Risk management
Applied risk management series: Optimising commodity hedging programmes
The design and optimisation of a successful commodity hedging programme requires solid backtesting that meets the needs of different business functions. Using a recent case study, Carlos Blanco and Tamir Druz show how various tests can complement and…
Energy Risk Glossary 2013
The Energy Risk Glossary: the most comprehensive reference source for anyone involved in the global energy markets
Energy Risk Asia awards open for submissions
Energy Risk is now accepting submissions for its annual Asia awards
Prop trading no longer an option for dealers, says Masters
Commodity businesses must have broad client base to absorb increased regulatory costs, says JP Morgan commodities head
Energy Risk Awards 2013
The annual Energy Risk Awards celebrate excellence and innovation in commodity and energy markets. We present this year's winners
BNP hires former Deutsche commodities head
Noble Group names new CRO; US commodities reshuffle at Société Générale; CFTC names director of international affairs; Citi sees changes in metals and LNG; Deutsche Bank makes senior hires
The rise of iron ore derivatives
A shift in the way iron ore cargoes are priced has helped give rise to a burgeoning market for iron ore derivatives. Interest in trading the product has come from a wide range of participants, including producers, consumers and investors – making it one…
Cutting edge: Minimising risk when hedging crude oil options
In this paper, Christian-Oliver Ewald, Roy Nawar and Tak Kuen Siu study the performance of locally risk-minimising hedging strategies in the context of futures and options written on crude oil. In contradiction to prior research, the authors show it is…
Energy Risk USA: Energy market participants struggle with reporting
Dodd-Frank rules on swap data reporting creating a headache for energy market participants
Energy Risk USA: New CFTC position limits due in June, O'Malia says
CFTC will soon unveil revised rule on commodity position limits after a court rejected its previous effort, says O'Malia