Presentation Slides

Session 1: Financialization of commodities & Markets integration
* Suleyman Basak, London Business School
Anna Pavlova, London Business School
* Martijn Boons, Nova School of Business and Economics
Frans deRoon, Tilburg University
Marta Szymanowska, Erasmus University

 

Session 2: Determinants of commodity returns
Viral Acharya, New York University
Lars Lochstoer, Columbia University
* Tarun Ramadorai, University of Oxford
Convective risk flows in commodity futures markets
Ing-Haw Cheng, University of Michigan
* Andrei Kirilenko, MIT
Wei Xiong, Princeton University

 

Session 3: Empirical asset pricing for commodities
Gurdip Bakshi, University of Maryland
Xiaohui Gao, University of Maryland
* Alberto Rossi, University of Maryland
Charoula Daskalaki, University of Piraeus
* Alexandros Kostakis, University of Manchester
George Skiadopoulos, University of Piraeus & QMU

 

Session 4: Asset Management & Risk management
Akindynos-Nikolaos Baltas, Imperial College
* Robert Kosowski, Imperial College
* Robert Engle, New York University

 

*: Presenter