These papers are written by industry commentators and consultants and cover a series of topics that are of interest to people across all energy & commodity markets. They delve into topics as diverse as enhancing transparency and disclosure strategies for energy hedging.
There are no documents currently available for this commodity.
A look forward - Understanding Forward Curves In Energy Markets
Published February 2011
This paper explores several types of forward curves used by market participants, differences between market-based curves and settlement-derived curves, and tools available to energy companies for modeling forward prices.
Hedge Strategy - Enhancing Transparency and Disclosure Strategies for Energy Hedging Programs
This document focuses on matching hedge programs and strategies to management and investor expectations through disclosures, direct communication, and use of transparent models and data sources.
The Importance of Price Curve Validation in the Valuation Process
In this paper, we explore the importance of price curve validation in the valuation process with a focus on natural gas and power. In addition, we also examine the different sources of forward curve data available in the market place along with the use cases and limitations of each type of curve. Finally, we provide a list of best practices for developing an effective curve validation process based on quality inputs and transparent methodologies from trusted energy data sources.
Automating Back Office Price Feeds: Three Reasons It Really Pays Off
Published November 2010
Accurate pricing has always been critical for back office functions in the
midstream gas business, but recent changes are making it more difficult to maintain accuracy using a manual system. This paper discusses the three main reasons businesses should consider automating back office price feeds, and how making this change will quickly pay off.