Michel Robe : Citation Profile

University of Illinois at Urbana-Champaign

10

H index

11

i10 index

904

Citations

RESEARCH PRODUCTION:

30

Articles

34

Papers

RESEARCH ACTIVITY:

   36 years (1989 - 2025). See details.
   Cites by year: 25
   Journals where Michel Robe has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 15 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro31
   Updated: 2025-12-20    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Adjemian, Michael (3)

Heckelei, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Robe.

Is cited by:

GUPTA, RANGAN (20)

Filis, George (15)

Kose, Ayhan (15)

Prasad, Eswar (14)

Rogoff, Kenneth (11)

Bulir, Ales (10)

Degiannakis, Stavros (10)

Manera, Matteo (10)

Renneboog, Luc (9)

Goutte, Stéphane (9)

Chauvet, Lisa (9)

Cites to:

Irwin, Scott (50)

Garcia, Philip (23)

Kilian, Lutz (22)

Adjemian, Michael (21)

Vayanos, Dimitri (16)

Isengildina Massa, Olga (11)

Buyuksahin, Bahattin (11)

Harris, Jeffrey (10)

Constantinides, George (10)

Brunetti, Celso (8)

Reinhart, Carmen (8)

Main data

Where Michel Robe has published?

Journals with more than one article published# docs
Journal of Futures Markets7
The Energy Journal3
The Energy Journal3
Journal of Commodity Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3
2022 Annual Meeting, July 31-August 2, Anaheim, California / Agricultural and Applied Economics Association3
2021 Annual Meeting, August 1-3, Austin, Texas / Agricultural and Applied Economics Association3
Computing in Economics and Finance 2001 / Society for Computational Economics2
2020 Annual Meeting, July 26-28, Kansas City, Missouri / Agricultural and Applied Economics Association2

Recent works citing Michel Robe (2025 and 2024)

YearTitle of citing document
2024THE REACTION OF CORN FUTURES PRICES TO U.S. AND BRAZILIAN CROP REPORTS. (2024). Mattos, Fabio ; Franco, Rodrigo Lanna ; Silva, Renato Moraes ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343571.

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2024THE REACTION OF CORN FUTURES PRICES TO U.S. AND BRAZILIAN CROP REPORTS. (2024). , Daniel ; Cruz, Jose Cesar ; Silva, Renato Moraes ; Franco, Rodrigo Lanna ; Mattos, Fabio L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343571.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2024Food challenges, technological changes and food geopolitics. (2024). Flexor, Georges. In: Revista de Economia e Sociologia Rural (RESR). RePEc:ags:revi24:340876.

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2024Extreme Dry Spells and Larger Storms in the U.S. Midwest Raise Crop Prices. (2024). Cornejo, Magdalena ; Merener, Nicolas ; Merovich, Ezequiel. In: Working Papers. RePEc:aoz:wpaper:303.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Zero population growth rate and eldercare hours: Are both optimal for some European Union countries?#. (2024). Miyakoshi, Tatsuyoshi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:3-25.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq. (2024). KAMEL, HELALI ; Aloulou, Rima ; Kalai, Maha ; Jabbar, Ahmed Younis ; Khaleel, Moustfa Ismael. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-7.

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2024Children dually involved with statutory child protection and juvenile justice in Australia: A developmental cascade framework. (2024). Evans, Phillipa ; White, Jordan ; Katz, Ilan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:161:y:2024:i:c:s0190740924002172.

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2025Capacity Building goals in young people with cerebral palsy in Australia: Analysis of publicly available National disability Insurance Scheme data. (2025). Cleary, Stacey L ; Ding, Jacqueline Y ; Morgan, Prue E. In: Children and Youth Services Review. RePEc:eee:cysrev:v:176:y:2025:i:c:s0190740925002786.

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2025Revisiting the welfare costs of consumption fluctuations and reduced growth: What matters most to consumers?. (2025). Barros, Fernando ; Couto, Gabriel T. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000690.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2024Regret-aversion over different maturities: Application to energy futures markets. (2024). Ben Amar, Amine ; Bellalah, Makram ; Clark, Ephraim. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002969.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2024The cyclicality of official bilateral lending: Which cycle do flows follow?. (2024). Lotti, Giulia ; Galindo, Arturo ; Avellan, Leopoldo ; Gomez, Tomas. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000153.

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2024How does bank opacity affect credit growth and return predictability?. (2024). Chhatwani, Malvika ; Parija, Arpit Kumar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000872.

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2024Measuring world oil market integration with a Thick Pen. (2024). Jin, Xin ; Gronwald, Marc. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000239.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024A curse on leisure? Resource rents and labor supply. (2024). Hens, Luc ; al Yussef, Achtee ; Holm, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006649.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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2025Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178.

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2024Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Vigne, Samuel A ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2024US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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2025Low-risk anomaly: Idiosyncratic risk or return distribution. (2025). Li, Tianyang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000200.

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2025Asian geopolitical risks: A key driver behind WTI-Brent spread market volatility. (2025). Han, Wei ; Wu, Shaojiang. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003538.

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2024Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201.

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2024Capital-market effects of tipper-tippee insider trading law: Evidence from the Newman ruling. (2024). Pierce, Andrew T. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000630.

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2024The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi ; Duong, Kiet Tuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111.

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2025Deconstructing fertilizer price spikes: Evidence from Chinese urea fertilizer market. (2025). Etienne, Xiaoli ; Hu, Zhepeng ; Yan, Lei ; Yuan, Jinghong. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000338.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2025Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?. (2025). Almeida, Alexandre ; Santos, Augusto Seabra. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000029.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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2025Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Whom is economic aid meant for? The push vs. pull determinant factors of official development assistance. (2024). Jung, Yunji ; Kim, Kyunghun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:173-195.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Aid and developing regional integration. (2024). Lim, King Yoong ; Liu, Chunping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:756-776.

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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2024Futures markets and the baltic dry index: A prediction study based on deep learning. (2024). Nie, Yufei ; Kim, Woohyoung ; Su, Miao ; Yang, Lin ; Li, Jiankun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s027553192400240x.

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2025“Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276.

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2025Market ambiguity, investor sentiment and market anomalies – Evidence from the Chinese A-share market. (2025). Yang, Baochen ; Gao, Qianran ; Li, Jiapeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005142.

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2025Foreign aid volatility and institutional development. (2025). Iannantuoni, Alice. In: World Development. RePEc:eee:wdevel:v:189:y:2025:i:c:s0305750x24001608.

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2025Insider trading with penalties in continuous time. (2025). Cetin, Umut. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128957.

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2024Reasons Behind Words: OPEC Narratives and the Oil Market. (2024). Mignon, Valérie ; Joëts, Marc ; Brunetti, Celso. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-03.

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2025Does Financial Stress Affect Commodity Futures Traders’ Positions?. (2025). Nesmith, Travis ; Heppe, Yang ; Du, Shengwu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-82.

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2024Performance of Commodity Futures-Based Dynamic Portfolios. (2024). Adhikari, Ramesh. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:3:p:21-388:d:1480814.

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2025Agricultural Futures Contracts as Part of a Sustainable Investment Strategy: Issues and Opportunities. (2025). Martell, Terrence F ; Skou, Lene ; Demir, Mert. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:15-:d:1722400.

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2024Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Drachal, Krzysztof ; Pawowski, Micha. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740.

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2024Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach. (2024). Henry, Darren ; Colombage, Sisira ; Nguyen, Phong Minh ; Kim, Jae H. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:310-:d:1439431.

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2025How Does Global Supply Chain Pressure Affect Oil Prices in Futures Markets?. (2025). Yu, Cong ; Wang, QI ; Wei, Yuchen ; Jiao, Dongdan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7241-:d:1721814.

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2024On the WTI-WCS Oil Price Differential. (2024). Xu, Libo. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:2:d:10.1007_s11293-024-09801-3.

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2024Connectedness and risk transmission of China’s stock and currency markets with global commodities. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09586-0.

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2025Reserve currency and the time-varying link between uncertainties in commodity and financial markets. (2025). Kocaarslan, Baris. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:3:d:10.1007_s11408-025-00472-x.

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2025Adaptive food price forecasting improves public information in times of rapid economic change. (2025). Zeng, Wendy ; Volpe, Richard ; Sweitzer, Megan ; MacLachlan, Matthew J ; Adjemian, Michael K ; Etienne, Xiaoli. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-61660-x.

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2025Does CEO gender impact dividends in emerging economies?. (2025). Singh, Shveta ; Mittal, Aastha. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:1:d:10.1057_s41310-024-00247-2.

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2025The impact of social media on fund net capital flow and performance. (2025). Ren, Ting ; Gao, Yang ; Nie, Caiming. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05790-z.

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2025Volatilité et régulation des cryptomonnaies : approche monétaire orthodoxe versus approche monétaire hétérodoxe. (2025). Kouakou, Thidj Gaudens-Omer. In: MPRA Paper. RePEc:pra:mprapa:123774.

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2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Chatrath, Arjun ; Hatamerad, Saman ; Raffiee, Kambiz ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:1:p:75-105.

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2025Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty. (2025). Raffiee, Kambiz ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:15-44.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2025Climate risk and the nexus of clean energy and technology stocks. (2025). Rognone, Lavinia ; Walther, Thomas ; Bouri, Elie ; Dudda, Tom L. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05487-z.

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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2024Fertility and the oil curse. (2024). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02570-7.

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2024Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w.

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2024COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0.

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2024Can commodity prices predict stock market returns? The case of dry bulk shipping companies. (2024). Michail, Nektarios ; Melas, Konstantinos D. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:9:y:2024:i:1:d:10.1186_s41072-024-00178-9.

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2024Importance of official development assistance in improving the economic cycles of Economic and Monetary Community of Central Africa countries. (2024). Nanfosso, Roger Tsafack ; Takam, Herve Nenghem. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:7:d:10.1007_s43546-024-00677-8.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2025How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?. (2025). Soytas, Ugur ; Kocaarslan, Baris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2016-2041.

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2025Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion. (2025). Lv, Shengxiang ; Yu, Sihao ; Wu, Binrong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1363-1382.

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2025Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?. (2025). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kellard, Neil. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:817-830.

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2025Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market. (2025). Yang, Heejin ; Ryu, Doowon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:879-895.

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2025Information Flow Across the Futures Term Structure: Evidence From Chinese Corn Futures Market. (2025). An, YI ; Xie, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:896-916.

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2025Stock-Oil Comovement: Cash Flows or Discount Rates?. (2025). Zechner, Josef ; Sgner, Leopold ; Randl, Otto ; Melone, Alessandro. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325398.

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Works by Michel Robe:

YearTitleTypeCited
2013Physical Markets, Paper Markets and the WTI-Brent Spread In: The Energy Journal.
[Full Text][Citation analysis]		article38
2013Physical Markets, Paper Markets and the WTI-Brent Spread.(2013) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2013OPEC Fair Price Pronouncements and the Market Price of Crude Oil In: The Energy Journal.
[Full Text][Citation analysis]		article4
2019Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices In: The Energy Journal.
[Full Text][Citation analysis]		article7
2017Shocks propagation across the futures term structure : evidence from crude oil prices.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Shock propagation across the futures term structure: evidence from crude oil prices.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices.(2019) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2016Forward‐Looking USDA Price Forecasts In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]		paper1
2017What Drives Volatility Expectations in Grain and Oilseed Markets? In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
[Full Text][Citation analysis]		paper0
2020Market Uncertainty and Sentiment around USDA Announcements In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
[Full Text][Citation analysis]		paper17
2022Market uncertainty and sentiment around USDA announcements.(2022) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2020Maximum Order Size and Agricultural Futures Market Quality: Evidence from a Natural Experiment In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
[Full Text][Citation analysis]		paper0
2021Canary in the Coal Mine? COVID-19 and Soybean Futures Market Liquidity In: 2021 Annual Meeting, August 1-3, Austin, Texas.
[Full Text][Citation analysis]		paper1
2021Crop Insurance, Futures Prices, and Commercial Trader Positions in Agricultural Futures Markets In: 2021 Annual Meeting, August 1-3, Austin, Texas.
[Full Text][Citation analysis]		paper0
202120 Years of CFTC Data: Who Holds Positions in Agricultural Futures Markets? In: 2021 Annual Meeting, August 1-3, Austin, Texas.
[Full Text][Citation analysis]		paper0
2022Corn Futures Deliveries: Why? When? So What? In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2022USDA Announcements and the Stock Prices of Food-Sector Companies In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2022County-level USDA Crop Progress and Condition data, machine learning, and commodity market surprises In: 2022 Annual Meeting, July 31-August 2, Anaheim, California.
[Full Text][Citation analysis]		paper0
2013The Financialization of Food? In: Staff Working Papers.
[Full Text][Citation analysis]		paper50
2017The Financialization of Food?.(2017) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2001Foreign Aid and the Business Cycle In: Review of International Economics.
[Full Text][Citation analysis]		article135
1998Foreign Aid and the Business Cycle.(1998) In: Cahiers de recherche CREFE / CREFE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		paper
2000FOREIGN AID AND THE BUSINESS CYCLE.(2000) In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		paper
2016Insolvency and its Consequences: A Historical Perspective In: ifo DICE Report.
[Full Text][Citation analysis]		article0
2004Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper3
2013Market incompleteness and the equity premium puzzle: Evidence from state-level data.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2005Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data.(2005) In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2000Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries In: Cahiers de recherche CREFE / CREFE Working Papers.
[Full Text][Citation analysis]		paper2
2001Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2002The States vs. the states: On the Welfare Cost of Business Cycles in the U.S. In: Cahiers de recherche du Département des sciences économiques, UQAM.
[Full Text][Citation analysis]		paper10
2004The States vs. the states: On the Welfare Cost of Business Cycles in the U.S..(2004) In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2003The States vs. the states: On the Welfare Cost of Business Cycles in the U.S..(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999Optimal vs. Traditional Securities under Moral Hazard In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article8
2001What can we learn from simulating a standard agency model? In: Economics Letters.
[Full Text][Citation analysis]		article7
2001What Can We Learn From Simulating a Standard Agency Model?.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022The dollar’s ”Convenience Yield” In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2004The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment In: Journal of Financial Economics.
[Full Text][Citation analysis]		article39
2014Speculators, commodities and cross-market linkages In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article311
2024USDA reports affect the stock market, too In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2
2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2
2012Does It Matter Who Trades Energy Derivatives? In: Review of Environment, Energy and Economics - Re3.
[Full Text][Citation analysis]		article3
1989COMPTES ANNUELS BELGES ET ANLYSE ECONOMETRIQUE: UNE MISE EN GARDE. In: Liege - Centre de Recherches Economiques et Demographiques.
[Citation analysis]		paper0
1989PREVISIONS RATIONNELLES, LEGISLATION, INFLATION ET POLITIQUE DE DEVIDENDE DES GRANDES FIRMES. In: Liege - Centre de Recherches Economiques et Demographiques.
[Citation analysis]		paper0
2024Does “Paper Oil” Matter? Energy Markets’ Financialization and Co-Movements with Equity Markets In: Commodities.
[Full Text][Citation analysis]		article0
2017Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices In: Post-Print.
[Full Text][Citation analysis]		paper0
2006Penalties and Optimality in Financial Contracts: Taking Stock In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2016Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper2
2003On the Welfare Cost of Economic Fluctuations in Developing Countries In: International Economic Review.
[Citation analysis]		article151
2003Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows In: Cahiers de recherche.
[Full Text][Citation analysis]		paper4
2004On the Potential of Foreign Aid as Insurance In: Cahiers de recherche.
[Full Text][Citation analysis]		paper26
2006The Potential of Foreign Aid as Insurance.(2006) In: IMF Staff Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2005The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2015Counterpart funding requirements and the foreign aid procyclicality puzzle In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]		article2
2006Unemployment Insurance: Isnt Marriage Enough? In: 2006 Meeting Papers.
[Citation analysis]		paper0
2013OPEC €œFair Price€ Pronouncements and the Market Price of Crude Oil In: The Energy Journal.
[Full Text][Citation analysis]		article0
2020Incorporating Uncertainty into USDA Commodity Price Forecasts In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article5
2011Demutualization and customer protection at self‐regulatory financial exchanges In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2016Foreign Central Bank Activities in US Futures Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2016Fundamentals, Derivatives Market Information and Oil Price Volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]		article47
2017Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2024Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2025Commodity Futures Deliveries: Theory and Evidence From the US Corn Market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2008Demutualization and enforcement incentives at self-regulatory financial exchanges In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1
2006Penalties and optimality in financial contracts: Taking stock In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0

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