FNRS Grant for Estelle Cantillon

December 8 2021

Congratulations to Estelle Cantillon who was awarded a research grant from the FNRS for her research on “Price formation in the EU emissions Trading Scheme: Evidence from theory and transaction data”.

The project builds on ongoing research with Aurélie Slechten (Lancaster University) on the European emissions trading scheme, with a focus on how the microstructure of this market, i.e. its detailed rules, contributes to its performance and, in particular the ability of prices to reflect market fundamentals.  The project will rely on transaction and price data over the period of 2005-2018 and will require extensive data cleaning and manipulation to bring the datasets to a state amenable for analysis. It will explore the impact of internal risk management constraints and the VAT fraud cases on price formation.

Latest News

Glenn Magerman’s Oxford Public Lecture

13 May 2024

Glenn presents a public lecture across the prestigious University of Oxford on Wednesday, May 22nd. The lecture will be available for online participation. However, registration is required to access the online session. Secure your spot by registering.

REGISTER HERE

Euroclear chair in sustainable finance

13 May 2024

Application deadline: June 6, 2024 Start date: September 1, 2024

EUROCLEAR CHAIR - INFO HERE

Call For PhD

18 April 2024

CALL FOR PHD - INFO HERE
See more news