Credit exposure can be hazardous. Misinterpreting the risks posed can be ruinous
Energy Risk Awards 2017: Gas expansion places EGM at market's forefront
Energy Risk Awards 2017: PwC's world-class capabilities felt across commodities
Energy Risk USA: surveillance chief says HFT is yet to take hold in the power and gas markets
Krzysztof Wolyniec presents a volumetric risk management model for energy markets
Novera Khan: as energy markets change, risk management should be at the heart of business strategy
Hedging revenue set to plummet in 2017
Cyclical lull conceals structural shift as liquidity becomes shorter-dated and more flighty
BP restructures long-dated hedge for commercial player
On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets
In this paper, the authors explore the time-varying linkages between two strategic commodities covering the energy sector (crude oil and natural gas) and the QE Al Rayan Islamic Index over the period March 15, 2011–December 25, 2014.
This paper aims to find determinants of the endogenous regime-switching process underlying the cointegrating relationship between natural gas and crude oil.
The authors of this study investigate the distributions of returns on crude oil, heating oil and natural gas futures.
The convenience yield implied in the European natural gas markets: the impact of storage and weather
This paper aims to determine the convenience yield implied in the European natural gas markets by investigating driving factors and according dynamics.
Physical and financial capabilities give BP unique ability to provide long-dated consumer hedges
Consulting giant boosts energy markets expertise with Structure deal
Hedge fund’s foray into gas follows bank retreat from physical commodities
Retreat from oil indexation fuels emergence of regional price markers
Traders cautiously optimistic about ‘Singapore Sling’ index and derivatives
This paper explores the problem of insufficient investment incentives for natural gas-fired generation in the ERCOT.
Firms face heat over out-of-the-money natural gas hedge transactions
Non-banks shine in rankings of the top dealers and brokers in global commodity markets
This paper looks at the time-varying relation between electricity futures prices and fundamentals.
Generators face worse liquidity, fewer hedging choices after bank exodus
From natural gas scandal of 2000s to Libor-rigging, troubling patterns persist