smart meters and time-of-use rates could dampen power market volatility and improve hedging
Novera Khan: as energy markets change, risk management should be at the heart of business strategy
Olivier Herbelot set to join LNG firm Cheniere, sources say
Firms face heat over out-of-the-money natural gas hedge transactions
‘Operations-related’ swaps excluded from Dodd-Frank special entity threshold
At Stadtwerke München, one of Germany’s largest municipal utilities, many of the issues facing risk management are different from those affecting big commercial energy firms. But concerns about the impact of financial regulation run just as high. Mark…
Agency eases compliance burden for commodity and energy firms
The management board at RWE Supply & Trading is set to undergo a shake-up following the resignation of Peter Kreuzberg, head of trading.
Bank downgrades could leave many structured finance transactions without acceptable swap providers - a potential nightmare for UK utilities
The rate escape
Long-term REC off-take deal hedges West coast renewable energy compliance needs out to 2030; RECs demand expected to increase
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices