fenann17231

2017 OU Energy and Commodities Finance Research Conference
Program and Registration Information

September 29-30, 2017, Noman, Oklahoma

The University of Oklahoma's Price College Energy Institute and Center for Financial Studies are pleased to announce the 2017 University of Oklahoma Energy and Commodities Finance Research Conference, to be held on the OU campus in Norman, Oklahoma September 29-30, 2017 (Friday and Saturday). The conference is co-sponsored by the Review of Financial Studies. All academic sessions will take place in the Kerr Auditorium of the University of Oklahoma's Sam Noble Museum of Natural History (SNMONH). This Conference aims to convene academics from around the world at an important center of global energy production and trade, to present and discuss cutting edge research in the Energy and Commodities Finance field. All interested participants are welcome to attend.

REGISTRATION: The conference Program is detailed below. Additional conference information, including a registration link, can be found at: http://www.ou.edu/content/price/finance/energyfinanceconf.html. The registration deadline is September 21, 2017.

ACCOMMODATIONS: Blocks of rooms have been reserved for conference participants at two local hotels: Embassy Suites Norman and Holiday Inn Express & Suites Norman. A shuttle motor coach will transport guests from these adjacent hotels to the conference venue and back. Conference attendees should arrange booking online following the instructions at: http://www.ou.edu/content/price/finance/energyfinanceconf/Accommodations.html

PROGRAM:

Pre-conference Reception (Thurday, 6:00-8:00pm): Holiday Inn Express & Suites Norman

Conference Registration and Continental Breakfast (Friday, 8:00-8:30am): Lobby of SNMONH

Welcome and Conference Opening (Friday, 8:30-8:50am)

Session 1 (Friday, 8:50-10:10am): 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).

Coffee Break (10:10-10:30am): Lobby of SNMONH Kerr Auditorium

Session 2 (Friday, 10:30am-12:30pm): 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)

Lunch (12:30-2:00pm): SNMONH Howell Plaza

Session 3 (Friday, 2:00-3:20pm): 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 (American University); Pradeep Yadav Pradeep (University of Oklahoma).
- Discussant: Kumar Venkataraman (Southern Methodist University).

Coffee Break (3:20-3:40pm): Lobby of SNMONH Kerr Auditorium

Keynote Speech (Friday, 3:40-4:45pm): "Post-crisis finance," René Stulz (Ohio State University).

Museum Tour and Break (4:45-6:00pm): Sam Noble Museum of Natural History

Reception and Drinks (6:00-6:30pm): SNMONH Howell Plaza

Gala Dinner (6:30-9:00pm): SNMONH Samedan Oil Great Hall

Breakfast (Saturday, 8:00-8:30am): SNMONH Lobby

Session 4 (Saturday, 8:30-10:30 am): 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).

Coffee Break (10:30-10:50am): Lobby of SNMONH Kerr Auditorium

Session 5 (Saturday, 10:50am-12:10pm): 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).

Lunch and Conference Close (12:10-1:30pm): SNMONH Howell Plaza

Coach returns guests to Embassy Suites Hotel

Depart for tour of working oil rig (2:30 pm, return to Embassy Suites by roughly 5:30 pm)

Dinner (6:30 pm, participants will be advised of location)

Posted: 26 Aug 2017