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Details about Michel Robe

Phone:(217) 300-6276
Postal address:College of ACES University of Illinois at Urbana-Champaign Mumford Hall 334 1301 W. Gregory Drive Urbana, IL 61801
Workplace:Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)

Access statistics for papers by Michel Robe.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pro31


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Working Papers

2021

  1. 20 Years of CFTC Data: Who Holds Positions in Agricultural Futures Markets?
    2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association Downloads
  2. Canary in the Coal Mine? COVID-19 and Soybean Futures Market Liquidity
    2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association Downloads
  3. Crop Insurance, Futures Prices, and Commercial Trader Positions in Agricultural Futures Markets
    2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association Downloads

2020

  1. Market Uncertainty and Sentiment around USDA Announcements
    2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association Downloads View citations (1)
    See also Journal Article Market uncertainty and sentiment around USDA announcements, Journal of Futures Markets, John Wiley & Sons, Ltd. (2022) Downloads View citations (6) (2022)
  2. Maximum Order Size and Agricultural Futures Market Quality: Evidence from a Natural Experiment
    2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association Downloads

2019

  1. Shock propagation across the futures term structure: evidence from crude oil prices
    Post-Print, HAL View citations (4)
    Also in Post-Print, HAL (2017) Downloads

    See also Journal Article Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices, The Energy Journal, International Association for Energy Economics (2019) Downloads View citations (4) (2019)

2017

  1. Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices
    Post-Print, HAL Downloads
  2. What Drives Volatility Expectations in Grain and Oilseed Markets?
    2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association Downloads View citations (1)

2016

  1. Forward‐Looking USDA Price Forecasts
    2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association Downloads View citations (2)
  2. Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (2)

2013

  1. The Financialization of Food?
    Staff Working Papers, Bank of Canada Downloads View citations (3)
    See also Journal Article The Financialization of Food?, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2017) Downloads View citations (33) (2017)

2008

  1. Demutualization and enforcement incentives at self-regulatory financial exchanges
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2006

  1. Penalties and Optimality in Financial Contracts: Taking Stock
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (11)
  2. Unemployment Insurance: Isn't Marriage Enough?
    2006 Meeting Papers, Society for Economic Dynamics

2005

  1. Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2004) Downloads

    See also Journal Article Market incompleteness and the equity premium puzzle: Evidence from state-level data, Journal of Banking & Finance, Elsevier (2013) Downloads View citations (3) (2013)
  2. The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data
    Cahiers de recherche, CIRPEE Downloads

2004

  1. On the Potential of Foreign Aid as Insurance
    Cahiers de recherche, CIRPEE Downloads View citations (5)
    See also Journal Article The Potential of Foreign Aid as Insurance, IMF Staff Papers, Palgrave Macmillan (2006) Downloads View citations (22) (2006)
  2. The States vs. the states: On the Welfare Cost of Business Cycles in the U.S
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (1)
    Also in Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques (2002) Downloads View citations (2)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (7)

2003

  1. Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows
    Cahiers de recherche, CIRPEE Downloads View citations (4)

2001

  1. Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (2000) Downloads View citations (2)
  2. What Can We Learn From Simulating a Standard Agency Model?
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (7)
    See also Journal Article What can we learn from simulating a standard agency model?, Economics Letters, Elsevier (2001) Downloads View citations (7) (2001)

2000

  1. FOREIGN AID AND THE BUSINESS CYCLE
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (3)
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1998) Downloads View citations (14)

    See also Journal Article Foreign Aid and the Business Cycle, Review of International Economics, Wiley Blackwell (2001) Downloads View citations (113) (2001)

1989

  1. COMPTES ANNUELS BELGES ET ANLYSE ECONOMETRIQUE: UNE MISE EN GARDE
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques
  2. PREVISIONS RATIONNELLES, LEGISLATION, INFLATION ET POLITIQUE DE DEVIDENDE DES GRANDES FIRMES
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques

Journal Articles

2022

  1. Market uncertainty and sentiment around USDA announcements
    Journal of Futures Markets, 2022, 42, (2), 250-275 Downloads View citations (6)
    See also Working Paper Market Uncertainty and Sentiment around USDA Announcements, 2020 Annual Meeting, July 26-28, Kansas City, Missouri (2020) Downloads View citations (1) (2020)
  2. The dollar’s ”Convenience Yield”
    Finance Research Letters, 2022, 48, (C) Downloads

2020

  1. Incorporating Uncertainty into USDA Commodity Price Forecasts
    American Journal of Agricultural Economics, 2020, 102, (2), 696-712 Downloads View citations (6)

2019

  1. Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices
    The Energy Journal, 2019, Volume 40, (Number 3) Downloads View citations (4)
    See also Working Paper Shock propagation across the futures term structure: evidence from crude oil prices, Post-Print (2019) View citations (4) (2019)

2017

  1. Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty
    Journal of Futures Markets, 2017, 37, (8), 744-765 Downloads View citations (8)
  2. The Financialization of Food?
    American Journal of Agricultural Economics, 2017, 99, (1), 243-264 Downloads View citations (33)
    See also Working Paper The Financialization of Food?, Staff Working Papers (2013) Downloads View citations (3) (2013)

2016

  1. Foreign Central Bank Activities in US Futures Markets
    Journal of Futures Markets, 2016, 36, (1), 3-29 Downloads View citations (4)
  2. Fundamentals, Derivatives Market Information and Oil Price Volatility
    Journal of Futures Markets, 2016, 36, (4), 317-344 Downloads View citations (37)
  3. Insolvency and its Consequences: A Historical Perspective
    ifo DICE Report, 2016, 13, (04), 35-40 Downloads

2015

  1. Counterpart funding requirements and the foreign aid procyclicality puzzle
    Oxford Review of Economic Policy, 2015, 31, (3-4), 462-480 Downloads View citations (2)

2014

  1. Speculators, commodities and cross-market linkages
    Journal of International Money and Finance, 2014, 42, (C), 38-70 Downloads View citations (263)

2013

  1. Market incompleteness and the equity premium puzzle: Evidence from state-level data
    Journal of Banking & Finance, 2013, 37, (2), 378-388 Downloads View citations (3)
    See also Working Paper Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data, Computing in Economics and Finance 2005 (2005) Downloads View citations (1) (2005)
  2. OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil
    The Energy Journal, 2013, Volume 34, (Number 4) Downloads View citations (5)
  3. Physical Markets, Paper Markets and the WTI-Brent Spread
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (36)

2012

  1. Does It Matter Who Trades Energy Derivatives?
    Review of Environment, Energy and Economics - Re3, 2012 Downloads View citations (2)

2011

  1. Demutualization and customer protection at self‐regulatory financial exchanges
    Journal of Futures Markets, 2011, 31, (2), 126-164 Downloads View citations (4)

2006

  1. The Potential of Foreign Aid as Insurance
    IMF Staff Papers, 2006, 53, (3), 5 Downloads View citations (22)
    See also Working Paper On the Potential of Foreign Aid as Insurance, Cahiers de recherche (2004) Downloads View citations (5) (2004)

2004

  1. The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment
    Journal of Financial Economics, 2004, 71, (3), 461-488 Downloads View citations (37)

2003

  1. On the Welfare Cost of Economic Fluctuations in Developing Countries
    International Economic Review, 2003, 44, (2), 677-698 View citations (141)

2001

  1. Foreign Aid and the Business Cycle
    Review of International Economics, 2001, 9, (4), 641-672 Downloads View citations (113)
    See also Working Paper FOREIGN AID AND THE BUSINESS CYCLE, Computing in Economics and Finance 2000 (2000) Downloads View citations (3) (2000)
  2. What can we learn from simulating a standard agency model?
    Economics Letters, 2001, 73, (2), 137-146 Downloads View citations (7)
    See also Working Paper What Can We Learn From Simulating a Standard Agency Model?, Computing in Economics and Finance 2001 (2001) View citations (7) (2001)

1999

  1. Optimal vs. Traditional Securities under Moral Hazard
    Journal of Financial and Quantitative Analysis, 1999, 34, (2), 161-189 Downloads View citations (9)
 
Page updated 2024-07-17