Financialization of Commodity Markets
organized by
Martin, T. Bohl, Westfälische Wilhelms-University Münster, Germany
Pierre L. Siklos, Wilfrid Laurier University, Waterloo, Canada
Alex Weissensteiner, Free University of Bozen-Bolzano, Italy
venue: Free University of Bolzano - Room C-4.01
date: Jun 22, 2017
map: see below
programm
opening Session
09:00 – 09:10 Words of Welcome, Günter Schamel and Alex Weissensteiner, Free University of Bozen-Bolzano, Italy
Session I - Financialization and Speculation
Chair: Pierre L. Siklos, Wilfrid Laurier University, Canada
09:10 – 09:50 Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization - Zeno Adams, University of St. Gallen, Switzerland
09:50 – 10:30 Speculation and Volatility - A Time-Varying Approach applied on Chinese Commodity Futures Markets - Claudia Wellenreuther, Westfälische Wilhelms-University Münster, Germany
10:30 – 11:00 Coffee Break
Session II - Dependencies of Commodity Prices
Chair: Martin T. Bohl, Westfälische Wilhelms-University Münster, Germany
11:00 – 11:40 Understanding Dynamic Dependency between Energy and Non-Energy Commodity Markets - Niaz Bashiri Behmiri, FEEM, Italy
11:40 – 12:20 Examining the Common Dynamics of Commodity Futures Prices - Christian Groß, Westfälische Wilhelms-University Münster, Germany
Lunch - 12:20 – 13:30
Session III - Price Discovery and Risk Premia
Chair: Alex Weissensteiner, Free University of Bozen-Bolzano, Italy
13:30 – 14:10 Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents - Sophie van Huellen, University of London, UK
14:10 – 14:50 Expected Spot Prices and the Dynamics of Commodity Risk Premia - Jacopo Piana, Cass Business School of London, UK
14:50 – 15:10 Coffee Break
Session IV - Commodity Price Volatility
Chair: Nicole Branger, Westfälische Wilhelms-University Münster, Germany
15:10 – 15:50 Stock Market Response to Potash Mines Disasters - Oskar Kowalewski, IÉSEG School of Management, France
15:50 – 16:30 The Asymmetric Return-Volatility Relationship of Commodity Price Changes - Dirk Baur, University of Western Australia, Australia
Dinner 18:00, Wirtshaus Voegele, Johann-Wolfgang-von-Goethe-Straße 3, 39100 Bozen-Bolzano