CIGI Senior Fellow Pierre Siklos is among the panellists for the Viessman European Research Center's 14th annual conference, June 26, 2014, Munster, Germany. Pierre chairs the opening session, on Index Trading and Market Structure. CIGI is sponsoring the event under its Collaborative Research Awards.
Ansgar H. Belke, University of Duisburg-Essen, Germany
Martin T. Bohl, Westfälische Wilhelms-University Münster, Germany
Pierre L. Siklos, Wilfrid Laurier University
and Viessmann European Research Centre, Waterloo, Canada
Oliver von Ledebur, Johann Heinrich von Thünen-Institut, Braunschweig, Germany
Thursday, June 26, 2014
08:30 – 08:40 Words of Welcome, Ansgar H. Belke, University of Duisburg-Essen, Germany
Session I Index Trading and Market Structure
Chair: Pierre L. Siklos, Wilfrid Laurier University, Canada
Hsiu-Lang Chen, University of Illinois at Chicago, USA
Christopher L. Gilbert and Simone Pfuderer, University of Trento, Italy
Diego Valiante, CEPS Brussels, Belgium
10:25 – 10:45 Coffee Break
Session II Bubbles and Fundamentals
Chair: Joscha Beckmann, University of Duisburg-Essen, Germany
Xiaoli I. Etienne, Scott H. Irwin and Philip Garcia, University of Illinois at Urbana-Champaign, USA
Michael A. Robe and Jonathan Wallen, Kogod School of Business, USA
David S. Jacks, Simon Fraser University, Canada
Lunch 12:30 – 13:30
Session III Commodities as a Portfolio Component
Chair: Oliver von Ledebur, Johann Heinrich von Thünen-Institut, Germany
13:30 – 14:05 Risk-Based Commodity Investing
Simone Bernardi, Markus Leipold and Harald Lohre, University of Zurich, Switzerland
14:05 – 14:40 Do Commodities add Value in Multi-Asset-Portfolios?
Wolfgang Bessler and Dominik Wolff, Justus-Liebig-University Giessen, Germany
14:40 – 15:00 Coffee Break
Session IV Commodity Price Determinants
Chair: Martin T. Bohl, Westfälische Wilhelms-University Münster, Germany
15:00 – 15:35 Oil Price and Exchange Rate Dependency
Joscha Beckmann, Theo Berger and Robert Czudaj, University of Duisburg-Essen and Kiel Institut for the World Economy
Stephen Ingram, University of Western Australia, Australia
16:10 – 16:45 How Integrated is the US Market for Natural Gas?
Tim Böker and Albrecht F. Michler, University of Düsseldorf, Germany
Dinner 18:00 Mövenpick Hotel Münster, Kardinal-von-Galen-Ring 65, 48149 Münster
Session structure: 25 minutes presentation and 10 minutes discussion by audience.
Venue: Alexander von Humboldt-Haus, Hüfferstraße 61, 48149 Münster
A list of the conference participants is available Munster 2014 List of participatns.
The organizers are also grateful for the financial support from CIGI (Centre for International Governance Innovation) through a Collaborative Research Award.
Pierre Siklos is a CIGI senior fellow. His research interests include applied time series analysis and monetary policy, with a focus on inflation and financial markets. Pierre is a research associate at Australian National University’s Centre for Macroeconomic Analysis and a senior fellow at the Rimini Centre for Economic Analysis.