Hélyette Geman is the Director of the Commodity Finance Centre at Birkbeck - University of London and a Research Professor at Johns Hopkins University. She is a graduate of Ecole Normale Supérieure in Mathematics and holds a PhD in Probability from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne.
Professor Geman has been a scientific advisor to major financial institutions and energy companies for the last 21 years, covering the spectrum of interest rates, electricity, crude oil, metals and cryptocurrencies She has published more than 145 papers in top international finance Journals and is on the Board of the Bloomberg Commodity Index. Her book Commodities and Commodity Derivatives is a reference in the field.
The goal of this paper is twofold: (1) to describe the new outlook of LNG markets, which has become more and more spot-centric, with Asian LNG futures bringing transparency to spot and forward prices; and (2) to address the valuation of the rerouting…
This paper investigates the intraday market activity of West Texas Intermediate (WTI) crude oil futures around the release of the US Energy Intelligence Agency (EIA) report, looking at how prices respond to inventory shocks.