Abstract: A method, non-transitory computer readable medium and host device that monitors an active virtual storage controller. A determination of when a failure of the active virtual storage controller has occurred is made based on the monitoring. When the failure of the active virtual storage controller is determined to have occurred, one or more storage devices previously assigned to the active virtual storage controller are remapped to a passive virtual storage controller and one or more transactions in a transaction log are replayed.

Abstract: A context-based file system (CBFS) receives a request to perform an operation in a hierarchy of directories from a virtual host running on a node in a storage server, the hierarchy having a parent-child relationship and a root directory. An identifier is obtained for the virtual host from an operating system. A directory associated with the virtual host is selected from the hierarchy based on a type of the operation and a position of the directory in the hierarchy. A result is received as a result of performing the operation on the selected directory.

Abstract: A distributed storage server includes a network module, data module and a management module. The management module receives a data user command for execution on the data module. The data user command is forwarded to the data module and any execution output sent back to the management module. Similarly, the data module receives a management user command for execution on the management module. The management user command is forwarded to the management module and any execution output sent back to the data module.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices ? of the network which depend upon congestion in the network.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets.

Abstract: A system, method, software, and portfolios for managing risk in markets relating to a commodity delivered over a network are described, in which a market participant constructs portfolios of preferably liquid price risk instruments in proportions that eliminate the Spatial Price Risk for the market participant's underlying position. Techniques are also disclosed for constructing and evaluating new price risk instruments and other sets of positions, as well as identifying arbitrage opportunities in those markets. In particular, a “deltas vector” is calculated concerning a portfolio of future positions and derivative contracts, wherein the “deltas vector” is the partial derivative of the market participant's net market position taken with respect to the forward shadow prices &lgr; of the network which depend upon congestion in the network.