Oil
New Venezuelan currency linked to oil-backed crypto
Government tries to tackle inflation by linking “sovereign bolivar” to petro
Newman: why commodities will stay OTC
As he retires, Icap Energy founder on his acid test for picking emerging markets, and the promise of LNG derivatives
Deal of the year: Engie
Energy Risk Awards 2018: By targeting smaller players in mature basins, Engie creates a structure ripe for replication
BP net derivative assets top $1.5 billion
Hedging instruments fair values rise while oil prices surge
Chinese oil future could be first of many in Asia
Traders optimistic over long-term prospects for INE RMB crude future
Takeover likelihood in the oil and gas industry: firm-, macro- or industry-specific causes?
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.
The impact of unconventional monetary policy shocks on the crude oil futures market
This paper examines how West Texas Intermediate (WTI) crude oil price returns and volatilities respond to changes in US monetary policy.
How energy players are reaching the limits of hedging
Commodities firms face lasting changes in 2018
Oil hedging rally slows amid backwardation
Producers pause to see if prompt price rally rolls along the curve
China oil future approved, March start targeted, says source
International banks see healthy interest from overseas clients
Exploration risk in international oil and gas shareholder returns
This paper focuses upon the oil and gas industry, examining the association between exploration activity risk and company shareholder returns.
Energy Risk Asia Awards 2017: The winners
Societe Generale takes finance house and research gongs; Citi picks up derivatives award
Oil & products house of the year, Asia: BOCI
Energy Risk Asia Awards, 2017: Established client base and strong product offering give Chinese bank edge in domestic oil markets
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