Energy derivatives
Energy Risk USA: Energy market participants struggle with reporting
Dodd-Frank rules on swap data reporting creating a headache for energy market participants
Financial transaction tax could raise energy company hedging costs
FTT will increase hedging costs for energy companies and deter them from trading with financial counterparties, firms say
A changing landscape in commodity derivatives
A changing landscape
Risk & Energy Risk Commodity Rankings 2013 – energy
Kinetic energy
Energy market focuses on counterparty risk
Avoiding counterparty meltdown
Gazprom Marketing & Trading: Powering up for clearing
Powering up for clearing
Energy Risk Europe: EC official questions energy industry estimates of clearing costs
Industry estimates of clearing costs met with scepticism
Multi-factor forward curve models for energy risk management
Applied risk management series – article two
Risk and Energy Risk commodity rankings 2012: energy
Finding value in energy volatility
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…
EC’s Capital Requirements Directive deemed “detrimental” to energy trading
The revised proposal for the Capital Requirements Directive (CRD) presented by the European Commission (EC) on July 20 has sparked serious concerns among energy companies, traders and exchanges
Hedge funds see potential in European carbon markets
Growing returns
Algorithmic trading in energy
The hare and the tortoise
Over half a billion CERs at risk of homelessness post-2012
Over half a billion CERs risk homelessness post-2012
Proprietary trading conundrum
Dividing lines
CME’s CCP to clear Middle East products and reduce 'black swans'
Clearport courts emerging market derivative exchange products in a bid to reduce systemic risk in commodity markets
Energy markets are top EU priority says EC's Lowe
As Europe's energy risk managers outline their regulatory risk concerns, the European Commission's Philip Lowe looks to reassure the market
Video: Interview of Natixis's Asia-Pacific energy chief
Charles Maulino, head of global energy & commodities coverage, Asia-Pacific at Natixis, speaks exclusively with Lianna Brinded about the evolution of energy and commodities financing and hedging strategies
Video: Isda Asia-Pacific chief says new regulations 'potentially dangerous'
Keith Noyes, Asia-Pacific regional director at the International Swaps and Derivatives Association (Isda), speaks to Lianna Brinded about regulatory changes and the impact they will have on the energy and commodities markets.
EDHEC-Risk slams France on commodity derivatives regulation
Influential risk management and analytics business school, the EDHEC-Risk Institute, has criticised France for its hardline approach to commodity derivatives market regulation on lack of evidence
China CDMs plummet by 30% on legality risk
The number of approved Clean Development Mechanism (CDM) projects in China tumbles by 30% after investors voice concerns that the generated credits will not be legal under future emissions' regulation
China's Sinopec: gas production up 40% as demand grows
China’s state-owned energy giant Sinopec reveals natural gas production soars by 40%, as proven reserves ebb lower, suggesting heightened imports are on the horizon