Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
Oil market analysis is an important part of economic analysis, as it addresses the current situation and forecasted trends of a crucial sector of the world's economy. There is no lack of short-, middle- and long-term studies that inspect the fundamental aspects of this market: supply, demand, inventories, shipping and prices. This information is prepared by public agencies, oil companies, private firms and research institutes.
However, there is a shortage of data in relation to the measurement
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Energy traders are structuring bespoke contracts around Bess and flexibility that facilitate new ways of managing and sharing risk in this nascent market
Interview: Abaxx’s Joe Raia on LNG, Corsia and wind contracts
Abaxx’s Joe Raia talks to Energy Risk at E-World 2026 about the performance of its LNG and Corsia contracts and its latest wind contracts
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Energy executives mull how to tap into the explosion of new technologies entering the risk space, but systems selection must consider future business needs, writes Yefreed Ditta at Value Creed
CRO interview: Brett Humphreys
Brett Humphreys is head of risk management at environmental markets specialist Karbone. He talks to Energy Risk about the challenges of modelling outcomes in unpredictable times and how he’s approaching the risks at the top of his risk register
How geopolitical risk turned into a systemic stress test
Conflict over resources is reshaping markets in a way that goes beyond occasional risk premia
Energy Risk Debates: the influence of risk culture
The panellists examine different risk cultures and discuss the risk manager’s role and influence in creating a risk culture
Energy Risk reaction: Venezuela and oil sanctions
Energy Risk talks to Rob McLeod at Hartree Partners about the energy risk implications of the US’s control of Venezuelan oil
