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Seasonality and the Valuation of Commodity Options

Event information
Date 9 March 2011
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He holds an MSc in Business Engineering from the University of Karlsruhe and a PhD in Finance from the University of Mannheim. Marcel's main research interests are Derivatives, Commodity Markets, and Risk Management. His research has been published in journals such as the Journal of Banking and Finance, the Journal of Futures Markets, and Energy Economics.