Price risk
Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
The author proposes methods for how contractors may attempt to mitigate exchange rate risks in hybrid payment systems and validates these with empirical data from a hypothetical project.
Smarter trading in a fragmented world
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
Can shorting leveraged exchange-traded fund pairs be a profitable trade?
In this paper, the authors examine if investors can profit from the underperformance of leveraged exchange-traded funds (ETFs) in long holding periods.
Range-based volatility forecasting: an extended conditional autoregressive range model
This paper proposes an extended conditional autoregressive range (EXCARR) model to describe the range-based volatility dynamics of financial assets.
Finding alpha in uncertain energy markets
Sponsored webinar: FIS
Managing risk in agricultural commodities
Introduction
Adapting to change in agricultural commodities markets
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
The role of technology in commodities trading and risk management
Sponsored feature: Murex
Hedging commodity exposure in international markets
Sponsored feature: CME Group
Managing external pressures at agricultural organisations
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
Gas users lock in low long-term prices
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Experts question North American LNG exports
Price differentials make LNG exports viable but price future risk could hamper projects; credit-worthy partner is key
S&P: Negative hedging outlook for nat gas producers
High natural gas supply, weak prices to continue; non-investment grade producers to suffer as current hedges roll off
BNP Paribas's innovative hedging for Kosmos Energy
BNP Paribas’s innovative hedging deal for Kosmos Energy
Societe Generale to acquire RBS Sempra gas and power assets
Société Générale agrees to buy North American power and natural gas assets from RBS Sempra Commodities
US E&P to shift from gas to liquids in 2011
Liquids-rich plays attract attention as the low natural gas price outlook continues
Positive outlook for 2011 commodity inflows: survey
Commodity investment to strengthen and become more active in 2011 as natural gas producers look to hedge low price expectations
Hedge expiries to increase US power ratings risk in 2012: Moody’s
Favourable hedges protect unregulated power company ratings next year, but 2012 expiries could leave sector exposed
Nat gas hedging hit by regulation and fundamentals
Experts link drop in natural gas trading activity and liquidity to fundamentals and regulatory uncertainty
Risk forum: evaluated pricing
Stepping up to the plate: evaluated pricing, operational frameworks, governance and technology tools