Current Projects

• Art, Digital Art and NFTs
• Green Cryptos, Ethereum and Proof of Stake
• Cryptocurrencies Storage and Insurance
• Energy Transition, Political Risk and Commodities Supercycle
• Solar, Wind, Batteries and Options on Electricity, Weather and Emissions
• Climate Change, Carbon Pricing and Emissions Trading
• Cryptocurrencies Spot and Derivatives Markets
• Water and Agricultural Markets
• Physical Optionalities in Crude Oil, LNG and Electricity Markets

Selected Talks

• Plenary Speaker at the Peter Carr Memorial Conference at NYU - June 4 to 6 ‘How we came up with the CGMY model’
• Keynote Speaker at the conference Energy Finance Italy 7, University of Parthenope, Naples, February 2022
• Invited Speaker at the conference on Environmental Finance, Birkbeck -Univ of London - March 2022
• Invited Speaker at the Symposium ’ Women for Climate’, London, May 2021
• Keynote Speaker at the conference ‘Quant Insights’, New York, May 2021
• Speaker at the INFORMS meeting ‘Risk Measures in Electricity Markets’, November 2020
• Keynote Speaker at the 3rd conference ‘Women in Quantitative Finance’, New York, October 2020
• Invited Speaker at the Conference Quant Insights, October 2020, New York
• Invited Speaker at the conference ‘Atlantic Dialogues’ for the Poilicy Center for the New South, Rabat (Morocco), December 2020
• Keynote Speaker at the 2nd Conference ‘Women in Quantitative Finance’, New York, March 2019
• Invited Speaker at the Workshop ‘The Future of Extracting Industries’, Chatham House, London, January 2019
• Keynote Opening Talk at the 1st conference ‘Women in Quantitative Finance, London, October 2018
• Invited Speaker at the 2017 Eastern Conference on Mathematical Finance, Columbia University, November 2017
• Keynote Speaker at the conference ‘Global Derivatives USA,’ Chicago, November 2017
• Keynote Speaker at 2nd Annual ‘Mining Investment Central & South America,’ Panama, September 2017
• Keynote Speaker at the conference ‘Engineering and Infrastructure for Africa’, Marrakech, May 2017
• Invited Speaker at world conference on ‘Global Derivatives’, Barcelona, May 2017
• Contributed talk at the 9th World Congress of the Bachelier Finance Society, New York, July 2016
• Contributed talk at the conference ‘Energy Finance’, ESSEC, France, June 2016
• Invited Speakerat the Borsa Italia Universal Exhibition Expo 2015 ‘Feeding the Planet, Energy for the World’, Milan, June 2015
• Invited Speaker at the conference ‘Advanced Modelling in Mathematical Finance’, Kiel University, May 2015
• Keynote Speaker at the launching of the Panama Diamond Exchange (PDE), Panama City, April 2015
• Invited Speaker at the roundtable on ‘US Crude Oil and Natural Gas’ at The Chatham House, London, October 2014
• Invited Speaker at the ‘Family Office Investment Summit’, The Dorchester, London, September 2014
• Keynote Speaker at the ‘8th Bachelier Finance Society World Congress’, Brussels, June 2014
• Invited Speaker at ‘Commodities & Finance ISS’, Rome Sapienza and Luiss, June 2014
• Workshop (single speaker) for the Chicago Mercantile Exchange ‘Avoiding Exchanges’ Collapses’, Chicago, January 2014
• Invited Speaker at ‘Global Derivatives USA’, Chicago, November 2014, November 2013
• Invited Speaker at ‘Congres de la Cooperation Agricole’, Paris, December 2013
• Invited Speaker at the ‘Conference on Risk Management in the Banking Industry’, HEC, Montreal, November 2013
• Invited Speaker at ‘CAIA London Chapter’, Commodities Event, London, September 2013
• Keynote Speaker at the conference ‘Financialization of Commodities Markets’, CEPS Task Force of the European Commission, Brussels, September 2013
• Plenary Speaker at ’the SIRE, University of Glasgow & St Andrews Conference on “Finance and Commodities”’, University of St Andrews, July 2013
• Invited Speaker at ‘UK Mathematical Finance Workshop’, King’s College London, June 2013
• Keynote Speaker at ‘Commodity Investment World Asia 2013’, Singapore, March 2013
• Invited Speaker at ‘Global Derivatives USA, Chicago’, November 2012
• Invited Speaker at the CRU and Simon Fraser Institute ‘Mining Business Risks Summit’, Toronto, October 2012
• Keynote Speaker at the Vale-sponsored Conference on ‘Economics and Econometrics of Commodity Prices’, Getulia Vargas Foundation, Rio de Janeiro, August 2012
• Invited Speaker at the Informa Conference on ‘Price Risk Management in Agricultural Markets’, London, July 2012
• Invited Speaker at the ‘Invivo Conference Agriculture and Finance’, Paris, June 2012
• Invited Speaker at the ‘World Gold Council Summit for Wealth Management’, Moderator Gillian Tett, London, June 2012
• Invited Speaker at the ‘Euromoney Food and Finance Conference’, London, May 2012
• Keynote Speaker at the ‘World Copper Conference’, Santiago, Chile, April 2012
• Invited Speaker at the ‘Global Derivatives Conference’, Barcelona, April 2012
• Invited Speaker at the ‘Conference Global Derivatives USA’, Chicago, November 2011
• Invited Speaker at the ‘World Commodities Week’, London, October 2011
• Distinguished Speaker at the ‘Swiss Financial Market Supervisory Authority Meeting’, Interlaken, September 2011
• Invited Speaker at the ‘Conference New Commodity Markets’, Oxford-Man Institute of Quantitative Finance, Oxford, June 2011
• Invited Speaker at the ‘Family Office Investment Summit’, London, May 2011
• Invited Speaker at the ‘Global Forum on Commodities’, United Nations, Geneva, January 2011
• Keynote Speaker at the ‘Conference on Commodities’, Academy of Sciences of Heidelberg, July 2010
• Keynote Speaker at ‘Energy Risk’, Houston, May 2010
• Invited Speaker at ‘ICBI Global derivatives’, Paris, May 2010
• Invited Speaker at the ‘Conference Current Developments in Valuation and Hedging in Incomplete Markets’, Cass Business School, April 2010
• Guest Speaker at the ‘Industrial-Academic Forum on Commodities’, Fields Institute, April 2010
• Invited Speaker at the ‘Bundesbank Workshop on Regulation’, Frankfurt, March 2010
• ‘Wilmar-International Public Lecture on Commodities’, Singapore Management University, January 2010
• Keynote Speaker on ‘Agricultural Commodities’, Palais de la Bourse, October 2009
• Keynote Speaker at ‘Energy Forum’, Rome, May 2009
• Invited Speaker at a ‘Conference on Financial Engineering’, Georgia Tech, Atlanta, April 2009
• Invited Speaker on ‘Mathematical Finance’, Fields Institute, Toronto, March 2009
• Organizer of ‘Rencontres Probabilistes à l’occasion du 60ème Anniversaire de Marc Yor’, Conference in honor of Marc Yor’s 60th birthday, Paris, June 2009
• Invited Speaker at ‘Global Derivatives and Risk Management’, Paris, May 2008
• Keynote Speaker for the ‘Association of Mining Companies’, Santiago de Chile, November 2007
• Invited speaker for ‘TOTAL annual Seminar- Bougival’, France, October 2007
• Invited Speaker at the ‘Commodities Week Europe 2007 Conference’, London, October 2007