Existing hedges can be novated, terminated, or assumed at close, and their mark-to-market shifts deal value. See how hedge books are handled in energy M&A.
The 45Z Clean Fuel Production Credit replaced the blenders' credit in 2025, tying value to carbon intensity. See how it reshapes RNG economics and price risk.
A three-way collar adds a sold put to a costless collar, funding a higher floor and ceiling in exchange for downside participation below the sub-floor. See how it works.
A three-way collar adds a sold put below a standard collar to lower hedging cost or lift the floor — at the price of re-exposing the producer below the short put strike. See how it works and when it fits.
Value at Risk (VaR) estimates the maximum expected loss on a commodity portfolio over a set horizon at a given confidence level. Learn how VaR is calculated, its limits, and how to use it.
Hedge accounting under ASC 815 lets energy companies match derivative gains and losses to the exposure being hedged, reducing earnings volatility. Learn when it applies and how to qualify.
RiskNet can be onboarded across multiple commodities in as little as 48 hours; integrations and data migration are what extend a full rollout. See CTRM timelines, phases, and drivers.
A three-way collar adds a sold lower put to a standard collar to fund a higher floor or a net credit. See how it works, its risks, and when producers should use one.
Value at Risk (VaR) estimates the likely maximum loss on a commodity portfolio at a set confidence level. See how commodity VaR is calculated, its limits, and how to use it.
