The market for energy trading surveillance solutions, though small, is expanding as specialist vendors emerge, catering to diverse geographies and market specifics. These vendors, which originate from various sectors, contribute further to the market’s…
The authors investigate crude oil futures introduced on the Shanghai International Energy Exchange in March 2018 and the locational trading strategies they can provide and put forward an example of locational arbitrage hedged against foreign risk.
Macquarie brought home four wins at the Energy Risk Asia Awards 2022 – a testament to the diversity of the high-quality solutions and services it offers its clients
Commodity hedging company – which launched Sef last year – hoovers up business from entity that was fined for running unregistered Sef
Highest cash call on record triggered by higher commodity prices as Europe energy crisis persists
As the financial industry shows signs of climate fatigue, regulators need to pick up the slack
A futures price’s term structure is built to account for trends and seasonality effects
Lenders buttress provisions against unpredictable fallout from Russia's invasion of Ukraine
Energy price spikes force clearing firms to consider extreme or even ‘implausible’ scenarios
This paper investigates the dynamic spillover between crude oil, natural gas and the stock markets in Brazil, Russia, India, China and South Africa (BRICS).
Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth?
This paper uses a smooth transition regression model to examine the role of SWF asset growth in lessening the effect of oil market volatility on GDP growth.
IM held against F&O positions hit all-time high, as number of margin breaches nudged higher
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty
This paper analyzes the impact of oil market uncertainty on the level, slope and curvature factors derived from the term structure of US interest rates.
This paper proposes the GARCH model combined with the Cornish–Fisher expansion for the oil VaR forecast.
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
Sovereign wealth fund GPFG piled up FX and IR contracts and tapped CDS for the first time
Broader acceptance of emissions certificates and letters of credit could relieve margin pressure
Investors must think long-term, warns risk expert; west may lose out to crypto and new financial hubs
Sanctions could block coupon payments on $200bn of externally held foreign currency bonds
Directional predictability between returns and trading volume in the futures markets of energy: insights into traders’ behavior
This papers aims to test for directional predictability between returns and volume (and vice versa) in the energy futures markets, employing a cross-quantilogram approach that enables the assessment of the temporal association between two stationary time…
Oil giant posts fourth consecutive yearly increase in 2021
Over 93% of the oil giant’s derivatives instruments were designated as current