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Summary
Since January, analysts have cut energy production expectations by 1.9% while raising earnings forecasts by 57%—a scarcity premium where producers earn more by delivering less. This divergence signals a market revaluation consistent with a scarcity premium.
In this webinar, we explore what this divergence means for energy markets using findings from a new quantitative research paper and show how to replicate the analysis through an agentic workflow. By linking real-time expectation shifts from the S&P Global Estimates datasets with S&P Global Energy’s deep domain expertise and qualitative research corpus, the session demonstrates how users can move from signal to hypothesis to validated insight in a scalable, auditable way.
What we’ll explore:
- Detecting Market Signals: How Market Intelligence identifies statistically significant shifts in revenue, EPS, and margin expectations
- New Quantitative Research Overview: Key findings from the “The Scarcity Premium” analysis and implications for energy markets
- Agentic Workflow Demo: Integrated view across the S&P Global Estimates datasets, S&P Global Energy MCP domain expertise, and the ProntoNLP MCP for earnings call transcripts.
Speakers
S&P Global Market Intelligence
Daniel Sandberg
Global Head of Quantitative Research & Solutions
Daniel J. Sandberg, PhD, CFA is a thought-leader at the intersection of data science, finance, and mathematics. After 9 years studying the physical sciences, Dan decided to apply his quantitative skill set to the field of equity research. In his current role, Dan leads original research projects, validates new alternative data sets, and builds better technology for Investment Management professionals.
S&P Global Market Intelligence
Liam Hynes
Head of New Product Development – Public Markets
Liam Hynes serves as the Global Head of New Product Development. In this role, he leads strategic product innovation, driving the development of cutting-edge research & solutions across the firm’s extensive data and analytics platforms. His work spans the entire solution life cycle from proof-of-concept development, business assessment, beta client engagement, blueprint creation, product development, go-to-market strategies and commercialisation. Under Liam’s leadership, the team has delivered impactful research such as Questioning the Answers, blueprint solutions such as QTA & Ripple Effect and product launches with CCDE.
Before assuming his current role, Liam served as Head of ESG & Quant Specialists, EMEA, advising S&P clients on quantitative modelling, climate risk assessments, and alternative data integration. Prior to S&P Global, he was Founding Partner & Portfolio Manager at Monreith Capital LLP, managing a Global Financials Hedge Fund. He also held senior investment roles at Liontrust Asset Management and Occam Assest Management, focusing on emerging markets and commodities.
Liam is currently pursuing a PhD in AI & Finance from Kemmy Business School, where his research covers natural language processing, network theory, and AI-driven executive sentiment & behavioural analysis. He has also earned a BSc (Hons) in Mathematics from the University of Limerick and holds a Machine Learning certification from Stanford University.
S&P Global Market Intelligence
Emily O'Flaherty
Senior Director, Product Management & Development
Emily O’Flaherty is a Senior Director in the product management team within S&P Global Market Intelligence focused on our industry-specific data & analytical solutions. Emily’s team provides clients with deep insights into the energy, banking, insurance, real estate, technology, and media & telecom sectors available via Capital IQ Pro and various delivery channels.
S&P Global Energy
Andrew Zubac
Data Delivery Specialist, Artificial Intelligence
Data Delivery Specialist, Artificial Intelligence
Questions?
Please contact us if you need more information or have trouble accessing the webinar.