Browsing: oil futures

Posts Tagged ‘ oil futures ’

Oil Prices Went Where?

Apr 26th, 2020 | Filed under: Commodities, Newly Added, oil, Commodities: Examples, The A.I. Industry, Commodities

By Adam A. Rozencwajg, CFA, Managing Partner, Geohring & Rozencwajg Oil prices joined bond yields in doing the unthinkable: trading at negative levels. In the case of oil, the West Texas Intermediate (WTI) May 2020 contract reached a low of -$40.32 at 2:24 pm before rallying back to finish the day atRead More

Commodities are Beginning to Resemble Equities

Apr 7th, 2019 | Filed under: Commodities, Investing in Commodities, Newly Added, oil, Energy, The A.I. Industry, Gold, Commodities

Observers have long noticed that the relationship between return shocks and equity price volatility is asymmetric. That is, positive shocks do not have a marked effect on volatility; negative shocks do. Fischer Black wrote on the subject more than 40 years ago. Recently there has been a good deal ofRead More