Energy derivative
From ACT Wiki
Risk management - hedging - energy risk - derivative instruments.
An energy derivative instrument or contract is one designed to hedge energy risk.
The cash flows and value of the energy derivative relate to an underlying reference energy market price.
Examples include energy futures contracts.
See also
- Collateral
- Commodity
- Commodity risk
- Commodity derivative
- Credit support annex
- Cross-currency interest rate swap
- Currency derivative
- Derivative instrument
- Embedded derivative
- Expiry date
- Fixing instrument
- Forward rate agreement
- Futures contract
- Hedging
- Inflation-linked derivative
- Interest rate derivative
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption