Organizers

Martin T. Bohl, Westfälische Wilhelms-University Münster, Germany
Pierre L. Siklos, Wilfrid Laurier University, Waterloo, Canada
Alex Weissensteiner, Free University Bozen-Bolzano, Italy

Program

Thursday, June 22, 2017

Opening Session

09:00 – 09:10    Words of Welcome, Günter Schamel and Alex Weissensteiner, Free University of
                               Bozen-Bolzano, Italy

Session I      Financialization and Speculation

Chair: Pierre L. Siklos, Wilfrid Laurier University, Canada

09:10 – 09:50    Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization

      Zeno Adams, University of St. Gallen, Switzerland

09:50 – 10:30    Speculation and Volatility - A Time-Varying Approach applied on Chinese Commodity Futures Markets

      Claudia Wellenreuther, Westfälische Wilhelms-University Münster, Germany

10:30 – 11:00    Coffee Break

Session II     Dependencies of Commodity Prices

                        Chair: Martin T. Bohl, Westfälische Wilhelms-University Münster, Germany

11:00 – 11:40    Understanding Dynamic Dependency between Energy and Non-Energy
                               Commodity Markets

      Niaz Bashiri Behmiri, FEEM, Italy

11:40 – 12:20    Examining the Common Dynamics of Commodity Futures Prices

       Christian Groß, Westfälische Wilhelms-University Münster, Germany

Lunch            12:20 – 13:30

Session III    Price Discovery and Risk Premia

Chair: Alex Weissensteiner, Free University of Bozen-Bolzano, Italy

13:30 – 14:10    Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents

      Sophie van Huellen, University of London, UK

14:10 – 14:50    Expected Spot Prices and the Dynamics of Commodity Risk Premia

      Jacopo Piana, Cass Business School of London, UK

14:50 – 15:10    Coffee Break

Session IV    Commodity Price Volatility

Chair: Nicole Branger, Westfälische Wilhelms-University Münster, Germany

15:10 – 15:50    Stock Market Response to Potash Mines Disasters

      Oskar Kowalewski, IÉSEG School of Management, France

15:50 – 16:30    The Asymmetric Return-Volatility Relationship of Commodity Price Changes

      Dirk Baur, University of Western Australia, Australia

Dinner                                           18:00, Wirtshaus Vögele, Johann-Wolfgang-von-Goethe-Straße 3, 39100 Bozen-Bolzano

Session structure:                     30 minutes presentation and 10 minutes discussion by audience.

Workshop venue:                       Free University of Bozen-Bolzano, Universitätsplatz 1, 39100 Bozen-Bolzano,
                                                         room C 4.01

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