Universities Research Conference
Wei Xiong and Kenneth J. Singleton, Organizers
May 15-16, 2015
The Royal Sonesta Hotel
| Friday, May 15 | ||
| 1 |
Ke Tang, Tsinghua University Haoxiang Zhu, Massachusetts Institute of Technology and NBER Commodities as Collateral |
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| 2 |
Darien Huang, University of Pennsylvania Gold, Platinum, and Expected Stock Returns |
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| 3 |
Itay Goldstein, University of Pennsylvania and NBER Liyan Yang, University of Toronto Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets |
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| 4 |
Akshaya Jha, Carnegie Mellon University and NBER Frank A. Wolak, Stanford University and NBER Testing for Market Efficiency with Transactions Costs: An Application to Convergence Bidding in Wholesale Electricity Markets |
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| 5 |
Thomas Covert, University of Chicago and NBER Experiential and Social Learning in Firms: The Case of Hydraulic Fracturing in the Bakken Shale |
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| 6 |
Davidson Heath, University of Utah Unspanned Macroeconomic Risks in Oil Futures |
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| 7 |
Robert Vigfusson, Amazon Sylvain Leduc, Federal Reserve Bank of San Francisco A Decade of Learning: The Role of Beliefs in Oil Futures Markets During the 2000s |
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| 8 |
Erik P. Gilje, University of Pennsylvania Robert C. Ready, University of Rochester Nikolai Roussanov, University of Pennsylvania and NBER Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution |
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