Energy Risk

At the flick of a switch

Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions

Europe goes nuclear

Proposals to build new nuclear power plants in the Baltic states and Poland are gathering pace, finds Maria Kielmas

Commodities Count 2006

The recent swell in energy market participants means the battle for dominance has never been fiercer, but the increased competition means ever-more sophisticated product offerings, finds Stella Farrington

A comeback for coal

With gas prices soaring, it seems inevitable that coal - the Cinderella of energy resources - is bound to return to the forefront. But how long will it last? asks Eric Fishnaut

Credit - Energising credit

Traditional credit instruments can be used to mitigate credit risk in the energy sector, despite the unique risk management challenges, says Chris Coovrey

SGX and CBOT to partner on commodities

The Singapore Exchange (SGX) and Chicago Board of Trade (CBOT) will launch a joint commodities derivative exchange early this year, marking a step towards fulfilling SGX's strategy to be an Asian gateway. Joe Marsh reports

Icecap completes first closing of its carbon portfolio

Icecap, the carbon emissions group, has today reached first closing of its carbon portfolio having raised aggregate commitments to buy 15 million tonnes of carbon credits from the Clean Development Mechanism and Joint Implementation markets.

Ice Futures to launch WTI contract

Ice Futures will launch a cash-settled West Texas Intermediate (WTI) light sweet crude oil futures contract on February 3. The contract will be automatically available to all users with access to Ice Futures oil contracts.

Rights and resources

Doing business in a country with a poor human rights record can be costly, thanks to the changing landscape of corporate liability and human rights. Maria Kielmas reports

Package deals

Banks have been choosing off-the-shelf fully integrated systems for energy trading and risk management. But some feel the available software still falls short

The windfall dilemma

Free allocations of emission allowances may keep fossil fuel generators happy, but their customers are not smiling. Tobias Hsieh, credit analyst with ratings agency Standard & Poor's, explains who wins and loses under the trading rules

Deriving storage value

Following an article Energy Risk published in July, TransCanada's Farzan Nathoo looks at how companies can extract value from their natural gas storage assets

Price drivers - Policy fears in EU ETS

Developments in 2005 have shown that the EU ETS price has been correlated to relative fuel prices and weather. However, there are still remaining policy issues that could greatly influence prices, writes Henrik Hasselknippe and Kjetil Roine from Point…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here