Crude oil
Perps extend the menu to tempt TradFi diners
Expiry-less futures are spreading from bitcoin into gold, equities and FX. Institutions are watching, not buying
Forecasting Chinese crude oil futures’ volatility: a heterogeneous volatility spillover-conditional autoregressive range model
This paper offers a new model with which to model and forecast the volatility of Chinese crude oil futures.
Prediction markets can be a canary in the coal mine
Prices of contracts on the likes of Polymarket can act as signals for risk management and hedging, says risk expert
Asian banks close out energy clients as Iran war bites
Firms with short jet fuel positions faced losses up to $100 million as initial margin soared 566%
What futures and options say about the cost of war
Spot prices reveal major disruption, futures indicate this will pass, options imply ongoing instability
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains
Polytechnique’s Lehalle on bottleneck models and Hormuz closure
Iran conflict raises a now-familiar problem, says quant: how to predict which goods go where
Analyzing the impact of energy prices on US stock market volatility
Using data from January 1986 to December 2023, the authors explore the time-varying impact of energy prices on the US stock market.
Traders prepare for EU energy rules despite political risk
Exporter pressure on LNG supplies is threatening Europe’s regulatory push, leaving markets uncertain
Machine learning in oil market volatility forecasting: the role of feature selection and forecast horizon
This paper investigates oil market volatility prediction, showing financial variables to dominate short-horizon forecasting, while macroeconomic and sentiment factors increase in importance at longer horizons
The importance of modelling futures dynamics in commodity index derivatives
Index-based and underlying-based pricing methods for commodity derivatives are presented
Commodities research house of the year: Energy Aspects
Energy Risk Awards 2025: Acquisitions and technology turbo-charge research firm’s services
Derivatives house of the year: Macquarie Group
Energy Risk Awards 2025: Bank’s expertise and willingness to take on liquidity risk delivers vital service in rangebound markets
Oil and products house of the year: Macquarie Group
Energy Risk Awards: Bank pioneers innovative deals in illiquid markets, taking on esoteric risk
Hedging advisory firm of the year: AEGIS Hedging
Energy Risk Awards 2025: Advisory firm’s advanced tech offers clients enhanced clarity in volatile times
Energy Risk Commodity Rankings 2024: markets buffeted by geopolitics and economic woes
Winners of the 2024 Commodity Rankings steeled clients to navigate competing forces
Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
The authors, focussing on India, employ a DCC-GARCH model to better understand price fluctuations and risks linked to other assets in relation to green investment projects.
On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis
The authors present an empirical study concerning the volatility comovements between crude oil and agricultural commodities relative to global economic shocks such as Covid-19 and the Russo-Ukrainian war.
Assessing the potential for asset diversification: an analysis of Brazilian stock indexes, Bitcoin, gold, crude oil and exchange rates
The authors investigate the Islamic and conventional stock indexes for Bitcoin, crude oil and gold in Brazil.
News-driven bubbles in futures markets
The authors offer a model which investigates the impact of trade war expectations, policy news, trading volume and cashflow on the relationship between trade war expectations and bubbles.