Accepted Papers
Author | Institution | Title |
|---|---|---|
Dirk Baur | University of Western Australia | The Asymmetric Return - Volatility Relationship of Commodity Price Changes |
Dirk Baur | University of Western Australia | Commodity Prices, Currencies and the Law of One Price |
Robert Bianchi | Griffith Business School | Microscopic Momentum in Commodity Futures |
David C. Broadstock | Southwestern University of Finance & Economics | Shocks and Stocks Part II: on the time varying relationship between oil shocks and stock market returns in the US |
Kenneth W Clements | University of Western Australia | Food and agricultural prices across countries and the law of one price |
John Hua Fan | Griffith Business School | Carbon Prices and Macroeconomic Risks in China: Evidence from the Pilot Trading Phase |
Torun Fretheim | Norwegian University of Life Sciences | Are grain markets infected by oil price shocks? |
Marc Gronwald | University of Aberdeen | Oil price systemic risk for the oil and gas industry: A Copula-CoVaR approach |
Rangga Handika | Abu Dhabi University | The Predictive Power of Log-likelihood of GARCH volatility in Financialized Commodity Markets |
Katja Ignatieva | UNSW | Jump Activity Analysis for Affine Jump-diffusion Models: Evidences from the Commodity Market |
Thore Kockerols | Université Paris 1 Panthéon-Sorbonne | Financialisation in the aluminium market - Evidence from a DSGE model |
Chiara Legnazziy | Swiss Finance Institute at Universitia della Svizzera Italiana, Lugano | WTI Crude Oil Option Implied VaR and CVaR: an Empirical Application |
Joey Maisano | University of Technology Sydney and Director, Trading Technology Australia Pty. Ltd | An Analytical Model for Standard and Volumetric Cap and Floor Pricing in Electricity Markets |
Svetlana Maslyuk-Escobedo | Australian Catholic University, | Carry Trade Returns and Gold Prices: Nonlinear Time Series Evidence from 4 Classical Carry Trade Pairs |
Rabindra Nepal | Charles Darwin University | Regulatory Reforms in Small and Isolated Energy System: Experience from Australia's Northern Territory Electricity Market |
Christina Sklibosios Nikitopoulos | University of Technology Sydney | Empirical hedging performance on long-dated crude oil derivatives |
Tatsuyoshi Okimoto | Australian National University | Measuring the Effects of Commodity Price Shocks on Asian Economies |
Eric Olson | West Virginia University | Commodity Tracking and Sparse Portfolios |
Hossein Rad | University of Queensland | How successful are equities investment strategies when applied in the commodity futures market? |
Ronald D. Ripple | The University of Tulsa | The normal backwardation of Keynes and Hicks in crude oil futures |
Chandra Dev Singh | Head of Derivatives - Risk Management, International Trade Bharat Petroleum Corporation Limited (BPCL) | Hedging of Energy Prices - It is VUCA world! |
Neda Todorova | Griffith University | Volatility forecasting of non-ferrous metal futures: What do we gain with “covariances”, “covariates” or “combinations”? |
Yahua Xu | Auckland University of Technology | Higher Moment Risk Premiums for the Crude Oil Market: A Downside and Upside Conditional Decomposition |
Xin Jin | University of Aberdeen | Factors of the Risk Premia in the Crude Oil Futures Prices |
Xunpeng Shi | National University of Singapore | What drives natural gas pricing? A cross country study |