Details about Michel Robe

Access statistics for papers by Michel Robe.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pro31

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
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 View citations (1)
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 View citations (1)

2020

4. Market Uncertainty and Sentiment around USDA Announcements
   2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association View citations (1)
   See also Journal Article Market uncertainty and sentiment around USDA announcements, Journal of Futures Markets, John Wiley & Sons, Ltd. (2022) View citations (9) (2022)
5. 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

2019

6. Shock propagation across the futures term structure: evidence from crude oil prices
   Post-Print, HAL View citations (4)
   Also in Post-Print, HAL (2017)
   See also Journal Article Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices, The Energy Journal (2019) View citations (1) (2019)

2017

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

2016

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

2013

11. The Financialization of Food?
    Staff Working Papers, Bank of Canada View citations (3)
    See also Journal Article The Financialization of Food?, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2017) View citations (39) (2017)

2008

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

2006

13. Penalties and optimality in financial contracts: Taking stock
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
14. Unemployment Insurance: Isn't Marriage Enough?
    2006 Meeting Papers, Society for Economic Dynamics

2005

15. Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
    Also in CIRANO Working Papers, CIRANO (2004)
    See also Journal Article Market incompleteness and the equity premium puzzle: Evidence from state-level data, Journal of Banking & Finance, Elsevier (2013) View citations (3) (2013)
16. The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data
    Cahiers de recherche, CIRPEE

2004

17. On the Potential of Foreign Aid as Insurance
    Cahiers de recherche, CIRPEE View citations (5)
    See also Journal Article The Potential of Foreign Aid as Insurance, IMF Staff Papers, Palgrave Macmillan (2006) View citations (23) (2006)
18. 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) View citations (2)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (7)

2003

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

2001

20. 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) View citations (2)
21. 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) View citations (7) (2001)

2000

22. FOREIGN AID AND THE BUSINESS CYCLE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (3)
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1998) View citations (14)
    See also Journal Article Foreign Aid and the Business Cycle, Review of International Economics, Wiley Blackwell (2001) View citations (116) (2001)

1989

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

Journal Articles

2024

1. Does “Paper Oil” Matter? Energy Markets’ Financialization and Co-Movements with Equity Markets
   Commodities, 2024, 3, (2), 1-28
2. Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets
   Journal of Commodity Markets, 2024, 34, (C) View citations (1)
3. Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets
   Journal of Futures Markets, 2024, 44, (5), 803-825
4. USDA reports affect the stock market, too
   Journal of Commodity Markets, 2024, 34, (C) View citations (1)

2022

5. Market uncertainty and sentiment around USDA announcements
   Journal of Futures Markets, 2022, 42, (2), 250-275 View citations (9)
   See also Working Paper Market Uncertainty and Sentiment around USDA Announcements, 2020 Annual Meeting, July 26-28, Kansas City, Missouri (2020) View citations (1) (2020)
6. The dollar’s ”Convenience Yield”
   Finance Research Letters, 2022, 48, (C)

2020

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

2019

8. Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices
   The Energy Journal, 2019, 40, (3), 125-154 View citations (1)
   Also in The Energy Journal, 2019, Volume 40, (Number 3) (2019) View citations (6)
   See also Working Paper Shock propagation across the futures term structure: evidence from crude oil prices, Post-Print (2019) View citations (4) (2019)

2017

9. Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty
   Journal of Futures Markets, 2017, 37, (8), 744-765 View citations (10)
10. The Financialization of Food?
    American Journal of Agricultural Economics, 2017, 99, (1), 243-264 View citations (39)
    See also Working Paper The Financialization of Food?, Staff Working Papers (2013) View citations (3) (2013)

2016

11. Foreign Central Bank Activities in US Futures Markets
    Journal of Futures Markets, 2016, 36, (1), 3-29 View citations (4)
12. Fundamentals, Derivatives Market Information and Oil Price Volatility
    Journal of Futures Markets, 2016, 36, (4), 317-344 View citations (43)
13. Insolvency and its Consequences: A Historical Perspective
    ifo DICE Report, 2016, 13, (04), 35-40

2015

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

2014

15. Speculators, commodities and cross-market linkages
    Journal of International Money and Finance, 2014, 42, (C), 38-70 View citations (279)

2013

16. Market incompleteness and the equity premium puzzle: Evidence from state-level data
    Journal of Banking & Finance, 2013, 37, (2), 378-388 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) View citations (1) (2005)
17. OPEC "Fair Price" Pronouncements and the Market Price of Crude Oil
    The Energy Journal, 2013, Volume 34, (Number 4) View citations (5)
18. OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil
    The Energy Journal, 2013, 34, (4), 79-108
19. Physical Markets, Paper Markets and the WTI-Brent Spread
    The Energy Journal, 2013, 34, (3), 129-152
    Also in The Energy Journal, 2013, Volume 34, (Number 3) (2013) View citations (37)

2012

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

2011

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

2006

22. The Potential of Foreign Aid as Insurance
    IMF Staff Papers, 2006, 53, (3), 5 View citations (23)
    See also Working Paper On the Potential of Foreign Aid as Insurance, Cahiers de recherche (2004) View citations (5) (2004)

2004

23. 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 View citations (39)

2003

24. On the Welfare Cost of Economic Fluctuations in Developing Countries
    International Economic Review, 2003, 44, (2), 677-698 View citations (145)

2001

25. Foreign Aid and the Business Cycle
    Review of International Economics, 2001, 9, (4), 641-672 View citations (116)
    See also Working Paper FOREIGN AID AND THE BUSINESS CYCLE, Computing in Economics and Finance 2000 (2000) View citations (3) (2000)
26. What can we learn from simulating a standard agency model?
    Economics Letters, 2001, 73, (2), 137-146 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

27. Optimal vs. Traditional Securities under Moral Hazard
    Journal of Financial and Quantitative Analysis, 1999, 34, (2), 161-189 View citations (9)