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More Commodities articles
The role of banks in physical commodities is poorly understood, but it is not indispensable
While Europe’s traditional energy firms have been suffering, Danske Commodities saw a 75% leap in profits for 2012. Chief executive Torben Nordal Clausen speaks to Gillian Carr
Weather risk management firms predict renewables and thinner energy market liquidity will drive growth
The rapid growth of commodity trading houses has led critics to question whether these firms have become a source of systemic risk. But trading houses strongly reject such arguments, and suggest the...
Linn Energy, once fêted as a leader in risk management, is under scrutiny by US regulators for its derivatives accounting practices – something that is casting a shadow over other master limited ...
With renewables accounting for a significant and growing proportion of Europe's electricity production, energy traders are increasingly turning to different sources of data to help them gauge the im...
Elevated WTI prices, pushed up by regional unrest, are creating opportunities for US oil producers to hedge
Purchase of RenRe Energy Advisors could lead to new weather hedging tools for renewable energy
Short-term fixes give rise to uncertainty, in contrast to long-term change needed to rescue the ETS, say firms
Lack of renewables data means an increasingly vital part of the market is being excluded, say traders
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Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option s...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.