Energy markets

• Original research

Time regularities in the Russian power market

• 19 Dec 2014

• Original research

Volatility transmission in energy futures markets

• 30 Sep 2014

• Original research

A structural linkage model for freight rates

• 30 Sep 2014

• Original research

Pricing and hedging multiasset spread options using a three-dimensional Fourier cosine series expansion method

• 30 Jun 2014

• Original research

Exchange rates, oil prices and electricity spot prices: empirical insights from European Union markets

• 30 Jun 2014

• Original research

Pricing and hedging options in energy markets using Black-76

• 30 Jun 2014

• Original research

Extreme dependence between China’s oil market and the world oil market: empirical evidence and implications

• 30 Mar 2014

• Original research

Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study

• 30 Mar 2014

• Energy

Energy Risk marks 20 years of covering energy markets

Over two decades, magazine has shared in industry’s highs and lows

• 17 Mar 2014

• Energy

Looking back: Post-Enron nerves give way to longer-term fears

Jitters subside as industry ponders role of trading and mark-to-market accounting

• 10 Mar 2014

• Energy

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

• 15 Jan 2014

• Risk management

Risk premiums in energy markets

• 19 Dec 2013

• Risk management

Weather forecasting with market prices of weather futures

• 19 Dec 2013

• Risk management

Pricing electricity swaptions under a stochastic volatility term structure model

• 19 Dec 2013

• Risk management

Spread volatility of cointegrated commodity pairs

• 19 Dec 2013

• Risk management

On the modeling of temperature dynamics for pricing weather-related products

• 19 Dec 2013

• Risk management

Representing the effects of oligopolistic competition on risk-neutral prices in power markets

• 30 Sep 2013

• Risk management

Equilibrium forward risk premiums in electricity markets

• 30 Sep 2013

• Risk management

Valuation of power swing options

• 30 Sep 2013

• Risk management

Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects

• 30 Sep 2013

• Risk management

Modeling electricity price events as point processes

• 27 Jun 2013

• Risk management

Testing the martingale difference hypothesis for the Nordic power derivatives market

• 27 Jun 2013

• Risk management

The link between jet fuel prices, carbon credits and airline firm value

• 27 Jun 2013

• Risk management

A radial basis function approach to gas storage valuation

• 27 Jun 2013