Thematic Semester on “Commodity Derivatives Markets: Industrial Organization, Regulation and Financialization”

Opening CoAfficheA3-ThematicSemester-DerivativesMarkets_v8d-vectorednference of the Semester

26-27 March 2015 – Institut Henri Poincaré, Paris

To launch the thematic semester, the opening conference will aim to show the state of the art and especially to identify new research problems. Special emphasis will be given to the identification of unsolved problems.

Practical Information

– Online registration is now closed –


Final Program

Thursday, March 26

09:30 – 10:45 Thomas-Olivier Léautier (IDEI, Toulouse School of Economics), Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions (joint work with G. Gauthier and D. Amaya)

10:45 – 11:15 Coffee Break

11:15 – 12:30 Remy Praz (Copenhagen Business School), Asymmetric Information and Inventory Concerns in Over-the-Counter Markets (joint work with J. Cujean)

12:30 – 14:00 Lunch

14:00 – 15:15 Bahattin Buyuksahin (Bank of Canada), Regulating the Commodity Markets: Data vs Politics

15:15 – 15:45 Coffee Break

15:45 – 17:00 Yannick Le Pen (Université Paris-Dauphine), Hedger’s reaction to price changes in commodity markets (joint work with M. Bessec and B. Sévi)

Friday, March 27

09:30 – 10:45 Christophe Pérignon (HEC, Paris), The Counterparty Risk Exposure of ETF Investors (joint work with C. Hurlin, G. Iseli and S. Yeung)

10:45 – 11:15 Coffee Break

11:15 – 12:30 Anna Creti (Université Paris-Dauphine), Financialization: Links between Commodities and Stock Markets

12:30 – 14:00 Lunch

14:00 – 15:15 Andreas Rathgeber (Augsburg University), Financialization of Commodity Markets: A Multi-Methodological Approach on a Long-Standing Debate

15:15 – 15:45 Coffee Break

15:45 End of the Conference

Back to the Thematic Semester Main Page