Energy Risk
Any fool can do it
Some quant techniques are easier than you might think. In the second part of his set of ten tips and tricks for aspiring energy quants, Neil Palmer shows why..
A look in the rear view
Utilities and regulators often disagree over the purpose of energy price risk management. Manitoba Hydro's recent experience with backtesting its hedging strategy is a case in point
Options - A plan for all seasons
Selling natural gas options on a market that is adhering closely to a seasonal tendency can be a powerful strategy for an option seller, write James Cordier and Michael Gross
Pioneers Oil: David Hufton
Today it's almost impossible to imagine an energy world without a mature, liquid oil market at its heart. Yet the development of the world's biggest commodity market was not a natural inevitability - it took the hard work and tenacity of a small and…
What drives natural gas?
Natural gas prices in the US are at an all-time high. The Gulf Coast hurricanes and record summer heat have taken their toll, and business is feeling the effect. Studying and applying seasonality can often protect aganst the volatility of these markets,…
New GlobalView head makes u-turns on hubs
Contrary to reports in September, new GlobalView chief Steve Gott says he remains committed to the Energy Data Hub and ConfirmHub ventures. Following a management overhaul, it seems it is business as usual
Duke Energy to adopt Cinergy trading approach
Following the transfer of its energy derivatives portfolio to Barclays Capital, Duke Energy is targeting a lower-risk trading strategy pioneered by Cinergy, the company it is buying