Michel Robe : Citation Profile

Are you Michel Robe?

University of Illinois at Urbana-Champaign

9

H index

9

i10 index

796

Citations

RESEARCH PRODUCTION:

22

Articles

32

Papers

RESEARCH ACTIVITY:

   33 years (1989 - 2022). See details.
   Cites by year: 24
   Journals where Michel Robe has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 12 (1.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro31
   Updated: 2024-04-18    RAS profile: 2022-09-07    
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Relations with other researchers

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:

GUPTA, RANGAN (19)

Kose, Ayhan (15)

Filis, George (15)

Prasad, Eswar (14)

Rogoff, Kenneth (11)

Manera, Matteo (10)

Degiannakis, Stavros (10)

Bulir, Ales (10)

Chauvet, Lisa (9)

Renneboog, Luc (9)

Prokopczuk, Marcel (8)

Cites to:

Irwin, Scott (37)

Kilian, Lutz (17)

Garcia, Philip (16)

Vayanos, Dimitri (16)

Adjemian, Michael (12)

Constantinides, George (9)

Harris, Jeffrey (8)

Reinhart, Carmen (8)

Buyuksahin, Bahattin (8)

Fratzscher, Marcel (7)

Isengildina Massa, Olga (7)

Main data

Where Michel Robe has published?

Journals with more than one article published# docs
Journal of Futures Markets5
The Energy Journal3

Working Papers Series with more than one paper published# docs
2021 Annual Meeting, August 1-3, Austin, Texas / Agricultural and Applied Economics Association3
2023 Annual Meeting, July 23-25, Washington D.C. / Agricultural and Applied Economics Association3
Post-Print / HAL3
2020 Annual Meeting, July 26-28, Kansas City, Missouri / Agricultural and Applied Economics Association2
Computing in Economics and Finance 2001 / Society for Computational Economics2

Recent works citing Michel Robe (2024 and 2023)

YearTitle of citing document
2023.

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2023Understanding 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.

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2023The 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.

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2023Short 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.

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2023S&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.

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2023Assessing 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.

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2023Linkages 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.

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2023Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24.

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2023Does 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.

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2023Positive 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.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023On 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.

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2023Climate 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.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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2023Forecasting 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.

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2023Co-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.

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2023Commodity 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.

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2023How 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.

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2023Option 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.

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2023Cross-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.

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2023Model 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.

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2023Speculation 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.

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2023The 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.

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2023The 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.

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2023Financialization 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.

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2023Microstructure 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.

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2023Forecasting 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.

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2023The 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.

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2023Crude 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.

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2023Integration 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.

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2023Sustainable 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.

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2023Abnormal 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.

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2023Frequency 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.

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2023.

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2023Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp730.

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2023.

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2023Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Lima, Alexandre Vasconcelos ; Carrasco-Gutierrez, Carlos Enrique ; Tessmann, Mathias Schneid. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65.

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2023Food Aid and Violent Conflict: A Review of Literature. (2023). Mishra, Ashok K ; Koppenberg, Maximilian ; Hirsch, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16574.

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2023Effect 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.

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2023Are 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.

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2023Portfolio 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.

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2023Multivariate 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.

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2023Nonlinearity 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.

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2023The 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.

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2023The 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.

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2023Evaluating 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.

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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]		article34
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]		article4
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: 4		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: 4		paper
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]		paper5
2022Market uncertainty and sentiment around USDA announcements.(2022) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 5		article
2020Maximum Order Size and Agricultural Futures Market Quality: Evidence from a Natural Experiment In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
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2013The Financialization of Food? In: Staff Working Papers.
[Full Text][Citation analysis]		paper36
2017The Financialization of Food?.(2017) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2001Foreign Aid and the Business Cycle In: Review of International Economics.
[Full Text][Citation analysis]		article129
1998Foreign Aid and the Business Cycle.(1998) In: Cahiers de recherche CREFE / CREFE Working Papers.
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This paper has nother version. Agregated cites: 129		paper
2000FOREIGN AID AND THE BUSINESS CYCLE.(2000) In: Computing in Economics and Finance 2000.
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This paper has nother version. Agregated cites: 129		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.
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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]		paper9
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: 9		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: 9		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]		article37
2014Speculators, commodities and cross-market linkages In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article280
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
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]		article144
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]		paper25
2006The Potential of Foreign Aid as Insurance.(2006) In: IMF Staff Papers.
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This paper has nother version. Agregated cites: 25		article
2005The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data In: Cahiers de recherche.
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2015Counterpart funding requirements and the foreign aid procyclicality puzzle In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]		article1
2006Unemployment Insurance: Isnt Marriage Enough? In: 2006 Meeting Papers.
[Citation analysis]		paper0
2020Incorporating Uncertainty into USDA Commodity Price Forecasts In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article2
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]		article33
2017Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2008Demutualization and enforcement incentives at self-regulatory financial exchanges In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1

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