Research School for Socio-Economic and
Natural Sciences of the Environment
Research School for Socio-Economic and
Natural Sciences of the Environment

Conference on Commodities, Volatility, and Risk Management: The Impacts of Trade Restrictions, Market Imperfections, and Green Finance

Date: 13 May 2019 - 15 May 2019
Location: Paris, France

The conference will cover commodity pricing and risk management, viewed through the prisms of market imperfections and environmental concerns. The main focus is on agricultural and energy markets, with specific themes intended to shine light on what the organizers and members of the scientific, industry, and policy advisory committees believe will be prominent issues in the near future.

  1. New takes on derivatives design/effectiveness: risk management in the organic agricultural sector; basis risk and the impact of nearby futures-spot convergence issues on the term structure of grains and oilseed futures prices; effectiveness of US-based derivatives in a world where trade wars and climate change are shifting the geography of agricultural production and trade; modeling catastrophic risk.
  2. Political risk: links between commodity price volatility andtraderestrictions; using crop insurancevs. market-based (derivatives) risk management; implications of the unfolding trade war for basis risk and trading in commodity derivatives markets.
  3. Environmental risk: pricing climate risk; measuring and managing price risk in organic agricultural markets; dealing with stranded energy assets.
  4. Links between technology and commodity market quality(including risks linked to machine trading and liquidity provision in derivatives markets).
  5. Environmental, Social, Governance: ESG-proofing of investments; distributional effects of energy efficiency rules; poverty & energy theft/consumption in developing countries.

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