Workshop on economic and financial analysis of commodity markets

Crawford School of Public Policy | Australia-Japan Research Centre

A sunset creates an orange glow behind powerlines in Yokohama, Japan.

Event details

Workshop

Date & time

Thursday 14 September 2017 to Friday 15 September 2017

12.00pm–3.00pm

Venue

Griffin Room, Level 1, JG Crawford Building 132, Lennox Crossing, ANU

Speaker

Luke Meehan, Independent Competition and Regulatory Commission; Takashi Kanamura, Kyoto University; Ken Iwatsubo, Kobe University; Joaquin Vespignani , University of Tasmania; Paul Burke, ANU; plus many more.

Contacts

Tatsuyoshi Okimoto

tatsuyoshi ! okimoto () anu ! edu ! au

Attachment	Size
AJRC-RIETI Program	35.01 KB
The Price Elasticity of Electricity Demand in the United States: A Three-Dimensional Analysis	548.98 KB
Jump Activity Analysis for Affine Jump-diffusion Models: Evidences from the Commodity Market	1000.81 KB
Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York	271.9 KB
Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity	358.21 KB
Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries	910.91 KB
Setting Retail Elasticity Prices in the ACT	461.88 KB
The Dynamics of Commodity Spot, Forward, Futures Prices and Convenience Yield	357.92 KB
Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns	47.7 KB
Pricing Electricity Forward Contracts under Observable Information in JEPX	949.43 KB
Price and Income Elasticity of Residential and Industrial Electricity Demand in the European Union	99.54 KB
Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York	272.42 KB
Diversification Effect of Commodity Futures on Financial Markets	211.58 KB