Energy firms under increased pressure to assess physical climate risk
Investing according to environmental, social and governance (ESG) criteria can be done in various ways, with continuing development of filters and ways of analysing companies. As the market in ESG indexes and investments linked to sustainability matures,…
A new approach to evaluating the cost-efficiency of complex hedging strategies: an application to electricity price–volume quanto contracts
In this paper, the authors propose a new hedging assessment model, the economic value of the incremental expected shortfall (EVIES), from a cost-efficiency perspective.
Managing supply chain risk through take-or-pay gas contracts in the presence of buyers’ storage facilities
In this paper, the authors study the enhanced value of a take-or-pay gas contract from a buyer’s perspective in the presence of spot market trading and local storage capability.
Dutch bank takes carrot-and-stick approach on interest rate swap for oil and gas equipment firm
A case study on developing dynamic risk-based customer screening
Bourses plan to switch margining of energy futures at different times, prompting speculation of “arbitrage opportunities”
The commodities trading and risk management software landscape – up to now dominated by large providers – is shifting. Rick Nelson, executive vice-president and chief business officer at Eka, talks about being a disrupter and explores how digitisation…
After a difficult 2018, investors are increasingly wary of risk premia, concerned that factors leading to underperformance might be a recurring problem. Imene Moussa, executive director at UBS, clarifies this issue
BP and Engie pick up two awards each, while BNPP takes the coveted derivatives house of the year
Machine learning is coming to analytics but there are hurdles to overcome first, says Aiman El‑Ramly, chief operations officer at ZE PowerGroup
As businesses grow, so does their need for modern, agile and cost-effective commodity/energy trading risk management (C/ETRM) solutions. Pioneer Solutions explores how its next-generation, highly configurable C/ETRM systems take advantage of the latest…
Competitors must work together if technology is to harness its potential, say three industry leaders
Macquarie is uniquely positioned to offer clients a range of products, expertise and experience across the commodities space. Nick O’Kane discusses the bank’s approach to commodity markets and what he expects next
Geopolitical tensions introduced extreme volatility to many commodity markets in 2018, while environmental markets began to take off
This year’s Software Rankings reflect the increasing number of firms offering commodities software outside the core CTRM space
As the end of the 90-day truce in US-China trade hostilities looms, commodity markets brace for uncertainty
Energy firms explore how artificial intelligence can boost returns
Wind firming deals claim to address intermittency and stabilise renewable generator cashflow, but how effective are they?
Energy Risk Asia awards, 2018: appealing to both large and small firms leads to impressive revenue growth for commodities software firm