Exit of Bell Potter exacerbates shortage of clearing capacity in Australia’s energy market
Market participants say proposals could instead lead to more volatility in front-month contracts
Energy price spikes force clearing firms to consider extreme or even ‘implausible’ scenarios
EFET warns energy market participants risk being unable to meet “unprecedented margin requirements”
This paper present a novel systematic commodity trading model utilizing a time series momentum strategy.
What are energy firms doing to measure and mitigate transition risk?
Energy market expert investigates ways to forecast future power prices and capture rates in order to value renewables PPAs
Energy industry expert looks at key developments in the power purchase agreements market
Energy Risk Awards 2020: Firm’s wide commodities presence, physical and financial risk expertise and financing capabilities result in standout deals
Key wins for BP, Engie and Uniper while Macquarie takes the derivatives house of the year award
This paper provides an alternative way to introduce the stylized facts on electricity futures.
Professor Vince Kaminski analyses Nasdaq and PJM defaults
This paper explores determinants of day-ahead market prices for ancillary services and energy in the Electric Reliability Council of Texas (ERCOT).
This paper examines how electricity options traded in the Nasdaq OMX Commodities Europe financial market are priced compared with their corresponding futures contracts.
Energy Risk Asia awards, 2018: Impressive growth in core commodities contracts and product innovation made 2018 a stand-out year for Singapore exchange
Energy Risk Asia awards, 2018: standout financing deals reflect growing appetite for renewables and new approach to risk
Energy Risk Asia awards, 2018: As Asian power markets flourish, Engie uses European expertise to its advantage
Default fund loss triggers debate on risk sharing, auction rules and ‘skin in the game’ at CCPs
Regulators and exchanges need to learn from the Greenhat/PJM and Norwegian Nasdaq defaults
Four-member auction may have turned 39% margin breach into huge default fund loss
In this paper, the authors consider wind power utilization in thirty-one different locations in Germany.
This paper analyzes the risk premium in the base-load monthly futures contracts traded on the Iberian electricity market (MIBEL) between July 1, 2006 and March 31, 2017.
Tougher closure criteria would distort power prices and harm functioning of the market, say traders
This paper looks at the time-varying relation between electricity futures prices and fundamentals.