Energy trading
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
Energy50/Energy pricing systems 2024: Hitachi Energy
How ETRM, modelling and pricing tools are evolving, shining a light on Hitachi Energy, which performed strongly in the Chartis Energy50 rankings
Energy credit optimisers vie to become headline act
Competing initiatives may dilute ‘network effect’ as race to fill void left by TP Icap intensifies
Chartis Energy50
The latest iteration of Chartis’ Energy50 ranking
UK inflation swap basis set to widen on green energy push
Hedging of planned wind farms will make bilateral receiver swaps cheaper versus cleared, say traders
Energy trade surveillance solutions 2023: market and vendor landscape
The market for energy trading surveillance solutions, though small, is expanding as specialist vendors emerge, catering to diverse geographies and market specifics. These vendors, which originate from various sectors, contribute further to the market’s…
Hitachi Energy’s expanded portfolio steers clients through volatility
Three years after acquiring US-based commodities trading and risk management software firm Pioneer Solutions, Hitachi Energy is reaping the rewards of its large portfolio
Energy trading efficiency in ERCOT’s day-ahead and real-time electricity markets
This paper uses hourly prices to study energy trading efficiency in ERCOT's electricity markets and proposes means to improve trading efficiency and investment inventive.
EU plan to suspend power derivatives gets icy response
Proposal from energy ministers to ease collateral burdens blasted as “silly” and “terrible idea”
Initial margin at Ice Europe up 15% over Q1
IM held against F&O positions hit all-time high, as number of margin breaches nudged higher
Client margin up 43% at Mizuho’s F&O in Q1
US unit of Japanese bank overtakes Credit Suisse, Barclays, UBS and Interactive Brokers
Directional predictability between returns and trading volume in the futures markets of energy: insights into traders’ behavior
This papers aims to test for directional predictability between returns and volume (and vice versa) in the energy futures markets, employing a cross-quantilogram approach that enables the assessment of the temporal association between two stationary time…
Lacima’s models stand the test of major risk events
Lacima’s consistent approach between trading and risk has allowed it to dominate the enterprise risk software analytics and metrics categories for nearly a decade
Addressing competitiveness of emissions-intensive and trade-exposed sectors: a review of Alberta's carbon pricing system
This paper assesses mechanisms used under the CCIR to address competitiveness-driven carbon leakage for emissions-intensive and trade-exposed sectors with a focus on Alberta’s oil and gas industry.
Podcast: mental health and the role of the CRO
Energy company CRO discusses how her firm is dealing with workplace stress as lockdowns ease
Derivatives house of the year: Macquarie Group
Energy Risk Awards 2020: Firm’s wide commodities presence, physical and financial risk expertise and financing capabilities result in standout deals
A positive response to negative oil prices
Overhauling pricing models could reap rewards even if prices don’t cross zero again
Energy Risk Awards 2020: The winners
Key wins for BP, Engie and Uniper while Macquarie takes the derivatives house of the year award