Skip to main content

Market risk

Modelling natural gas futures returns

In this article, Mats Kjaer and Ehud Ronn propose and estimate the correlation matrix of natural gas futures returns. They describe the relationship between the correlation and the time between two contracts' maturities, along with the number of 'April'…

Trading opinions

Energy risk professionals from all over Europe gathered in London last month at the Energy Risk Europe conference to debate the hottest topics facing the industry today. The Energy Risk team bring you some highlights

Shifting sands

High oil prices and a lack of accessibility to reserves are reawakening oil majors' interest in Canada's oil sands. David Watkins looks at their potential and at the challenges involved in this capital-intensive mining operation

A clearer picture

Energy bills are now prominent on most UK businesses' radar screens. Alistair Buchanan of UKregulator Ofgem offers an update on developments that could affect the UK's gas market this winter

Oil prices: Risk of a fall?

Consensus forecasts predict lower oil prices next year, although a minority of analysts, sceptical that demand will fall, expect higher 2007 prices. Beyond 2008 the supply picture could be much tighter than generally thought, some experts say. Stella…

CME, CBOT to merge

The Chicago Mercantile Exchange is to merge with the Chicago Board of Trade in a move the exchanges say is “expected to transform global derivatives markets.”

Surveying risk management

How is risk management viewed in your company? Are there risks you would like to measure but don''t? Which methodologies are most commonly used? What should the discipline tackle next? Our latest survey reveals all

You need to sign in to use this feature. If you don’t have a FX Markets 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 indvidual account here: