Argus launches North American electricity and natural gas implied volatility curves
Houston, 9 January 2013
Global energy price reporting agency Argus has expanded its suite of forward curve services by adding North American electricity and natural gas implied volatilities.
The new services cover daily assessments of volatilities for all the major natural gas and electricity markets across North America. Assessments are derived from a wide range of data sources to determine market value for electricity and natural gas locations and forward periods that extend a minimum of two years. For illiquid locations and terms, locational spreads and time spreads are used as the basis for establishing current fair market values.
Argus serves as an independent non-biased data provider that can offer energy companies a useful tool for risk management, asset optimization and trading. Argus’ implied volatilities have many analytical applications, including validating internal price curves used in complex commodity structures, assessing risk on energy transactions, forecasting trends and evaluating physical and financial assets.
“We are happy to expand our North American forward curve services by adding electricity and natural gas implied volatilities,” Argus Media chairman and chief executive Adrian Binks said. “We believe this will offer companies a definitive risk management tool for investment support and trading decisions.”
Argus implied volatility methodologies are available online here
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About Argus Media
Argus is an independent media organisation with nearly 500 full-time staff. It is headquartered in London and has offices in each of the world’s principal energy centres. Its main activities comprise publishing market reports containing price assessments, market commentary and news, and business intelligence reports that analyse market and industry trends.
More than half of Argus’ staff are commodity journalists who specialise in reporting news and price information relating to physical energy and related commodity markets. They operate according to a rigorous Editorial Code of Conduct and an Ethics Policy that align with best journalistic practice, including the avoidance of conflicts of interest.
Argus is a leading provider of data on prices and fundamentals, news, analysis, consultancy services and conferences for the global crude, oil products, natural gas, electricity, coal, emissions, bioenergy, fertilizer, petrochemical and transportation industries. Data provided by Argus are widely used for indexation of physical trade. Companies, governments and international agencies also use Argus information for analysis and planning purposes.
Argus has 19 offices globally, including London, Houston, Washington, New York, Calgary, Rio de Janeiro, Singapore, Dubai, Beijing, Tokyo, Sydney, Moscow, Astana and other key centres of the energy industry. Argus was founded in 1970 and is a privately held UK-registered company.