Thursday 7 – Friday 8 APRIL, 2022
A conference dedicated to high-quality research in all areas of economics and finance related to commodity markets, with an emphasis on – but not limited to – the Australasian aspects of commodity markets and energy risk.
The event will be held in a hybrid format, meaning that it will combine an in-person event with online components.
Macquarie University City Campus, 123 Pitt Street (Angel Place), Sydney, Australia
The Macquarie University City Campus is located in the heart of Sydney CBD. April is generally warm, clear and sunny and it’s great for visiting Sydney’s famous beaches.
Professor Dirk Baur, Professor of Finance, University of Western Australia
Professor Tom Smith, Professor of Finance, Macquarie University
Professor Vladimir Strezov, Professor of Natural Sciences, Macquarie University
Daniel Hynes, Senior Commodities Strategist, ANZ Sydney
Sal Tringali, Head of C&I, Snowy Hydro Limited
The conference is organised by Macquarie University’s Centre for Risk Analytics and will be held in conjunction with the Journal of Commodity Markets.
- Lurion De Mello, Department of Applied Finance, Macquarie University (Co-Chair)
- Stefan Trueck, Centre for Risk Analytics, Macquarie University (Co-Chair)
- Rohan Best, Department of Economics, Macquarie University
- Lin Han, Department of Actuarial Studies and Business Analytics, Macquarie University
- John Inekwe, Centre for Risk Analytics, Macquarie University
- Marjan Nazifi, Department of Economics, Macquarie University
- Pavel Shevchenko, Centre for Risk Analytics, Macquarie University
- Chi Truong, Department of Actuarial Studies and Business Analytics, Macquarie University
Paper / Abstract Submission:
Submit your Paper or Abstract to the following address:
Please note that full paper submissions are preferred and will be allocated a discussant if accepted for the conference.
Submission Deadline: March 18, 2022
Decision on Acceptance: no later than March 21, 2022
RegistrationRegistrations are now open!
Academic Rate: A$350 (Standard Rate)
Full-Time PhD Students: A$200
Industry Rate: A$400 (Entire Conference), A$250 (One-Day Registration)
Online Rate (Academic Standard Rate / Industry): A$200
Online Rate (PhD Students): A$100
We welcome submissions from all areas of economics and finance related to commodity markets. Topics will include but are not limited to:
- Pricing, hedging, and risk analysis of commodity derivatives and derivatives portfolios
- Renewable energy and the transition of electricity markets
- Portfolio allocation/optimization including commodities
- Commodity trading strategies
- Financialisation of commodity markets
- LNG, coal and energy markets
- Econometric and statistical analysis of commodity markets
- Commodity markets decision making
- Real option analysis for commodity investments
- Carbon bubble and stranded assets
- Financial market analysis (risk factor models etc) for commodity markets
- Energy pricing issues in Australia and Asia
- Carbon pricing and emissions trading
- Weather derivatives, agricultural and other commodity markets
- Climate impacts on commodity markets
- Climate finance and economics
- Fintech in energy generation and delivery
- Critical Minerals and Rare Earths
- Supply chain management and Geopolitics of Commodities
The event will be held in a hybrid format and will combine an in-person event with online components.
Two full days of presentations with a conference dinner on Thursday, April 7 for those who are attending the conference in person.
Refinitiv is offering a Prize of $500 for the Best Research Paper using Eikon data.
For further information or registering your interest in attending via email: