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.pdfMarch 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.pdfMarch 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.pdfFebruary 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.pdfDecember 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.pptxNovember 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_.pdfOctober 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.pdfSeptember 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