Commodities
FX books bulge in quant investment field
Carry strategies attract bulk of interest; banks eye growth in volatility, intraday and emerging market replication
Zero-day hedging takes root in new asset classes
Option users move beyond equity indexes in search of cheaper, sharper hedging tools
Trend following struggles to return to vogue
Macro outlook for trend appears to be favourable, but 2023’s performance flop gives would-be investors pause for thought
On the contagion effect between crude oil and agricultural commodity markets: a dynamic conditional correlation and spectral analysis
The authors present an empirical study concerning the volatility comovements between crude oil and agricultural commodities relative to global economic shocks such as Covid-19 and the Russo-Ukrainian war.
New challenges for fuel companies in a changing biofuels market
The market for biofuels is undergoing transformative change, driven by ambitious regulation and rising demand from corporates looking to decarbonise to hit net-zero pledges.
Achieving net zero with carbon offsets: best practices and what to avoid
A survey by Risk.net and ION Commodities found that firms are wary of using carbon offsets in their net-zero strategies. While this is understandable, given the reputational risk of many offset projects, it is likely to be extremely difficult and more…
Firms seek optimisation gains as UMR and SA-CCR bite
A wider range of market participants is taking advantage of service providers such as OSTTRA’s optimisation cycles to drive margin and counterparty credit risk efficiencies across asset classes including FX, rates, equities, commodities and credit
HSBC shifts part of US precious metal trades to UK
US subsidiary transfers all related market risk to headquarters
Nickel odium: critics pan BoE role in LME meltdown
Last year’s nickel fiasco calls into question effectiveness of UK supervisory model – and of central bank’s part
Energy Risk Asia Awards 2023: the winners
Winning firms demonstrate resiliency and robust risk management amid testing times
Energy Risk Awards 2023 winner’s video: Nodal Exchange
Paul Cusenza, chairman and chief executive of Nodal Exchange – winner of the 2023 Energy Risk Commodity exchange of the year award – discusses how his firm navigated the extreme conditions of the past year and how he expects power and environmental…
Liquidity risk triples at Nasdaq in second quarter
Updated model extends time horizon to seven-plus days
HKEX expected to cover damages in LME nickel lawsuits
Legal costs cannot be passed to members as non-default losses under the LME’s rule book, lawyers say
Goldman’s Marquee is a gradual revelation
Multiple apps are being corralled into a sticky cross-asset ecosystem, updated with Python and cloud
The battle to stop energy markets boiling over
European CCPs and supervisors join call for changes to mitigate any repeat of last year’s crisis
Esma calls for enhanced disclosures in OTC energy markets
LME has already mandated more information on non-cleared positions to help foresee market shocks
UBS precious metals team shines amid market turmoil
Global uncertainty always adds allure to precious metals, putting a premium on the long-standing relationships and cutting-edge technology of the UBS precious metals team
Enabling green choices despite market turmoil
Throughout recent market tumult, ENGIE remained committed to net zero, forging even closer connections with clients to fuel global growth
Energy Risk Commodity Rankings 2023: Axpo – the power of partnerships
In the face of recent extreme volatility and price hikes, the strong partnerships Axpo has with its clients has enabled both parties to weather the storm
Energy Risk Commodity Rankings 2023 winner’s video: Axpo
Following the firm’s strong performance in the 2023 Energy Risk Commodity Rankings, Axpo Solutions' Domenico Franceschino discusses the extreme market conditions of 2022, along with future expectations for the gas and power markets
ION Commodities: addressing the market’s recent pain points
Energy Risk Software Rankings winner’s interview: ION Commodities