How are investors enabling the move to the low-carbon economy?
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
This paper studies the optimal extraction and taxation of nonrenewable natural resources.
Banks ponder how to offset risks of ESG derivatives – or whether hedging is even desirable
Will negative prices and big losses curb retail investors’ appetite for oil futures over the longer term?
Overhauling pricing models could reap rewards even if prices don’t cross zero again
Counterparty departure forces closure of eight oil trackers with $580 million of assets
Model tuned to negative prices has implications for pricing, margining and delta hedging
The market is gravitating to the Bachelier model as an alternative to Black 76
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
Funds long 325 million barrels on April 21
Bourse draws criticism over timing of options model change; delay in sending key margin file
Lucrative hedge portfolios offer promise of cash but unlocking residual value won’t be simple
The winners of Energy Risk’s Commodity Rankings overcame some tumultuous times in 2019, learning lessons that are certainly required in today’s volatile environment
FCMs call for permanently higher margins following “unprecedented” number of breaches
Sanctions increase risk for energy firms as regulators step up enforcement, writes maritime data expert
The week on Risk.net, March 7–13, 2020
Tools to manage LNG freight risk were developed last year, but how is the market responding?
In just four years, market-maker has become the largest provider of liquidity in energy derivatives
Increased climate policy will put more oil and gas assets under threat of stranding