Tehran Institute for Advanced Studies (TeIAS)

/ Econometrics of Commodities

Short Course

Econometrics of Commodities

January 06, 2019


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


Dr. Jean-Francois Carpantier

Assistant Professor of finance at Aix-Marseille University


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.


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.