International Symposium on Finance and
Energy Issues
(ISEFI-2013)
As liberalization advances and new environmental and energy markets grow and develop, the interaction between energy and finance is becoming of crucial importance. For instance, in the deregulated electricity and gas markets risk management is highly complex and challenging. This phenomenon is amplified by the trading opportunities in carbon markets. More generally, energy commodities are becoming closer to financial commodities. In this context, effective market supervision and monitoring competencies will need to be developed by the regulatory institutions.
This conference, jointly organized by ECONOMIX-UNIVERSITE PARIS OUEST NANTERRE LA DEFENSE and CNRS, and IPAG BUSINESS SCHOOL, will shed lights on these issues, by bringing together researchers in economics, finance and econometrics.
Compulsory registration before February 25th: jocelyne.barre@u-paris10.fr – No inscription fee.
SCIENTIFIC PROGRAM
09:00am – 09:15am Opening and Welcome Note
| 09:15am – 10:30am Invited Session |
Session Chair: Anna
Creti, University Of Paris West Nanterre La
Défense & Ecole Polytechnique
Probabilistic electricity outlooks René
Aid, FIME – University Paris Dauphine & EdF
Nonlinear Modelling of Power Price Risk Derek
Bunn, London Business School
Assets value and power prices Alberto
Ponti, Head of Research – Société Générale
10:30am – 11:00am Coffee Break
| 11:00am – 12:30am Session « Oil and Financial Markets » |
Session Chair: Valérie Mignon, University Of Paris West Nanterre La Défense
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dynamics
Marc Joets, EconomiX – University of Paris West Nanterre La Défense
11:30am – 12:00am Does the SP500 index mirror the crude oil dynamics? A complexity-based approach
Catherine Kyrtsou, University of Macedonia, University of Strasbourg, University of Paris West Nanterre
La Défense, and ISC Paris
Christina Mikropoulou, University of Macedonia
Angeliki Papana, University of Macedonia
12:00am – 12:30am Oil price impact on the financial markets: exporter country versus importer country
Anna Creti, University Of Paris West Nanterre La Défense & Ecole Polytechnique
Zied Ftiti, University of Tunis
Khaled Guesmi, IPAG Business School & University of Paris West Nanterre La Défense
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12:30am – 14:00pm Lunch
| 14:00pm – 15:30pm Session « Electricity and gas markets » |
Session Chair: Duc Khuong Nguyen, IPAG Business School
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Liam Wren-Lewis, Paris School of Economics
14:30pm – 15:00pm Temperature shocks and natural gas trading
Alan O’Brien, University of Limerick
John Garvey, University of Limerick
Judah Cohen, Atmospheric and Environmental Research (AER)
15:00pm – 15:30pm Measuring risk in electricity forward returns
Jörg Laitenberger, Martin Luther University Halle-Wittenberg
Christian Lau, Martin Luther University Halle-Wittenberg
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15:30pm – 16:00pm Coffee Break
| 16:00pm – 17:30pm Session « Carbon market » |
Session Chair: Julien Chevalier, University of Paris 8
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Ibrahim Ahamada, University of Paris 1
Djamel Kirat, Paris School of Economics & University of Paris 1
16:30pm – 17:00pm Supply versus demand determinants of EUAs prices
Maria Mansanet Bataller, University of Valencia
Maria Eugenia Sanin, University of Montpellier 1 & Ecole Polytechnique
17:00pm – 17:30pm Market efficiency in the European carbon markets
Amélie Charles, Audencia Nantes, School of Management
Olivier Darné, University of Nantes
Jessica Fouilloux, University of Rennes 1
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17:30pm – 18:00pm Coffee Break
| 18:00pm – 19:00pm Session « Energy Issues in Emerging Markets » |
Session Co-Chairs: Frédéric Teulon, IPAG Business School and Khaled Guesmi, IPAG Business School & University of Paris West Nanterre La Défense
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Heni Boubakera, University of the Mediterranean
Nadia Sghaier, IPAG Business School
18:30pm – 19:00pm Climate change, hydro-dependency and the African Dam Boom
Matthew A. Cole, University of Birmingham
Robert J.R. Elliott, University of Birmingham
Eric Strobl, Ecole Polytechnique & IPAG Business School
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19:00pm – 19:10pm Closing Note
