Working Papers

Order Flows and Retail Investor Impacts in Commodity Futures Markets

April 2018. With Mark Ready. [PDF]


Fracking, Drilling, and Asset Pricing: Estimating the Economic Impact of the Shale Revolution

April 2017. With Erik Gilje and Nikolai Roussanov. [PDF]


Publications

Currency risk factors in a recursive multicountry economy

Journal of Finance, First Draft: November 2014, Forthcoming. with Riccardo Colacito, Max Croce, and Federico Gavazzoni.


Oil consumption, economic growth,and oil futures: The impact of long-run oil supply uncertainty on asset prices

Journal of Monetary Economics, April 2018, Volume 94, Pages 1-26.


Oil Prices and the Stock Market

Review of Finance, February 2018, Volume 22, Issue 1, Pages 155-176.


Commodity Trade and the Carry Trade: A tale of two countries

Journal of Finance, December 2017, 72(6), 2629-2684. with Nikolai Roussanov and Colin Ward.

Best Paper at 2014 Utah Winter Finance Conference

Winner of the 2015 AQR Insight Prize

Winner of the 2016 Best Paper Prize from the Jacobs Levy Center


After the Tide: Commodity currencies and global trade

Journal of Monetary Economics, 2017, 85: 69-86. with Nikolai Roussanov and Colin Ward.