Co-hosted with CAIA Switzerland
The energy transition to net zero emissions is expected to decrease the returns of assets containing carbon.
In this presentation, Julien Daubanes will first review the recent literature on transition risks and discuss the risk of stranded fossil fuel assets. Then, he will present new evidence that markets price the risk that economic oil reserves become stranded and will propose a new company-specific metric of the sensitivity of oil reserves directly from fundamentals.
Seats are limited. Registration is required to attend.
5:30 – 6:00 pm: Registration
6:00 – 6:05 pm: Welcome and Introductions
6:05 – 7:00 pm: Presentation with Q&A
7:00 – 8:00 pm: Networking ReceptionAttendees qualify for 1 GARP CPD credit.
May 23, 2023
5:30 PM - 8:00 PM
Uni Dufour, Rue Général-Dufour 24 Room U159 (first floor), Genève, 1204
Assistant Professor, University of Geneva (GSEM) and External Researcher at MIT (CEEPR)
Jing Lue Gramespacher
Head of Methodology and Governance for Market and Liquidity Risk Credit Suisse Switzerland AG
Executive Director Credit & Methodology Risk Change Head Model Architecture Europe Risk Control UBS AG
Global Director Sales Strategy & Execution Commodities Refinitiv
Trading and Treasury Advisory | Manager PricewaterhouseCoopers AG
Julien Daubanes is an Assistant Professor at the University of Geneva (GSEM). He is also an External Researcher at MIT (CEEPR), and a CESifo Research Fellow. His research focuses on environmental economics, studying how energy markets respond to climate policy, and corporate voluntary actions including green finance.
Julien received both his M.Sc. in Economic Theory and Econometrics and his Ph.D. in Economics from the Toulouse School of Economics.