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
8th and 9th 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 1st August 2022.
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