In these uncertain times, it becomes even more crucial to gather perspective from respected resources.

Together with NOREXECO, we're pleased to bring you the second installment in the co-produced complimentary webinar series - Take a deeper dive into the pulp and paper market metrics, including theoretical and practical assessment with Professor Westgaard of The Norwegian University of Science and Technology.



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This webinar discussion included:
  • Key global pulp market metrics and indices
  • Will the pricing of physical market pulp be affected by a liquid futures market?
  • Operative and strategic perspective on enterprise risk management
  • A practical example of risk management with a pulp producer
  • Audience Q&A
This webinar discussion will include:
  • Overview of the key global paper and tissue market metrics
  • Quantifying different risks
  • Practical example of risk management with a paper mill
  • Risk Policy content and execution
  • Audience Q&A

Please note: Once you register, you will receive a follow-up registration email from "Fastmarkets Webinars" with your joining instructions.


 About the speakers

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Professor Sjur Westgaard - Norwegian University of Science and Technology

Professor Westgaard has a MSc and PhD in Industrial Economics from Norwegian University of Science and Technology and a MSc in Finance from Norwegian School of Business and Economics. As a professor at the Norwegian University of Science and Technology, he focuses his teachings on managerial economics, financial accounting, corporate finance, derivatives and real options as well as empirical finance, financial risk management, and economic and financial forecasting.

His main research interests cover risk management and forecasting for financial institutions and industry corporations. He has been a project manager for several research projects involving power companies and the Norwegian Research Council. Professor Westgaard is one of the founders and editors of Journal of Commodity Markets. He is also an associate editor in Journal of Energy Markets and previously was an associate editor of Journal of Banking and Finance.Prior to becoming a professor, he worked as an investment portfolio manager in the insurance field, a project manager for a consultant company, and as a credit analyst for an international bank.  
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Matt Graves - Vice President, Indices of Fastmarkets RISI

Mr. Matt Graves heads up Fastmarkets RISI's information business for the pulp and paper sector. This includes Fastmarkets RISI's News, Markets & Prices, Forecast & Analysis and Mill Intelligence. Matt has worked for over 10 years at Fastmarkets RISI with a focus on the global pulp and paper industry. He manages commercial activities with Fastmarkets RISI clients globally and travels extensively in the Americas, Europe, and Asia. He has also led a number of consulting engagements with key clients in Europe and Asia.


Matt received an MBA from Boston University in 1999.


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Anita Skjong - Director of Market of NOREXECO

Ms. Anita Skjong holds the position as Market Director with NOREXECO ASA, The Pulp and Paper Exchange. Anita has been working in the commodity- and financial service industry for more than 20 years.  She has extensive experience with risk management, hedging strategies, derivatives and trading. Previously, Anita has worked in companies such as Norsk Hydro, Orkla Finance Commodity Trading (a hedge fund) and Norsk Gjenvinning.

Anita holds a Bachelor degree in International Marketing from ICADE, Madrid, and has an Executive Master of Management course from Norwegian Business School.


About our partner, NOREXECO

NOREXECO is a regulated commodity exchange specialised for the global pulp and paper industry. NOREXECO offers trading in cash settled financial futures. These instruments are used to manage price risk for market participants like producers and consumers as well as being a trading opportunity for financial institutions and commodity trading firms.Together with strong partners, NOREXECO brings market participants from many regions together around a common liquidity pool in an otherwise fragmented trading environment.
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