2016 Commodity Markets Conference
3-4 June 2016, Hannover, Germany
Submission deadline: 31 January 2016
The 2016 Commodity Market Conference in conjunction with the Journal of Commodity Markets will be held on 3-4 June 2016 at Leibniz University Hannover, Germany. The aim of the conference is to present and discuss high-quality research in all areas of economics and finance related to commodity markets.
Marcel Prokopczuk, Leibniz University Hannover
K. Geert Rouwenhorst, Yale University
Eduardo S. Schwartz, UCLA
We welcome submissions from all areas of economics and finance related to commodity markets, including:
- Pricing, hedging, and risk analysis of commodity derivatives and derivatives portfolios
- Portfolio allocation/optimization including commodities
- Financialization of commodity markets
- The microstructure of commodity markets
- Corporate finance and risk management related to commodity markets
- Econometric/statistical analysis of commodity markets
- Decision models (OR/MS models) applied to the commodity sector
- Real option analysis investigating commodity project investment and production decisions
- Financial market analysis (risk factor models etc.) for commodity markets
- Managerial accounting & economics for commodity related corporations
- Micro & macroeconomic analysis of commodity markets
- Global and regional trade of commodities
- The role of commodity production and consumption for developing countries
Commodity markets in this context include the entire range of commodities, i.e. energy (including electricity and renewables), metals, agricultural products and fish, and also related markets such as markets for shipping and transportation services, emission quotas and weather derivatives.
The Journal of Commodity Markets will publish a special issue devoted to the annual conference. More details on the submission process will be provided at the conference and on the conference webpage.
The Journal of Banking and Finance publishes a special issue on "Commodity and Energy Markets". Guest editors are: Marcel Prokopczuk (Leibniz University Hannover), Andrea Roncoroni (ESSEC Business School, Paris - Singapore) and Ehud Ronn (University of Texas at Austin). All conference participants are encouraged to submit.