> 17' ITALIAN ENERGY SUMMIT / RELATORI / Andrea Roncoroni

Andrea Roncoroni

Professor of Finance, ESSEC Paris

25/09/2017  
 
Andrea Roncoroni is Professor of Finance at ESSEC Business School (Paris-Singapore), Visiting Fellow at Bocconi University (Milan), and Director of the Energy and Commodity Finance (ECOMFIN) Research Center.
He serves as Chairman of the Commodity and Energy Markets Association, Associate Editor for the Journal of Energy Markets, the Journal of Commodity Markets, and Applied Mathematical Finance, and Guest Editor of the Journal of Banking and Finance. 
Andrea holds two PhD’s in Applied Mathematics and in Finance. His research interests primarily cover energy and commodity finance, quantitative financial modelling, risk analysis, corporate financial risk management, derivative security and insurance design, price econometrics, and market simulation. He put forward the Threshold Model for the price simulation in spiky electricity markets, and devised FloRisk MetricsTM, an effective analytics to monitor and manage corporate financial exposure.
He publishes in academic journals (e.g., J. Business, J.Banking & Finance, J. Economic Dynamics & Control, J. Energy Markets, Energy Economics, European J. of Operational Research), professional reviews (e.g., Argo Rev.), and financial book series (e.g., Implementing Models in Quantitative Finance, Springer Finance; Handbook of Multi-Commodity Markets and Products, Wiley).

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