Independent, data-driven consulting across LPG, LNG, tanker freight, and commodity risk — from a former VLCC and LNG carrier Chief Officer and trading-house operations manager.
End-to-end commercial insight into LPG flows into India — global trading hubs, PSU procurement structures, and trading house positioning. Full landed-cost economics covering Saudi CP and Mont Belvieu benchmarks, freight, and duties, with US Gulf versus Middle East arbitrage mechanics and Indian terminal infrastructure assessment.
Specialist advisory on monetizing undischarged LNG residuals arising from vessel–terminal mismatches and contractual constraints. Covers European aggregation precedents against the structural gap in Japan–Korea–Taiwan, JKM-linked trading economics, FSU and STS storage structures, and multi-scenario market-sizing models built for capital allocation decisions.
Real-time analysis across VLCC, Suezmax, Aframax, VLGC, and LNG carrier segments — rate dynamics, TCE economics, Worldscale mechanics, and fleet consolidation trends including shadow-fleet impacts. Chartering structure guidance across spot, time charter, and COA for owners, charterers, and traders.
Physical and paper trading mechanics — crack spreads, calendar spreads, contango and backwardation monetization, and arbitrage structures. Hedging frameworks used by leading trading houses, with benchmark architecture across Brent, WTI, JKM, TTF, Henry Hub, and JCC indexation, down to desk-level P&L attribution and risk controls.
Hands-on operational advisory from twelve years at sea on VLCCs and LNG carriers, plus shore-based tanker operations management at a global trading house. Charter party execution, laytime and demurrage, bunker strategy, STS feasibility, cryogenic cargo management, and voyage-economics optimization.
Engagements range from single advisory sessions to multi-week market assessments with client-ready models and materials.
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