|
Friday, October 25: Ballroom B, West Tower
|
|
Market Manipulation
|
|
10:30 am
|
Suman Banerjee, Nanyang Business School
Ravi Jagannathan, Northwestern University and NBER
Destabilizing
Commodity Market Speculation
Discussant: Ailsa Roell,
Columbia University
|
|
|
John Birge, University of Chicago
Ali Hortacsu, University of Chicago and NBER
Ignacia Mercadal,
University of Chicago
Michael Pavlin, Wilfrid
Laurier University
The
Role of Financial Players in Electricity Markets: An Empirical Analysis of
MISO
Discussant: Frank Wolak,
Stanford University and NBER
|
|
12:10 pm
|
Lunch
|
|
Storage and Exploration
|
|
1:00 pm
|
Eugenio Bobenrieth, Pontificia
Universidad Católica de Chile
Juan Bobenrieth, Universidad del Bío-Bío
Brian Wright, University of California at Berkeley
Bubble
Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices
Discussant: Jose Scheinkman,
Columbia University and NBER
|
|
|
Alexander David, University of Calgary
Exploration
Activity, Long Run Decisions, and Roll Returns in Energy Futures
Discussant: Hui Chen, Massachusetts Institute of
Technology and NBER
|
|
2:40 pm
|
Break
|
|
Futures Market Trading
|
|
3:10 pm
|
Wenjin Kang, National University of Singapore
K. Geert Rouwenhorst,
Yale University
Ke Tang, Renmin
University of China
The
Role of Hedgers and Speculators in Liquidity Provision to Commodity Futures
Markets
Discussant: Ing-haw
Cheng, Dartmouth College
|
|
4:00 pm
|
Break
|
|
4:20 pm
|
Panel Discussion
Shale Energy Boom and the
U.S. and World Economies
James D. Hamilton, University of California at San Diego and NBER
Thomas Helbling, International Monetary Fund
Richard Schmalensee, Massachusetts Institute of
Technology
|
|
5:50 pm
|
Adjourn
|
|
6:30 pm
|
Group Dinner
Bambara Restaurant
25 Edwin H. Land Blvd., Cambridge
(across the street from the Royal Sonesta Hotel)
|
|
Saturday, October 26: Riverfront Room, East Tower
|
|
8:00 am
|
Continental Breakfast
|
|
Commodities and Macroeconomy
|
|
8:30 am
|
Yu-Chin Chen, University of Washington
Dongwon Lee, University of California at Riverside
What Makes a Commodity Currency?
Discussant: Karen Lewis, University of
Pennsylvania and NBER
|
|
|
Domenico Ferraro, Duke University
Pietro Peretto, Duke
University
Commodity
Price, Long-Run Growth and Fiscal Vulnerability
Discussant: Samya
Beidas-Strom, International Monetary Fund
|
|
10:10 am
|
Break
|
|
Commodity Risk Premia
|
|
10:40 am
|
Martijn Boons, Tilburg University
Frans de Roon, Tilburg
University
Marta Szymanowska, Erasmus University
The
Stock Market Price of Commodity Risk
Discussant: Peter Christoffersen,
University of Toronto
|
|
|
Gurdip Bakshi, University
of Maryland
Xiaohui Gao, University
of Maryland
Alberto Rossi, University of Maryland
A
Better Specified Asset Pricing Model to Explain the Cross-section and
Time-Series of Commodity Returns
Discussant: Hendrik
Bessembinder, University of Utah
|
|
12:20 pm
|
Lunch
|
|
Carry Trades
|
|
1:00 pm
|
Anh Le, University of North Carolina
Haoxiang Zhu, MIT
Risk Premia in Gold Lease Rates
Discussant: Lars Lochstoer,
Columbia University
|
|
|
Robert Ready, University of Rochester
Nikolai Roussanov, University of Pennsylvania and
NBER
Colin Ward, University of Pennsylvania
Commodity
Trade and the Carry Trade: A Tale of Two Countries
Discussant: Bryan Routledge,
Carnegie Mellon University
|
|
2:40 pm
|
Adjourn
|