2018-2019 Series

Webinars

May 2019

EDUARDO SCHWARTZ
University of California Los Angeles, US

Commodity Pricing Models

Date: Tuesday, May 14, 2019
Time: 12:00 – 13:00 CEST 

Commodity Pricing Models 2018.pdf

March 2020

ANDREA RONCORONI
ESSEC Business School, Paris, France

A Theory of Contingent Claim Design

Date: Tuesday, April 30, 2019
Time: 12:00 – 13:00 CEST  

Roncoroni_ECOMFIN-Webinar-2019 slides.pdf

March 2019

MARINELA ADRIANA FINTA
Singapore Management University, Singapore 

Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia

Date: Tuesday, March 19, 2019

Time: 12:00 – 13:00 CEST  

MarinelaFintaCommodityPredictability_March2019PPT.pdf

February 2019

JAIME CASASSUS
Pontificia Universidad Católica de Chile, Chile

The Economic Impact of Oil on Industry Portfolios

Date: Tuesday, February 19, 2019
Time: 12:00 – 13:00 CEST  

casassus_higuera_essec18.pdf

December 2018

FERDINANDO AMETRANO
University of Milan Bicocca, Italy

Bitcoin and Blockchain Technology: An Introduction

Date: Tuesday, December 11, 2018
Time: 12:00 – 13:00 CEST 

Intro-60m slides webinar 12th June.pptx

November 2018

DANKO TURCIC
Washington University in St. Louis, US

Buyer Preferred Commodity Price Risk Allocation: A Theoretical and Empirical Investigation of the BMW Supply Chain

Date: Tuesday, November 20, 2018
Time: 12:00 – 13:00 CEST

Automotive_Supply_Contracts_at_BMW__PRESENTATION_.pdf

October 2018

CONSTANTIN MELLIOS
University Panthéon Sorbonne, France 

Dynamic Speculation and Hedging in Commodity Futures Markets with a Stochastic Convenience Yield

Date: Tuesday, October 23, 2018
Time: 12:00 – 13:00 CEST 

Mellios_ESSEC Ecofin Webinar.pdf

September 2018

Michael LUDKOVSKI
University California at Santa Barbara, US 

Dynamic Speculation and Hedging in Commodity Futures Markets with a Stochastic Convenience Yield Simulation Methods for Stochastic Storage Problems : A Statistical Learning Perspective

Date: Tuesday, September 18, 2018
Time: 12:00 – 13:00 CEST 

slide-LudkovskiESSEC18.pdf