PhD Students Attend Commodity Market Workshop
PhD Students Ernesto Guzman and Francisco Sotomayor presented at the 2015 Commodity Market Workshop held 20-21 May 2015 in Oslo, Norway.
The Commodity Markets Workshop gathered researchers to present and discuss high-quality research in all areas of economics and finance related to commodity markets. The research presented ranged from theoretical to policy-related, and the workshop allowed PhD students and their supervisors to present and discuss papers that are in the process of being submitted to scientific journals and/or will be part of the PhD dissertation.
Research presented at the workshop:
- 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
- Pricing, hedging, and risk analysis of commodity derivatives and derivatives portfolios
- Portfolio allocation/optimization including commodities
- Financialization of commodity markets
- Market micro structure analysis and commodity markets
- Corporate finance for commodity producing corporations
- Stock market analysis (risk factor models etc.) for commodity producing corporations
- Managerial accounting & economics for commodity producing corporations
- Micro & macroeconomic analysis of commodity markets