2017 Energy Finance Conference Program Outline
Thursday September 28 2017
Time | Event | |
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6:00 pm - 8:00 pm | Pre-conference reception (Holiday Inn Express & Suites Norman) 500 Conference Drive |
Friday September 29 2017
Time | Event |
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8:00-8:30am | Conference Registration and Continental Breakfast Lobby, Sam Noble Museum (SNM) 2401 Chautauqua Avenue Norman, OK 73072-7029 |
8:30-8:50am | Welcome and Conference Opening Scott Linn (U. of Oklahoma) |
8:50-10:10am | Session 1:Price Determinants “On Commodity Price Limits,” Rajkumar Janardanan (SummerHaven Investment Management); Xiao Qiao (SummerHaven Investment Management); K. Geert Rouwenhorst (Yale University). Discussant: Jim Smith (Southern Methodist University). “Political Uncertainty and Commodity Prices,” Kewei Hou (Ohio State University); Ke Tang (Tsinghua University); Bohui Zhang (UNSW and The Chinese University of Hong Kong). Discussant: Ing-Haw Cheng (Dartmouth University). |
10:10-10:30am | Coffee Break (Lobby of SNM) |
10:30am-12:30pm | Session 2: Corporate Risk “Drilling and Debt,” Erik Gilje (University of Pennsylvania); Elena Loutskina (University of Virginia); Dan Murphy (University of Virginia). Discussant: David Haushalter (Pennsylvania State University). “Derivatives Supply and Corporate Hedging: Evidence from the Safe Harbor Reform of 2005,” Erasmo Giambona (Syracuse University); Ye Wang (Bocconi University). Discussant: Tim Adam (Humboldt University Berlin). “How Production Risk and Flexibility Affect Liquidity Management: Evidence from Electricity Generating Firms,” Chen Lin (University of Hong Kong); Thomas Schmid (University of Hong Kong); Michael Weisbach (Ohio State University and NBER). Discussant: Peter MacKay (Hong Kong University of Science and Technology) |
12:30-2:00pm: | Lunch (SNM W.R. Howell Pleistocene Plaza) |
2:00-3:20pm | Session 3 Financialization and Information “Commodity Financialization and Information Transmission,” Itay Goldstein (University of Pennsylvania); Liyan Yang (University of Toronto). Discussant: Harold Zhang (University of Texas Dallas). “The Third Dimension of Financialization: Electronification, Intraday Institutional Trading, and Commodity Market Quality,” Vikas Raman (Warwick University); Michel Robe (U. of Illinois at Urbana-Champaign); Pradeep Yadav Pradeep (University of Oklahoma). Discussant: Kumar Venkataraman (Southern Methodist University). |
3:20-3:40pm | Coffee Break (Lobby of SNM) |
3:40-4:45pm | Keynote Speech “Post-crisis finance,” René Stulz from Ohio State U. |
4:45-6:00pm | Museum Tour and Break: Sam Noble Museum Exhibits |
6:00-6:30pm | Reception (SNM W.R. Howell Pleistocene Plaza) |
6:30-9:00pm | Gala Dinner Samedan Oil Corporation Great Hall Speaker: Dr. Kelvin K. Droegemeier Vice President for Research Regents' Professor of Meteorology Oklahoma Secretary of Science and Technology University of Oklahoma |
Saturday September 30, 2017
Time | Event |
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8:00-8:30am | Breakfast (Lobby, Sam Noble Museum) |
8:30-10:30am | Session 4: Sustainability and Green Energy “Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?” Christine Baumeister (University of Notre Dame and CEPR); Reinhard Ellwanger (Bank of Canada); Lutz Kilian (University of Michigan and CEPR). Discussant: Sebastien Pouliot (Iowa State University). “Optimal Investment Strategies for Power Generation: the Value of Green Energy,” Jerome Detemple (Boston University); Yerkin Kitapbayev (Boston University). Discussant: Alexander David (University of Calgary). “The Sustainability Footprint of Institutional Investors,” Rajna Gibson Brandon; Philipp Krüger (both University of Geneva, Swiss Finance Institute, Geneva School of Economics and Management (GSEM), and Geneva Finance Research Institute). Discussant: Sudheer Chava (Georgia Tech). |
10:30-10:50am | Coffee Break (Lobby of SNMONH) |
10:50am-12:10pm | Session 5: Risk Premia “Expected Spot Prices and the Dynamics of Commodity Risk Premia,” Daniele Bianchi (University of Warwick); Jacopo Piana (City University of London). Discussant: Duane Seppi (Carnegie Mellon University) “Supply, Demand, and Risk Premiums in Electricity Markets,” Kris Jacobs (University of Houston); Yu Li (University of Houston); Craig Pirrong (University of Houston). Discussant: Pradeep Yadav (University of Oklahoma). |
12:10-1:30pm | Lunch and Conference Close (Howell Pleistocene Plaza) |
Coach returns guests to Embassy Suites Hotel | |
Approx. 2:30pm | Depart for tour of working oil rig(return to Embassy Suites by roughly 6:00 pm) |
6:30pm | Dinner (Red Rock Canyon Grill) |