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Publications

by members of

University of Richmond → Robins School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2022

  1. Collin Philipps & Sebastian Laumer, 2022, "Government Spending between Active and Passive Monetary Policy," Working Papers, Department of Economics and Geosciences, US Air Force Academy, number 2022-04, May.
  2. Fernandes, Vitor M. & Kunda, Eugene L. & Robe, Michel A., 2022, "Corn Futures Deliveries: Why? When? So What?," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322061, Aug, DOI: 10.22004/ag.econ.322061.
  3. Cao, An N.Q. & Ionici, Octavian & Robe, Michel A., 2022, "USDA Announcements and the Stock Prices of Food-Sector Companies," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322062, Aug, DOI: 10.22004/ag.econ.322062.
  4. Cao, An N.Q. & Gebrekidan, Bisrat Haile & Heckelei, Thomas & Robe, Michel A., 2022, "County-level USDA Crop Progress and Condition data, machine learning, and commodity market surprises," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322281, Aug, DOI: 10.22004/ag.econ.322281.

2021

  1. Peng, Kun & Hu, Zhepeng & Robe, Michel A. & Adjemian, Michael K., 2021, "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, number 312718, Aug, DOI: 10.22004/ag.econ.312718.
  2. Adjemian, Michael K. & Le, Han & Robe, Michel A., 2021, "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, number 312872, Aug, DOI: 10.22004/ag.econ.312872.
  3. Robe, Michel A. & Roberts, John S., 2021, "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, number 313995, Aug, DOI: 10.22004/ag.econ.313995.

2020

  1. Cao, Nguyen Que An & Robe, Michel A., 2020, "Market Uncertainty and Sentiment around USDA Announcements," 2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association, number 304497, Jul, DOI: 10.22004/ag.econ.304497.
  2. Peng, Kun & Hu, Zhepeng & Robe, Michel A., 2020, "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, number 304596, Jul, DOI: 10.22004/ag.econ.304596.

2017

  1. Delphine Lautier & Franck Raynaud & Michel Robe, 2017, "Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices," Post-Print, HAL, number hal-01781761, May.
  2. Delphine Lautier & Franck Raynaud & Michel Robe, 2017, "Shocks propagation across the futures term structure : evidence from crude oil prices," Post-Print, HAL, number hal-01781765, Nov.

2016

  1. Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016, "Forward‐Looking USDA Price Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235931, DOI: 10.22004/ag.econ.235931.
  2. Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016, "What Drives Volatility Expectations in Grain Markets?," 2016 Conference, April 18-19, 2016, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 285861, Apr, DOI: 10.22004/ag.econ.285861.
  3. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2016, "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers), Inter-American Development Bank, number 8588, Jun, DOI: http://dx.doi.org/10.18235/0000865.

2013

  1. Valentina G. Bruno & Bahattin Buyuksahin & Michel A. Robe, 2013, "The Financialization of Food?," Staff Working Papers, Bank of Canada, number 13-39, DOI: 10.34989/swp-2013-39.

2008

  1. Reiffen, David & Robe, Michel A., 2008, "Demutualization and enforcement incentives at self-regulatory financial exchanges," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/44.

2006

  1. Stephane Pallage & Michel Robe & Christian Zimmermann, 2006, "Unemployment Insurance: Isn't Marriage Enough?," 2006 Meeting Papers, Society for Economic Dynamics, number 697.
  2. Robe, Michel A. & Steiger, Eva-Maria & Michel, Pierre-Armand, 2006, "Penalties and optimality in financial contracts: Taking stock," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-013.

2005

  1. Kris Jacobs & Stéphane Pallage & Michel A. Robe, 2005, "The Welfare Costs of Macroeconomic Fluctuations under Incomplete Markets: Evidence from State-Level Consumption Data," Cahiers de recherche, CIRPEE, number 0524.

2004

  1. Kris Jacobs & Michel A. Robe & Stéphane Pallage, 2004, "Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data," CIRANO Working Papers, CIRANO, number 2004s-54, Nov.
  2. Stéphane Pallage & Michel A. Robe & Catherine Bérubé, 2004, "On the Potential of Foreign Aid as Insurance," Cahiers de recherche, CIRPEE, number 0404.

2003

  1. Stéphane Pallage & Michel A. Robe, 2003, "Leland & Pyle Meet Foreign Aid? Adverse Selection and the Procyclicality of Financial Aid Flows," Cahiers de recherche, CIRPEE, number 0327.

2002

  1. Stephane Pallage & Michel A. Robe, 2002, "The States vs. the states: On the Welfare Cost of Business Cycles in the U.S," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 20-17, Aug, revised Oct 2002.

2001

  1. Michel Robe, 2001, "What Can We Learn From Simulating a Standard Agency Model?," Computing in Economics and Finance 2001, Society for Computational Economics, number 98, Apr.

2000

  1. Stephane Pallage & Michel Robe, 2000, "Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 124, Oct.

1998

  1. Stephane Pallage & Michel Robe, 1998, "Foreign Aid and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 63, Jun.

1989

  1. Robe, M., 1989, "Comptes Annuels Belges Et Anlyse Econometrique: Une Mise En Garde," Papers, Liege - Centre de Recherches Economiques et Demographiques, number 8901.
  2. Robe, M., 1989, "Previsions Rationnelles, Legislation, Inflation Et Politique De Devidende Des Grandes Firmes," Papers, Liege - Centre de Recherches Economiques et Demographiques, number 8902.

Undated

  1. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, undated, "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258452, DOI: 10.22004/ag.econ.258452.

Journal articles

2026

  1. Adjemian, Michael K. & Petroff, Casey & Robe, Michel A., 2026, "The political economy of export bans and commodity price volatility: Theory and evidence from agricultural markets," Journal of International Money and Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jimonfin.2026.103552.

2025

  1. Laumer, Sebastian & Schaffer, Matthew, 2025, "Monetary policy transmission under supply chain pressure," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104949.
  2. Vitor M. O. Fernandes & Eugene L. Kunda & Michel A. Robe, 2025, "Commodity Futures Deliveries: Theory and Evidence From the US Corn Market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 7, pages 844-876, July, DOI: 10.1002/fut.22585.

2024

  1. Laumer Sebastian & Philipps Collin, 2024, "Government Spending Between Active and Passive Monetary Policy: An Invariance Result," The B.E. Journal of Macroeconomics, De Gruyter, volume 24, issue 1, pages 561-590, January, DOI: 10.1515/bejm-2024-0022.
  2. Laumer, Sebastian & Violaris, Andreas-Entony, 2024, "Unconventional monetary policy and policy foresight," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104882.
  3. Laumer, Sebastian & Morais Santos, Italo, 2024, "The impact of monetary policy shocks — Do not rule out central bank information effects or economic news," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111634.
  4. Sebastian Laumer & Collin Philipps, 2024, "Does the Government Spending Multiplier Depend on the Business Cycle?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 8, pages 2001-2022, December, DOI: 10.1111/jmcb.13086.
  5. Cao, An N.Q. & Heckelei, Thomas & Ionici, Octavian & Robe, Michel A., 2024, "USDA reports affect the stock market, too," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100384.
  6. Robe, Michel A. & Roberts, John S., 2024, "Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100389.
  7. Bahattin Büyükşahin & Michel A. Robe, 2024, "Does “Paper Oil” Matter? Energy Markets’ Financialization and Co-Movements with Equity Markets," Commodities, MDPI, volume 3, issue 2, pages 1-28, May.
  8. Kun Peng & Zhepeng Hu & Michel A. Robe, 2024, "Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 44, issue 5, pages 803-825, May, DOI: 10.1002/fut.22494.

2022

  1. Robe, Michel A., 2022, "The dollar’s ”Convenience Yield”," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102858.
  2. An N. Q. Cao & Michel A. Robe, 2022, "Market uncertainty and sentiment around USDA announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 2, pages 250-275, February, DOI: 10.1002/fut.22283.

2020

  1. Laumer, Sebastian, 2020, "Government spending and heterogeneous consumption dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103868.
  2. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020, "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, volume 102, issue 2, pages 696-712, March, DOI: 10.1002/ajae.12075.

2019

  1. Delphine H. Lautier & Franck Raynaud & Michel A. Robe, 2019, "Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices," The Energy Journal, , volume 40, issue 3, pages 125-154, May, DOI: 10.5547/01956574.40.3.dlau.

2017

  1. Valentina G. Bruno & Bahattin Büyükşahin & Michel A. Robe, 2017, "The Financialization of Food?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 1, pages 243-264.
  2. Genèvre Covindassamy & Michel A. Robe & Jonathan Wallen, 2017, "Sugar with your Coffee? Fundamentals, Financials, and Softs Price Uncertainty," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 8, pages 744-765, August.

2016

  1. Michel Robe & Eva Maria Steiger, 2016, "Insolvency and its Consequences: A Historical Perspective," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 13, issue 04, pages 35-40, February.
  2. Raymond P. H. Fishe & Michel A. Robe & Aaron D. Smith, 2016, "Foreign Central Bank Activities in US Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 1, pages 3-29, January.
  3. Michel A. Robe & Jonathan Wallen, 2016, "Fundamentals, Derivatives Market Information and Oil Price Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 4, pages 317-344, April.

2015

  1. Stéphane Pallage & Michel A. Robe, 2015, "Counterpart funding requirements and the foreign aid procyclicality puzzle," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 31, issue 3-4, pages 462-480.

2014

  1. Büyükşahin, Bahattin & Robe, Michel A., 2014, "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 38-70, DOI: 10.1016/j.jimonfin.2013.08.004.

2013

  1. Jacobs, Kris & Pallage, Stéphane & Robe, Michel A., 2013, "Market incompleteness and the equity premium puzzle: Evidence from state-level data," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 378-388, DOI: 10.1016/j.jbankfin.2012.09.005.
  2. Bahattin Büyük şahin & Thomas K. Lee & James T. Moser & Michel A. Robe, 2013, "Physical Markets, Paper Markets and the WTI-Brent Spread," The Energy Journal, , volume 34, issue 3, pages 129-152, July, DOI: 10.5547/01956574.34.3.7.
  3. Celso Brunetti & Bahattin Buyukgahin & Michel A. Robe & Kirsten R. Soneson, 2013, "OPEC “Fair Price†Pronouncements and the Market Price of Crude Oil," The Energy Journal, , volume 34, issue 4, pages 79-108, October, DOI: 10.5547/01956574.34.4.5.

2012

  1. Bahattin Büyüksahin & Michel A. Robe, 2012, "Does It Matter Who Trades Energy Derivatives?," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, March.

2011

  1. David Reiffen & Michel Robe, 2011, "Demutualization and customer protection at self‐regulatory financial exchanges," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 2, pages 126-164, February.

2006

  1. Stéphane Pallage & Michel A. Robe & Catherine Bérubé, 2006, "The Potential of Foreign Aid as Insurance," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 3, pages 1-5.

2004

  1. Fishe, Raymond P. H. & Robe, Michel A., 2004, "The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment," Journal of Financial Economics, Elsevier, volume 71, issue 3, pages 461-488, March.

2003

  1. Stephane Pallage & Michel A. Robe, 2003, "On the Welfare Cost of Economic Fluctuations in Developing Countries," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 2, pages 677-698, May.

2001

  1. Stéphane Pallage & Michel A. Robe, 2001, "Foreign Aid and the Business Cycle," Review of International Economics, Wiley Blackwell, volume 9, issue 4, pages 641-672, November, DOI: 10.1111/1467-9396.00305.
  2. Robe, Michel A., 2001, "What can we learn from simulating a standard agency model?," Economics Letters, Elsevier, volume 73, issue 2, pages 137-146, November.

1999

  1. Robe, Michel A., 1999, "Optimal vs. Traditional Securities under Moral Hazard," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 34, issue 2, pages 161-189, June.

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