Sector Risk: Commodities
Some of our articles written on Commodities since 2014
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What Just Happened? Plummeting Copper Price. - 1 December 2015. The price of copper has fallen more than 50% since its peak in 2011, dropping 12% in November. The worst is still to come: copper prices have been in an ‘anti-bubble'-an Unstable Contraction mode-since June of this year and risk levels for both long and short positions are rising dramatically.
What Just Happened? Volatility in Oil Prices. -2 September 2015
The 99% 5-day VaR and ES are over 16% and over 25% respectively. Investors in the oil markets need to be prepared for significant multi-day movements in either direction.
What Just Happened? Plunging Oil Prices -22 December 2014.
Investors in the oil markets need to be prepared for insignificant multi-day drawdowns. As of 15 December 2014, our 99% 10-day VaR and ES were -15.4% and -24% respectively.