Energi-økonomi, finans og makroøkonomi

Workshopen holdes 15. og 16, mai på Kampus Kristiansand, og foruten egne gode krefter fra HiA kommer også eksterne innledere med spenstige foredrag.

Under følger professor Jochen Jungeilges invitasjon og program for workshopen:

 

HiA workshop on STOCHASTIC DYNAMIC SYSTEMS

 

Dear Colleagues,

 

with teaching activities tapering off, there is more time for research oriented activities.

 

In the coming week, you have the opportunity to familiarize yourself with the current re-

search of international and local economists, statisticians and mathematicians in the area

of stochastic dynamic systems.

 

As you can see from the attached program, topics from the fields of macroeconomics, finance and energy-economics will dominate the workshop.

 

The meeting will take place on the campus of Agder University College in Kristiansand

on the 15th and 16th of May. All scientifc presentations are scheduled to be given in

room B2-007.

 

If you are interested and you plan to join us in the event, please send an e-mail to my

address (jochen.jungeilges@hia.no) to indicate your participation.

 

Please feel free to distribute this announcement to colleagues who might be interested.

 

Best regards

Jochen Jungeilges

 

 

HiA workshop on STOCHASTIC DYNAMIC SYSTEMS

Academic Program

 

Day 1: 15th of May

 

09:15 - 09:30 Welcome address: Jon P. Knutsen (Dean of the faculty)

 

09:30 - 10:00 Stochastic dynamic systems in economics: Potential and limits

Jochen Jungeilges, HiA

 

10:15 - 11:00 On the role of assets for the dynamics of capital accumulation

Tomoo Kikuchi, Bielefeld University

 

11:15 - 12:00 Random multiplier-accelerator models

Volker Böhm, Bielefeld University

 

12:00 - 13:15 Lunch break

 

13:15 - 14:00 Interest rate carma

Steen Koekebakker, HiA

 

14:15 - 15:00 An empirical test of a random ¯eld speci¯cation of electricity forward

return dynamics

Dennis Frestad, HiA

 

15:15 - 16:00 t.b.a

 

Day 2: 16th of May

 

09:15 - 10:00 Skewness preferences in investment decisions

Valeri Zakamouline, HiA

 

10:15 - 11:00 Banking, capital markets and the macro economy

Jan Wenzelburger, University of Keele

 

11:15 - 12:00 Inference for molecular dynamical systems

Bärbel Finkenstädt, University of Warwick

 

12:00 - 13:15 Lunch break

 

13:15 - 14:00 Real options models with non-linear dynamics

Sigbjørn Sødahl, HiA

 

14:15 - 15:00 Endogenous inequality of nations through asset market integration

George Vachadze, Bielefeld University

 

15:15 - 16:00 Risk management using system dynamics - policy design for a hydropower

producer

Klaus-Ove Vogstad, Agder Energi

 

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