Spot price
FX futures momentum challenges primary venues’ pricing role
Panellists suggest spot FX primary markets’ importance in models has “diminished”
A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany
Interpolating commodity futures prices with Kriging
Theory for optimizing capacitated commodity storage with case studies in natural gas
Last look add-on is disappearing. Is that good for the market?
Views diverge on whether removal of additional hold times will benefit FX liquidity consumers
Could private match-making sink public market?
Rise in internal hedging sparks debate over its threat to FX price discovery
The liquefied natural gas spot market and valuation of the rerouting option
The goal of this paper is twofold: (1) to describe the new outlook of LNG markets, which has become more and more spot-centric, with Asian LNG futures bringing transparency to spot and forward prices; and (2) to address the valuation of the rerouting…
New HKEX warrant buyers surf vol in unfamiliar waters
While stock volatility is boosting inline warrant turnover, it’s driving bets more suited to wholesale products
Brent crude oil spot and futures prices: structural break insights
This study focuses on the analysis of long-run and short-run relationships between Brent crude oil spot and futures prices during the first Gulf War (1990–91) and the global financial crisis.
Podcast: Ronn on using a financial-economics approach to forecast crude oil spot prices
Professor of finance talks about using equity, index and crude oil options to forecast spot prices
Using derivatives to forecast oil scenarios
Generating probability-weighted oil price scenarios from traded derivatives prices can help risk managers in the industry
A method of forecasting wholesale electricity market prices
This paper employs the least-action principle to model the complex relationship between expected load and expected price in electricity spot markets.
Multi-factor forward curve models for energy risk management
Applied risk management series – article two
Analysing common processes used to model energy prices
An introduction to energy spot price processes
Gas users lock in low long-term prices
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Sponsored statement: Murex
Trust is good, control is better – Complex model validation
Cutting edge technical: Carbon derivatives pricing
Carbon derivatives pricing: an arbitrageable market
EC tightening of carbon spot market could threaten forward market
Industry experts are wary of European Commission proposals intended to bring additional safeguards to the spot market
Icap to launch decimalised pricing on majors in February
Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
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Natural Gas