Oil
A forward dynamic optimization strategy under contango storage arbitrage with frictions
The goal of this paper is to explain and improve the offshore oil storage trade observed in a contango market using a forward dynamic optimization strategy. The strategy is developed using trades in forward contracts and contrasted with the literature.
Using derivatives to forecast oil scenarios
Generating probability-weighted oil price scenarios from traded derivatives prices can help risk managers in the industry
Causality networks of financial assets
Through financial network analysis, this paper ascertains the existence of important causal behavior between certain financial assets, as inferred from eight different causality methods.
Modeling superior predictors for crude oil prices
This paper provides an analysis of a broad spectrum of fundamental and nonfundamental indicators for crude oil prices.
Stress hedging in portfolio construction
Bilgili, Ferconi and Ulitsky propose a constrained portfolio optimisation approach incorporating stress scenarios
Optimal oil production under mean-reverting Lévy models with regime switching
This paper models the evolution of the oil price as a mean-reverting regime-switching jump–diffusion process.
Lessons from the Mortician: volatility modulation
Paul Tudor Jones II, Santhanam Nagarajan and Dario Villani show how to use volatility modulation
Oil & products house of the year: Engie Global Markets
Energy Risk Awards 2017: Global energy firm's trading arm steps up crude activities
Stability ahead? Oil prices to tighten as expectations wane
Forecast suggests drop in crude volatility in months ahead
M&A activity surges for well-hedged shale operators
Deal volumes in US shale sector soar as operators slash costs and hedge against falling oil prices
Opec learns to love hedge funds
Net long position weakens after cartel announces change in attitude to price drivers
The hazards of toothless transparency requirements
Giving management the freedom to do what it wants may not improve the energy industry's reputation
Statoil braces for increased oil volatility
Changing market dynamics increase importance of trading, says Norwegian oil firm
Exposing the past: oil hedgers prepare for crude volatility
Historic crude price fluctuations make hedging critical. With prices falling across global markets, many exploration and production companies have assessed their risk and are calculating the best way to deal with it – internally and externally
Do investors price industry risk? Evidence from the cross-section of the oil industry
This paper analyzes the case of commodity-dependent industries by testing in the case of the oil industry and analyzing whether oil exposure relates to the cross-section of returns.
US year-ahead oil hedging up 9% on 2015: study
Hedging revenue set to plummet in 2017
Energy hedging is down but not out
Market conditions will change, bringing liquidity back
Asia oil dealer of the year: BNP Paribas
French bank expands Asia client base amid oil rout
Banks: OCC guidance forced downgrade of healthy energy loans
Loans with low loss given defaults now considered impaired, lenders complain
Commodity volatility increases need for risk management
Sponsored video: Platts
Ex-Citi oil options head enjoys the hedge fund life
GZC’s Elbhar rode oil spread trade to 40% annual return in 2015
Commodity hedge funds hope for rebound after 2015 rout
As ranks of commodity funds thin, survivors say investor interest is starting to pick up
People: Barclays ousts head of rates trading
Yarian leaves Barclays; FCA makes Bailey chief executive; Kelleher becomes Morgan Stanley president
Sovereign risk manager of the year: SHCP
Mexico hedged against the oil price collapse while diversifying its debt investor base