Tag Archives: S&P GSCI Crude Oil

Jul 10, 2020

A Cast of Crude Oil Indices

Over the past two decades, innovation in futures-based commodity indexing has allowed for the launch of commodity indices beyond broad market beta indices and into more sophisticated strategies with non-traditional roll mechanisms or contract selection. In that vein, S&P Dow Jones Indices (S&P DJI) offers a wide variety of oil indices that offer exposure at…

READ

Jun 18, 2020

Crude Oil Can Get Carried Away by Contango

The long-term impact of the COVID-19 pandemic on commodities markets is not yet known. There have undoubtedly been short-term impacts on supply and demand, ranging from a collapse in oil demand to supply disruptions at individual mines as a result of COVID-19 infections among mine employees. The longer-term implications of these demand and supply shocks,…

READ

Feb 12, 2020

Brent versus WTI Crude

Crude oil is the most abundant and most traded commodity in the world, and it is one of the first places market participants look when seeking commodity exposure. Crude oil prices are also closely watched as investors try to glean clues about global economic growth; even after the collapse of oil prices in 2014, the…

READ

Jan 30, 2020

Divergence in Sector Returns

After a pullback in the market over the last week, it remains to be seen if U.S. equities will finish the month in the black.  However, as of yesterday’s close, the S&P Composite 1500, which represents over 90% of U.S. equity capitalization, was up 1.21% since the turn of the year as large cap gains…

READ

Feb 15, 2018

Crude Oil: On Production, Performance, and Roll Yield

In November 2017, according to the Energy Information Administration, U.S. crude oil production surpassed 10 million barrels per day for the first time since November 1970. After 1970, it began to decline, dropping bellow 7 million barrels per day in February 1993, below 6 million barrels in March 1999, and then remaining at that level…

READ

Apr 28, 2016

Why This New Way To Invest In Oil In Hong Kong Matters

Now, there has been a long bull market where stocks have outperformed commodities for eight consecutive years, ending in 2015. It’s a record. If markets behaved just as they have in the past, then some investors might say it’s time to switch asset classes. However, the high correlation between risky assets experienced recently like during the…

READ


Sign up to receive Indexology® Blog email updates