碳金融干货来了！受昫清环保科技（上海）有限公司邀请，英国莱斯特大学助理教授石玉坤博士借归国之际，向大家分享碳金融知识，并与业内人士研讨交流，诚邀有兴趣的朋友参会。

 

演讲题目：欧洲碳市场、碳金融产品及其交易策略

1．欧洲碳市场概况

2．主要交易产品（现货以及衍生品）

3．市场微观结构及流动性

4．碳资产定价

5．碳市场交易策略及风险 

6．对中国碳市场的启示

 

承办单位：昫清环保科技（上海）有限公司。

本讲座得到国泰君安FICC碳金融团队的支持，由国泰君安提供会议场地。

讲座邀请函由碳道(ideacarbon)发出。

 

时间：2015年12月19日（周六）下午14:00-17:00

地点：国泰君安会议室（地址：上海浦东银城中路168号上海银行大厦25层）

费用：免费（欢迎机构积极赞助，用于石博士英国来回车马费）

对象：行业内相关公司的技术、商务、市场负责人

人数规模：20人左右

报名/赞助联系：

昫清环保，冉凡林，ranfanlin@163.com，13817095872；

碳道报名邮箱：services@ideacarbon.org

石玉坤博士介绍：

石玉坤，英国莱斯特大学金融学助理教授，博士生导师。英国杜伦大学碳金融博士，注册金融分析师（CFA），穆迪分析高级培训师，欧洲碳金融专家。曾在国际一流学术期刊及会议发表有关碳市场套利，套期保值，期现货关系，交易策略，市场有效性，到期日效应等多篇学术论文。

期刊论文:

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)

会议论文:         

“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.