10
H index
10
i10 index
833
Citations
University of Illinois at Urbana-Champaign | 10 H index 10 i10 index 833 Citations RESEARCH PRODUCTION: 28 Articles 33 Papers RESEARCH ACTIVITY: 35 years (1989 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pro31 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Robe. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 5 |
The Energy Journal | 3 |
Journal of Commodity Markets | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach. (2023). Bertoni, Danilo ; Valenti, Daniele ; Olper, Alessandro ; Cavicchioli, Davide. In: FEEM Working Papers. RePEc:ags:feemwp:338780. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850. Full description at Econpapers || Download paper |
2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper |
2023 | Short interest and the stock market relation with news sentiment from traditional and social media sources. (2023). Smales, Lee ; Liu, Zhangxin ; Chamberlain, Ben. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:321-334. Full description at Econpapers || Download paper |
2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
2023 | Assessing the impact of aid on public health expenditure in aid recipient countries. (2023). Connolly, Daniel ; Kim, Youngwan ; Lim, Yoojin. In: Development Policy Review. RePEc:bla:devpol:v:41:y:2023:i:1:n:e12635. Full description at Econpapers || Download paper |
2023 | Linkages between natural gas, fertiliser and cereal prices: A note. (2023). Baek, Jungho ; Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:935-940. Full description at Econpapers || Download paper |
2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper |
2023 | Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Zhang, Hao ; Wu, Qiang ; Ma, Hui ; Chen, Shenglan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x. Full description at Econpapers || Download paper |
2023 | Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471. Full description at Econpapers || Download paper |
2024 | Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35. Full description at Econpapers || Download paper |
2024 | The cyclicality of official bilateral lending: Which cycle do flows follow?. (2024). Lotti, Giulia ; Avellan, Leopoldo ; Gomez, Tomas ; Galindo, Arturo J. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000153. Full description at Econpapers || Download paper |
2023 | Futures contract collateralization and its implications. (2023). Jarrow, Robert ; Kwok, Simon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000890. Full description at Econpapers || Download paper |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper |
2023 | Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906. Full description at Econpapers || Download paper |
2024 | Measuring 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. Full description at Econpapers || Download paper |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
2023 | Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. Full description at Econpapers || Download paper |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper |
2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper |
2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. Full description at Econpapers || Download paper |
2024 | Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Guesmi, Khaled ; Vigne, Samuel A ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714. Full description at Econpapers || Download paper |
2023 | How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526. Full description at Econpapers || Download paper |
2024 | US 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. Full description at Econpapers || Download paper |
2024 | Empirical 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. Full description at Econpapers || Download paper |
2024 | Capital-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. Full description at Econpapers || Download paper |
2023 | Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679. Full description at Econpapers || Download paper |
2023 | Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849. Full description at Econpapers || Download paper |
2024 | The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Duong, Kiet Tuan ; Dai, Yun-Shi ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111. Full description at Econpapers || Download paper |
2023 | Food aid and violent conflict: A review and Empiricist’s companion. (2023). Hirsch, Stefan ; Mishra, Ashok K ; Koppenberg, Maximilian. In: Food Policy. RePEc:eee:jfpoli:v:121:y:2023:i:c:s0306919223001409. Full description at Econpapers || Download paper |
2023 | Model uncertainty, economic development, and welfare costs of business cycles. (2023). Okubo, Masakatsu. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000149. Full description at Econpapers || Download paper |
2023 | On the welfare costs of business cycles: Beyond nondurable goods. (2023). , Fabio ; Couto, Gabriel T ; Barros, Fernando. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000605. Full description at Econpapers || Download paper |
2023 | Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654. Full description at Econpapers || Download paper |
2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
2023 | Financialization of commodity markets ten years later. (2023). Wang, Ningli ; Tang, KE ; Kang, Wenjin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x. Full description at Econpapers || Download paper |
2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
2023 | Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model. (2023). Hoffman, Linwood ; Adam, Brian ; Farhangdoost, Sara ; Etienne, Xiaoli L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000235. Full description at Econpapers || Download paper |
2023 | The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x. Full description at Econpapers || Download paper |
2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
2024 | Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph P ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011. Full description at Econpapers || Download paper |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047. Full description at Econpapers || Download paper |
2023 | Crude oil pipeline constraints: A tale of two shales. (2023). Luong, Phat V. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006468. Full description at Econpapers || Download paper |
2023 | Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403. Full description at Econpapers || Download paper |
2023 | Energy transition metals and global sentiment: Evidence from extreme quantiles. (2023). Gubareva, Mariya ; Pham, Linh ; Ghosh, Bikramaditya ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008814. Full description at Econpapers || Download paper |
2024 | Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246. Full description at Econpapers || Download paper |
2023 | Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | Whom is economic aid meant for? The push vs. pull determinant factors of official development assistance. (2024). Kim, Kyunghun ; Jung, Yunji. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:173-195. Full description at Econpapers || Download paper |
2024 | Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper |
2023 | Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908. Full description at Econpapers || Download paper |
2024 | Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679. Full description at Econpapers || Download paper |
2023 | Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Pawowski, Micha ; Drachal, Krzysztof. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Tessmann, Mathias ; Carrasco-Gutierrez, Carlos ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65. Full description at Econpapers || Download paper |
2023 | Food Aid and Violent Conflict: A Review of Literature. (2023). Mishra, Ashok K ; Koppenberg, Maximilian ; Hirsch, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16574. Full description at Econpapers || Download paper |
2023 | Effect of the duration of membership in the GATT/WTO on human development in developed and developing countries. (2023). Gnangnon, Sena Kimm. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09589-6. Full description at Econpapers || Download paper |
2023 | Are All Directors Treated Equally? Evidence from Director Turnover Following Opportunistic Insider Selling. (2023). Gaeremynck, Ann ; Bruynseels, Liesbeth ; de Groote, Sander. In: Journal of Business Ethics. RePEc:kap:jbuset:v:185:y:2023:i:1:d:10.1007_s10551-022-05127-9. Full description at Econpapers || Download paper |
2023 | Portfolio diversification and sustainable assets from new perspectives. (2023). Kanamura, Takashi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00336-x. Full description at Econpapers || Download paper |
2023 | Multivariate models of commodity futures markets: a dynamic copula approach. (2023). Zhang, Yu Yvette ; Wang, Qiaoyu ; Li, QI ; Chen, Sihong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02373-2. Full description at Econpapers || Download paper |
2023 | Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1. Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
2023 | The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575. Full description at Econpapers || Download paper |
2023 | Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Physical Markets, Paper Markets and the WTI-Brent Spread In: The Energy Journal. [Full Text][Citation analysis] | article | 36 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | ||
2013 | OPEC Fair Price Pronouncements and the Market Price of Crude Oil In: The Energy Journal. [Full Text][Citation analysis] | article | 4 |
2019 | Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 5 |
2017 | Shocks 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: 5 | paper | |
2019 | Shock propagation across the futures term structure: evidence from crude oil prices.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | ||
2017 | What Drives Volatility Expectations in Grain and Oilseed Markets? In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. [Full Text][Citation analysis] | paper | 0 |
2020 | Market Uncertainty and Sentiment around USDA Announcements In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. [Full Text][Citation analysis] | paper | 8 |
2022 | Market uncertainty and sentiment around USDA announcements.(2022) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2020 | Maximum 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] | paper | 0 |
In: . [Full Text][Citation analysis] | paper | 1 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2013 | The Financialization of Food? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 42 |
2017 | The Financialization of Food?.(2017) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2001 | Foreign Aid and the Business Cycle In: Review of International Economics. [Full Text][Citation analysis] | article | 133 |
1998 | Foreign 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: 133 | paper | |
2000 | FOREIGN AID AND THE BUSINESS CYCLE.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2016 | Insolvency and its Consequences: A Historical Perspective In: ifo DICE Report. [Full Text][Citation analysis] | article | 0 |
2004 | Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Market 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 | |
2005 | Market 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 | |
2000 | Magnitude 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] | paper | 2 |
2001 | Magnitude 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 | |
2002 | The 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] | paper | 10 |
2004 | The 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 | |
2003 | The 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 | |
1999 | Optimal vs. Traditional Securities under Moral Hazard In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 8 |
2001 | What can we learn from simulating a standard agency model? In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2001 | What 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 | |
2022 | The dollar’s ”Convenience Yield” In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2004 | The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 38 |
2014 | Speculators, commodities and cross-market linkages In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 291 |
2024 | USDA reports affect the stock market, too In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2024 | Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2012 | Does It Matter Who Trades Energy Derivatives? In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 3 |
1989 | COMPTES ANNUELS BELGES ET ANLYSE ECONOMETRIQUE: UNE MISE EN GARDE. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
1989 | PREVISIONS RATIONNELLES, LEGISLATION, INFLATION ET POLITIQUE DE DEVIDENDE DES GRANDES FIRMES. In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2017 | Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2006 | Penalties and Optimality in Financial Contracts: Taking Stock In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2016 | Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 2 |
2003 | On the Welfare Cost of Economic Fluctuations in Developing Countries In: International Economic Review. [Citation analysis] | article | 146 |
2003 | Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 4 |
2004 | On the Potential of Foreign Aid as Insurance In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 26 |
2006 | The Potential of Foreign Aid as Insurance.(2006) In: IMF Staff Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2005 | The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2015 | Counterpart funding requirements and the foreign aid procyclicality puzzle In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 2 |
2006 | Unemployment Insurance: Isnt Marriage Enough? In: 2006 Meeting Papers. [Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2020 | Incorporating Uncertainty into USDA Commodity Price Forecasts In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Foreign Central Bank Activities in US Futures Markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2016 | Fundamentals, Derivatives Market Information and Oil Price Volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 37 |
2017 | Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
2024 | Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2008 | Demutualization and enforcement incentives at self-regulatory financial exchanges In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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