Chair: Denis Babusiaux, IFP
ASSESSING THE VALUE OF COMMODITY PRICE FORECASTS; Christopher Jablonowski (Department of Petroleum and Geosystems Engineering, The University of Texas, USA)
ON THE DEPLETION OF PETROLEUM RESERVES AND OIL PRICE TRENDS; Denis Babusiaux, (Institut Français du Petrole, Rueil-Malmaison, France), Pierre-René Bauquis (IFP School, Paris, France)
WHY DO OIL PRICES JUMP (OR FALL)?; Franz Wirl (Universität Wien, Vienna, Austria)
VOLATILE OIL PRICE AND ELECTRONIC TRADING SYSTEM; Huei-Chu Liao, Ya-Hui Chen (Economics Department, Tamkang University, Tamsui, Taipei, Taiwan)
ECONOMETRIC MODEL FOR FORECASTING PETROLEUM RESERVE PRICE AND ITS APPLICATION OF REAL OPTION VALUATION (ROV) ON PETROLEUM PROPERTY IN INDONESIA; Nuzulul Haq (Corporate Planning Department, MEDCO E&P INDONESIA, Jakarta, Indonesia)
AN EMPIRICAL STUDY OF OIL PRICE MODELS - EVIDENCE FROM THE BRENT OIL; Tao Lin (Department of Finance and Management of Science, Norwegian School of Economics and Business Administration (NHH), Bergen, Norway)
