Natural gas
All aboard for LNG freight derivatives?
Tools to manage LNG freight risk were developed last year, but how is the market responding?
Calls to hike climate policy raise risk for oil firms
Increased climate policy will put more oil and gas assets under threat of stranding
Risk premia strategies – Lessons learned for the future
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
Parameter variation and the components of natural gas price volatility
This paper models natural gas returns explicitly, allowing for market participants to learn over time and to react differently to present changes in economic variables. This learning and adaptation, and the attendant parameter uncertainty, constitutes…
Finding potential in a volatile commodities market
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
US-China trade war becomes focus again for commodities
As the end of the 90-day truce in US-China trade hostilities looms, commodity markets brace for uncertainty
Banks won’t return to commodity markets, conference hears
Energy Risk Asia: energy majors and other entities taking up space vacated by banks
A real option analysis on retiring existing coal-fired electricity plants in the United States
This paper looks at the conditions under which a reasonable green policy by a US state encourages the early replacement of existing coal plants with new natural gas plants.
Dynamic gas models make for better hedges
Study highlights dwindling role of weather in market
‘Trump digs coal’ – but is that enough?
Are Trump's efforts to support US coal levelling the playing field for fuel sources, or flogging a dead horse?
Options pricing shows next few years crucial for US coal
Carbon trading outweighed by building and fuel cost, research finds
Asian LNG derivatives trade surges on increased hedging
Expectations grow that a long-awaited Asian gas derivatives market is emerging
Gas traders fear US winter price spike
Shale’s ability to step up production rapidly is being relied upon to shore-up under-supply
Natural gas house of the year: BP
Energy Risk Awards 2018: Reliability is key to BP’s ability to deliver across global gas markets, even in difficult conditions
BP net derivative assets top $1.5 billion
Hedging instruments fair values rise while oil prices surge
Shale, pipelines and hubs: turmoil ahead for US gas hedging
Regional market correlations in flux amid structural change
Dollar cost averaging won't work for energy hedging
Long periods of losses make strategy impractical, says energy consultant
A three-factor model on the natural gas forward curve including temperature forecasts
This paper introduces a three-factor model that jointly describes both natural gas forward prices and temperature forecast dynamics.
Ferc urged to prop up illiquid natural gas indexes
A lack of willing price reporters is eroding confidence in key benchmarks
Ferc’s Collins defends manipulation rule
US energy market watchdog is “serious” about its surveillance role
Falling margins force energy firms to expand data use
Verification and model challenges arise as volatility and margins dry up
Beware the pitfalls of right- and wrong-way risk
Credit exposure can be hazardous. Misinterpreting the risks posed can be ruinous
Natural gas house of the year: Engie Global Markets
Energy Risk Awards 2017: Gas expansion places EGM at market's forefront