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.
Generating probability-weighted oil price scenarios from traded derivatives prices can help risk managers in the industry
Through financial network analysis, this paper ascertains the existence of important causal behavior between certain financial assets, as inferred from eight different causality methods.
This paper provides an analysis of a broad spectrum of fundamental and nonfundamental indicators for crude oil prices.
Bilgili, Ferconi and Ulitsky propose a constrained portfolio optimisation approach incorporating stress scenarios
This paper models the evolution of the oil price as a mean-reverting regime-switching jump–diffusion process.
Paul Tudor Jones II, Santhanam Nagarajan and Dario Villani show how to use volatility modulation
Energy Risk Awards 2017: Global energy firm's trading arm steps up crude activities
Forecast suggests drop in crude volatility in months ahead
Deal volumes in US shale sector soar as operators slash costs and hedge against falling oil prices
Net long position weakens after cartel announces change in attitude to price drivers
Giving management the freedom to do what it wants may not improve the energy industry's reputation
Changing market dynamics increase importance of trading, says Norwegian oil firm
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
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.
Hedging revenue set to plummet in 2017
Market conditions will change, bringing liquidity back
French bank expands Asia client base amid oil rout
Loans with low loss given defaults now considered impaired, lenders complain
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GZC’s Elbhar rode oil spread trade to 40% annual return in 2015
As ranks of commodity funds thin, survivors say investor interest is starting to pick up
Yarian leaves Barclays; FCA makes Bailey chief executive; Kelleher becomes Morgan Stanley president
Mexico hedged against the oil price collapse while diversifying its debt investor base