Program
Thursday September 19, 2019
Download All Conference Papers Here (PDF 14.2MB)
Time | Event |
---|---|
11:30 am | Bus Transportation from Embassy Suites Norman parking lot to Sam Noble Museum of Natural History |
noon-1:30 pm | Conference Registration and Buffet Lunch W.R. Howell Pleistocene Plaza 2401 Chautauqua Avenue Norman, OK 73072-7029 |
1:30-1:50pm | Welcome and Conference Opening Robert S. Kerr Auditorium Chitru Fernando (University of Oklahoma) Joseph Harroz Jr., Interim President, University of Oklahoma |
1:55-3:55pm | Session 1: Corporate Decision Making “Climate Change, Demand Volatility, and Corporate Investment Decisions,” Chen Lin (University of Hong Kong), Thomas Schmid (University of Hong Kong); Michael Weisbach (Ohio State University and NBER). Discussant: Hayong Yun (Michigan State University) “(Debt) Overhang: Evidence from Resource Extraction,” Michael Wittry (Ohio State University). Discussant: James Weston (Rice University) “Do Nonfinancial Firms Use Financial Assets to Risk-Shift? Evidence from the 2014 Oil Price Crisis,” Zhiyao Chen (Chinese University of Hong Kong), Ran Duchin (University of Washington). Discussant: Erik Gilje (University of Pennsylvania) |
3:55-4:10pm | Coffee Break - Lobby of SNM |
4:15-6:15pm | Session 2: Commodity Market Participation and Risk Management “Order Flows and Financial Investor Impacts in Commodity Futures Markets,” Robert Ready (University of Oregon); Mark Ready (University of Wisconsin). Discussant: Brian Henderson (George Washington University) “Risk Appetite and Intermediation by Swap Dealers,” Scott Mixon, Esen Onur, (both Commodity Futures Trading Commission). Discussant: Kumar Venkataraman (Southern Methodist University) “Hedging Input Commodity Price Risk: An Equilibrium View,” Hamed Ghoddusi (Stevens Institute of Technology); Sheridan Titman (University of Texas - Austin); Stathis Tompaidis (University of Texas - Austin) Discussant: Praveen Kumar (University of Houston) |
6:15-6:45pm | Reception - SNM W.R. Howell Pleistocene Plaza |
6:45-8:35pm | Buffet Dinner SNM W.R. Howell Pleistocene Plaza |
9:00pm | Bus Transportation to Embassy Suites Norman |
Friday September 20, 2019
Time | Event |
---|---|
7:00am | Bus Transportation from Embassy Suites Norman parking lot to Sam Noble Museum of Natural History |
7:30-8:00am | Continental Breakfast - Lobby of SNM |
8:00-10:00am | Session 3: Commodity Prices and Stock Prices “Financialization and Commodity Market Serial Dependence,” Zhi Da (University of Notre Dame), Ke Tang (Tsinghua University), Yubo Tao (Singapore Management University). Discussant: Liyan Yang (University of Toronto) “Commodity Risk Premia and Option Returns,” Kris Jacobs (University of Houston), Bingxin Li (West Virginia University). Discussant: Gurdip Bakshi (Temple University) “The Low Energy Investor: Energy Risks and the Cross Section of Stock Returns,” Virgilio Zurita (Baylor University). Discussant: Robert Vigfusson (U.S. Federal Reserve Board) |
10:00-10:20am | Coffee Break - Lobby of SNM |
10:30am-12:30pm | Session 4: Consequences of Weather and Environmental Risks “Corporate ESG Profiles and Banking Relationships,” Joel Houston (University of Florida), Hongyu Shan (Fordham University). Discussant: Peter MacKay (Hong Kong University of Science and Technology) “Sea Level Rise and Municipal Bond Yields,” Paul Goldsmith-Pinkham (Yale University), Matthew Gustafson (Penn. State University), Ryan Lewis (University of Colorado Boulder), Michael Schwert (University of Pennsylvania). Discussant: Sudheer Chava (Georgia Institute of Technology) “Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics,” S. Mathias Kruttli (U.S. Federal Reserve Board of Governors and Oxford-Man Institute of Quantitative Finance), Brigitte Roth Tran (U.S. Federal Reserve Board of Governors), W. Sumudu Watugala (Cornell University and Oxford-Man Institute of Quantitative Finance). Discussant: Kris Jacobs (University of Houston) |
12:30-1:45pm | Lunch - SNM W.R. Howell Pleistocene Plaza |
2:00-3:20pm | Keynote Address: A Financial Approach to Climate Risk Robert F. Engle |
3:20-3:30pm | Coffee Break - Lobby of SNM |
3:30-4:50pm | Session 5: Climate Policy Risk “Real Effects of Climate Policy: Financial Constraints and Spillovers,” M. Söhnke Bartram (University of Warwick), Kewei Hou (Ohio State University), Sehoon Kim (University of Florida). Discussant: Anthony Cookson (University of Colorado Boulder) “Measuring the Impact of Climate Policy Risk,” Michael Barnett (Arizona State University). Discussant: Chester Spatt (Carnegie Mellon University) |
4:50-6:00pm | 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 Introduction of Speaker: Scott Linn (University of Oklahoma) Speaker: Dr. Berrien Moore Chesapeake Energy Corporation Chair in Climate Studies Dean, College of Atmospheric & Geographic Sciences Director, National Weather Center, University of Oklahoma |
9:00 | Bus Transportation to Embassy Suites Norman |
Saturday September 21, 2019
Time | Event |
---|---|
8:30am | Depart for tour to Cushing, Oklahoma – Plains All American facility (from Embassy Suites Norman parking lot, return by roughly 5:00pm) |
6:30pm | Dinner - Red Rock Canyon Grill |