Robert C. Ready

University of Rochester - Simon Business School

Rochester, NY 14627

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 22,040

SSRN RANKINGS

Top 22,040

in Total Papers Downloads

1,725

CITATIONS
Rank 33,200

SSRN RANKINGS

Top 33,200

in Total Papers Citations

6

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 484 (46,308)
Citation 5

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 22 (453,292)
Citation 5

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 (76,720)

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: 77 Posted: 24 Dec 2014 Last Revised: 16 May 2017
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 (57,744)

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 (184,755)
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 85 (248,436)

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 (154,544)

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 (196,716)

Abstract:

Oil, Long-Run Risk