Workshop on Bubbles and Crashes
Event details
Wednesday 15 May 2024
10:00am
Free
Description
The Department of Economics at the University of Sheffield 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 this link before 3rd May.
For enquiries, please contact Emily Whitehouse (e.whitehouse@sheffield.ac.uk).
We look forward to welcoming you to Sheffield!
| 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 – Lancaster University “Bubbles and Crashes: A Tale of Quantiles” |
| 11:20 - 12:10 | Robert Taylor – University of Essex“ Using Covariates to Improve the Efficacy of CUSUM Bubble Monitoring Procedures” |
| 12:20 - 13:00 | Lunch |
| Session 2: Housing and Energy Markets | Session Chair: Indeewara Perera |
|---|---|
| 13:00 - 13:50 | Knut Are Aastveit – Norges Bank “Housing Bubble Scars” |
| 13:50 - 14:40 | Isabel Figuerola Ferretti – Comillas Pontifical University “Energy Crisis and Bubbles: The Case of Gas, Power and Green Hydrogen Markets” |
| 14:40 - 15:05 | Coffee break |
| Session 3: Financial Markets | Session Chair: TBC |
|---|---|
| 15:05 - 15:55 | Erik Christan Montes Schute – Aarhus University “The Anatomy of Machine Learning-Based Portfolio Performance” |
| 15:55 - 16:45 | David Harvey – University of Nottingham “Unit root tests for explosive financial bubbles in the presence of deterministic level shifts” |