Special report: High-frequency trading
Special report: High-frequency trading
This month's special report takes a look at high frequency trading in the energy markets. Our first article discusses some of the technological issues while the second looks at how algo trading is changing energy market behaviour.
Fast and furious
High-frequency trading (HFT) is playing an ever-larger role in energy markets, but is it really suited to the nuanced deal sheets of commodities? Stephen Maloney considers this and asks whether HFT is in fact quietly tilting the table to favour those
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Energy Risk Europe Leaders’ Network: the challenge of unpredictability
The European Leaders’ Network, sponsored by Engie, convened in London on June 29, 2026, and focused on the impact of geopolitical tension, price volatility and policy uncertainty on European energy markets.
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AI autonomy may redefine risk management roles
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Managing extreme volatility in commodities
Persistent volatility requires a rethink of technology architecture, says Murex head of market risk practice
Commodity volatility prompts a rethink of risk frameworks
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Asian banks close out energy clients as Iran war bites
Firms with short jet fuel positions faced losses up to $100 million as initial margin soared 566%
