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The event aims to provide academics and practitioners with a valuable forum for discussion and critical analysis of the major issues and challenges that interrelate Energy, Environment, Asset Pricing, Portfolio Hedging, Economics, and Finance.
Venue: Sala Riunioni, Biblioteca di Area Economica,
Università degli Studi di Foggia
Participant can attend the workshop in-person or online.
The virtual-room link will be sent by email.
No attendance fees apply but registration is required.
Please register HERE
Scientific - Organizing Committee:
Luigi De Cesare, Andrea Di Liddo, Viviana Fanelli (Chair), Angela Martiradonna
SCHEDULE:
9:00-9:30 Welcome and Introduction
Prof. Pasquale di Biase - Head of the Department of Economics
Organizing Commitee
9:30-10:00
Title: Modelling green attitudes and informality along the North-South divide
Author: Marwil Jhonatan Davila Fernandez (University of Siena)
10:00-10:30
Title: Gaussian Process Regression with Hybrid risk Measure for Dynamic Risk Management in Electricity Market
Authors: Abhinav Das (Ulm University), Stephan Schlüter (Ulm University)
10:30-11:00
Title: Systemic resilience of networked commodities
Authors: Roy Cerqueti (Sapienza University of Rome and University of Angers), Raffaele Mattera (Sapienza University of Rome) and Saverio Storani (Sapienza University of Rome)
11:00-11:30 Break
11:30-12:00
Title: Linking Futures and Options Pricing in the European Natural Gas Market
Author: Francesco Rotondi (Bocconi University)
12:00-12:30
Title: From calendar time to business time: the case of commodity markets
Author: Svetlana Borovkova (Vrije Universiteit Amsterdam), Sergiy Ladokhin (VU Amsterdam), Maren Schmeck (Bielefeld University)
12:30-13:00
Title: Pricing Perpetual American Options with non-linear payoff
Authors: Luca Anzilli (University of Salento), Lucianna Cananà (University of Bari), Giuseppe Tassielli (University of Bari)
13:00-14:00 Break
14:00-14:30
Title: The puzzle of Carbon Allowance spread
Authors: Roberto Baviera (Politecnico Milano), Michele Azzone (Politecnico Milano)
14:30-15:00
Title: A heterogeneous agent model with multiple horizons for volatility
Authors: Andrea Caravaggio (University of Siena), Piero Mazzarisi (University of Siena)
15:00-15:30
Title: Real Financial Market Interactions and Energy Transition
Author: Paulo Medeiros (University of Milano-Bicocca), Laura Hastings-Mela (University of Siena)
15:30-16:00 Break
16:00-16:30
Title: Environmental Insurance and Environmental Responsibility in the Age of Natural Disasters
Authors: Gianluca Iannucci (University of Florence), Alessandro Tampieri (University of Modena and Reggio Emilia)
16:30-17:00
Title: Waste Management and Compliance in a Dynamic Leader-Follower Game
Authors: Marta Biancardi (University of Bari), Giovanni Villani (University of Bari)
17:00-17:30
Title: Skew-Brownian processes for estimating the volatility of crude oil Brent
Authors: Michele Bufalo (University of Bari), Giuseppe Orlando (HSE University)
17:30-18:00 Best paper award
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