Default risk climbing for heavily indebted companies as US rate hikes continue, says David Carruthers
Producers sceptical that better infrastructure will allow US exports to relieve crude pressures
Government tries to tackle inflation by linking “sovereign bolivar” to petro
As he retires, Icap Energy founder on his acid test for picking emerging markets, and the promise of LNG derivatives
Energy Risk Awards 2018: By targeting smaller players in mature basins, Engie creates a structure ripe for replication
Hedging instruments fair values rise while oil prices surge
Traders optimistic over long-term prospects for INE RMB crude future
In this study, the authors investigate drivers of merger activity in the oil and gas sector and seek to ascertain how key determinants influence the takeover likelihood of oil and gas companies.
This paper examines how West Texas Intermediate (WTI) crude oil price returns and volatilities respond to changes in US monetary policy.
Commodities firms face lasting changes in 2018
Producers pause to see if prompt price rally rolls along the curve
International banks see healthy interest from overseas clients
This paper focuses upon the oil and gas industry, examining the association between exploration activity risk and company shareholder returns.
Societe Generale takes finance house and research gongs; Citi picks up derivatives award
Energy Risk Asia Awards, 2017: Established client base and strong product offering give Chinese bank edge in domestic oil markets
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