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Copula modelling
Using copulas and Monte Carlo simulations to model price dependencein energy markets, Vincent Grégoire, Christian Genest and MichelGendron show how forecasts for crude oil and natural gas prices can beimproved by modelling the dependence between them
Peter Terium
Peter Terium, CEO of newly created RWE Supply & Trading, tells Roderick Bruce why he is the right man to lead the integrated business forward.
The prepay delay
Municipal natural gas prepayment deals withered in the second half of 2007 as a result of the credit crisis. While this year has seen a trickle of new deals, greater problems may be lurking. David Watkins reports
FFAs: rocking the boat?
The Baltic Dry Index (BDI) plumbed the depths in early 2008, sinking from record highs in late 2007. Some have blamed derivatives market activity for the sharp fall. Roderick Bruce casts a beady eye over the BDI and asks where prices are heading next
Interdealers interconnected
GFI's purchase of Trayport emphasises how electronic trading is changing the energy market landscape, finds Roderick Bruce
A changing carbon market climate
The EU Emissions Trading Scheme is stepping up a notch with a batch of new measures for its Third Phase. Andrew Holt finds out what carbon market participants think of the new proposals
Waiting in the wings
The long-mooted inclusion of the aviation sector in the European Union's emissions trading scheme is finally on the radar screen. Roderick Bruce discovers whether stakeholders are ready for take off
Out of Africa
Nigeria, Libya and Algeria between them produce around 7% of theworld’s oil, a figure that is only expected to grow. With global oil suppliestight, what happens in these, sometimes unstable, oil-producing countrieswill impact heavily on global oil…
Powerful fusions
Europe’s power exchanges arebecoming increasingly connected asnational transmission grids link up.Roderick Bruce looks at the effect thiswill have on electricity trading