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X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
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TZID:Europe/Helsinki
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TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20240331T010000
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DTSTART:20241027T010000
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20240321
DTEND;VALUE=DATE:20240323
DTSTAMP:20260710T204254
CREATED:20240311T123901Z
LAST-MODIFIED:20240311T123901Z
UID:16807-1710979200-1711151999@crest.science
SUMMARY:15th Paris Conference on Digital Economics
DESCRIPTION:The Innovation & Regulation Chair is inviting to the\n15th Paris Conference on Digital Economics\nMarch 21-22\, 2024 (Palaiseau\, France)\nHosted by the Innovation & Regulation Chair at Institut Polytechnique de Paris\, this 2-day international conference will gather academic researchers involved in the field of Digital Economics. We welcome theoretical\, empirical as well as policy-oriented submissions to discuss recent contributions. \nTopics of Interest\nDigital Platforms – Media Markets – Advertising – Privacy – E-commerce – Digital Marketing – Regulation and Competition Policy of the Digital Economy – Economics of Big Data\, Algorithms and Artificial Intelligence – Intellectual Property Rights – ICT\, Productivity and Growth – Innovation and Standards – Internet and Search – Net Neutrality – Networks and Pricing – Telecommunications – Internet and Software Industries. \nScientific Committee\nPhilippe GAGNEPAIN (University Paris 1) – Bruno JULLIEN (Toulouse School of Economics) – Tobias KRETSCHMER (University of Munich) – Eugenio MIRAVETE (University of Texas at Austin) – Martin PEITZ (University of Mannheim) – Yossi SPIEGEL (Tel Aviv University) – Otto TOIVANEN (Aalto University) – Tommaso VALLETTI (Imperial College London)– Frank VERBOVEN (University of Leuven) – Christine ZULEHNER (University of Vienna). \nKeynote Speakers\nMichelle SOVINSKY (University of Mannheim) – Steven TADELIS (University of California\, Berkeley). \nSubmission Details\nSubmission of papers is closed. \nThe deadline for submission of full papers is December 15\, 2023. \nRegistration for non-presenters is open: https://forms.gle/VNPFtpFCDVn8r5L86 \nOrganizing Committee\nMarie-Laure ALLAIN – Marc BOURREAU – José Luis MORAGA – Louis PAPE – Michelangelo ROSSI \nAll information are available here: Digital Economics Paris (digitaleconomics-paris.fr) \n
URL:https://crest.science/event/15th-paris-conference-on-digital-economics/
LOCATION:Telecom Paris\, 19 place Marguerite Perey\, Palaiseau\, Ile de France\, 91120\, France
CATEGORIES:Conferences and Workshops,Economics
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20240321T103000
DTEND;TZID=Europe/Helsinki:20240321T113000
DTSTAMP:20260710T204254
CREATED:20240318T074755Z
LAST-MODIFIED:20241104T113901Z
UID:16844-1711017000-1711020600@crest.science
SUMMARY:Julien Daubanes\, Technical University of Denmark (DTU Management) "Do Markets Price the Sensitivity of Economic Oil Reserves?"
DESCRIPTION:[vc_row][vc_column][vc_column_text]Quantitative Sustainable Economics and Finance\nTime: 10.30 am\nDate: 21 th of March 2023\nRoom 2041 \nJulien Daubanes\, Technical University of Denmark (DTU Management) “Do Markets Price the Sensitivity of Economic Oil Reserves?” \nAbstract : Climate action will make the production of carbon resources less profitable\, reducing economically exploitable oil reserves and their value\, with implications for the climate\, the oil industry\, and its investors. In this paper\, we measure the sensitivity of economic oil reserves and study the role of this sensitivity in oil companies’ market valuation. Conventional financial analysis already estimates oil companies’ exposure to oil price changes\, among other factors. Yet we claim that the standard model focuses on the impact of oil prices at the intensive margin and ignores changes in economic reserves. First\, we present a theoretical decomposition of the effect of an output price on a firm’s value through the intensive and extensive margins\, which we use to extend the conventional analysis of how oil price movements affect oil companies. We obtain a new testable model relating oil companies’ expected stock returns to both oil price fluctuations and the elasticity of economic oil reserves. We validate this model by exploiting financial data. The model improves the prediction of expected stock returns. Second\, we measure the elasticity of economic reserves to the oil price by exploiting oil reserve data. We obtain time-varying Local Elasticities of Economic Reserves (LEER) of oil companies\, a new metric. Third\, we use LEER measures to explain oil companies’ stock returns. Our results indicate a significant LEER-premium\, accounting for up to more than half the industry’s average excess stock returns. This means that the risk associated with more sensitive economic reserves is material to investors who demand compensation from oil companies for the possibility of stranded assets. \nOrganizers:  \nPeter TANKOV (CREST) – Olivier David ZERBIB (CREST) \n  \nSponsors:\nCREST[/vc_column_text][/vc_column][/vc_row]\n
URL:https://crest.science/event/julien-daubanes-technical-university-of-denmark-dtu-management-do-markets-price-the-sensitivity-of-economic-oil-reserves/
LOCATION:Ile de France
CATEGORIES:Finance-Insurance,Quantitative Sustainable Economics and Finance,Seminars
ATTACH;FMTTYPE=:
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20240321T113000
DTEND;TZID=Europe/Helsinki:20240321T123000
DTSTAMP:20260710T204254
CREATED:20240318T075118Z
LAST-MODIFIED:20241104T113853Z
UID:16845-1711020600-1711024200@crest.science
SUMMARY:Andra Anoica (BNP)\,  "GHG footprint model and validation"
DESCRIPTION:[vc_row][vc_column][vc_column_text]Quantitative Sustainable Economics and Finance\nTime: 11.30 am\nDate: 21 th of March 2023\nRoom 2041 \nAndra Anoica (BNP)\, “GHG footprint model and validation” \nAbstract : Knowing the greenhouse gas emissions of our clients is paramount in implementing a Sustainable Finance Strategy. But what to do when the data is not available? BNP Paribasproposes a model based on statistical learning techniques to predict unreported corporate greenhouse gas emissions. This presentation will include some elements on this model as well as ways RISK department has challenged the approach. \nOrganizers:  \nPeter TANKOV (CREST) – Olivier David ZERBIB (CREST) \n  \nSponsors:\nCREST[/vc_column_text][/vc_column][/vc_row]\n
URL:https://crest.science/event/andra-anoica-bnp-t-b-a/
LOCATION:Ile de France
CATEGORIES:Finance-Insurance,Quantitative Sustainable Economics and Finance,Seminars
ATTACH;FMTTYPE=:
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20240321T130000
DTEND;TZID=Europe/Helsinki:20240321T180000
DTSTAMP:20260710T204254
CREATED:20240221T134458Z
LAST-MODIFIED:20240221T134458Z
UID:16720-1711026000-1711044000@crest.science
SUMMARY:Printemps de l'Assurance 2024: "Intelligence Artificielle en Assurance"
DESCRIPTION:Universitaires\, professionnels de l’assurance et spécialistes de l’IA échangeront autour de l’usage de ces nouveaux outils en assurance. \nConvaincus de l’intérêt de développer la pluridisciplinarité du domaine de l’assurance\, les enseignants-chercheurs de l’Université Paris Dauphine – PSL et de l’ENSAE-Institut Polytechnique de Paris  organisent un colloque dédié à l’assurance. L’objectif de ce colloque  est de favoriser les échanges interdisciplinaire entre chercheurs  académiques\, professionnels et étudiants. \nJeudi 21 mars 2024\, de 13h à 18h \nUniversité Paris Dauphine – PSL \nhttps://dauphine.psl.eu/dauphine/media-et-communication/article/printemps-de-lassurance-2024-intelligence-artificielle-en-assurance?no_cache=1 \n
URL:https://crest.science/event/printemps-de-lassurance-2024-intelligence-artificielle-en-assurance/
LOCATION:Ile de France
CATEGORIES:Conferences and Workshops,Finance-Insurance
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