New york mercantile exchange (nymex)
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...
Elevated WTI prices, pushed up by regional unrest, are creating opportunities for US oil producers to hedge
Bill Perkins, founder of Skylar Capital Management, sees opportunities in US natural gas markets, even as depressed prices and low volatility prompt other traders to pull back. Alexander Osipovich reports...
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More New york mercantile exchange (nymex) articles
Brent is challenging West Texas Intermediate for the title of the world’s preferred oil benchmark. But as market participants flock to the North Sea crude contract, some critics question whether it is truly a reliable gauge of global prices. Alexander...
Attempts to establish Asian steel derivatives markets have been beset by a series of unfortunate events. With iron ore swaps recently breaking into the big time, is there a future for steel contracts outside of China?
Managing a successful hedging programme involves more than prudent execution and careful monitoring of positions – companies should also be prepared to explain, both to investors and the media, the programme’s objectives, experts say. All too often...
Investment in commodity markets is at record highs on the back of indexes, exchange-traded products and structured products. With appetite set to remain strong this year, working out investor trends is becoming increasingly important for energy risk managers....
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.
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