Call for Papers




COMMODITY AND ENERGY MARKETS

CONFERENCE 2017

14-15 June 2017 - Oxford University, United Kingdom

The Commodity and Energy Markets ANNUAL MEETING 2017 follows in the footsteps of a long standing series of Energy Finance meetings that held their first event in London in 2004 and nowadays represents the benchmark academic conference in the area.


KEYNOTE SPEAKERS

Hendrik Bessembinder

W. P. Carey School of Business - Arizona State University 




Sebastian Jaimungal

University of Toronto




Tony Cocker

Chief Executive Officer, E.ON UK




SCIENTIFIC COMMITTEE

  • Carol Alexander (University of Sussex) *
  • Giovanni Barone Adesi (Università della Svizzera Italiana)
  • Fred Espen Benth (University of Oslo)
  • Derek Bunn (London Business School) *
  • Álvaro Cartea (University of Oxford)
  • Jaime Casassus (Pontificia Universidad Católica de Chile)
  • Pierre Collin-Dufresne (Swiss Finance Institute)
  • Anna Creti (University Paris Dauphine)
  • Rita D'Ecclesia (University of Rome La Sapienza)
  • Jerôme Detemple (Boston University) *
  • Sam Howison (University of Oxford)
  • Ronald Huisman (Erasmus University)
  • Scott Linn (University of Oklahoma)
  • Rüdiger Kiesel (University of Duisburg-Essen)
  • Nikos Nomikos (CASS Business School)
  • Craig Pirrong (University of Texas at Houston) *
  • Marcel Prokopczuk (Leibniz University Hannover)
  • Sofia Ramos (ESSEC Business School)
  • Michel Robe (American University)
  • Andrea Roncoroni (ESSEC Business School)
  • Ehud Ronn (University of Texas at Austin)
  • Geert Rouwenhorst (Yale University) *
  • Eduardo Schwartz (UCLA) *
  • Nicola Secomandi (Carnegie Mellon University)
  • Duane Seppi (Carnegie Mellon University) *
  • Ke Tang (Tsinghua University)
  • Luca Taschini (London School of Economics)
  • Rafael Weron (Wroclaw University of Technology)
  • Sjur Westgaard (Norwegian University of Science and Technology)
  • Wei Xiong (Princeton University) *

(*) Commodity and Energy Markets Association (CEMA) advisory board member.


TOPICS

The conference covers all areas of energy finance and commodity finance, including: 

  • Asset pricing and hedging
  • Contract securitisation and derivative structuring
  • Risk measurements and management
  • Asset management and portfolio allocation
  • Trading strategies and operations
  • Macro market analysis and microstructure
  • Corporate finance of producers and end consumers
  • Long-term investment financing
  • Regulation (EMIR, REMIT, MIFID, Dodd-Frank)
  • Quantitative financial modeling
  • Econometric analysis and statistics
  • Physical operations management
  • Real options and physical asset valuation
  • Decision theory

And the following markets

  • Conventional fossil energy: oil, gas, refined products
  • Electricity
  • Metals: precious, base, ferrous, specialist non-ferrous, rare
  • Agriculturals: softs, grains and seeds, livestock
  • Renewable energy sources
  • Commoditized services (e.g., CO2 allowances, shipping freights)
  • Weather-linked securities
  • Currencies and cryptocurrencies

SUBMISSION PROCEDURE

Please send completed manuscripts (abstracts or extended abstracts will not be considered). 
Submission is via EasyChair 

If you have any problems please contact sofia.ramos@essec.edu


IMPORTANT DATES

December 1: Opening of the submission procedure

March 1, 2017: Submission deadline

April 15, 2017: Notification of acceptance/rejection

May 1, 2017: Early bird registration deadline (speakers must register by this date to be included in the programme)


COMMODITY AND ENERGY MARKETS ASSOCIATION: GENERAL ASSEMBLY

The purpose of the newly founded Commodity and Energy Markets Association is to promote the research in all fields of economics and finance related to commodity markets as well as the exchange between academia and practice and to establish and cultivate regional and international contacts with respect to the research area Commodity and Energy Markets. The next general assembly will take place on June 15, 2017 in Oxford.


SPECIAL ISSUE: APPLIED MATHEMATICAL FINANCE

Applied Mathematical Finance (AMF) will publish a special issue on "Commodity and Energy Finance". Conference participants are encouraged to submit their papers to this issue. AMF will take papers from June 1 until September 30, 2017, to allow those authors who wish to incorporate changes and feedback raised at the conference to submit after the Commodity and Energy Markets annual meeting 2017.

 

SPECIAL ISSUE: JOURNAL OF COMMODITY MARKETS

The Journal of Commodity Markets (JCM) will publish a special issue devoted to the Annual Meeting of the Commodity and Energy Markets Association 2017. Submission deadline for the special issue will be September 30, 2017.


ORGANISING COMMITTEE

Álvaro Cartea, Sam Howison, Sofia Ramos, Andrea Roncoroni




FURTHER INFORMATION

For administrative inquiries, please write to: ecfc2017@maths.ox.ac.uk