2019-2020 Series

Past Events

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.pdf

March 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.pdf

February 2020

GIANLUCA FUSAI

Cass Business School, UK

Assessing Calibration Risk

Date: Tuesday, February 11, 2020

Time: 12:00 – 13:00 CET

webinarEssec.pdf

December 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.pdf

November 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 CE
T

ESSECParis-MichaelCoulon (1).pdf

October 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 .pdf

September 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