1/ Opening Conference

26-27 March 2015 – Institut Henri Poincaré (IHP), Paris

IHP_FACADEThe opening conference aimed to show the state of the art and especially to identify new research problems. Special emphasis was given to the identification of unsolved problems.

Invited speakers:
Bahattin Buyuksahin (Research Advisor, Bank of Canada)
Remy Praz (Assistant Professor, Copenhagen Business School)
Thomas-Olivier Léautier (Professor, IDEI, Toulouse School of Economics)
Christophe Pérignon (Associate Professor, HEC, Paris)
Anna Creti (Professor, Université Paris-Dauphine)
Andreas Rathgeber (Professor, Augsburg University)
Yannick Le Pen (Assistant Professor, Université Paris-Dauphine)

Practical Information

- Online registration is now closed -

Final Program

Thursday, March 26

09:30 – 10:45 Thomas-Olivier Léautier (IDEI, Toulouse School of Economics), Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions (joint work with G. Gauthier and D. Amaya)

10:45 – 11:15 Coffee Break

11:15 – 12:30 Remy Praz (Copenhagen Business School), Asymmetric Information and Inventory Concerns in Over-the-Counter Markets (joint work with J. Cujean)

12:30 – 14:00 Lunch

14:00 – 15:15 Bahattin Buyuksahin (Bank of Canada), Regulating the Commodity Markets: Data vs Politics

15:15 – 15:45 Coffee Break

15:45 – 17:00 Yannick Le Pen (Université Paris-Dauphine), Hedger's reaction to price changes in commodity markets (joint work with M. Bessec and B. Sévi)

Friday, March 27

09:30 – 10:45 Christophe Pérignon (HEC, Paris), The Counterparty Risk Exposure of ETF Investors (joint work with C. Hurlin, G. Iseli and S. Yeung)

10:45 – 11:15 Coffee Break

11:15 – 12:30 Anna Creti (Université Paris-Dauphine), Financialization: Links between Commodities and Stock Markets

12:30 – 14:00 Lunch

14:00 – 15:15 Andreas Rathgeber (Augsburg University), Financialization of Commodity Markets: A Multi-Methodological Approach on a Long-Standing Debate

15:15 – 15:45 Coffee Break

15:45 End of the Conference