Tehran Institute for Advanced Studies (TeIAS)

/ Econometrics of Commodities

Short Course

Econometrics of Commodities

January 06, 2019

Venue

Khatam University, Building No2.
Address: Mollasadra Blvd., North Shirazi St., East Daneshvar St., No.17. See location on Google map

+982189174612

Dr. Jean-Francois Carpantier

Assistant Professor of finance at Aix-Marseille University

Overview

The course aims to introduce students to the key economic questions raised by commodities from both financial and macroeconomic perspectives, going from Prebish-Singer hypothesis or commodity currencies to gold hedging properties and financialization of commodity markets. The second objective of the course is to learn the standard and advanced empirical strategies specifically designed for each of these issues. The econometric tools include non-stationary tests, co-integration models, GARCH family models, dynamic correlation models and panel fixed effects models.

Biography

Jean-Francois Carpantier is an Assistant Professor of finance at Aix-Marseille University (France). He is also lecturer at the University of Luxembourg and associate researcher at University Catholique Louvain (Belgium). He has worked as credit expert for an international law firm and has been macro prudential expert for the Luxembourg financial sector authority. He holds a M.Sc degree in law and a Ph.D. in economics and management from the Université Catholique de Louvain. His current research focuses on financial econometrics, commodity markets and macro prudential supervision.

Schedule

09:30 – 10:00 Opening
10:00 – 10:30 Introduction to the School
10:30 – 10:45 Coffee / Tea Break
10:45 – 12:00 Introduction to Statistics – Session 1
12:00 – 13:15 Lunch Break
13:15 – 14:15 Python Programming – Basics – Session 1
14:15 – 14:30 Coffee / Tea Break
14:30 – 15:30 Introduction to Statistics – Session 2
15:30 – 15:45 Coffee / Tea Break
15:45 – 16:30 Introduction to Statistics – Session 3
16:30 – 16:45 Coffee / Tea Break
16:45 – 17:45 Data Science in Practice Panel

09:30 – 10:00 Opening
10:00 – 10:30 Introduction to the School
10:30 – 10:45 Coffee / Tea Break
10:45 – 12:00 Introduction to Statistics – Session 1
12:00 – 13:15 Lunch Break
13:15 – 14:15 Python Programming – Basics – Session 1
14:15 – 14:30 Coffee / Tea Break
14:30 – 15:30 Introduction to Statistics – Session 2
15:30 – 15:45 Coffee / Tea Break
15:45 – 16:30 Introduction to Statistics – Session 3
16:30 – 16:45 Coffee / Tea Break
16:45 – 17:45 Data Science in Practice Panel

09:30 – 10:00 Opening
10:00 – 10:30 Introduction to the School
10:30 – 10:45 Coffee / Tea Break
10:45 – 12:00 Introduction to Statistics – Session 1
12:00 – 13:15 Lunch Break
13:15 – 14:15 Python Programming – Basics – Session 1
14:15 – 14:30 Coffee / Tea Break
14:30 – 15:30 Introduction to Statistics – Session 2
15:30 – 15:45 Coffee / Tea Break
15:45 – 16:30 Introduction to Statistics – Session 3
16:30 – 16:45 Coffee / Tea Break
16:45 – 17:45 Data Science in Practice Panel