Index Commodity Laboratory
Index Commodity Laboratory
Lab Location:
Room 531, Hung Yu Technology Research Building
Lab Director/Supervisor:
Chen Wei-Peng
Contact Phone:
(02) 2771-2171 #2383
E-mail:
wpc@ntut.edu.tw
Research Areas:
Market Microstructure, Futures and Options, Risk Management, Corporate Governance
The Index Commodity Laboratory focuses on the design, trading, and risk management of index-based commodities. The primary objects of study include ETFs, index futures, and index options. Research areas encompass the liquidity and price discovery capabilities of commodities, portfolio operations, and asset allocation management, as well as trading strategies between derivative financial products and underlying assets.