Christopher L. Gilbert

Vrije Universiteit Amsterdam, School of Business and Economics

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

Centre for Economic Policy Research (CEPR)

Fellow

London

United Kingdom

  • Vrije Universiteit Amsterdam, School of Business and Economics

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SCHOLARLY PAPERS

16

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18

Scholarly Papers (16)

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1.

Bivariate FIGARCH and Fractional Cointegration

Queen Mary & Westfield College, Department of Economics Working Paper No. 408
Number of pages: 21 Posted: 01 Mar 2000
Celso Brunetti and Christopher L. Gilbert
Board of Governors of the Federal Reserve System and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 469 (59,235)
Citation 17

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2.

How is Futures Trading Affected by the Move to a Computerized Trading System? Lessons from the Liffe Ftse 100 Contract

EFMA 2002 London Meetings
Number of pages: 35 Posted: 08 Mar 2002
Christopher L. Gilbert and Herbert A. Rijken
Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam (Free University)
Downloads 313 (95,069)
Citation 6

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Market Microstructure, Futures, Computerized Trading Systems, Spreads, Depth

3.

Anomalies in Economics and Finance

Number of pages: 27 Posted: 10 Feb 2011 Last Revised: 03 Mar 2011
Christopher L. Gilbert
Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 278 (108,025)
Citation 1

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anomaly, behavioral, effects

4.

International Commodity Control: Retrospect and Prospect

World Bank Policy Research Working Paper No. 1545
Number of pages: 64 Posted: 20 Apr 2016
Christopher L. Gilbert
Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 174 (170,159)
Citation 1

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5.

Price Variability and Marketing Method in the Non-Ferrous Metals Industry

Queen Mary & Westfield College Economics Working Paper No. 431
Number of pages: 18 Posted: 12 Feb 2001
Isabel Figuerola-Ferretti and Christopher L. Gilbert
Universidad Carlos III de Madrid - Department of Business Administration and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 171 (172,766)
Citation 3

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metals, futures, exchange pricing, producer pricing, price volatily

6.

Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?

Queen Mary & Westfield College Economics Working Paper No. 432
Number of pages: 25 Posted: 12 Feb 2001
Isabel Figuerola-Ferretti and Christopher L. Gilbert
Universidad Carlos III de Madrid - Department of Business Administration and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 161 (181,884)
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aluminium, transaction prices, futures trading, price volatility

7.

Shock Responses of Rural Households in Indonesia: A Multinomial Logit Analysis

Number of pages: 25 Posted: 14 Feb 2011
Francesca Modena and Christopher L. Gilbert
University of Trento - Department of Economics and Management and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 90 (280,247)

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Discrete Choice Models, Marginal Logit, Shocks, Risk Coping Strategies

8.

The End of Seasonality? New Insights from Sub-Saharan Africa

World Bank Policy Research Working Paper No. 6907
Number of pages: 43 Posted: 20 Apr 2016
Jonathan Kaminski, Luc Christiaensen and Christopher L. Gilbert
Consultant, World Bank and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 73 (317,812)
Citation 1

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Food & Beverage Industry, Markets and Market Access, Access to Markets, Emerging Markets, Economic Theory & Research

9.

Globalization and International Commodity Trade with Specific Reference to the West African Cocoa Producers

NBER Working Paper No. w9668
Number of pages: 42 Posted: 04 May 2003 Last Revised: 01 Oct 2009
Christopher L. Gilbert and Panos Varangis
Vrije Universiteit Amsterdam, School of Business and Economics and World Bank - Agriculture and Rural Development Department
Downloads 61 (349,348)

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10.

Price Seasonality in Africa: Measurement and Extent

World Bank Policy Research Working Paper No. 7539
Number of pages: 44 Posted: 20 Apr 2016
Christopher L. Gilbert, Luc Christiaensen and Jonathan Kaminski
Vrije Universiteit Amsterdam, School of Business and Economics, World Bank and Consultant
Downloads 26 (481,485)
Citation 4

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E-Business, Food & Beverage Industry, Access to Markets, Emerging Markets, Markets and Market Access

11.

How is Futures Trading Affected by the Move to a Computerized Trading System? Lessons from the Liffe Ftse 100 Contract

Journal of Business Finance & Accounting, Vol. 33, No. 7-8, pp. 1267-1297, September/October 2006
Number of pages: 31 Posted: 03 Oct 2006
Christopher L. Gilbert and Herbert A. Rijken
Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam (Free University)
Downloads 26 (481,485)
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12.

Seasonality in Local Food Markets and Consumption: Evidence from Tanzania

World Bank Policy Research Working Paper No. 7520
Number of pages: 37 Posted: 20 Apr 2016
Jonathan Kaminski, Luc Christiaensen and Christopher L. Gilbert
Consultant, World Bank and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 20 (515,069)
Citation 6

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Inequality

13.

Does Market Liberalization Jeopardize Export Quality? Cameroonian Cocoa, 1995-2000

CEPR Discussion Paper No. 3224
Number of pages: 38 Posted: 12 Mar 2002
Christopher L. Gilbert and Eric Tollens
Vrije Universiteit Amsterdam, School of Business and Economics and KU Leuven
Downloads 17 (532,499)
Citation 6
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Liberalization, quality, cocoa

14.

Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices

Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 763-782, 2015
Number of pages: 20 Posted: 28 Jul 2015
Isabel Figuerola‐Ferretti, Christopher L. Gilbert and J. McCrorie
Comillas Pontifical University, Vrije Universiteit Amsterdam, School of Business and Economics and University of St. Andrews - School of Economics and Finance
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Mildly explosive process, recursive regression, generalized sup ADF test, economic bubbles, commodity prices, non‐ferrous metals

15.

Informed Futures Market Speculation: Coffee and Cocoa, 1993-95

Posted: 31 Jul 1997
Christopher L. Gilbert
Vrije Universiteit Amsterdam, School of Business and Economics

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16.

Manipulation of Metals Futures: Lessons from Sumitomo

CEPR Discussion Paper Series Number 1537
Posted: 09 Apr 1997
Christopher L. Gilbert
Vrije Universiteit Amsterdam, School of Business and Economics

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