Energy trading
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
Energy25 winners in review
Energy25 aims to capture, define and analyse an important period in the development of energy markets, providing an invaluable yardstick for all participants. More broadly, it represents the latest stage in the strategy of defining, researching and…
Decentralized bottom-up energy trading using Ethereum as a platform
In this paper, the simulated environment of a hierarchical energy trading market using Ethereum’s smartcontract technology is created as a proof-of-concept of using blockchain technology in energy trading.
Energy Risk Awards 2019: The winners
BP and Engie pick up two awards each, while BNPP takes the coveted derivatives house of the year
Making technology count in a C/ETRM world
As businesses grow, so does their need for modern, agile and cost-effective commodity/energy trading risk management (C/ETRM) solutions. Pioneer Solutions explores how its next-generation, highly configurable C/ETRM systems take advantage of the latest…
Q&A: Blockchain in commodities – a solution in search of a problem?
Competitors must work together if technology is to harness its potential, say three industry leaders
Pricing fast-responding electric storage assets in the presence of negative prices and price spikes: a simulation-and-regression approach
This study focuses on the use of batteries for real-time power trading and proposes a simulation-and-regression-based valuation model.
AI moves into middle office at energy firms
Energy firms explore how artificial intelligence can boost returns
Chinese oil future could be first of many in Asia
Traders optimistic over long-term prospects for INE RMB crude future
Vote now in the Energy Risk software rankings 2018
Make sure your vote is counted in Energy Risk's annual ETRM software survey and rankings
Oil & products house of the year, Asia: BOCI
Energy Risk Asia Awards, 2017: Established client base and strong product offering give Chinese bank edge in domestic oil markets
Are failure indexes fair play?
Regulators must clarify stance on trading off big-data forecasts of outages, writes energy consultant