Accepted Papers
Accepted Papers
AUTHOR | INSTITUTION | TITLE |
---|---|---|
Camille Aityoucef | Université de Lorraine | The financialization of agricultural commodities: a Macro-Econometric approach |
Dirk Baur | University of Western Australia | The Role of Gold and the VIX in Investment Portfolios – A Financial and Sustainability Perspective |
Rohan Best | Macquarie University | Switching towards coal or renewable energy? The effects of financial capital on energy transitions |
Robert Bianchi | Griffith University | Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach |
John Boland | University of South Australia | Benefits in Economic Terms of Short term Forecasting of Renewable Energy |
Etienne Borocco | Université Paris-Dauphine |
Technical trading on the US natural gas futures market: the dry wood waiting the spark ? |
David Broadstock | Hong Kong Polytechnic University | The comparative role of OPEC and IEA sentiment to the formation of international oil prices |
Btissam El Bahraoui | Mines ParisTech | Commodities Futures Market Failure: Evidence from Diammonium Phosphate |
John Fan | Griffith University | Demystifying commodity futures in China |
Ilnara Gafiatullina | Auckland University of Technology | Properties and the Predictive Power of Implied Volatility in Dairy Market |
Atanu Ghoshray | Newcastle University Business School | Economic growth in China and its impact on international commodity prices |
Nikolai Gudkov | University of New South Wales |
Electricity Price Modelling with Stochastic Volatility and Jumps: An Empirical Investigation |
Rangga Handika | Tokyo International University | Contagion in Interconnected Power Markets |
Katja Ignatieva | University of New South Wales | Forecasting High Frequency Electricity Demand using Temperature in Australian Electricity Market |
John Inekwe | Macquarie University | Risk Convergence and the Dynamics of the Energy Industry |
Joao Tovar Jalles | International Monetary Fund | Consumption versus Production-based Emissions and Economic Activity: The Role of World Trade |
Takashi Kanamura | Kyoto University | Supply-Side Perspective for Carbon Pricing |
Jakob Krause | Martin-Luther-Universität Halle-Wittenberg | Limited Liquidity, Market Asymmetry, and Stylized Facts of Asset Returns: An Example from Electricity Markets |
Raymond Li | Hong Kong Polytechnic University | China's Influence on Crude Oil Prices |
Christina Nikitopoulos | UTS Business School | Determinants of the crude oil futures curve: Inventory, consumption and volatility |
Ron Ripple | University of Tulsa | Income and Energy Consumption in Asia – A Panel Cointegration Analysis with Common Factors |
Marcel Rothenberger | University of Goettingen | Smart Beta Strategies on Commodity Futures Markets |
Andrej Stensin | Norwegian University of Life Sciences | Volatility spillovers between oil, stocks and non-ferrous metal futures markets |
Sandy Suardi | University of Wollongong | Oil Price Shocks, Real Economic Activity and Uncertainty: A Structural Factor VAR GARCH-in-Mean Model |
Chardin Wese Simen | ICMA Centre, University of Reading | Curve Momentum |
Beili Zhu | The Australian National University | Forecasting the real price of oil under alternative specifications of constant and time-varying volatility |