Commodity markets are famously wild — crude oil can spike on a geopolitical tweet, electricity demand can surge with a heatwave, and natural gas storage numbers can move prices in a flash. To make sense of this chaos, we need more than just a standard statistics toolbox; we need special tools that can handle sudden jumps, shifting volatility, and hidden drivers. This chapter walks you through a practical set of those tools, from filtering to bootstrap testing, all the way to advanced pricing methods.