Workshop on Bubbles and Crashes

Workshop on Bubbles and Crashes

Event details

Wednesday 15 May 2024
10:00am
Free


Description

The Department of Economics at the University of 91直播 is pleased to announce the Workshop on Bubbles and Crashes to be held on May 15th 2024. The workshop is jointly sponsored by the Royal Economic Society and the Department of Economics.

The workshop will bring together researchers interested in advancing our understanding of economic and financial bubbles.

The workshop programme can be found below or downloaded here.

There is no registration fee for the workshop. Please register using before 3rd May.

For enquiries, please contact Emily Whitehouse (e.whitehouse@sheffield.ac.uk).

We look forward to welcoming you to 91直播!

10:00 - 10:25 Coffee and registration
10:25 - 10:30 Welcome
Session 1: Econometric Methods Session chair: Emily Whitehouse

10:30 - 11:20 

Efthymios Pavlidis 鈥 Lancaster University
鈥淏ubbles and Crashes: A Tale of Quantiles鈥

11:20 - 12:10

Robert Taylor 鈥 University of Essex鈥
Using Covariates to Improve the Efficacy of CUSUM Bubble Monitoring Procedures鈥

12:20 - 13:00 Lunch
Session 2: Housing and Energy Markets Session Chair: Indeewara Perera
13:00 - 13:50

Knut Are Aastveit 鈥 Norges Bank
鈥淗ousing Bubble Scars鈥

13:50 - 14:40

Isabel Figuerola Ferretti 鈥 Comillas Pontifical University
鈥淓nergy Crisis and Bubbles: The Case of Gas, Power and Green Hydrogen Markets鈥

14:40 - 15:05 Coffee break
Session 3: Financial Markets Session Chair: TBC
15:05 - 15:55

Erik Christan Montes Schute 鈥 Aarhus University
鈥淭he Anatomy of Machine Learning-Based Portfolio Performance鈥

15:55 - 16:45

David Harvey 鈥 University of Nottingham
鈥淯nit root tests for explosive financial bubbles in the presence of deterministic level shifts鈥

Events at the University

Browse upcoming public lectures, exhibitions, family events, concerts, shows and festivals across the University.