Systematic Trading in Energy Markets

By Joaquin Narro and Monica Caamano

Discipline:  Energy & Commodities, Investing, Quantitative Analysis

First published:

The growth in Renewables is altering the world energy landscape. The switch from traditional fuels has created many dislocations in the energy markets which can be monetised through simple arbitrage.  Systematising models that capture this arbitrage can be very profitable.

Systematic Trading in Energy Markets, written by energy trading experts Joaquin Narro and Monica Caamano, shows the reader how to optimise returns through systematic trading.

Using quantitative techniques the authors explain how to make investment and trading decisions in a methodical way, helping to define trade goals, risk controls and rules. The reader will gain a greater understanding of the machinations of the energy markets and how this affects prices. This understanding will facilitate building new models or improving existing ones.

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: