Archives for LFIN
December 01, 2023
Event
LFIN Seminar Raffaella Calabrese
Raffaella Calabrese, Edinburgh Business School
will give a presentation on
Climate stress-testing for mortgage default probability
Abstract:
Extreme natural disasters like tropical cyclones have a low probability of materialising but a high social and economic impact, including...
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November 24, 2023
Event
LFIN Seminar Bert Willems
Bert Willems, CORE
will give a presentation on
Electricity Forward Premium: Renewable Integration and Skewness Preference
Abstract:
This paper presents new components that explain the risk premium priced in electricity forward and futures contracts. These components relate...
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November 17, 2023
Event
LFIN Seminar Vasyl Golosnoy
Vasyl Golosnoy, Ruhr Universitat Bochum
will give a presentation on
A Simple Powerful Test for Global Minimum Variance Portfolio Weights
Abstract:
Realized global minimum variance portfolio (GMVP) weights are computed from inverted realized covariance matrices. Conventional...
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October 06, 2023
Event
LFIN Seminar
Erica Perego (CEPII)
will give a presentation on
US monetary policy spillovers to developing countries: the commodity-financial channel
Authors: Erica Perego (CEPII), Vincent Bodart (IRES, UCL), François Courtoy (European Commission)
Abstract:
As commodities are exchanged as...
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July 07, 2023
Event
LFIN Seminar Eva Lütkebohmert-Holtz
Eva Lütkebohmert-Holtz (U. Friburg)
will give a presentation on
Deep Learning Name Concentration Risk for Portfolios of Multilateral Development Banks
Abstract:
As institutions that predominantly lend to sovereign borrowers to achieve their development goals, Multilateral...
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