Energy markets
Profit-guaranteed locational marginal price computation in non-convex electricity markets using sequential linear programming
The authors put forward a locational marginal pricing scheme based on a primal–dual formulation for a market-clearing model that accounts for non-convexities related to fixed startup/shutdown and no-load costs, minimum generation, up/down time and…
Prediction markets can be a canary in the coal mine
Prices of contracts on the likes of Polymarket can act as signals for risk management and hedging, says risk expert
Risk management is key in this unpredictable environment
With energy markets upended by crisis after crisis, the best strategy is always to be hedged against extremes
One to watch: AEM
Energy Risk Awards 2026: New brokerage breaks into oil and environmental markets with impressive staff and client growth
In Iran war, VAR models ease cliff effect on Ice and CME margins
At 105%, EEX – using Span model – saw largest single-day jump compared with those CCPs
Tokenised commodities could help oil the machine
Shifting physical assets onto the blockchain eases collateral frictions, argues crypto expert
EU can handle energy price pressure – it’s been here before
Reforms made after Russia’s invasion of Ukraine have made region more resilient to energy shocks, officials say
Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon
This paper investigates oil market volatility prediction, showing financial variables to dominate short-horizon forecasting, while macroeconomic and sentiment factors increase in importance at longer horizons
Environmental products house of the year: ENGIE
Energy giant signs raft of forward-thinking environmental deals in Apac
Energy Risk Asia Awards 2025: The winners
Winning firms showcase the value of prudent risk management amid challenging market conditions
Including climate-induced jumps in forward price trends in wholesale energy markets
Using an Ornstein–Uhlenbeck stochastic process as their starting point, the authors suggest a forward contract pricing model which incorporates a climate risk factor.
Energy Risk Awards 2025: Nodal Exchange interview
Energy and environmental markets outlook, the impact of AI on power markets and Nodal Exchange’s plans
TP ICAP: leveraging a unique vantage point
Market intelligence is key as energy traders focus on short-term trading amid uncertainty
Volatility and geopolitical risk fuel new approaches to energy trading and risk management
Energy market participants seek new tools and signals to navigate near-term volatility and long-term uncertainty
GEN-I: a journey of ongoing growth
GEN-I has been expanding across Europe since 2005 and is preparing to expand its presence globally
Bridging the risk appetite gap
Axpo bridges time and risk appetite gaps between producers and consumers
Commodities research house of the year: Energy Aspects
Energy Risk Awards 2025: Acquisitions and technology turbo-charge research firm’s services
Oil and products house of the year: Macquarie Group
Energy Risk Awards: Bank pioneers innovative deals in illiquid markets, taking on esoteric risk
Technology firm of the year: Mobius Risk Group
Energy Risk Awards 2025: Risk management firm on a mission to capture its expertise in technology for firms to use independently
Electricity house of the year: Natixis CIB
Energy Risk Awards 2025: Bank launches raft of innovative deals across entire electricity supply chain
Commodity broker of the year: Icap
Energy Risk Awards 2025: Broker’s bold restructure strengthens regional bases and global connections