Managing Energy Risk is a practical guide to using modern techniques in financial mathematics for trading energy. Following the successful first edition of the book, this second edition catches up with significant developments of energy markets over the last years and contains plenty of new...

In this article, we construct a portfolio of commodity futures which mimics the Dow Jones Commodity Index and perform an extensive stress testing exercise with a focus on hybrid scenarios. The increased volume of investments in commodities as financial instruments over the last decades underline...