碳金融干貨來了！受昫清環保科技（上海）有限公司邀請，英國萊斯特大學助理教授石玉坤博士借歸國之際，向大家分享碳金融知識，并與業內人士研討交流，誠邀有興趣的朋友參會。

 

演講題目：歐洲碳市場、碳金融產品及其交易策略

1．歐洲碳市場概況

2．主要交易產品（現貨以及衍生品）

3．市場微觀結構及流動性

4．碳資產定價

5．碳市場交易策略及風險 

6．對中國碳市場的啟示

 

承辦單位：昫清環保科技（上海）有限公司。

本講座得到國泰君安FICC碳金融團隊的支持，由國泰君安提供會議場地。

講座邀請函由碳道(ideacarbon)發出。

 

時間：2015年12月19日（周六）下午14:00-17:00

地點：國泰君安會議室（地址：上海浦東銀城中路168號上海銀行大廈25層）

費用：免費（歡迎機構積極贊助，用于石博士英國來回車馬費）

對象：行業內相關公司的技術、商務、市場負責人

人數規模：20人左右

報名/贊助聯系：

昫清環保，冉凡林，ranfanlin@163.com，13817095872；

碳道報名郵箱：services@ideacarbon.org

石玉坤博士介紹：

石玉坤，英國萊斯特大學金融學助理教授，博士生導師。英國杜倫大學碳金融博士，注冊金融分析師（CFA），穆迪分析高級培訓師，歐洲碳金融專家。曾在國際一流學術期刊及會議發表有關碳市場套利，套期保值，期現貨關系，交易策略，市場有效性，到期日效應等多篇學術論文。

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.