Working Papers

  • “Commodity Price Comovement and Financial Speculation: The Case of Cotton,” with Aaron D. Smith and Colin A. Carter.
  • “The Quality of Price Discovery and the Transition to Electronic Trading: The Case of Cotton Futures,” with Aaron D. Smith and Colin A. Carter.
  • "The Effect of U.S. International Food Assistance on U.S. Prices for Lentils and Peas”

Works in Progress

  • “Wheat Basis and the Price of Physical Grain Storage,” with Aaron D. Smith.
  • "Supply Shocks, Futures Prices and Trader Positions," with Nicolas Merener.
  • "Characterizing the Effect of USDA Announcements in the Winter Wheat Market Using Realized Volatility," with Gabriel D. Bunek.
  • “Reconciling Theoretical Hedging Models with the Experience of Cotton Merchants in March 2008.”

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