Marco Haase

University of Basel - Center for Economic Science (WWZ) - Department of Finance

Peter Merian Weg 6

Basel, CH-4002

Switzerland

SCHOLARLY PAPERS

6

DOWNLOADS

683

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

The Impact of Speculation on Commodity Futures – A Review of the Findings of 100 Empirical Studies

Number of pages: 19 Posted: 10 Feb 2016
University of Basel - Center for Economic Science (WWZ) - Department of Finance, Lucerne University of Applied Sciences and Arts, School of Business, Institute of Financial Services Zug, IFZ and University of Basel
Downloads 336 (114,947)
Citation 2

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2.

Permanent and Transitory Price Shocks in Commodity Futures Markets and Their Relation to Storage and Speculation

Number of pages: 40 Posted: 05 Mar 2013
University of Basel - Center for Economic Science (WWZ) - Department of Finance, Lucerne University of Applied Sciences and Arts, School of Business, Institute of Financial Services Zug, IFZ and University of Basel
Downloads 161 (233,425)
Citation 4

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Commodity futures prices, cointegration, temporary and permanent price shocks, speculation and storage

3.

Mean-Reversion in Commodity Futures Volatility: An Analysis of Daily Range-Based Stochastic Volatility Models

Number of pages: 38 Posted: 16 Apr 2021
New York University - Stern School of Business, University of Basel - Center for Economic Science (WWZ) - Department of Finance, University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel
Downloads 70 (412,155)

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Commodity futures volatility, historical price analysis, range-based volatility estimation, range-based GARCH models, structural volatility breaks

4.

Wheat Price Volatility Over 140 Years: An Analysis of Daily Price Ranges

Number of pages: 20 Posted: 17 Apr 2021
Marco Haase, Heinz Zimmermann and Matthias Huss
University of Basel - Center for Economic Science (WWZ) - Department of Finance, University of Basel and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 66 (425,348)

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Commodity futures volatility, wheat futures, historical price analysis, structural volatility breaks, conditional autoregressive range model

5.

The Development of Organized Commodity Exchanges in Africa: An Economic Analysis

Chapter in: “Africa’s Population: In search of a Demographic Dividend.”, ed. Hans Groth and John May, (2016) Springer, Forthcoming
Number of pages: 20 Posted: 02 Jun 2016
Heinz Zimmermann and Marco Haase
University of Basel and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 50 (484,648)

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organized commodity markets, futures markets, food security, emerging markets Africa

6.

Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical Approach

Posted: 28 Sep 2015
University of Basel - Center for Economic Science (WWZ) - Department of Finance, Lucerne University of Applied Sciences and Arts, School of Business, Institute of Financial Services Zug, IFZ and University of Basel
Downloads 0 (818,024)

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Speculation, commodity futures prices, lead-lag relationships