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Market risk

Looking to the east

Can power market operators in the new EU member states in eastern Europe gainthe liquidity they need to challenge either bilateral electricity contracts orthe established exchanges? Joe Marsh reports

Putin’s endgame

The geopolitical premium on oil prices is rising as Russia pursues its ‘oligarchs’. Catherine Lacoursiere reports on the wider effects of Russian oil giant Yukos’ collapse

Dealings in diesel

In the latest in a series of articles in which Energy Risk profiles energy users’ risk management and hedging strategies, Joe Marsh talks to US rail company Amtrakabout how it deals with its fuel exposures

All systems go

More than 450 of you voted and voiced your concerns in Energy Risk’s inaugural User Choice Awards. Below we show which suppliers you voted for as top of their field in the energy business this year

Huberator’s hopes

APX and Fluxys subsidiary Huberator are planning to launch a gas exchange forthe Zeebrugge hub in early 2005. But is an exchange really needed by the tradingcommunity? Paul Lyon reports

APGA supports Ferc decision to fine three companies

The American Public Gas Association (APGA) has applauded the US Federal Energy Regulatory Commission (Ferc) for its decision to fine three energy companies $8.1 million for sharing natural gas storage inventory data with their customers and affiliates. …

Viva lost vegas

Brett Humphreys discusses the problems of calculating true value-at-risk on aconcentrated options portfolio – in particular, the various pitfalls thatcan befall a risk manager in ignoring vega risk – and considers ways ofhandling these issues

A decent exposure

Most energy companies have a portfolio of over-the-counter energy derivativesthat could have significant credit exposures. In this paper, RafaelMendible examines the credit exposure of these derivatives, its relationto volatility,and its relation to…

Vertical take-off

As UK supplier Centrica narrows its focus to fund an asset acquisition spree, James Ockenden finds the ‘asset-light’ utility model has finallybeen buried and a move towards ‘vertical integration’ is now thestrategy of choice

Building load links

In the third article in this series, Les Clewlow , ChrisStrickland and MichaelBooth show how the Monte Carlo techniques used in previous articles can accuratelyhighlight the crucial relationship between price and load – a complex correlationaffecting the…

DrKW forms energy trading business

Investment bank Dresdner Kleinwort Wasserstein (DrKW) has formed a London-based energy trading business, headed by Neil Rothwell.

BNZ enters energy trading

The Bank of New Zealand (BNZ) has launched an energy risk management desk. The plan is to target the bank’s corporate client base who need hedging solutions for their energy, base metals and agricultural commodities exposures, said Wayne Jolly, BNZ’s…

US regulator doles out Enron fines

The US Commodity Futures Trading Commission (CFTC) has hit Enron and its former trader Hunter Shively with $35 million and $300,000 in civil fines respectively for gas price manipulation.

CME appoints lead market maker for fertiliser futures

Chicago Mercantile Exchange (CME ) yesterday said that Agriliance will be the lead market maker for the exchange’s new fertiliser contracts traded on Globex, the exchange’s electronic trading platform. Minnesota-based Agriliance markets crop nutrients,…

APX restructures and hires senior staff

APX Group, which provides exchanges for natural gas and power trading across northwest Europe, will move London-based power exchange UKPX’s forwards market onto its own system on August 18. The group has also made several senior appointments following…

Newsome leaves CFTC to head up Nymex

James Newsome has quit as chairman of the US Commodity Futures Trading Commission (CFTC) to head up the New York Mercantile Exchange (Nymex). Newsome’s resignation is effective from July 23, and he will be president of Nymex from August 2, replacing Bo…

Technology upload

There has been a recent upswing in the fortunes of energy risk software industry. And that is reflected in this year’s expanded technology vendor guide, making it the definitive guide to energy software and technology available

Bucking the trend

Openlink’s founder Coleman Fung talks to James Ockenden about the decisionsthat have promoted his company to one of the leading risk management solutionproviders

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