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

SCHOLARLY PAPERS

16

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CITATIONS
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18

Scholarly Papers (16)

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

Abstract:

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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)
Citation 2

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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

Abstract:

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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
Downloads 0 (661,710)
Citation 4
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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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