Energy
A profit and loss attribution framework for physical and financial energy portfolios
A P&L attribution framework can improve the information available to energy traders
Citi loses senior energy traders
Brookes moves to EDF Trading as head of European gas trading
Exchanges, energy brokers jostle for position ahead of Mifid II
EEX foray into non-MTF platforms sparks outcry from brokers
Simulating meaningful uncertainty for complex energy portfolios
The meaningful uncertainty simulation framework can enable energy firms to make better decisions
An analysis of energy futures
The authors of this study investigate the distributions of returns on crude oil, heating oil and natural gas futures.
Nasdaq energy futures face questions over ‘artificial’ volume
One year on, NFX faces uphill battle to draw commercial hedgers
Brexit sparks worries about trade reporting
UK energy firms fear leaving EU may usher in new layer of reporting rules
Credit risk in energy: Best practices for challenging times
Sponsored webinar: Moody's Analytics
EU energy firms uneasy over inside information proposals
List of information expected or required to be disclosed under the Market Abuse Regulation is 'misleading', say industry groups
Beware the hype around analytics
As energy traders make greater use of big data, lessons of the past should not be forgotten
Managing temperature-driven volume risks
This paper proposes a stochastic model for coupled natural gas spot prices and temperature.
Wells Fargo hires senior gas trader from Mercuria
Other hires at Cargill, Millennium Management and Xcel Energy
IT heads of energy trading firms wrestle with budget cuts
Migration to cloud-based solutions considered as budgets fall 20–25% in 2016
Phibro CEO eyes opportunities in banks’ retreat from energy
Ex-Morgan Stanley commodities chief Greenshields revives famed trading firm
How to get maximum value from power plant hedging
Dynamic hedging is becoming more common among plant operators
EC seeks redo of controversial Mifid II commodity provisions
Rules on ancillary exemption and position limits sent back to Esma
Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
Risk management: Energy trading systems
Introduction
Few commodity traders saw improved liquidity in 2015 – poll
Three-quarters say OTC liquidity held steady or fell last year, while 25% saw gains
Note to Brussels: energy firms are not banks
Extending capital requirements to commodities firms is a mistake
Winds of change will continue to roar for energy markets
Financial crisis and shale revolution show nothing is certain - Kaminski
Challenging economic pessimism: an optimistic note
A contrarian, upbeat view of the long-term economic outlook
Internal transfer price optimisation for integrated energy firms
A framework that demonstrates optimal internal pricing will deviate from ‘arm’s length principle'
US propane retailer hedges to offer customers stable prices
Michigan's Crystal Flash struggles with basis risk and volatile weather