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Electricity

Spectron brokers first UK dark spread

The first brokered UK dark spread has been traded through UK-headquartered brokerage Spectron. The trade, between Sempra and Scottish Power was a Summer ‘06 deal, representing 5,000 tonnes of coal (API#2) versus 15 MW of electricity. It is understood to…

At the flick of a switch

Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions

To build or not to build

Europe needs more power. But a lack of clear pricing signals and the unknown impact of new environmental legislation is making risk forecasting difficult, and could hinder new plant construction

BarCap takes on Duke trading book

Barclays Capital will acquire and manage the bulk of Duke Energy North America’s (DENA) power and gas derivatives contracts, as part of parent Duke Energy Corp’s takeover of US utility Cinergy.

Counting on coal

NRG Energy's move to buy Texas Genco seems a wise one for a company with strong dark-spread exposure, but it has its risks, despite the target company being backed by an active hedging programme. Joe Marsh reports

Playing power games

Thanks to increasing consolidation, it seems the country-specific energy exchange will soon be a thing of the past in Europe. But is this level of competition premature?

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