4/ Closing Conference

6 November 2015, Palais Brongniart, Paris

palaisbrongniartparisThe cycle concluded with a conference on the various topics addressed. It aimed to summarize the work presented in each axis and make connections among the issues covered. 

Speakers:
Lutz Kilian (Professor of economics, University of Michigan)
Anna Pavlova (Associate Professor of Finance, London Business School)
Carol Alexander (Professor of Finance, University of Sussex)
Celso Brunetti (Section Chief, Systemic Financial Institutions and Markets, Board of Governors of the Federal Reserve System)
Marcel Prokopczuk (Professor of Finance, Leibniz University Hannover)

The program:

08:45 – 09:15               Welcoming of the participants and coffee

09:15 – 10:15               Lutz Kilian (Professor of economics, University of Michigan), “A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil”

10:15 – 11:15               Celso Brunetti (Section Chief, Systemic Financial Institutions and Markets, Board of Governors of the Federal Reserve System), "The role of hedgers and speculators in commodity markets"

11:15 - 11:30                Coffee Break

11:30 – 12:30           Marcel Prokopczuk (Professor of Finance, Leibniz University Hannover), "Variance Risk Premia in Commodity Markets"

12:30 – 14:00               Buffet Lunch

14:00 – 15:00           Anna Pavlova (Associate Professor of Finance, London Business School),  A Model of Financialization of Commodities”

15:00 – 16:00        Carol Alexander (Professor of Finance, University of Sussex), “New Margin Models”

16:00 - 16:30                Coffee Break

 

- Registration is closed -