Friday, 03.11.2023

Time

Room TBD

Room TBD

Room TBD

09:00 – 10:00

Keynote 1 in room 1507|002

10:00 – 10:30

Coffee in the Foyer

10:30 – 12:00

Session 1a:
Funds and Sustainable Finance

Session 1b:
Climate Risk and Bond Markets

Session 1c:
Electricity Markets

12:00 – 13:00

Lunch in the Foyer

13:00 – 14:30

Session 2a:
Carbon Pricing

Session 2b:
Oil Market, Storage and Transportation

Session 2c:
Machine Learning in Energy and Climate Finance

14:30 – 15:00

Coffee in the Foyer

15:00 – 16:00

Session 3a:
Climate Preferences in the Equity Market

Session 3b:
Speculation in Energy and Carbon Markets

Session 3c:
Banking and Climate Risk

16:15 – 17:15

Keynote 2 in room 1507|002

starting 18:30

Drinks, at Brauhaus Ernst August

                                                                                      Schmiedestraße 13
                                                                                         30159 Hannover

starting 19:00

Dinner, at Brauhaus Ernst August

                                                                                      Schmiedestraße 13
                                                                                         30159 Hannover

Saturday, 04.11.2023

09:00 – 10:30

Session 4a:
Econometric Modelling of Climate Risk

Session 4b:
Corporate Finance, Energy and Carbon Markets

Session 4c:
Impact of Weather and Pollution

10:30 – 11:00

Coffee in the Foyer

11:00 – 12:30

Session 5a:
Impact and Performance of Green Finance

Session 5b:
Renewable Transition

Session 5c:
Corporate Strategy: Incentives and Inequality

12:30 – 14:00

Lunch in the Foyer

Keynote 1 in room 1507|002

Time: 09:00 - 10:00

Session 1A:
Funds and Sustainable Finance
Chair: TBD
Location: TBD
Time: 10:30 - 12:00

Session 1B:
Climate Risk and Bond Markets
Chair: TBD
Location: TBD
Time: 10:30 - 12:00

Session 1C:
Electricity Markets
Chair: TBD
Location: TBD
Time: 10:30 - 12:00

Are Investors Paying to Be Green?

Who pays the greenium?

Vulnerability of European Electricity Markets: A Quantile Connectedness Approach

Joop Huij (Rotterdam School of Management)
Dries Laurs (Vrije Universiteit Amsterdam)
Philip Stork (Vrije Universiteit Amsterdam)
Remco C.J. Zwinkels (Vrije Universiteit Amsterdam)

Discussant: Diana Mykhalyuk

Daniel Fricke (Deutsche Bundesbank)
Stephan Jank (Deutsche Bundesbank)
Christoph Meinerding (Deutsche Bundesbank)

Discussant: Inès Barahhou

Helena Chuliá (Universitat de Barcelona)
Tony Klein (Queen’s University Belfast)
Jorge A. Muñoz Mendoza (University of Concepcion, Chile)
Jorge M. Uribe (Open University of Catalonia)

Discussant: Dongchen He

Resilience of Mutual Funds to Climate Transition Shocks

A framework to align sovereign bond portfolios with net zero trajectories

Electricity Forward Premium: Renewable Integration and Skewness Preference

Diana Mykhalyuk (University of the Basque Country)
Javier Ojea-Ferreiro (Bank of Canada)
Manuel Moreno (University of Castilla-La Mancha)

Discussant: Rita Laura D'Ecclesia

Inès Barahhou (Kepler Cheuvreux)
Philippe Ferreira (Kepler Cheuvreux)
Yassine Maalej (Kepler Cheuvreux Solutions)

Discussant: Haibo Jiang

Dongchen He (Tilburg Univerisity)
Ronald Huisman (Erasmus University Rotterdam)
Bert Willems (Tilburg Univerisity)

Discussant: Manuel Moreno

Are the Green ETFs Really Green?

Oil Prices, Inflation Expectations, and Bond Risk Premiums

Pricing electricity derivatives: A mean-reverting and seasonal approach

Rita Laura D'Ecclesia (Sapienza University of Rome)
Giacomo Morelli (Sapienza University of Rome)
Kevyn Stefanelli (Sapienza University of Rome)

Discussant: Dries Laurs

Haibo Jiang (University of Quebec at Montreal)

Discussant: Christoph Meinerding

Ana Simonovic (Universitat Pompeu Fabra)
Luca Schmiemann (Universitat Pompeu Fabra)
Manuel Moreno (University of Castilla-La Mancha) 
Federico Platania (Institut Superieur de Gestion (ISG))

Discussant: Tony Klein

Session 2a:
Carbon Pricing
Chair: TBD
Location: TBD
Time: 13:00 - 14:30

Session 2b:
Oil Market, Storage and Transportation
Chair: TBD
Location: TBD
Time: 13:00 - 14:30

Session 2c:
Machine Learning in Energy and Climate Finance
Chair: TBD
Location: TBD
Time: 13:00 - 14:30

Carbon Pricing and Firm-Level CO2 Abatement: Evidence from a Quarter of a Century-Long Panel

The Dynamics of Storage Costs

Don't Lead Me This Way: Central Bank Guidance at the Age of Climate Change

Gustav Martinsson (Royal Institute of Technology, Stockholm)
Per Strömberg (Stockholm School of Economics)
László Sajtos (Swedish Agency for Growth Policy Analysis)
Christian Thomann (Royal Institute of Technology, Stockholm)

Discussant: Manuel Moreno

Andrei Stancu (Newcastle University)
Lazaros Symeonidis (University of Essex)
Chardin Wese Simen (University of Liverpool)
Lei Zhao (ESCP Business School, Paris)

Discussant: Lingjie Ma

Pauline Cizmic (Université Paris-Dauphine)
Anna Cretí (Université Paris-Dauphine)
Marc Joëts (ESEG School of Management)

Discussant: Rita Laura D'Ecclesia

The Beneficial Impact of the EU Emissions Trading System on CO2 Emissions: A Matrix Completion Analysis

Forecasting the price of crude oil with a structural model

Mitigating Shortcut Learning Bias in ML: A Case Study in Energy Consumption Prediction

Francesco Biancalani (IMT School for Advanced Studies, Lucca)
Giorgio Gnecco (IMT School for Avanced Studies, Lucca)
Rodolfo Metulini (University of Bergamo)
Massimo Riccaboni (IMT School for Advanced Studies, Lucca)

Discussant: Christian Thomann

Lingjie Ma (University of Illinois)

Discussant: Ioannis C. Moutzouris

Matthew Caron (University of Paderborn)
Johannes Kriebel (University of Muenster)
Oliver Müller (University of Paderborn)

Discussant: Pauline Cizmic

Pricing of futures on CO2 emission allowances: an empirical approach based on seasonal mean-reverting models

Determinants of the Price Premium for Eco Vessels

The ESG Score and the financial statement: the European case

Alexandra Balado-Alves (Deloitte)
Manuel Moreno (University of Castilla-La Macha)

Discussant: Francesco Biancalani

Malvina Marchese (Bayes Business School)
Ioannis C. Moutzouris  (Bayes Business School)
Nikos C. Papapostolou (Bayes Business School)
Michael N. Tamvakis (Bayes Business School)

Discussant: Lazaros Symeonidis

Rita Laura D'Ecclesia (Sapienza University of Rome)
Susanna Levantesi (Sapienza University of Rome)
Kevyn Stefanelli (Sapienza University of Rome)

Discussant: Johannes Kriebel

Session 3a:
Climate Preferences in the Equity Market
Chair: TBD
Location: TBD
Time: 15:00-16:00

Session 3b:
Speculation in Energy and Carbon Markets
Chair: TBD
Location: TBD
Time: 15:00-16:00

Session 3c:
Banking and Climate Risk
Chair: TBD
Location: TBD
Time: 15:00-16:00

Is decarbonization priced in? - Evidence on the carbon risk hypothesis from the European Green Deal leakage shock

EU ETS Market Expectations and Rational Bubbles

Climate Risk and Bank Capital Structure

Lukas Müller (Technical University of Darmstadt)
Marc Ringel (Nuertingen Geislingen University)
Dirk Schiereck (Technical University of Darmstadt)

Discussant: Arthur Stalla-Bourdillon

Tony Klein (Queen's University Belfast)
Robinson Kruse-Becher (University of Hagen)
Christoph Wegener (Leuphana University Lüneburg)

Discussant: Alireza Zarei

Yassine Bakkar (Queen's University Belfast)

Discussant: Jinhong Wu

Environmental Preferences and Sector Valuations

The Other Side of the Coin: Speculation in Bearish Natural Gas Markets

Climate Risks and Bank Lending

Tristan Jourde (Banque de France)
Arthur Stalla-Bourdillon (Banque de France)

Discussant: Lukas Müller

Chanaka N. Ganepola (Alliance Manchester Business School)
Uchenna Tony-Okeke (Coventry University)
Alireza Zarei (Durham University)

Discussant: Christoph Wegener

Jinhong Wu (Copenhagen Business School)

Discussant: Yassine Bakkar

Keynote 2 in room 1507|002

Time: 16:15 - 17:15

Session 4a:
Econometric Modelling of Climate Risk
Chair: TBD
Location: TBD
Time: 09:00 - 10:30

Session 4b:
Corporate Finance, Energy and Carbon Markets
Chair: TBD
Location: TBD
Time: 09:00 - 10:30

Session 4c:
Impact of Weather and Pollution
Chair: TBD
Location: TBD
Time: 09:00 - 10:30

Global Sea ice volume forecasts for the next 100 years using score-driven threshold climate models

Renewable Portfolio Standards and the value of cash

Climate and sovereign risk: the Latin American experience with ENSO events

Szabolcs Blazsek (Francisco Marroquín University)
Álvaro Escribano (University Carlos III of Madrid)
Erzsébet Kristóf (Eötvös Loránd University)

Discussant: Elisa Ossola

Ning Gao (Alliance Manchester Business School)
Wenfeng Wu (Shanghai Jiao Tong University)
Chang Yang (Shanghai Jiao Tong University)

Discussant: Santanu Kundu

Olivier Damette (University of Lorraine)
Clément Mathonnat (University of Lorraine)
Julien Thavard (University of Lorraine)

Discussant: Buvaneshwaran Venugopal

Green risk in Europe

Internal Carbon Markets and Carbon Emissions

Pollution Risk and Business Activity

Nuno Cassola (University of Libson)
Claudio Morana (University of Milano-Bicocca)
Elisa Ossola (University of Milano-Bicocca)

Discussant: Tomás Del Barrio Castro

Santanu Kundu (University of Mannheim)

Discussant: Yufeng Mao

George Zhe Tian (University of Houston)
Buvaneshwaran Venugopal (University of Central Florida)
Vijay Yerramilli (University of Houston)

Discussant: Yoontae Jeon

Modeling Seasonalities in Paleoclimate Data

Decoding Corporate Green Bonds: What Issuers Do With the Money and Their Real Impact

Weather Variance Risk Premia

Tomás Del Barrio Castro (Universitat de les Illes Balears)

Discussant: Álvaro Escribano

Yufeng Mao (Foster School of Business)

Discussant: Chang Yang

Yoontae Jeon (McMaster University)
Stephen Szaura (BI Norwegian Business School)

Discussant: Julien Thavard

Session 5a:
Impact and Performance of Green Finance 
Chair: TBD
Location: TBD
Time: 11:00 - 12:30

Session 5b:
Renewable Transition
Chair: TBD
Location: TBD
Time: 11:00 - 12:30

Session 5c:
Corporate Strategy: Incentives and Inequality
Chair: TBD
Location: TBD
Time: 11:00 - 12:30

Net-Zero Transition Paths: Facts and Fiction

Price determinants in the carbon neutral hydrogen market

Nash Equilibria in Greenhouse Gas Offset Credit Markets

Kateryna Chekriy (Universität Duisburg-Essen)
Rüdiger Kiesel (Universität Duisburg-Essen)
Gerhard Stahl (HDI Group)

Discussant: Viktória Vidaházy

José Manuel Cueto (Universidad Pontificia Comillas)
Isabel Figuerola Ferreti (Universidad Pontoficia Comillas)
Ignacio Segarra Tamarit (Universidad Pontificia Comillas)

Discussant: George Krivorotov

Liam Welsh (University of Toronto)
Sebastian Jaimungal (University of Toronto)
 

Discussant: Jonathan Harris

ESG principles: The Limits to Green Benchmarking

Assessing the Profitability of Large-Scale Batteries in the UK Electricity Market

Green Finance and Inequality

Charles-Henri DiMaria (STATEC Research)

Discussant: Kateryna Chekriy

Nina Lange (Technical University of Denmark)
Stefan Røpke (Technical University of Denmark)
Valdemar Frisgaard Øhlenschlæger (Technical University of Denmark)
Nikolaj Hansen (Technical University of Denmark)
Valdemar Frisgaard Øhlenschlæger (Technical University of Denmark)

Discussant: Isabel Figuerola Ferreti

Lea Tschan (University of St. Gallen)
Ola Mahmoud (University of St. Gallen)

Discussant: Liam Welsh

The Impact of Natural Disasters on Capital Flows

Sectoral Transition Risk in an Environmentally Extended Production Network Model

Pricing Investor Impact

Viktória Vidaházy (Geneva Graduate Institute)

Discussant: Charles-Henri DiMaria

George Krivorotov (Office of the Comptroller of the Currency, US Treasury)

Discussant: Nina Lange

Jonathan Harris (Total Portfolio Project)

Discussant: Lea Tschan