{"id":3619,"date":"2024-05-30T19:22:14","date_gmt":"2024-05-30T19:22:14","guid":{"rendered":"https:\/\/questromworld.bu.edu\/cema\/?page_id=3619"},"modified":"2024-06-18T19:45:03","modified_gmt":"2024-06-18T19:45:03","slug":"detailed-program","status":"publish","type":"page","link":"https:\/\/questromworld.bu.edu\/cema\/detailed-program\/","title":{"rendered":"Detailed Program"},"content":{"rendered":"\n<style type=\"text\/css\" data-created_by=\"avia_inline_auto\" id=\"style-css-av-lwto4xxd-7674bc2610942d2952cdd6fcfecc4e4f\">\n#top .av-special-heading.av-lwto4xxd-7674bc2610942d2952cdd6fcfecc4e4f{\npadding-bottom:10px;\ncolor:#b02b2c;\n}\nbody .av-special-heading.av-lwto4xxd-7674bc2610942d2952cdd6fcfecc4e4f .av-special-heading-tag .heading-char{\nfont-size:25px;\n}\n.av-special-heading.av-lwto4xxd-7674bc2610942d2952cdd6fcfecc4e4f .special-heading-inner-border{\nborder-color:#b02b2c;\n}\n.av-special-heading.av-lwto4xxd-7674bc2610942d2952cdd6fcfecc4e4f .av-subheading{\nfont-size:15px;\n}\n<\/style>\n<div  class='av-special-heading av-lwto4xxd-7674bc2610942d2952cdd6fcfecc4e4f av-special-heading-h1 custom-color-heading blockquote modern-quote  avia-builder-el-0  el_before_av_textblock  avia-builder-el-first '><h1 class='av-special-heading-tag '  itemprop=\"headline\"  >Monday, June 24th<\/h1><div class=\"special-heading-border\"><div class=\"special-heading-inner-border\"><\/div><\/div><\/div>\n<section  class='av_textblock_section av-lx51zjof-c21c37c70f37db98879f0343aa3e1b27 '   itemscope=\"itemscope\" itemtype=\"https:\/\/schema.org\/CreativeWork\" ><div class='avia_textblock'  itemprop=\"text\" ><p>8:00 \u2013 8:50 am\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 <strong>Registration &#8211; Questrom Lobby, <\/strong>595 Commonwealth Avenue, Boston, MA. 02215<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>8:50 \u2013 9:00 am<strong> \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0Welcome Address \u2013 Hariri Auditorium<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>9:00 \u2013 10:00 am<strong>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Keynote Address: Helyette Geman &#8211; Hariri Auditorium<\/strong><\/p>\n<p>10:00 \u2013 10:30 am<strong>\u00a0 \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Coffee Break \u2013 Questrom Events and Conference Center <\/strong>(4th Floor)<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>10:30 am \u2013 12:00 pm<strong>\u00a0 \u00a0 \u00a0Session 1 \u2013 4th Floor Classrooms<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 1A, Room 406 \u2013 Special Session: Financial Engineering; Chair: Steve Kou\u00a0<\/strong><\/p>\n<p>Alizadeh, Fusai,<strong> Kyriakou, <\/strong>\u201cA contingent claims approach to vessel valuation.\u201d<\/p>\n<p><strong>Discussant: Jussi Keppo<\/strong><\/p>\n<p><strong>Keppo, <\/strong>Wang \u201cBalancing Acts: Exploring the Dynamics of Government Policies and Corporate ESG Incentives.\u201d<strong> Discussant: Gianluca Fusai<\/strong><\/p>\n<p><strong>Fusai, <\/strong>\u201cMonotonic transformation, implied stock price process with applications to spread options and to the joint calibration of SP500 and VIX options\u201d<strong> Discussant: Ioannis Kyriakou<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 1B, Room 408 \u2013 Oil Markets; Chair: Leonidas Tsiaras\u00a0<\/strong><\/p>\n<p><strong>Tsiaras, <\/strong>Gilder \u201cRefining Crude Oil Uncertainty Using Corridor Variance Risk Premia\u201d<strong> Discussant: Fernanda Diaz-Rodriguez<\/strong><\/p>\n<p><strong>Ouzan, <\/strong>Six, \u201cThe Demand for Hedging of Oil Producers: A Tale of Risk and Regret.\u201d <strong>Discussant: Leonidas Tsiaras<\/strong><\/p>\n<p><strong>Diaz-Rodriguez, <\/strong>Robles-Fernandez, \u201c\u2018One Out of Many\u2019: Consolidating a Long-term Trend Forecast for Investing in Energy Commodities\u201d<strong> Discussant: Samuel Ouzan<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 1C, Room 410 \u2013 Commodities; Agriculturals, Metals; Chair: Nicolas Legrand<\/strong><\/p>\n<p><strong>Kim,<\/strong> Roh, Yoon, \u201cWhen Gold Meets Copper: A Comprehensive Look at the Informative Role of the Relative Value of Gold on Global Stock Markets.\u201d<strong> Discussant: Berna Karali<\/strong><\/p>\n<p>Cao, Gebrekidan, Heckelei,<strong> Robe, <\/strong>\u201cMachine Learning and Big Data to Identify Market Expectations and Surprises: Evidence from Scheduled USDA Reports.\u201d <strong>Discussant: Donghoon Kim<\/strong><\/p>\n<p><strong>Karali, <\/strong>Isengildina-Massa, Irwin, \u201cIs Being Bold Better? Industry Expectations of USDA Corn and Soybean Production Estimates.\u201d <strong>Discussant: Nicolas Legrand<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 1D, Room 412 \u2013 Electricity Markets; Chair: Tobias Kargus\u00a0<\/strong><\/p>\n<p>Hain,<strong> Kargus, <\/strong>Uhrig-Homburg, Fichtner, \u201cAn Electricity Price Modeling Framework for Renewable-Dominant Markets.\u201d<strong> Discussant: Kazuhiko Ohashi<\/strong><\/p>\n<p><strong>Katona, <\/strong>Nikitopoulos, Schl\u00f6gl, Susanto \u201cSupply non-monotonicity and welfare in electricity markets.\u201d <strong>Discussant: Tobias Kargus<\/strong><\/p>\n<p>Miawaki,<strong> Ohashi<\/strong>, Yamamoto, \u201cStructural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market before and after the Great East Japan Earthquake and Fukushima nuclear accident in 2011.\u201d<strong> Discussant: Krisztina Katona<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>12:00 \u2013 1:00 pm<strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Lunch \u2013 Questrom Events and Conference Center<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>1:30 \u2013 3:00 pm<strong>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Session 2 \u2013 4th Floor Classrooms<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 2A, Room 406 \u2013 Renewables; Chair: Zuguang Gao<\/strong><\/p>\n<p><strong>Gao, <\/strong>Sunar, Birge, \u201cDesigning Renewable Power Purchase Agreements: Impact on Green Energy Investment.\u201d<strong> Discussant: Dongliang Lu<\/strong><\/p>\n<p><strong>Figuerola-Ferretti, <\/strong>Schwartz, Segarra \u201cWater as a commodity in hydropower generation<strong>.\u201d Discussant: Zuguang Gao<\/strong><\/p>\n<p><strong>Lu, <\/strong>\u201cA Dynamic Agency Model of Green Investment and Managerial Compensation.\u201d<strong> Discussant: Isabella Figuerola-Ferretti<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 2B, Room 408 \u2013 Commodities: Prices, Returns, Strategies; Chair: Tobias Lauter<\/strong><\/p>\n<p><strong>Lauter<\/strong>, Prokopczuk \u201cArbitrage in WTI Futures and Options.\u201d<strong> \u00a0Discussant: Fahiz Baba-Yara<\/strong><\/p>\n<p><strong>Baba-Yara, <\/strong>Bondatti \u201cCommodity Returns: Lost in Financialization.\u201d <strong>Discussant: Tobias Lauter<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 2C, Room 410 \u2013 Special Session: Futures, Regulation; Chair: Michel Robe\u00a0<\/strong><\/p>\n<p>Adjemian,<strong> Prager, <\/strong>Burns \u201cDo Trader Position Changes Affect Commodity Returns? New Evidence Using Comprehensive Daily-Frequency Futures and Swaps Data.\u201d<strong> Discussant: Michael Robe<\/strong><\/p>\n<p><strong>Ferko, <\/strong>Mixon, Onur \u201cRetail Traders in Futures Markets.\u201d<strong> Discussant: Daniel Prager<\/strong><\/p>\n<p>Onur, Orlov,<strong> Robe <\/strong>\u201cSpreads\u201d in U.S. Treasury Futures Markets: Calendar Spreads vs. Offsets<strong>.\u201d Discussant: Alex Ferko<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 2D, Room 412 \u2013 Commodity Derivatives; Chair: Alexander David<\/strong><\/p>\n<p><strong>David, <\/strong>Balasubramaniam, \u201cHoarding, Stockouts, and Commodity Futures Prices During the Pandemic.\u201d <strong>Discussant: Hilary Frances Till<\/strong><\/p>\n<p>Aka, Gagnon,<strong> Power <\/strong>\u201cCommodity Option Return Predictability.\u201d<strong> Discussant: Alexander David<\/strong><\/p>\n<p><strong>Till, <\/strong>Eagleeye, \u201cTapping the Value of Futures Data: A Practitioner\u2019s Perspective.\u201d<strong> Discussant: Gabriel Power<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>3:00 \u2013 3:30 pm\u00a0 \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Coffee Break \u2013 Questrom Events and Conference Center<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>3:30 \u2013 5:00 pm\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Session 3 \u2013 4th Floor Classrooms<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 3A, Room 406 \u2013 Energy Models; Chair: Maxim Bichuch\u00a0<\/strong><\/p>\n<p><strong>Bichuch, <\/strong>Hobs, Song, \u201cIdentifying Optimal Capacity Expansion and Differentiated Capacity Payments under Risk Aversion and Market Power: A Financial Stackelberg Game Approach.\u201d<strong> Discussant: Benoit Chevalier-Roignant<\/strong><\/p>\n<p>Acharya,<strong> Chevalier-Roignant, <\/strong>Geman, \u201cRevisiting the Impact of Renewable Energy on PPAs.\u201d <strong>Discussant:<\/strong> <strong>Maxim Bichuch<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 3B, Room 408 \u2013 Extreme Risks; Chair: Patrycja Chodnicka-Jaworska\u00a0<\/strong><\/p>\n<p>Chodnicka-Jaworska, Jaworski,<strong> Kot <\/strong>\u201cEuropean union sanctions impact on the sector stock prices \u2013 the Ukrainian war effect?\u201d <strong>Discussant: Zhanbing Xiao<\/strong><\/p>\n<p><strong>Xiao, <\/strong>\u201cLabor Exposure to Climate Risk, Productivity Loss, and Capital Deepening.\u201d<strong> Discussant: Marcin Kot<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 3C, Room 410 \u2013 Commodities: Information, Market Structure; Chair: Jungkeon Jo\u00a0<\/strong><\/p>\n<p>Banstola,<strong> Karali, <\/strong>\u201cComplements or Substitutes? An Analysis of Investor Attention to USDA Reports and Firm-level Announcements.\u201d <strong>Discussant: Camille A\u00eft-Youcef<\/strong><\/p>\n<p><strong>Jo, <\/strong>Adjemian, \u201cEffects of Agricultural Supply News Shocks.\u201d <strong>Discussant: Berna Karali<\/strong><\/p>\n<p><strong>A\u00eft-Youcef, <\/strong>Bonnier, \u201cThe Impact of Clearing House Innovations on Grain Trade in the Midwest.\u201d<strong> Discussant: Jungkeon Jo<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 3D, Room 412 \u2013 Carbon Markets; Chair: Florian Berg<\/strong><\/p>\n<p><strong>Berg, <\/strong>Oliver, Rigobon \u201cOn the Importance of Assurance in Carbon Accounting.\u201d <strong>Discussant: Saswat Prata<\/strong><\/p>\n<p>Lohndorf,<strong> Patra,<\/strong> \u201cNavigating the Carbon Markets: Optimal strategy for industrial emission allowance procurement.\u201d <strong>Discussant: Florian Berg<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>6:20 pm\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0\u00a0\u00a0\u00a0 Bus to Dinner \u2013 Questrom Entrance<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>7:00 \u2013 9:00 pm\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Dinner \u2013 Legal Seafood &#8211; Harborside- 270 Northern Ave, Boston, MA 02210<\/strong><\/p>\n<\/div><\/section>\n\n<style type=\"text\/css\" data-created_by=\"avia_inline_auto\" id=\"style-css-av-lwz0hovy-65d50e52ecd7e631bd3853e64ca22376\">\n#top .av_textblock_section.av-lwz0hovy-65d50e52ecd7e631bd3853e64ca22376 .avia_textblock{\ncolor:#b02b2c;\n}\n<\/style>\n<section  class='av_textblock_section av-lwz0hovy-65d50e52ecd7e631bd3853e64ca22376 '   itemscope=\"itemscope\" itemtype=\"https:\/\/schema.org\/CreativeWork\" ><div class='avia_textblock av_inherit_color'  itemprop=\"text\" ><h1><\/h1>\n<h1>Tuesday, June 25<\/h1>\n<\/div><\/section>\n<section  class='av_textblock_section av-lwz0ldbv-8a2d12b74998c9a8cd0ef15df764a448 '   itemscope=\"itemscope\" itemtype=\"https:\/\/schema.org\/CreativeWork\" ><div class='avia_textblock'  itemprop=\"text\" ><p>8:00 \u2013 9:00 am<strong> \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Registration- Questrom Lobby, <\/strong>595 Commonwealth Avenue, Boston, MA. 02215<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>9:00 \u2013 10:00 am<strong> \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Keynote Address: David Simchi-Levi \u2013 Hariri Auditorium <\/strong>(1st Floor)<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>10:00 \u2013 10:30 am <strong>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Coffee Break \u2013 Questrom Events and Conference Center <\/strong>(4th Floor)<\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p>10:30 am \u2013 12:00 pm<strong>\u00a0 \u00a0 \u00a0Session 4 \u2013 4th Floor Classrooms<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 4A, Room 406 \u2013 Special Session: iFORM; Chair: Andy Sun<\/strong><\/p>\n<p><strong>Birge, <\/strong>\u201cThe Role of Flexible Market Mechanisms in Electricity Market Efficiency\u201d<strong> Discussant: Dirk Lauinger<\/strong><\/p>\n<p><strong>Galgana, <\/strong>Golrezaei \u201cLearning in Repeated Multi-Unit Pay-As-Bid Auctions.\u201d<strong> Discussant: Birge<\/strong><\/p>\n<p><strong>Lauinger, <\/strong>Sun, \u201cStorage Participation in Electricity Markets: Arbitrage and Ancillary Services\u201d <strong>Discussant: Rigel Galgana<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 4B, Room 412 \u2013 Climate Finance; Chair: Umberto Cherubini<\/strong><\/p>\n<p>Ojea-Ferreiro,<strong> Bruneau<\/strong>, Plummer, Tremblay, Witts, \u201cThe interdependencies of Canadian financial institutions: an application to climate transition shocks.\u201d <strong>Discussant: Umberto Cherubini<\/strong><\/p>\n<p><strong>Cherubini, <\/strong>DeAngelis, Neri, \u201c\u2018I&#8217;m Stranded\u2019: Transition Risk Information in CDS and Options.\u201d<strong> Discussant: Gabriel Ojea-Ferreiro<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 4C, Room 414 \u2013 Sustainability; Chair: Rita D&#8217;Ecclesia\u00a0<\/strong><\/p>\n<p><strong>Coqueret, <\/strong>Tavin, Zhou, \u201cSustainable commodity factors.\u201d <strong>Discussant: Rita Laura D&#8217;Ecclesia<\/strong><\/p>\n<p><strong>Kanamura<\/strong> \u201cA Quantitative Model of Sustainability Risk in Finance.\u201d<strong> Discussant: Guillaume Coqueret<\/strong><\/p>\n<p><strong>Decclesia, <\/strong>\u201cImproving Corporate Sustainability affects market risk.\u201d<strong> Discussant: Takashi Kanamura<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 4D, Room 419 \u2013 Green Investing; Chair: Maxime Sauzet\u00a0<\/strong><\/p>\n<p><strong>Sauzet, <\/strong>\u201cGreen Intermediary Asset Pricing.\u201d<strong> Discussant: Christina Nikitopoulos<\/strong><\/p>\n<p><strong>Huang, <\/strong>\u201cGreen Neighbors, Greener Neighborhoods.\u201d<strong> Discussant: Maxime Sauzet<\/strong><\/p>\n<p>Sehatpour,<strong> Nikitopoulos, <\/strong>Peters, Richards, Campi, \u201cAnatomy of Municipal Green Bond Yield Spreads.\u201d<strong> Discussant: Christine Huang<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>12:00 \u2013 1:00 pm \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Lunch \u2013 Questrom Events and Conference Center<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>1:30 \u2013 3:00 pm\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Session 5 \u2013 4th Floor Classrooms<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 5A, Room 406 \u2013 Operations; Chair: Andrea Roncoroni<\/strong><\/p>\n<p>Kouvelis, Liu,<strong> Turcic,<\/strong> \u201cAn Empirically Grounding Analytics (EGA) Approach to Hog Farm Finishing Stage Management.\u201d<strong> Discussant: Andrea Roncoroni<\/strong><\/p>\n<p>Fig\u00e0-Talamanca, Guiotto, <strong>Roncoroni, <\/strong>\u201cOperational Resilience Anew.\u201d<strong> Discussant: Christian Kaps<\/strong><\/p>\n<p><strong>Kaps, <\/strong>Netessine \u201cResidential Battery Storage &#8211; Reshaping the Way We Do Electricity.\u201d<strong> Discussant: Danko Turcic<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 5B, Room 412 \u2013 Climate Finance, Renewables; Chair: Brooke Wang\u00a0<\/strong><\/p>\n<p><strong>Wang, <\/strong>\u201cWaiting or Acting: The Effects of Environmental Regulatory Uncertainty.\u201d<strong> Discussant: Zuguang Gao<\/strong><\/p>\n<p>Huji,<strong> Laurs, <\/strong>Stork, Zwinkels \u201cPricing Pollution: Asset-Pricing Implications of the EU Emissions Trading System.\u201d <strong>Discussant: Brooke Wang<\/strong><\/p>\n<p><strong>Gao, <\/strong>Alshehri, Birge \u201cAggregating Distributed Energy Resources: Efficiency and Market Power.\u201d<strong> Discussant: Dries Laurs<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 5C, Room 414 \u2013 Commodities: Weather, Shipping; Chair: Stephen Szaura\u00a0<\/strong><\/p>\n<p>Bae, Jeon,<strong> Szaura, <\/strong>Zurita, \u201cBlame it on the weather: Market implied weather volatility and firm performance.\u201d<strong> Discussant: Niko Nomikos<\/strong><\/p>\n<p>Cornejo,<strong> Merener, <\/strong>Merovich \u201cExtreme Dry Spells and Larger Storms in the U.S. Midwest Raise Crop Prices.\u201d <strong>Discussant: Stephen Szaura<\/strong><\/p>\n<p><strong>Nomikos, <\/strong>Moutzouris \u201cBlockchain Technology and Loan Monitoring in a Real- asset Economy.\u201d<strong> Discussant: Nicolas Merener<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 5D, Room 419 \u2013 ESG; Chair: Giulia Crippa<\/strong><\/p>\n<p><strong>Crippa, <\/strong>\u201cESG data imputation and Quantitative Greenwashing.\u201d <strong>Discussant: Patrycja Chodnicka-Jaworksa<\/strong><\/p>\n<p><strong>Chodnicka-Jaworska, <\/strong>\u201cImpact of ESG Measures on Credit Ratings by Using Machine Learning Models \u2013 Comparison Energy Sector Reaction to Others Non-financial Companies?\u201d <strong>Discussant: Giulia Crippa<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>3:00 \u2013 3:30 pm \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Coffee Break \u2013 Questrom Events and Conference Center<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>3:30 \u2013 5:00 pm\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 Session 6 \u2013 4th Floor Classrooms<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 6A, Room 406 \u2013 Storage; Chair: Pierre Six<\/strong><\/p>\n<p>Cao, Duan, Linn,<strong> Six, <\/strong>\u201cNew Tests of the Theory of Storage and the Theory of Normal Backwardation: Time and Frequency Dimensions.\u201d <strong>Discussant: Dirk Lauinger<\/strong><\/p>\n<p><strong>Cerqueti, <\/strong>Mattera, Storani \u201cSystemic resilience of networked commodities.\u201d<strong> Discussant: Pierre Six<\/strong><\/p>\n<p><strong>Lauinger<\/strong>, Vuille, Kuhn, \u201cFrequency Regulation with Storage: On Losses and Profits.\u201d<strong> Discussant: Roy Cerqueti<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 6B, Room 412 \u2013 Special Session: Climate Finance and Carbon Risk; Chair: Rudiger Kiesel\u00a0<\/strong><\/p>\n<p>Lo,<strong> Zhang,<\/strong> \u201cPerformance Attribution for Portfolio Constraints.\u201d<strong> Discussant: Kateryna Chekriy <\/strong><\/p>\n<p><strong>Welsh<\/strong>, Jaimungal \u201cNash Equilibria in Greenhouse Gas Offset Credit Markets.\u201d<strong> Discussant: Ruixun Zhang<\/strong><\/p>\n<p><strong>Chekriy, <\/strong>Kiesel, Stahl, \u201cA Probabilistic Assessment of Net-Zero Commitments.\u201d<strong> Discussant: Liam Welsh<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>Session 6C, Room 419 \u2013 Equilibrium Model: ESG, Greenium; Chair: Andrei Kirilenko\u00a0<\/strong><\/p>\n<p><strong>Kirilenko, <\/strong>\u201cLimits on Equilibrium ESG Investing.\u201d <strong>Discussant: Xin Gao<\/strong><\/p>\n<p><strong>Jata, <\/strong>Rotureau, Sevi \u201cThe hidden greenium.\u201d<strong> Discussant: Andrei Kirilenko<\/strong><\/p>\n<p><strong>Gao, <\/strong>Li, Lin, Liu, \u201cESG risk premium: Evidence from commodity options.\u201d<strong> Discussant: Dajana Jata<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>5:15 \u2013 6:00 pm \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 CEMA Assembly \u2013 Hariri Auditorium <\/strong>(1st Floor)<\/p>\n<\/div><\/section>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":93,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"class_list":["post-3619","page","type-page","status-publish","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Detailed Program - CEMA<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/questromworld.bu.edu\/cema\/detailed-program\/\" 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