碳金融干貨來(lái)了！受昫清環(huán)保科技（上海）有限公司邀請(qǐng)，英國(guó)萊斯特大學(xué)助理教授石玉坤博士借歸國(guó)之際，向大家分享碳金融知識(shí)，并與業(yè)內(nèi)人士研討交流，誠(chéng)邀有興趣的朋友參會(huì)。

 

演講題目：歐洲碳市場(chǎng)、碳金融產(chǎn)品及其交易策略

1．歐洲碳市場(chǎng)概況

2．主要交易產(chǎn)品（現(xiàn)貨以及衍生品）

3．市場(chǎng)微觀結(jié)構(gòu)及流動(dòng)性

4．碳資產(chǎn)定價(jià)

5．碳市場(chǎng)交易策略及風(fēng)險(xiǎn) 

6．對(duì)中國(guó)碳市場(chǎng)的啟示

 

承辦單位：昫清環(huán)?？萍迹ㄉ虾＃┯邢薰?。

本講座得到國(guó)泰君安FICC碳金融團(tuán)隊(duì)的支持，由國(guó)泰君安提供會(huì)議場(chǎng)地。

講座邀請(qǐng)函由碳道(ideacarbon)發(fā)出。

 

時(shí)間：2015年12月19日（周六）下午14:00-17:00

地點(diǎn)：國(guó)泰君安會(huì)議室（地址：上海浦東銀城中路168號(hào)上海銀行大廈25層）

費(fèi)用：免費(fèi)（歡迎機(jī)構(gòu)積極贊助，用于石博士英國(guó)來(lái)回車馬費(fèi)）

對(duì)象：行業(yè)內(nèi)相關(guān)公司的技術(shù)、商務(wù)、市場(chǎng)負(fù)責(zé)人

人數(shù)規(guī)模：20人左右

報(bào)名/贊助聯(lián)系：

昫清環(huán)保，冉凡林，ranfanlin@163.com，13817095872；

碳道報(bào)名郵箱：services@ideacarbon.org

石玉坤博士介紹：

石玉坤，英國(guó)萊斯特大學(xué)金融學(xué)助理教授，博士生導(dǎo)師。英國(guó)杜倫大學(xué)碳金融博士，注冊(cè)金融分析師（CFA），穆迪分析高級(jí)培訓(xùn)師，歐洲碳金融專家。曾在國(guó)際一流學(xué)術(shù)期刊及會(huì)議發(fā)表有關(guān)碳市場(chǎng)套利，套期保值，期現(xiàn)貨關(guān)系，交易策略，市場(chǎng)有效性，到期日效應(yīng)等多篇學(xué)術(shù)論文。

期刊論文:

1.   “Arbitrage Opportunities and Feedback Trading:Evidence from Emissions and Energy Markets” Journal of InternationalFinancial Markets, Institutions and Money, 36 (2015), 130-147, (withJing-Ming Kuo and Frankie Chau, ABS 3* journal)

 

2.   “Impact of the Allowance Submissions inEuropean Carbon Emission Markets” , International Review of FinancialAnalysis, 2015 (with DennisPhilip, ABS 3* journal)

 

3.    “OptimalHedging in Carbon Emission Markets using Markov Regime Switching Models”, underreview of Journal of InternationalFinancial Markets, Institutions and Money (with Dennis Philip, ABS 3*journal)

 

4.   Hedging and Speculative pressure and theTransition of the Spot-Futures Relationship in Metal and Energy Markets, underreview of International Review of Financial Analysis (with Jin Suk Park,ABS 2* journal) 

5.   “Market Efficiency, Information Flows and HedgingPerformance in Carbon Markets” (with Jing-Ming Kuo and Liya Shen, targetjournal: European Journal of Finance, ABS 3* journal).

 

6.    “Dispersion in Options Traders' Expectations,Commitment of Traders, and Return Predictability in Commodity Markets” (withDennis Philip, target journal: Review of Finance, ABS 4* journal )

7.   "Derivatives Expiration Dates Effects inCarbon Emission Markets" (with Dennis Philip, target journal: InternationalReview of Financial Analysis, ABS 3*),

8.   Markov Regime Switching and Asymmetries ofVolatilities in Crude Oil Markets (with Rangan Gupta, target journal: EnergyEconomics, ABS 3* journal)

會(huì)議論文:         

“Hedging and Speculative Pressures and theTransition of the Spot-Futures Relationship in Metal and Energy Markets”, June 11-13,2015, 5th International Conference of the Financial Engineering and BankingSociety, Audencia Nantes School of Management Campus.

“Optimal Hedging inCarbon Emission Markets using Markov Regime Switching Models”, April 17-19,2015, Spring 2015 Conference of the Multinational Finance Society, Larnaca,Cyprus. 

“Optimal hedging in carbon emission markets using Markov regime switchingmodels”, 15-16 December 2014, 2014 Paris Financial Management Conference,Paris, France.

“Impact of the allowance submission deadline in European carbon emissionmarkets”, 21-23 June 2014, 4th International Conference of theFinancial Engineering and Banking Society, University of Surrey.

“Market efficiency,information flows and hedging performance in carbon markets”, 1-3 July 2013: IVWorld Finance Conference: the Amathus Beach Hotel Limassol, Cyprus.

“Feedback trading andconvenience yield: Evidence from carbon and energy commodity markets”, 5thDecember 2012, School of Management, University of Leicester.

2nd Durham-European Journal of Finance SpecialIssue Conference on the Chinese Capital Market, 25-26 June 2012, University College, Durham University.

“Market efficiency,information flows and hedging performance in carbon markets”, 5thCSDA International Conference on Computationaland Financial Econometrics, 17-19 December 2011, London, UK.

1st Durham-European Journal of Finance SpecialIssue Conference on the Chinese Capital Market, 3-4 September 2011, St John’s college, Durham University.

GEP international conference on'China and The World Economy’, 6-7 November, 2008, the University ofNottingham, Ningbo.