Derivative Markets Conference Online 2022

The Auckland Centre for Financial Research at the Auckland University of Technology is hosting its annual derivative markets conference online from Auckland, New Zealand. We invite academics and professionals to submit papers related to derivative markets and products. The conference will feature a special issue of the Journal of Futures Markets

Full Academic Programme Link
Full Academic Programme PDF

Dates and venue

8^th and 9^th September 2022 (in New Zealand Standard Time) using MS Teams and Zoom

Special issue

The Journal of Futures Markets has dedicated a special issue to select papers presented at the conference.

Keynote speakers

Professor Carol Alexander, Sussex University Business School, U.K.

Professor Stephen Figlewski, New York University, USA

Paper submission (NOW CLOSED)

Please submit your paper in PDF format.
The deadline for paper submission: 18 July 2022.
Authors will be informed of the outcome of their submission by 1^st August 2022.

Registration fees

Registration opens on 01/08/2022
Register by purchasing a "Registration Ticket" on Eventbrite
Early Bird Rate: NZD 75 (Payable before 8 August 2022)
Standard Rate: NZD 100 (Payable after 9^th August 2022)
The deadline for registration to present any accepted research papers is 20^th August 2022
Registration for those not presenting will close on 31 August.

Paper award

Best Paper Award (Sponsored by ACFR, NZD $1000)
Congratulations to Xiaoman Su, Heng Feng Bank and Chardin Wese Simen, University of Liverpool for the paper: VARIANCE RISK PREMIUM TERM STRUCTURE AND MONETARY POLICY

Meeting organisers

Adrian Fernandez-Perez, Senior Research Fellow
Auckland Centre for Financial Research (ACFR)

Bart Frijns, Professor of Finance
Open Universiteit, Netherlands

Alireza Tourani-Rad, Professor of Finance
Auckland University of Technology