Asymmetric risk spillovers between oil and the Chinese stock market: a Beta-skew-t-EGARCH-EVT-copula approach
The author uses the marginal expected shortfall method alongside the Beta-skew-t-exponential generalized autoregressive conditional heteroscedasticity-extreme value theory model and the CoVaR model to investigate risk spillover between the crude oil…
Energy price spikes force clearing firms to consider extreme or even ‘implausible’ scenarios
Dynamics of biofuel prices on the European market: the impact of EU environmental policy on resources markets
This paper explains the major drivers of biodiesel market prices by examining agricultural resource prices and gasoil prices for automotive fuels in the context of European Union environmental policy.
Winners of the 2022 Commodity Rankings needed new approaches to manage extreme price swings
Price volatility in energy markets behind the largest cash call on record by the CCP
The CCP’s futures and options division reported its second largest IM breach ever in Q4, as energy prices skyrocketed
EFET warns energy market participants risk being unable to meet “unprecedented margin requirements”
Oil giant posts fourth consecutive yearly increase in 2021
Over 93% of the oil giant’s derivatives instruments were designated as current
Impact of changes in the global environment on price differentials between the US crude oil spot markets for the periods before and after 2008–9
This paper uses threshold cointegration to examine price differentials between crude oil spot markets in the US for the periods before (2000–2007) and after (2010–17) the advent of major technological and other changes impacting the oil sector.
Winners of the 2021 Energy Risk Commodity Rankings supported clients in unprecedented times to be voted counterparties of choice
Smaller banks imperilled by economic shocks from freak weather, says acting CFTC chair
Crowdsourced election scenarios show sharp falls and correlation breaks if Trump challenges results
Despite posting big losses, funds that track front-month contracts remain popular with investors
Did negative oil prices signify the market was operating effectively, or that something was wrong?
Energy Risk Awards 2020: Firm’s wide commodities presence, physical and financial risk expertise and financing capabilities result in standout deals
International announcements and West Texas Intermediate crude oil futures: a case study on the 2008 global financial crisis
The authors examine the impact of international monetary policy and professionals' announcements on West Texas Intermediate crude oil futures.
Will negative prices and big losses curb retail investors’ appetite for oil futures over the longer term?
Financials weathered the first phase of the lockdowns, but most other sectors were hit hard
Counterparty departure forces closure of eight oil trackers with $580 million of assets
Firms are choosing to cut ‘outlier’ prices from data or to rely more on fundamental inputs
Key wins for BP, Engie and Uniper while Macquarie takes the derivatives house of the year award
Mishmash of regulations still govern China’s financial industry
What part did Bank of China and other investors play in last month’s oil rout, asks derivatives veteran