Economics of Commodity Markets.
Position | Conferences |
The NBER, supported by the Bank of Canada, held its annual Universities Research Conference, "The Economics of Commodity Markets," in Cambridge on September 16-17. Jing Yang of the Bank of Canada and Research Associates Kenneth Singleton of Stanford University and Wei Xiong of Princeton University organized the meeting. These researchers' papers were presented and discussed:
* Farid Farrokhi, Purdue University, "Global Sourcing in Oil Markets"
* Frank Wolak, Stanford University and NBER, "Assessing the Impact of the Diffusion of Shale Oil and Gas Technology on the Global Coal Market"
* Martijn Boons and Melissa Porras Prado, Nova School of Business and Economics (Lisbon), "Basis-Momentum in the Futures Curve and Volatility Risk"
* Ignacia Mercadal, University of Chicago, "Dynamic Competition and Arbitrage in Electricity Markets: The Role of Financial Players"
* Reinhard Ellwanger, Bank of Canada, "Driven by Fear? The Tail Risk Premium in the Crude Oil Futures Market"
* Daniele Bianchi, University of Warwick, and Jacopo Piana, Cass Business School (London), "Expected Spot Prices and the Dynamics of Commodity Risk Premia"
*...
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