Münster (Germany), June 26, 2014

Workshop

Determinants and Impact of
Commodity Price Dynamics

in Münster (Germany), June 26, 2014

Ansgar H. Belke, Universität Duisburg-Essen, Germany
Martin T. Bohl, Westfälische Wilhelms-University Münster, Germany
Pierre L. Siklos, Wilfrid Laurier University
and Viessmann European Research Centre, Waterloo, Canada
Oliver von Ledebur, Johann Heinrich von Thünen-Institut,
Braunschweig, Germany

 

 

Call for Papers

Please find the detailed "Call for Papers" here.

 

Program

Please find the detailed "Program" here.

 

Papers

  • Hsiu-Lang Chen, Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds
     
  • Christopher L. Gilbert and Simone Pfuderer, The Role of Index Trading in Price Formation in the Grains and Oilseeds Markets
     
  • Diego Valiante, Three Narratives on the Changing Face of Global Commodities Market Structure
     
  • Xiaoli L. Etienne, Scott H. Irwin and Philip Garcia, Bubbles in Grain Futures Markets: When are They Most Likely to Occur?
     
  • Michel A. Robe and Jonathan Wallen, Fundamentals, Derivatives Market Information and Oil Market Volatility
     
  • David S. Jacks, From Boom to Bust: A Typology of Real Commodity Prices in the Long Run
     
  • Simone Bernardi, Markus Leipold and Harald Lohre, Risk-Based Commodity Investing
     
  • Wolfgang Bessler and Dominik Wolff, Do Commodities add Value in Multi-Asset-Portfolios? An Out-of-Sample Analysis for Different Commodity Groups
     
  • Joscha Beckmann, Theo Berger and Robert Czudaj, Oil Price and FX-Rate Dependency
     
  • Stephen R. Ingram, Commodity Price Changes are Concentrated at the End of the Cycle
     
  • Tim Böker and Albrecht F. Michler, How Integraed is the US Market for Natural Gas? New Evidence using Rolling Cointegration

 

Presentations

  • Stephen R. Ingram, Commodity Price Changes are Concentrated at the End of the Cycle
     
  • Simone Bernardi, Markus Leipold and Harald Lohre, Risk-Based Commodity Investing
     
  • Christopher L. Gilbert and Simone Pfuderer, The Role of Index Trading in Price Formation in the Grains and Oilseeds Markets

 

Arrival

Public transport:

From Frankfurt airport to Münster you can go by airplane or by train.

  • Please find the bus schedule from the FMO airport to the main railway station Münster here.
  • Please find the description of the way to the Stadthotel Münster by car, from the main railway station or from the airport FMO here.
  • Please find the description of the way from the hotel (Stadthotel Münster, Aegidiistraße 21) to the place of the workshop on June 26, 2014 (Alexander von Humboldt-Haus, Hüfferstraße 61) here.
  • Please find the description of the way from the hotel (Stadthotel Münster, Aegidiistraße 21) to the place of the dinner on June 26, 2014 (Möwenpick Hotel Münster, Restaurant "Chesa Rössli", Kardinal-von-Galen-Ring 65) here.

 

Contact

Prof. Dr. Martin T. Bohl
Westfälische Wilhelms-Universität Münster
Chair of Monetary Economics
Am Stadtgraben 9
48143 Muenster
Germany
Phone: +49 251 83 25 005
Fax:       +49 251 83 22 846
Email: martin.bohl@wiwi.uni-muenster.de