Tom Dudda was awarded the Best Paper in Finance of the Doctoral Masterclass during the British Accounting and Finance Association Annual Conference 2021

Tom Dudda's co-authored work in progress on 'Common Drivers of Commodity Futures' was awarded the Doctoral Masterclass Best Paper in Finance Award of the British Accounting and Finance Association Annual Conference 2021. This is a joint work together with Thomas Walther (Utrecht University, TU Dresden), Tony Klein (Queens University Belfast, formerly TU Dresden), and Duc Khuong Nguyen (IPAG Business School Paris).

Out of 92 presentations during the Doctoral Masterclass, a total of two works were awarded the Best Paper in Finance and the Best Paper in Accounting by the conference committee.

The empirical study deals with fundamental drivers of commodity futures returns. The authors apply a recently developed econometric method from the field of mixed data sampling. This method allows analyzing the interdependences between monthly available macroeconomic indicators and daily available commodity returns without losing valuable information by aggregating daily commodity data on a monthly level.

Link to the award ceremonies: https://www.youtube.com/watch?v=NUZyVsCD5gw