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Economics of Commodity Markets
Organized by Kenneth J. Singleton and Wei Xiong
Supported by
the Alfred P. Sloan Foundation
October 25-26, 2013
Royal Sonesta Hotel
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1
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Destabilizing Commodity Market Speculation
Suman Banerjee, Nanyang Technological University
Ravi Jagannathan, Northwestern University and NBER
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2
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The Role of Financial Players in Electricity Markets: An Empirical Analysis of MISO
John Birge, University of Chicago - Booth School of Business
Ali Hortaçsu, University of Chicago and NBER
Ignacia Mercadal, University of Florida
Michael Pavlin, Wilfrid Laurier University
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3
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Bubble Troubles?
Rational Storage, Mean Reversion and
Runs in Commodity Prices
Eugenio Bobenrieth, Pontifical Catholic University of Chile
Juan R. A. Bobenrieth, Universidad del Bío-Bío
Brian Wright, University of California, Berkeley
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4
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The Role of Hedgers and Speculators in Liquidity Provision to Commodity Futures Markets
Wenjin Kang, National University of Singapore
K. Geert Rouwenhorst, Yale University
Ke Tang, Tsinghua University
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5
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Commodity Prices, Long-Run Growth and Fiscal Vulnerability
Domenico Ferraro, Arizona State University
Pietro Peretto, Duke University
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6
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The Stock Market Price of Commodity Risk
Martijn Boons, Nova School of Business and Economics
Frans de Roon, CentER, Tilburg University
Marta Szymanowska, RSM Erasmus University
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7
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A Better-Specified Asset Pricing Model to Explain the Cross-section and Time-Series of Commodity Returns
Gurdip Bakshi, University of Maryland, College Park
Xiaohui Gao, Temple University
Alberto G. Rossi, Georgetown University
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8
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Risk Premia in Gold Lease Rates
Anh T. Le, University of North Carolina at Chapel Hill
Haoxiang Zhu, Massachusetts Institute of Technology and NBER
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