FULL PROGRAMME
Thursday, January 16
08:30 Registration and coffee
Room 08
09:00 Opening of the workshop
Room 01
09:15 Keynote talk
Room 01 What is "Excessive Speculation" and Why is there So Much of It?
Prof. James Smith, Southern Methodist University
10:15 Coffee break
Room 08
10:30 Session 1: Oil and Gasoline Markets 1
Room 09 Chairman: Thierry Rayna
- Unconventional Oil: Will it Satisfy Future Global Oil Demand?, Kostas Andiosopoulos, ESCP Europe, London
- OPEC'’s Market Power: An Empirical Dominant Firm Model for the Oil Market, Lin Ma, Norvegian University of Life Science, Oslo
- The Inefficacy of Gasoline Taxes, Simon Porcher, University of Paris Est
- Asymmetry and Volatility in Oil Price Transmission, Stephan Silvestre, ESG Management School, Paris
12:30 Lunch
Room 08
13:30 Session 2: Agricultural and Mineral Commodities
Room 09 Chairman: Christophe Schalck
- Modeling Dependence Structure and Market Risk in Agricultural Commodity Markets: the Importance of Time Horizons, Riadh Aloui, University of Tunis El Manar
- Rare Earth Metal Commodities: Can derivatives Help to Reduce Price Risks, Christian Babl, Technische University, Darmstadt
- Measuring the Effect of Oil Prices on Wheat Futures Prices, Phillip Cartwright, ESG Management School, Paris and Natalija Riabko
15:00 Coffee break
Room 08
15:15 Session 3: Market Structure and Competitive Dynamics
Room 09 Chairman: Régis Chenavaz
- Risk Hedging and Retail Competition: The Case of Energy Markets, Raphaël Homayoun Boroumand, ESG Management School, Paris
- Measuring the Efficiency of Energy-intensive Industries Across 26 EU Countries, Georgia Makridou, ESCP Europe, London
- Modeling Natgas Intra-Month Spot Price Movements, Ehud Ronn, University of Texas, Austin
16:45 End of sessions
17:15 Table ronde : Quel avenir pour les marchés de l'énergie ?
Room 01 Modérateur : Hélyette Geman
- Dominique Chauvin, Prospectiviste
- Thomas Porcher, Économiste de l'énergie, ESG Managemant School
- Didier Rebischung, Directeur adjoint, Électricité de Strasbourg
- Olivier Rech, Consultant, Energy Funds Advisors
18:45 End
20:30 Conference dinner at Le Ragueneau, Métro Musée du Louvre
Friday, January 17
08:45 Coffee
Room 08
09:15 Keynote lecture
Room 01 Financial Underperformance in the Decarbonising Power Markets
Prof. Derek Bunn, London Business School
10:15 Coffee break
Room 08
10:30 Session 4: Financial Energy Markets
Room 09 Chairman: Ehud Ronn
- A consistent two-factor model for pricing temperature derivatives, Andreas Groll, Humboldt University, Berlin
- Oil Price and Macroeconomy in India: An Evolutionary Cospectral Coherence Approach, Zied Ftiti, IPAG, Paris
- Instantaneous Spillovers: Futures Speculation & Commodity Prices in a Contemporaneous Setting, Omar Hassib, Maastricht University
- Volatility Transmission in Energy Futures Markets, Michael Soucek, European University Viadrina, Frankfurt
12:30 Lunch
Room 08
13:30 Session 5: Natural Gas Markets
Room 09 Chairman: Raphael Homayoun Boroumand
- Volatility Returns With Vengeance: Financial Markets vs. Commodities, Julien Chevallier, University of Paris 8
- Defragmentation of World Natural Gas Markets, Helyette Geman, Johns Hopkins University, Baltimore
- Gas Storage Valuation and Hedging, Ismail Laachir, Ensta ParisTech
15:00 Coffee break
Room 08
15:15 Session 6: Oil and Gasoline Markets 2
Room 09 Chairman: Stephan Silvestre
- Macroeconomic Variables and Energy Commodity Prices: a Time-Varying Approach, Régis Chenavaz, Kedge Business School, Marseille, AMSE, CNRS & EHESS
- Oil Wealth, Blessing or Curse? A Transaction Costs Comparative Approach, Alexandra Le Chaffotec, ESG Management School, Paris
- The Determinants of Margins in Gasoline Markets, Thomas Porcher, ESG Management School, Paris
16:45 End of sessions
17:15 Closing talk
Room 01 Prof. Hélyette Geman
17:45 End of the conference