Geopolitical risks, price volatility, clashing cycles, higher interest rates – these are tough times for economies and investors. Ahead of the 2022 Societe Generale/Risk.net Derivatives and Quant Conference, Risk.net spoke to the bank’s team about some…
Over 93% of the oil giant’s derivatives instruments were designated as current
This is the first paper that estimates the price determinants of Bitcoin in a generalized autoregressive conditional heteroscedasticity (GARCH) framework using high-frequency data.
FX Week recently hosted a webinar in partnership with Refinitiv to ask foreign exchange industry leaders to discuss geopolitical challenges, market changes and developments, and evolving technologies, and how they have shaped forex markets in Asia
In this paper, the authors examine if investors can profit from the underperformance of leveraged exchange-traded funds (ETFs) in long holding periods.
This paper proposes an extended conditional autoregressive range (EXCARR) model to describe the range-based volatility dynamics of financial assets.
Sponsored webinar: FIS
A swap dealer’s products and services should offer the necessary flexibility and control to respond in real time to market volatility and changing business dynamics
Sponsored feature: Murex
Sponsored feature: CME Group
Organisations that remain active in markets such as agricultural trading have been forced to rethink risk management and trading, reformulating strategies to tackle this brand new financial world
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Price differentials make LNG exports viable but price future risk could hamper projects; credit-worthy partner is key
High natural gas supply, weak prices to continue; non-investment grade producers to suffer as current hedges roll off
BNP Paribas’s innovative hedging deal for Kosmos Energy
Société Générale agrees to buy North American power and natural gas assets from RBS Sempra Commodities
Liquids-rich plays attract attention as the low natural gas price outlook continues
Commodity investment to strengthen and become more active in 2011 as natural gas producers look to hedge low price expectations
Favourable hedges protect unregulated power company ratings next year, but 2012 expiries could leave sector exposed
Experts link drop in natural gas trading activity and liquidity to fundamentals and regulatory uncertainty
Stepping up to the plate: evaluated pricing, operational frameworks, governance and technology tools
US producers move to oil plays, 2011 natural gas hedging programmes not expected to support current production levels