EWGCFM & MMEI 2024

EURO Working Group for Commodities and Financial Modelling
Mathematical Methods in Economy and Industry

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Tuesday Programme

08:30-09:50 room R - Enviroment and Sustainability (chair: Rita D'Ecclesia )
Kevyn Stefanelli: Managing the Transition Risk (disc. Rita D'Ecclesia )
Sergio Hoffmann: Country policy drives companies' sustainability (disc. Piotr Jaworski)
Piotr Jaworski: Impact of ESG regulations on the energy sector stock prices (disc. Kevyn Stefanelli)
Rita D'Ecclesia : Rewarding Green Revenues (disc. Sergio Hoffmann)

10:05-10:45 room R - Invited Lecture (chair: Igor Melicherčík)
Aleš Černý: Numeraire-invariant quadratic hedging and portfolio selection

10:50-12:10 room R - Risk Management (chair: Francesco Morelli)
Jan Stoklasa: Making intuitionistic risk management more intuitive – on the role and use of intuitionistic fuzzy sets in the representation of risk (disc. Tzu-Man Huang)
prof. Audrius Kabasinskas: Stress testing of conservative pension funds (disc. Jan Stoklasa)
Francesco Morelli: Market Risk and ESG Rating: a Markov-Switching Approach (disc. prof. Audrius Kabasinskas)
Tzu-Man Huang: Interest Rate Risk on Real Estate Exchange Traded Funds (disc. Francesco Morelli)

12:25-13:30 room R - Round Table Discussion (chair: Rita D'Ecclesia )

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