Unlike other research houses, the Oxford Institute for Energy Studies does not toe a single editorial line and occasionally publishes opposing views on the same topic. But far from being a drawback, that...
Applying well-specified quantitative models in energy forecasting and hedging continues to be challenging. Even well-established approaches require careful adaptations. In this issue of The Journal of...
We investigate the empirical performance of hedging strategies based on Greeks, such as Delta and Delta-Gamma, for (European-style) crude oil options in a generalized autoregressive conditional heteroscedasticity...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Crude oil articles
Since Nigel Saperia first began working as an oil trader at Shell in 1976, the business of trading oil has been transformed. He speaks to Mark Pengelly
Morgan Stanley names commodities CRO Nancy King as head of oil liquids business, while promoting former deputy Brett Humphreys to post of commodities CRO
Daniel Masters, the former head of energy trading at JP Morgan and co-founder of hedge fund Global Advisors, has seen his share of ups and downs. Alexander Osipovich reports
Global Advisors co-founder believes short-term woes will give way to long-term rally
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
As an increasing volume of crude oil is transported via North America’s railroads, market participants are growing hungry for data and market intelligence on crude-by-rail. Such insight had been in short supply, until recently. Alexander Osipovich reports...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014