Robert C. Ready

University of Rochester - Simon Business School

Rochester, NY 14627

United States

SCHOLARLY PAPERS

7

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CITATIONS
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SSRN RANKINGS

Top 36,198

in Total Papers Citations

5

Scholarly Papers (7)

Commodity Trade and the Carry Trade: A Tale of Two Countries

Journal of Finance, Forthcoming
Number of pages: 76 Posted: 28 Jul 2012 Last Revised: 13 Feb 2017
Robert C. Ready, Nikolai L. Roussanov and Colin Ward
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 450 (49,483)
Citation 2

Abstract:

currency risk premia, international trade, commodity markets, return predictability, Baltic Dry Index

Commodity Trade and the Carry Trade: A Tale of Two Countries

NBER Working Paper No. w19371
Number of pages: 59 Posted: 30 Aug 2013
Robert C. Ready, Nikolai L. Roussanov and Colin Ward
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 20 (449,678)
Citation 4

Abstract:

2.

Oil Prices and the Stock Market

Number of pages: 41 Posted: 02 Sep 2012 Last Revised: 18 Jun 2014
Robert C. Ready
University of Rochester - Simon Business School
Downloads 200 (78,491)

Abstract:

Oil Prices, Stock Returns, Supply and Demand

3.

Currency Risk Factors in a Recursive Multi-Country Economy

INSEAD Working Paper No. 2015/40/FIN, Simon Business School Working Paper No. FR 15-10
Number of pages: 73 Posted: 24 Dec 2014 Last Revised: 25 Nov 2015
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, INSEAD and University of Rochester - Simon Business School
Downloads 168 (62,554)

Abstract:

Recursive Risk Sharing, Carry Trade, Currency Risk Factors

4.

Using Futures Prices to Filter Short-Term Volatility and Recover a Latent, Long-Term Price Series for Oil

MIT Center for Energy and Environmental Policy Working Paper No. 06-005
Number of pages: 29 Posted: 13 Jun 2008
John E. Parsons, Miguel Herce and Robert C. Ready
Massachusetts Institute of Technology (MIT) - Sloan School of Management, CRA International, Inc. and University of Rochester - Simon Business School
Downloads 123 (180,688)
Citation 1

Abstract:

oil price, volatility, futures

Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution

Number of pages: 69 Posted: 02 Dec 2016
Erik Gilje, Robert C. Ready and Nikolai L. Roussanov
University of Pennsylvania - The Wharton School, University of Rochester - Simon Business School and University of Pennsylvania - The Wharton School
Downloads 74 (266,643)

Abstract:

long-run growth, oil prices, shale oil, fracking, horizontal drilling, mimicking portfolios

6.

Oil Consumption, Economic Growth, and Oil Futures: The Impact of Long-Run Oil Supply Uncertainty on Asset Prices

Simon Business School Working Paper No. FR 14-14
Number of pages: 51 Posted: 18 Jun 2014 Last Revised: 01 Mar 2016
Robert C. Ready
University of Rochester - Simon Business School
Downloads 90 (157,097)

Abstract:

Oil Prices, Production Based Asset-Pricing, Long-Run Risk

7.

Oil Prices and Long-Run Risk

Number of pages: 65 Posted: 06 Dec 2010 Last Revised: 15 Oct 2016
Robert C. Ready
University of Rochester - Simon Business School
Downloads 0 (192,388)

Abstract:

Oil, Long-Run Risk