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.
Power exchange copes well with evolving market and changes in client demand
Questions over future of vertical integration among energy firms
Financial regulation, low volatility, flattened prices and the integration of regional markets have put European electricity trading in a state of flux. That poses threats and opportunities for power exchanges – and some industry observers say it could…
A shortening horizon
US-based trading firm bullish on the potential for energy trading in the Philippines
Singapore is moving closer to the creation of an electricity futures market, according to comments made by the head of the national energy regulator.
Increased liquidity in the Spanish market necessitates netting and reduction of counterparty risk, says managing director
As the Australian power market grows, international investment banks will need to bag the local talent to capitalise on the opportunities presented, say experts
Trevor Morgan of the International Energy Agency (IEA) talks to Energy Risk about phasing out fossil fuel subsidies, unconventional gas, why Copenhagen was a failure and the outlook for renewables.