Commodities
Asia CTRM and ETRM software house of the year: OpenLink
OpenLink enters new market segment with RightAngle Xpress
On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets
In this paper, the authors explore the time-varying linkages between two strategic commodities covering the energy sector (crude oil and natural gas) and the QE Al Rayan Islamic Index over the period March 15, 2011–December 25, 2014.
Commodity volatility, skew and inverse leverage effect
Krzysztof Wolyniec on leverage effects and volatility in commodity markets
Big losses force banks to rethink energy lending
Unfunded loans and exposures to suppliers worry credit risk managers
Energy firms fear liquidity void if US capital proposals hit banks
Trades ‘wouldn’t be anywhere near making sense’ for banks
Hidden risks for corporates in renewable energy PPAs
Buyers face load, covariance and basis risks in typical agreements
Position vacant: unpicking energy’s hidden contract risks
Complex, long-term supply deals present job opportunity for risk managers
A profit and loss attribution framework for physical and financial energy portfolios
A P&L attribution framework can improve the information available to energy traders
Commodities may be a sweet spot for blockchain
Some aspects of commodity markets make them a natural fit for distributed ledger technology
Commodities house of the year: Societe Generale Corporate and Investment Banking
French bank focuses on client solutions as rivals pull back
Emir clearing mandate for NFCs is unjustified – EDF Trading
No good reason to subject energy firms to mandatory clearing, says firm's head of regulation
Esma changes to position limits seen as ‘sensible’
Regulator allows higher limits for less liquid commodity derivative contracts
Energy Risk Awards 2016: The winners
Rising commodities powerhouse Citi wins three awards; four nonbank dealers also recognised
Agricultural commodities house of the year: Cargill
Swap dealer unit of US commodity merchant expands global reach
Two sides of the same coin: risk measures in the energy markets
This paper investigates whether there are existing common model features that yield consistently superior results under both VaR and ES risk metrics in the energy commodities markets.
Energy Risk Commodity Rankings 2016 photos
The winners of Energy Risk’s Commodity Rankings were honoured at London’s Le Meridian Piccadilly hotel in February
Phibro CEO eyes opportunities in banks’ retreat from energy
Ex-Morgan Stanley commodities chief Greenshields revives famed trading firm
Seeking a systemic role
Sponsored Q&A: Banca IMI
Technology and regulation
Sponsored feature: OpenLink
A dynamic conditional correlation between commodities and the Islamic stock market
This paper focusses on the dynamics of the correlations between commodities and Islamic indexes.
Quant Ideas: How VAR can add value to energy market analysis
Alessandro Mauro shows how using value-at-risk can improve market risk analysis in the energy sector
OTC trading will live on, SG’s top US commodity trader says
Corporates still need banks for complex, structured deals, says Koppel
Corporate risk manager of the year: Ford Motor Company
Natural hedges and holistic analysis help auto giant cut hedging costs
Quant Ideas: market-making, risk and information in commodities
High volatility and noisy data sets have profound implications on risk management in commodity markets