James Sawyer Intelligence Lab - Newsdesk Commodities Brief

Commodities Field Notes

Energy and minerals intelligence distilled for readers tracking commodity markets, policy constraints, and supply-chain risk.

Updated 2026-01-24 03:00 UTC (UTC) Newsdesk lab analysis track | no sensationalism

Lead Story

Geopolitics as monetary shock tightens European banks

Geopolitical tensions have tightened bank funding conditions for exposure to Russia and Belarus, creating a silent tightening that predates and compounds ECB policy moves. A CePR study using granular European deposit and loan data finds that banks with geopolitically sensitive borrowers faced higher funding costs and weaker deposit inflows after sanctions measures intensified in early 2022. The authors quantify a deposit pricing penalty of roughly five basis points for exposed banks, with aggregate deposit funding costs rising by between 80 million and 110 million across the sector. They describe a shadow tightening amounting to about 57 basis points before the ECB began its rate-hiking cycle, alongside a roughly 3 per cent contraction in loan volumes for exposed banks. The message is clear: geopolitics can operate as a monetary shock that alters policy transmission, especially in a fragmented euro area where funding conditions diverge by institution.

The paper traces a causal chain from balance-sheet stress to inhibited lending, showing a direct link between higher funding costs and reduced credit supply. Banks hit hardest by the geopolitical shock retrench in lending, with the strongest funding-cost pressures translating into the largest reductions in loan volumes. The authors stress that this is a liability-driven mechanism: financing conditions deteriorate, margins are squeezed, and lending capacity tightens even when demand from borrowers remains, or temporarily rallies on energy-price dynamics. The study notes that the effects are not just a pass-through of energy-price inflation but a bank-specific fraying of funding structures that amplifies subsequent monetary tightening.

A striking implication is for policy credibility and transmission in a EU landscape marked by fragmentation. The analysts argue central banks cannot simply "look through" geopolitical disruptions or treat them as temporary supply shocks. They emphasize the need to incorporate geopolitical concentration risk into macroprudential stress tests and capital planning, and to recognise that external finance premia can intensify the bite of rate hikes. In short, geopolitics is not only about sanctions and trade; it reshapes the monetary policy channel via the banking sector, potentially tightening the stance beyond headline policy rates.

The study invites a closer watch on bank funding-cost dynamics and exposure concentrations. If the ECB or other central banks see persistent divergences in funding costs across banks with geopolitically sensitive exposures, markets may price in a more uneven policy path. Regulators and supervisors are urged to monitor these channels and to validate stress-test assumptions against a backdrop of growing geopolitical fragmentation. For market participants, the findings mean that exposures, hedging strategies, and lending standards will remain at the forefront of policy discussions and bank-by-bank risk assessments in the coming quarters.

In This Edition

  • Geopolitics as monetary shock in Europe: silent tightening threatens ECB transmission and uneven bank funding costs
  • Augmentum Fintech: why good ideas still fail in venture investing
  • The markets listened to Trump's Davos speech; Carney's: governance in a post-rule world
  • The most bought and sold equity income funds in 2025
  • EU Industrial Accelerator Act: sovereignty push with inflationary risks
  • Mexico weighs Cuba oil cut as Trump pressure mounts
  • Scientists Pioneer Reverse Solar Panels to Create Energy at Night
  • SLB Predicts Worst Is Behind Global Oil Market
  • Natural Gas Prices Across the USA Surge
  • American Rare Earths Halleck Creek byproduct research
  • Gold breaks through 4900 as macro hedge debate intensifies
  • European defense stocks seen as attractive with mining links

Stories

Augmentum Fintech: Why good ideas still fail in venture investing

Execution, timing and founder quality determine fintech outcomes, says Augmentum Fintech’s chief executive; sector variability persists across portfolios. Augmentum Fintech has been cited as one of the best-performing investment trusts of December 2025, yet Tim Levene stresses that momentum does not guarantee sustained share-price disconnects from net asset value. He warns against reading recent performance as a cure for a still-mixed track record since the trust’s 2018 launch, emphasising that a discount to NAV remains a persistent challenge. The interview frames ongoing lessons on scenario planning, governance, and disclosure as the fund pivots toward more selective thesis execution and closer communication with the market.

Levene argues that the single biggest determinant of outcomes is the team behind portfolio companies. He cites examples where the thesis proved sound but execution faltered, turning promising outcomes into disappointing results. Farewill is cited as a cautionary tale in which product-market fit and monetisation strategies did not develop as expected, underscoring the risk that strong ideas must be matched with durable multi-product strategies and credible unit economics. Tide is highlighted as a success story, illustrating how early bets can compound when the market finds fit with customer needs and scalable product offerings.

The interview traverses the fintech landscape, stressing that disruption remains attractive but not risk-free. Levene contends that the market remains cognisant of the fact that most fintech exits occur via M&A rather than IPOs, which, in his view, continues to shape capital availability and the timing of exits. He maintains a bullish long-term stance on fintech in the UK, while acknowledging that a broad range of outcomes persists across the channel between early-stage ideas and their real-world profitability.

The conversation shifts to the broader market environment, outlining how industry-wide enthusiasm for AI-enabled financial services intersects with funding discipline and discipline around founder quality. Levene stresses that the next wave of fintech success will ride on a pattern of disciplined capital deployment, rigorous due diligence, and a willingness to redeploy capital from failed bets. He notes that while the sector looks attractive, investors should not misinterpret capital returns as a reliable indicator of future profitability; every venture investor experiences losses, and scalable, repeatable models matter more than isolated winners.

The interview closes with reflections on the role of governance, strategy communication and public trust in a sector undergoing rapid evolution. Levene positions Augmentum Fintech as thesis-led but not thesis-reliant, insisting that timing and team capability are coequal with ideas in driving long-term returns. The broader message is that fintech opportunity remains substantial, but market success will continue to demand executional discipline across the portfolio and a clear view of what constitutes a durable competitive advantage.

The markets listened to Trump’s Davos speech; Carney’s

Markets rallied on Trump’s Capitol stance while Carney outlined a middle-power coalition framework for resisting coercion in a shifting order. A trust-your-premiss narrative from Davos framed two competing futures for global governance and markets. Trump’s address, described as transactional and forceful in tone, prompted relief among investors who perceived a potential re-prioritisation of strategic interests but remained wary of the long-term implications for multilateral arrangements. In contrast, Canadian financier and former Bank of England governor Mark Carney argued for variable geometry coalitions among middle powers as a stabilising counterweight in a research-driven governance model. The juxtaposition highlights a transition from a rules-based order to one premised on flexible coalitions.

The piece notes that the Greenland episode still scented the air of Davos week, but the market response depended on which narrative investors found more credible. Trump framed a more transactional approach to sovereignty and security, while Carney proposed a more complex, multilateral pathway to resilience. The market reaction was not uniform; some participants signaled a readiness to embrace a coalition model while others anticipated frictions in trade alignment and policy harmonisation. The analysis suggests that the near term could feature trial balloons for new trade accords or alignment blocs among a handful of mid-tier powers.

Analysts caution that the shift from a rules-based system to coalition governance would carry market implications, including how supply arrangements and cross-border investment flows adapt to new risk premia. The article stresses the need to monitor progress on potential middle-power coalitions and any concrete deals or trade alignments among peers such as Canada, Korea, Australia, the Netherlands and allies. Observers also point to the risk that this transition could complicate anchor policies on tariffs, sanctions, and investment protections, injecting new layers of negotiation into existing frameworks.

The piece concludes with a view that the trajectory depends on credible cooperation, rather than rhetoric alone. If middle-power coalitions begin to crystallise around specific sectors or geographies, markets could reprice risk in line with evolving governance architecture. Conversely, a lack of concrete deals or divergent interests could embed volatility as participants test the limits of a new order. The Davos moment, in this interpretation, is less a conclusion and more a signalling point for how the next era of global governance might unfold.

The most bought and sold equity income funds in 2025

Investor rotation within equity income funds points to evolving risk appetites and potential future inflow dynamics. Artemis Global Income led global equity-income inflows in 2025, rising from 1.6 billion to 4.2 billion, while Fidelity Responsible Global Equity Income grew to 276 million and Fidelity Global Dividend to 3.8 billion; BNY Mellon Global Income saw 3.4 billion in inflows but faced 364 million of withdrawals. Artemis Income, by contrast, fell by 409 million as part of a broader rebalancing. The story illustrates shifting preferences within income strategies and a bifurcated landscape where some funds attract capital while others experience outflows.

The reporting highlights a nuanced portrait of investor sentiment. The data imply a preference for funds that can weather higher volatility while preserving income streams, even as valuations in the sector remain patchy. Analysts emphasise the importance of quarterly inflows and outflows, performance quartiles, and the relative performance of IA Global and UK Equity Income funds as signals for near-term fund flows and potential re-pricing of the sector. The dynamics suggest ongoing scrutiny of fund managers’ ability to translate thesis into durable returns.

Market observers caution that such inflow patterns are sensitive to macroeconomic contingencies, including central bank policy paths and earnings visibility in the financials and consumer sectors. They warn that discount-to-NAV dynamics can reflect broader sentiment about discretionary risk, especially in a period of divergent growth trajectories and uneven liquidity conditions. For portfolio managers, the takeaway is to watch quarterly flows, liquidity metrics, and the performance gap within the income universe, with a focus on how managers innovate around risk distribution and multi-product monetisation.

In practice, the signal is twofold: some income-focused strategies may continue to attract flows as investors seek ballast in rising-rate environments, while others could see persistent depletion if growth slows or if distribution policies fail to sustain returns. Market participants will be watching for changes in the quarterly flow data and in performance quartiles, as these indicators can foreshadow shifts in allocation priorities and fund-level risk appetites in 2026.

EU Industrial Accelerator Act: a sovereignty push with costs

The EU’s Industrial Accelerator Act is framed as a sovereignty-driven push that could raise tender prices and complicate global supply chains. Oilprice discusses a delayed February 25 publication of the Act, which seeks 60-80 per cent Made in Europe targets and strict local-labour conditions for foreign investments above 100 million in strategic sectors. The Act emphasises EU-sourced nuclear and hydrogen supply and introduces labels for green steel to justify price premia, shaping procurement and supplier selection. Critics warn this could inflate tender costs and risk decoupling from global supply chains, potentially complicating decarbonisation efforts.

Analysts flag the risk of a two-speed Europe where the bloc’s core North and West are subsidised to create national champions, while southern and eastern member states face higher costs for imported, EU-labelled products. The draft text also contemplates speeding up permitting processes for energy-intensive industries, while acknowledging the friction of REACH regulations, environmental protests, and grid interconnections. The policy debate surrounding exemptions for member states could further tilt the playing field away from level competition.

The report warns that mandating EU content before upstream global supply chains are fully developed may hamper decarbonisation timelines. European electrolyser and solar component suppliers face high costs and limited orders, complicating the objective of affordability in energy infrastructure. The broader inflationary risk is highlighted, with some analysts arguing that sovereignty-focused subsidies could raise public finance exposure and complicate the bloc’s competitiveness.

In sum, the Act anchors a strategic shift toward domestic sovereignty, with potential consequences for prices, supplier diversification, and project feasibility. Brussels’ balancing act between accelerating the green transition and maintaining cost discipline will be crucial as negotiations with member states, industry, and financiers proceed. The final text and exemptions will shape tender dynamics and investment choices across Europe in the months ahead.

Mexico weighs Cuba oil cut as Trump pressure mounts

Mexico evaluates halting or reducing crude shipments to Cuba amid US pressure, highlighting strategic energy diplomacy in the Caribbean. Oilprice reports that Mexico is weighing whether to suspend or scale back oil shipments to Cuba under longstanding contracts as Washington intensifies pressure on Havana. January-September trade data show Mexico shipped about 17,200 barrels per day of crude and 2,000 bpd of refined products to Cuba, a lifeline for Cuba’s beleaguered energy system but a political hotspot in US-Mexico policy dynamics.

Publicly, President Claudia Sheinbaum has signalled that oil shipments will continue, framing them as humanitarian aid, while officials privately weigh the potential consequences for broader US-Mexico-Canada trade alignment under US pressure. The dilemma sits at the intersection of energy security, human welfare, and geopolitical risk management, with Cuba’s energy crisis deepening as Venezuelan supplies have waned. Cuban grid fragility and the cost of maintaining fuel imports loom large in internal policy debates and regional diplomacy.

The political calculus includes concerns about US-MCA commitments, counter-narcotics cooperation, and the broader objective of maintaining stable energy networks in the Caribbean. Mexico’s decision could influence flows through the region, with potential repercussions for energy access in Cuba and for Mexican relationships with Washington and Havana. Markets will be watching for any policy shifts, contractual changes, or sanctions-related indicators that signal a recalibration of energy ties in the near term.

The case illustrates how energy diplomacy can become a lever in broader geostrategic contests. It also underscores the fragility of energy supply routes in the Caribbean and the vulnerability of small energy-importing economies to external policy shocks. If policy positions tilt towards curtailing shipments, Cuba’s energy security issue could deepen, while Mexico may face political backlash at home or in international forums. The near-term watchlist includes policy reviews, MCA considerations, and any public clarifications from the Mexican government.

Scientists Pioneer Reverse Solar Panels to Create Energy at Night

Australian researchers are pursuing thermoradiative diodes to generate electricity at night, a long-shot technology with potential for niche applications. Researchers at the University of New South Wales report progress on thermoradiative diodes that emit infrared energy to generate electricity after sunset. While current productivity remains far below conventional solar, the technology could power small devices or satellites once efficiency scales, with early demonstrations suggesting a path to energy independence for compact loads during extended dark periods.

The concept relies on the Earth emitting infrared energy as it cools, providing a heat-source-based mechanism to produce electricity in darkness. The researchers acknowledge that the energy yield is minute relative to solar, with early demonstrations showing energy output around 100,000 times smaller than a typical solar panel. The potential applications, however, range from low-power devices to space-based power systems, reflecting a strategic interest in diversifying energy security levers.

Progress depends on material science breakthroughs and efficiency improvements. While the lab results are promising in principle, scaling to practical deployments will require advances in device performance, manufacturing, and system integration. The researchers caution that near-term impact remains modest, but the long-term prospects for independence in remote or space environments offer a compelling outlook for energy resilience and technological exploration.

Observers note the potential implications for energy security and space operations, where continuous power sources can be critical. If efficiency improves, such diodes could complement existing grids or act as emergency power sources for remote assets. The pace of development will hinge on continued funding, peer-reviewed validation, and partnerships with industry to translate laboratory prototypes into saleable technology.

SLB Predicts Worst Is Behind Global Oil Market

Schlumberger signals a recovering oil-services cycle with rising activity and improved fundamentals, even as the market contends with supply-side uncertainty. The oil-services giant reports stronger 2025 activity and a positive near-term trajectory, citing fourth-quarter earnings of 78 cents per share and a 29.5 cent quarterly dividend. The guidance points to a gradual ramp-up in Middle East drilling as 2026 begins, with expectations of strengthening capex following last year’s market glut. The narrative is one of a tentative upturn after a period of excess capacity, price pressure, and project postponements.

Analysts highlight the importance of rig counts and capex plans in the region as indicators of the underlying health of the oil market. The outlook for 2026 hinges on the pace of drilling, service pricing, and the ability of suppliers to secure project pipelines in a recovering demand environment. While near-term forecasts suggest improvement, observers caution that external shocks or sudden demand shifts could reverse momentum. The balance between demand recovery and supply constraints remains a critical watchpoint for the sector.

Market participants will be monitoring 2026 rig counts in the Middle East and regional capex plans for oil services firms. If drilling activity accelerates, it could signal a broader rebound in energy investment and potentially support prices as supply pressures ease. Conversely, continued volatility in macro indicators or geopolitical tensions could temper the upturn and sustain competitive dynamics within the services industry.

Natural Gas Prices Across the USA Surge

Henry Hub prices spike on an impending winter storm as demand for heating rises and forecasts project below-normal temperatures. Henry Hub surged to 18.80 per MMBtu, with SoCal Citygate climbing as heating demand tightens supply expectations. The forecast for frigid weather heightens concerns about grid resilience and storage adequacy ahead of an extended cold spell. The price surge underscores near-term volatility in the US gas market and the risk of price spikes feeding through to electricity and industrial users.

The watch is on weather forecasts and grid readiness, with ERCOT and other regional operators under scrutiny for demand surges and potential supply constraints. Traders will be weighing storage inventories, LNG flows, and weather risk premiums as a volatile winter period unfolds. Price action will hinge on the accuracy of weather projections and the evolution of demand across the heating season.

Market commentary highlights that price volatility can feed through to consumer bills and energy-intensive industries, affecting broader inflation dynamics and policy expectations. As gas markets respond to weather and supply signals, participants will look for signs of demand destruction or supply relief, and for any policy responses aimed at stabilising price spikes or protecting vulnerable customers.

USA Crude Oil Stocks Increase Week on Week

EIA data show a weekly stock build with total petroleum stocks edging higher, suggesting evolving balances in a supply-constrained market. Crude inventories excluding strategic reserves rose by 3.6 million barrels for the week ending January 16, lifting total petroleum stocks to around 1.722 billion barrels. WTI traded around 59.40 per barrel, indicating market nerves about near-term demand trajectories and refinery throughput.

Analysts emphasise monitoring the weekly EIA status data and refinery runs to gauge the balance of supply and demand in the coming weeks. A build in stocks could reflect softer demand, higher refinery utilisation, or a seasonal shift in product mix, while a draw would point to tighter markets and potential price support. Market participants will be watching for any revisions to demand forecasts and new supply constraints that could recalibrate expectations for 2026.

The data point to the fragility of energy markets in the current environment, where geopolitical risk, policy developments, and seasonal demand all interact to shape price action. The near-term trajectory will depend on macro signals, inventory dynamics, and the pace of global supply adjustments, with traders remaining vigilant for sudden shifts in either direction.

American Rare Earths Halleck Creek byproduct research

ARR and the University of Wyoming advance byproduct analyses at Halleck Creek, aiming to enhance project economics through better tailings and byproduct value. ARR and the University of Wyoming’s SER STAR project extend testing for Halleck Creek’s byproducts after upgrading ore from 0.34 per cent TREO to 3.72 per cent TREO, and achieving a 10:1 concentrate uplift with 93.5 per cent removal of non-rare earth material early in processing. The awards underpin a milestone-driven research programme designed to translate metallurgical advances into commercial outcomes.

Milestones include evaluating tailings streams and potential end-use applications, which could improve the economics of Halleck Creek by improving the recovery of valuable elements and reducing waste. The collaboration seeks to align research milestones with near-term industry applicability, linking tailings processing to broader critical minerals supply chain considerations. The STAR project framework supports training and applied research with a direct industry partner interface, aiming for tangible outcomes.

Industry watchers note that successful byproduct development can meaningfully lower project-risk profiles, particularly for rare earths where processing costs and tailings handling are major economic levers. The outcome will hinge on the ability to translate lab-scale results into scalable processing steps and to secure downstream demand for the byproducts generated in Halleck Creek’s processing chain.

Gold breaks through 4900 as macro hedge debate intensifies

Gold prices surged to new highs as macro hedge narratives intensify amid debates over de-dollarisation and central-bank policy. Spot gold breached the 4900 level, feeding a price rally that supporters say reflects heightened demand for a store of value amid policy uncertainty. Market commentators observed that central-bank buying and geopolitical risk are underpinning safe-haven flows even as some analysts forecast a broader price journey toward potential targets beyond 5000 or higher.

The discussion on gold as a macro hedge extends to macro policy expectations and the evolution of asset allocations. Analysts highlight the risk of continued upside if inflation expectations shift lower or if central banks signal rates staying higher for longer. The balance between gold’s role as a monetary anchor and the performance of other assets, including equities and bonds, remains a live debate in asset allocation circles.

Investors are watching for ETF flows, central-bank purchases, and price action through the 5000 level as potential signals of risk appetite and macro policy expectations. The gold market remains sensitive to liquidity conditions and shifts in risk sentiment, with further upside likely contingent on broader macro developments and policy signals.

European defense stocks seen as attractive with mining links

European defence equities are drawing attention amid geopolitics and mining-linked supply-chain considerations. Industry discussions highlight major names such as RTX, Lockheed Martin, Northrop Grumman, and Thales, alongside European defence ETFs and domestic mining assets expected to support defence supply chains. The focus is on how geopolitical tension and policy shifts influence defence orders and the broader mining sector’s role in providing critical minerals and strategic materials.

Investors weigh how defence budgets, order books, and supply-chain resilience could translate into earnings for the sector. The relationships between mining supply restrictions, procurement cycles, and industrial policy are central to evaluating potential upside. Governance, regulatory alignment across the EU, and domestic mining capabilities will shape the trajectory for defence-linked equities and the broader resource complex in the coming quarters.

Analysts caution that while the defence theme offers potential, it is not uniform across markets or companies. Currency movements, political signals, and the integrity of supply chains for critical minerals will determine which players gain advantage. The sector outlook remains contingent on policy direction and the pace of investment in both hardware and domestic mining capacity.

Narratives and Fault Lines

  • The banking channel of geopolitics is gaining visibility: policy transmission now depends on the health of bank funding costs and exposure concentration as much as on energy-price dynamics.
  • Sovereignty-centric industrial policy is rising in prominence, but it risks inflating costs and fragmenting supply chains; the balance between strategic autonomy and global competitiveness is contested.
  • The shift in governance discourse from rules-based to coalition-based frameworks could rewire trade and investment patterns, but concrete commitments and enforcement remain murky.
  • The outlook for energy markets is a tug-of-war between supply resilience and price volatility, underpinned by geopolitical risk, policy resets, and the pace of decarbonisation.
  • Safe-haven assets such as gold retain a central role in portfolios, yet the path of inflation, rates, and macro policy will determine how durable that role proves to be.
  • Investment in critical minerals and domestic manufacturing capacity may alter long-run supply dynamics, but near-term returns depend on policy clarity, funding, and market liquidity.
  • The IPO and exits landscape for fintech continue to hinge on execution quality, with a broader trend toward strategic mergers and acquisitions shaping capital allocation.
  • Energy-security narratives dominate cross-border policy, with the Caribbean, Europe, and North America illustrating how energy diplomacy intersects with broader strategic objectives.

Hidden Risks and Early Warnings

  • Geopolitical shocks could intensify bank funding stress in more exposed institutions, feeding into tighter credit conditions and delayed investment.
  • European sovereignty measures risk inflating tender prices and lengthening project timelines if supply chains are not sufficiently mature or cost-competitive.
  • A sustained defence and mining linkage would heighten exposure to policy shifts, currency moves and capital expenditure cycles, warranting close monitoring of orders and supply-chain resilience.
  • LNG and gas price volatility could spill into power markets and industrial demand, especially during winter spikes or extreme weather events.
  • The macro environment remains sensitive to policy signals from central banks, with risk that a stronger-than-expected tightening path could dampen growth and investment in energy, materials and technology sectors.
  • Byproduct and tailings economics in critical-mineral projects can materially alter project viability; careful tracking of metallurgical outcomes and downstream demand is essential.
  • Fintech funding dynamics and exits remain volatile; valuation narratives may diverge from near-term cash generation, implying continued risk of retrenchment in capital markets.
  • The pace of progress on EU industrial policy depends on political negotiation and practical implementation, including state exemptions and cross-border funding rules.

Possible Escalation Paths

  • A sharper ECB policy stance could accelerate funding-cost tightening for geopolitically exposed banks, observable in widening deposit spreads and constrained loan growth.
  • A breakthrough in middle-power coalition agreements could reframe trade alignments, with tangible deals in energy and infrastructure following through in 3-9 months.
  • EU industrial policy could trigger higher tender prices if Made in Europe mandates outpace global supply chains, prompting faster localisation or policy recalibration.
  • A sustained surge in oil and gas demand or supply disruption could push regional markets toward renewed volatility, with visible impacts on rig counts and capex planning.
  • A sharper central-bank response to inflation or geopolitical risk could reprice safe-haven assets, driving rotation into gold or other hedges and affecting currency markets.
  • Advances in critical-mineral processing and byproduct utilisation could improve project economics, triggering re-evaluations of project timelines and financing terms.
  • Fintech funding cycles could swing toward more conservative capital deployment, with IPO pipelines delayed or redirected into M&A activity as confidence shifts.
  • Energy-grid stress from extreme weather or policy changes could expose latent transmission bottlenecks, emphasising the need for resilience investments.

Unanswered Questions To Watch

  • Will ECB policy path diverge across Euro-area banks due to funding-cost fragmentation?
  • Which banks bear the largest exposures to geopolitically sensitive borrowers and how will stress-tests adjust?
  • Can EU member states negotiate exemptions that do not undermine the Single Market while preserving sovereignty aims?
  • Will the Made in Europe targets translate into meaningful tender price inflation or supply-chain reconfigurations?
  • How quickly will middle-power coalitions crystallise into concrete trade deals or security pacts?
  • Are the current gold price rallies sustainable if central banks alter policy trajectories?
  • Will LNG supply chains re-balance in light of shifting US and European policies?
  • How will Mexico’s Cuba oil decision affect Caribbean energy security and US-MCA dynamics?
  • Can thermoradiative diodes achieve commercial viability for night-time or space-based power?
  • Do ARR Halleck Creek byproducts unlock a materially better project economics or remain a research milestone?
  • Will oil-services capex recover in 2026, and how will rig counts respond to price signals?
  • How will European defence and mining sectors perform as policy, procurement and ESG requirements evolve?
  • Are markets pricing in a significant shift toward coalition governance, or will dominant powers recalibrate within existing frameworks?
  • What is the trajectory of US crude stocks if refinery demand accelerates in early 2026?

This briefing is published live on the Newsdesk hub at /newsdesk_commodities on the lab host.

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