2019-2020 Series
Webinars
April 2020
PAOLO GUASONI
Dublin City University, Ireland
Asset Prices in Segmented and Integrated Markets
Date: Tuesday, April 21, 2020
Time: 12:00 – 13:00 CEST
integration_essec.pdfMarch 2020
PIERRE COLLIN-DUFRESNE
Ecole Polytechnique Fédérale de Lausanne, Switzerland
Dynamic Asset Allocation with Predictable Returns and Transaction Costs: The Importance of Hedging Demands
Date: Tuesday, March 17, 2020
Time: 12:00 – 13:00 CET
slides Pierre Collin-Dufresne.pdfFebruary 2020
GIANLUCA FUSAI
Cass Business School, UK
Assessing Calibration Risk
Date: Tuesday, February 11, 2020
Time: 12:00 – 13:00 CET
webinarEssec.pdfDecember 2019
RENE AID
University Paris-Dauphine, France
Optimal Electricity Demand Response Contracting with Responsiveness Incentives
Date: Tuesday, December 10, 2019
Time: 12:00 – 13:00 CET
aid-Essec-2018.pdfNovember 2019
MICHAEL COULON
University of Sussex, UK
Wind Park Valuation, Optimal Trading and Risk Management in the German Intraday Power Markets
Date: Monday, November 18, 2019
Time: 12:00 – 13:00 CET
ESSECParis-MichaelCoulon (1).pdfOctober 2019
NIKOS NOMIKOS
Cass Business School, UK
The Formation of Forward Rates in Dry Bulk Shipping: Spot Rates, Risk Premia and Heterogeneous Expectations
Date: Tuesday, October 22, 2019
Time: 12:00 – 13:00 CEST
Nikos Nomikos The Formation of FFA Rates in Dry Bulk Shipping_Paris 2018 .pdfSeptember 2019
CRAIG PIRRONG
Bauer College of Business, University of Houston, US
Limited only by the Imagination of Man: Commodity Market Manipulation – Past, Present and Future
Date: Tuesday, September 24, 2019
Time: 12:00 – 13:00 CEST
Pirrong_CEMA_Rome slides.pdf