Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Aspect Capital - November 2006
Aspect Capital has been enjoying the fruits of its founders’ foresight back in 1997 when, as Anthony Todd, chief executive officer explains, those who started the London-based equities and managed futures house saw “the beginnings of significant interest…
Special Report: Energy-intensive corporations
The impact of fuel costs on the bottom line of energy-intensive companies has grown steadily over recent years, but when the price of crude oil spiked to $147 a barrel in mid-July, even the world’s largest industrial corporations began to feel the pinch.
Market focus
Northern Europe’s power generation fleet is set to undergo drastic changes going into the next decade due to regulation and retirements. Point Carbon analysts Paulo Homen Cristo and Mauricio Bermudez-Neubauer outline the potential impacts these factors…
Calibrating trees to the market prices of options
How trinomial trees can be used to calibrate a local volatility model tothe market prices of average price options. By Jim Clark, Les Clewlowand Chris Strickland
Where to now?
Is risk management improving? Are thegas markets safe? Where are oil pricesgoing? Respondents give their opinionsin a survey conducted at Energy RiskUSA. Katie Holliday reports
Grabbing new business
Global exchanges are vying for a largerslice of the growing OTC market, just asincreasing US market regulation couldpush business towards regional exchanges.Catherine Lacoursière reports
The price isn’t right
Shifting European power marketstructures and fundamentalsmake price risk management formajor consumers a real challenge.Noreen Guy and Damien Coxexamine the most effectiveprocurement strategies
Energy Risk’s Asia Awards 2008
The emerging and often illiquid nature of some of Asia’s energy markets has made them a challenging environment in which to work during the credit crunch. Despite this, there are some impressive success stories. Our Asia Awards honour seven companies…
Trading strategies - Walking a fine line
A worrying trend is emerging in the UK corporate world, with many companies adopting extremely risky strategies in a bid to reduce their exposure to energy price volatility, says Utilyx chief executive Chris Bowden
A time to trade?
The launch of CERs futures on Indian exchanges is breathing new life into CDM projects in India. Speculators have entered the market and are creating liquidity in CERs and, as a result, more carbon-financing options, finds Catherine Lacoursiere
Profile: Constellation NewEnergy
Constellation NewEnergy has earned a reputation for effectively manoeuvring its clients through the highly volatile US electricity markets. Jayne Jung reports on the company's i2i online risk management programme
Profile: Dow Chemical - Chemical reaction
Dow Chemical, the largest commercial consumer of energy in the US, is trying to formulate a response to soaring annual energy costs of $32 billion, while meeting environmental targets. Roderick Bruce examines the company's energy strategies
The state of freight
With freight derivatives volumes at record highs, investor products are now being developed in the shipping derivatives market. Ryan Davidson looks at whether the market has matured sufficiently to attract investor interest