Impact of changes in the global environment on price differentials between the US crude oil spot markets for the periods before and after 2008–9
This paper uses threshold cointegration to examine price differentials between crude oil spot markets in the US for the periods before (2000–2007) and after (2010–17) the advent of major technological and other changes impacting the oil sector.
FX spot is already a hard game for many LPs and the rise of skew sniping only makes things harder
Clients face penalties if they fail to meet sustainability criteria during algo rental period
Sick of losing out to predatory HFTs, dealers are trying to create liquidity pools they can trust
Some liquidity providers back GFXC guidance; others say it doesn’t go far enough
EU carbon certificates show lower volatility and higher netting than Basel approach assumes
Traders signal shift to currency strategies, but is it passing fad or permanent fixture?
GFXC to meet this week about revising global FX code, which may influence European legislator stance
Group set up after big Citi loss considers limit-checking hub, among other options
Interview: Trading rooms went virtual, central banks stepped up – but some platforms flopped
As Europe weighs Aussie-style rules for spot trading, some see benefits – but many fear the burden
Spreads tighten on many currency pairs but liquidity still patchy
Interview: Ralf Donner explains why algo usage is up while markets are down
Old tensions have new edge as banks urge clients to bypass platforms
Mixed feelings for sell-side traders as Covid-19 spurs wave of speculation and hedging
Tools to manage LNG freight risk were developed last year, but how is the market responding?
Beyond central bank policy, traders see a range of hidden structural factors at work
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
Risk Awards 2020: Swiss bank shows block trading can still compete in the age of the algo
Research shows patchy disclosures, plus differences from banks on pre-hedging and rejected orders
On cryptocurrencies, commissioner worries about spot market, but has confidence in big futures exchanges
An easy to calibrate and accurate swap market model is proposed
This paper studies the characteristics of the conditional mean and volatility of daily price movements of the system price for the Nordic/Baltic one-day-ahead spot electric power market.
Disclosures show striking differences on pre-hedging, hold times and trade acceptance