NBER Economics of Commodity Markets
October 27, 2012
SIEPR at Stanford
| Saturday, October 27 | ||
| 1 |
James D. Hamilton, University of California, San Diego and NBER Jing Cynthia Wu, University of Illinois Urbana-Champaign and NBER Effects of Index-Fund Investing on Commodity Futures Prices |
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| 2 |
Michael Sockin, University of Texas at Austin Wei Xiong, Princeton University and NBER Feedback Effects of Commodity Futures Prices |
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| 3 |
Suleyman Basak, London Business School Anna Pavlova, London Business School A Model of Financialization of Commodities |
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| 4 |
Amiyatosh Purnanandam, University of Michigan Daniel Weagley, University of Tennessee Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market |
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| 5 |
Martin Bodenstein, Fedral Reserve Board Luca Guerrieri, Federal Reserve Board Lutz Kilian, Federal Reserve Bank of Dallas Monetary Policy Responses to Oil Price Fluctuations |
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| 6 |
Boyan Jovanovic, New York University and NBER Bubbles in Prices of Exhaustible Resources |
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| 7 |
Eyal Dvir, Charles River Associates Kenneth S. Rogoff, Harvard University and NBER Demand Effects and Speculation in Oil Markets: Theory and Evidence |
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| 8 |
Peter Christoffersen, University of Toronto Kris Jacobs, University of Houston Bingxin Li, West Virginia University Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets |
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| 9 |
Steven D. Baker, University of Virginia Bryan Routledge, Carnegie Mellon University The Price of Oil Risk |
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