Energy markets
Falling margins force energy firms to expand data use
Verification and model challenges arise as volatility and margins dry up
Finding alpha in uncertain energy markets
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Optimal management of green certificates in the Swedish–Norwegian market
This paper proposes and investigates a valuation model for the income of selling tradeable green certificates in the Swedish–Norwegian market, formulated as a singular stochastic control problem.
Managing energy market volumetric risk
Krzysztof Wolyniec presents a volumetric risk management model for energy markets
Modeling energy spreads with a generalized novel mean-reverting stochastic process
In this paper, the authors investigate the new mean-reverting RW and its continuous-time limit, introduced by Moosavi and Davison (2016).
Energy Market Analysis: Video Q&A with ABB Enterprise Software’s Kavi Singh
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EU power traders rail against national interventions
Capacity and renewables schemes deterring investment, say panel participants
US energy firms lament liquidity 'void' after bank exits
Long-dated natural gas and power markets hit especially hard, conference told
Power capacity mechanisms worry EU electricity traders
Schemes pose threat to electricity markets and integration, firms say
Energy trading: the past, present and future
Energy Risk looks at the development of the market and what may lie ahead
Energy Risk marks 20 years of covering energy markets
Over two decades, magazine has shared in industry’s highs and lows
Looking back: Post-Enron nerves give way to longer-term fears
Jitters subside as industry ponders role of trading and mark-to-market accounting
Looking back: Are banks coming back into OTC energy derivatives?
Banks have often stepped in and out of the OTC energy derivatives market. In this article from August 2001, Energy Risk reports on banks upping their activity