Report on Energy Derivatives and Risk Management

[woody]

Here is an old (2002), but informative (106 pages) report on energy derivatives and risk management.

http://tonto.eia.doe.gov/FTPROOT/service/smg2002-01.pdf

The site is good for those interested in the goings-on in energy.

Energy Information Administration - EIA - Official Energy Statistics from the U.S. Government

 

[Christian]

Thanks for this woody. Does anyone have the IEA 2007 World Energy Outlook report?

 

[woody]

No, but there are some free reports here

EIA - Energy Data and Analysis Publications, Reports, Articles, and brochures.

 

[Andy Nguyen]

Nov issue of Bloomberg Market magazine ran a cover story on the CO2 cap and trade market. It sounds very interesting. If anyone interested in the energy derivatives space, you should take a look at this as well.

 

[kean]

Bloomberg

Andy, do you have the link? Thanks.

Woody, thank you for those information you posted here. Many thanks indeed.

Nov issue of Bloomberg Market magazine ran a cover story on the CO2 cap and trade market. It sounds very interesting. If anyone interested in the energy derivatives space, you should take a look at this as well.

 

[woody]

http://www.bloomberg.com/news/marketsmag/

I'm going to try to get someone to talk to the group about energy and emissions trading.

 

[Christian]

That would be great. Please keep us updated on the details.

 

[Wallstyouth]

http://www.bloomberg.com/news/marketsmag/

I'm going to try to get someone to talk to the group about energy and emissions trading.

Not sure if all has seen "The Smartest Guys in the Room" The Enron story but it covers some aspects of energy trading.

 

[YuLucky]

Hello, energy quant. guys, I am a newquantneter working in energy quant. area too.

 

[Christian]

Welcome to the forum. Would you mind telling us a little more about your background?

 

[YuLucky]

Welcome to the forum. Would you mind telling us a little more about your background?

Ok, I have been working as a quant. analyst in an energy trading and marketing floor (middle office) for four years. My quant. analysis skills include load-following deal price modeling, cash flow VaR modeling and evaluation incorporating load volumetric risk (MC Simulation), power price fundamental analysis using PROSYM (e.g. impact of CO2 prices on long-term power prices), knowledge of options (e.g. spread, asian, straddle and collar). I mainly use Matlab/VBA for model development.

I was looking for a forum for energy quant. analysts. It looks like there are some quant. analysts here working in energy area focusing on power, right? What about you guys' background? It would be good if there is section specifically for energy quant. in this forum.

 

[Tigga]

Goldman to co-invest in Green Exchange

Goldman Sachs has become the latest investment bank to announce plans to co-invest alongside the New York Mercantile Exchange in a new exchange for environmentally focused derivative products to be launched next year, reports the Financial News Online. The Green Exchange awaits approval, expected in early 2009, to start trading from the US Commodities & Futures Trading Commission. Goldman Sachs joins Morgan Stanley, Credit Suisse, JPMorgan and Merrill Lynch who are founding members in the exchange.