JUNE EVENTS AT THE LONDON SCHOOL OF ECONOMICS' DATA SCIENCE INSTITUTE See the LSE DSI's webpage at: lse.ac.uk/dsi/events

RESOURCE NATIONALISM I was delighted to meet with Rogan Quinn of Rhodium Group this afternoon. Quinn is an expert on China macro, global supply chains, and commodities. He will be contributing a Practitioners Insights article on resource nationalism to a forthcoming edition of Bayes Business School’s Commodity Insights Digest (CID, lnkd.in/gPpZdv89.) #China #GlobalMacro #ResourceNationalism #SupplyChains #Commodities

LAUNCH OF THE JUNE 2026 ISSUE OF THE COMMODITY INSIGHTS DIGEST (CID, ISSN 2996-654X) The June 2026 issue includes the following articles: (a) "Impact Investing in Commodity Futures" by Mascia Bedendo, Adrian Fernandez-Perez, Ana-Maria Fuertes, and Joelle Miffre; (b) "The Hidden Water Constraint in AI Infrastructure" by Brandon N. Owens and Morgan Bazilian; (c) "Sustainability in Commodity Markets" by Guillaume Coqueret, Bertrand Tavin, and Yuxin ZHOU; (d) "Rethinking How U.S. Mineral Supply Chains Are Financed: Why Royalty Models Are Gaining Ground" by Scott A. Pollan; (e) "China, Commodities, and Chokepoints: Market Signals in an Age of Geopolitical Disruption" by Hilary Till; and (f) "Interview with a Practitioner Expert in the Commodity Industry: Colin Waugh". Additional published articles and a presentation by CID Editorial Board members include the following: (a) "Energy Politics Update — Markets Adapt, Buffers Shrink, and Hormuz Goes Dark" by Jenny Considine; (b) "Exposure Management vs. Defined Outcomes" by Jodie M. Gunzberg, CFA; and (c) "Betting on the Future: Determinants of Success and Failure in Futures Contracts". *** The June 2026 issue is available here: linkedin.com/pulse/commodity…. *** The Commodity Insights Digest is an academic publication, which is sponsored by Bayes Business School, City St George’s, University of London (U.K.). In addition, the digest is published in association with Chicago-based Premia Research LLC. The CID’s co-editors are Professor Ana-Maria Fuertes and Honorary Senior Visiting Fellow Hilary Till. Complimentary subscriptions to the CID are currently available here: bayes-cid.com/subscribe. [The illustration for the June 2026 issue of the CID is a generated image, which is based on a vintage railway travel poster in the style of the British artist Norman Wilkinson (1878-1971). The image depicts a view across the Firth of Clyde, featuring mountains in the background and sailing yachts on the river estuary. Wilkinson's work is known for its bold lines and ability to capture the essence of a landscape, a technique he developed for poster design.] #CommodityFutures #ImpactInvesting #Water #AI #Infrastructure #Hyperscalers #CriticalMinerals #SustainableFinance #Diversification

AI/ML EVENT AT THE LONDON SCHOOL OF ECONOMICS The International Association for Quantitative Finance (IAQF), in collaboration with the LSE Data Science Institute (LSE DSI) at the London School of Economics and Political Science ( @LSEnews ), is pleased to co-host this exclusive event on AI/ML in Finance. We invite you to an evening of compelling presentations and lively discussions exploring how artificial intelligence (AI) and machine learning (ML) are reshaping financial markets. Sponsored by: Bigdata.com and @RavenPack. Registration is here: lnkd.in/geS9mnWj. Confirmed speakers and panelists (alphabetically listed): Álvaro Cartea, Professor of Mathematical Finance and Director, Oxford-Man Institute of Quantitative Finance, University of Oxford (UK) Peter Hafez, Chief Data Scientist, RavenPack | Bigdata.com (Spain) James Hamp, Head of Data Strategy & Analytics for Foreign Exchange, Citi and LSE DSI Visiting Fellow (UK) Petter Kolm, Professor, NYU Courant Institute School of Mathematics, Computing, and Data Science (USA) Luitgard Veraart, Professor, Department of Mathematics, LSE (UK) Chair: Johannes Ruf, Professor, Department of Mathematics, and Deputy Director, Data Science Institute, LSE (UK) Moderator: Hilary Till, Principal, Premia Research LLC and Member, @BrettonWoodsCom AI Working Group (USA) Further information on the LSE DSI website is here: lnkd.in/gJdsaZcP. #AI #ML #QuantitativeFinance

LONDON SCHOOL OF ECONOMICS (LSE) DATA INSTITUTE’S UPCOMING LECTURES Read the LSE DSI’s newsletter here: lnkd.in/erBES5qb Sign up to the monthly DSI newsletter here: lnkd.in/eZcnFvPG

OUR DOLLAR, YOUR PROBLEM As a member of the Boston Economic Club, I was delighted to attend Wednesday’s meeting, which featured Harvard Professor Kenneth Rogoff on his most recent book, “Our Dollar, Your Problem: An Insider’s View of Seven Turbulent Decades of Global Finance and the Road Ahead.” Professor Rogoff offered “a sweeping view of the post-war rise of the dollar, the challenges the rest of the world has in dealing with it, and how this experience can help inform the contours of the evolving new global financial system.”

QUANTITATIVE FINANCE AWARD CEREMONY IN NYC Premia Research LLC was proud to serve as a Silver Sponsor of the International Association for Quantitative Finance IAQF and Northfield Information Services Award Dinner, held Tuesday evening at The Yale Club of New York City. A highlight for Premia’s Hilary Till was catching up with co-author Adila Mchich. The two collaborated on the article, “Oil-Indexation and Pricing Natural Gas,” published in Bayes Business School’s Commodity Insights Digest and available here: bayes-cid.com/pdf/issues/202…. Left: The IAQF Event Sign with the Award Winners and Dinner Sponsors Right (L–R): Adila Mchich and Hilary Till #QuantitativeFinance #NaturalGas

QUANTITATIVE FINANCE EVENT IN NYC It was a privilege to hear Nobel Laureate Robert Engle deliver the introductory remarks at Tuesday night’s International Association for Quantitative Finance IAQF / Northfield Information Services award dinner at The Yale Club of New York City. (Top left-hand photo) In attendance: Top right-hand photo - IAQF Chairman Richard Lindsey PhD, IAQF Executive Director David Jaffe, CAE, and IAQF Board Member Hilary Till Bottom left-hand photo - (clockwise) Ilia Bouchouev, Jodie M. Gunzberg, CFA, John Kowalik, Kevin Chen, Brian Fullerton, CFA, Christian Callender-Easby, and Adila Mchich Bottom right-hand photo - Christian Callender-Easby, Kai Wu, and Melanie Petsch #QuantitativeFinance

COMMODITY AND ENERGY MARKETS ASSOCIATION (CEMA) CONFERENCE IN PARIS I am honored to chair a practitioner session at the CEMA conference featuring presentations by Dr. Jenny Considine and Wu-Yen Sun. My presentation will examine the determinants of futures contract success; Dr. Considine will present on Optimized LNG Ship Scheduling; and Wu-Yen Sun will address Momentum Trading and Money Positioning in Energy. I also want to extend my gratitude to Dr. Considine for her service on the Editorial Board of Bayes Business School’s Commodity Insights Digest (CID), which I co-edit, and to both Dr. Considine and Wu-Yen Sun for their contributions to this academic publication. #Commodities #Futures

LONDON SCHOOL OF ECONOMICS (LSE) ALUMNI IN CHICAGO Many thanks to Yezdaan Baber, CEO of @TeamBelvedere LLC, for graciously hosting last night’s dinner for The London School of Economics and Political Science (@LSEnews)’s Chicago-based alumni community. The evening featured remarks from LSE President and Vice-Chancellor Larry Kramer, who outlined the university’s vision for the future, including LSE’s approach to preparing students and institutions for the profound societal shifts expected from AI.​​​​​​​​​​​​​​​​ #AI