Energy Risk
Jane McCarthy, manager of portfolio risk management BHP Billiton
Jane McCarthy is manager of portfolio risk management at BHP Billiton. She is responsible for quantitative portfolio modelling and risk analysis, including regular reporting to the board and financial risk management committee
Brazil switches on to risk management
As Brazil's electricity market restructures, increasingly sophisticated risk management tools and systems are required, writes Leigh Parkinson
Valid Assumptions Required: Volatility
Brett Humphreys reviews the assumptions associated with calculating volatility based on historical data.
Weathering power's demand
Using temperature forecasts to predict power demand has some major pitfalls. Here Martin Fischer and Michael Grossman suggest ways to glean more from forecasted temperature data
Forward thinking for backwardation
In certain settings it's reasonable to assume that the current futures price embodies the market expectations of the spot price. However, as Gary Dorris, Sean Burrows and Vena Kostroun explain, there are distinct situations when this assumption does not…
Jaime Roman, risk managing director, Endesa, Spain
Jaime Roman is chief financial officer and risk managing director at Spanish utility Endesa. Holding a PhD in Electrical Engineering, he was in academia before being approached to join Endesa in 1997
UK Energy Review
The UK government's July Energy Review was generally welcomed for its stance on renewables, nuclear and carbon, but many market participants had been hoping for greater clarity