Content hub relating to Energy Risk USA
Op-ed piece by Cetin Karakus, BP
Read a full piece by Cetin Karakus, global head of quantitative and analytical solutions, BP
Energy Risk USA 2019 content pack
Read our event highlights from Energy Risk USA 2019
Climate risk – A new normal
This report explores how corporates – and the banks that invest and lend to them – are approaching this new discipline.
Bachelier – a strange new world for oil options
Model tuned to negative prices has implications for pricing, margining and delta hedging
Shale firms pump hedge books for liquidity lifeline
Lucrative hedge portfolios offer promise of cash but unlocking residual value won’t be simple
The market is gravitating to the Bachelier model as an alternative to Black 76
Will negative prices and big losses curb retail investors’ appetite for oil futures over the longer term?