Economist, Ph.D.
Commodity
Futures Trading Commission
Office of the Chief Economist
Contact Information
1155 21st. St. NW
Washington, DC 20541
phone: (202) 436-0202
PUBLICATIONS
AND PAPERS
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Bull And Bear Market: The Role of Hedge Funds (with Celso Brunetti), Work in Progress, Washington
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Speculators and Hedgers: On the Classification of Traders in Commodity Futures Markets (with Jeffrey Harris, James Overdahl and Michel Robe)
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The Role of Speculators in the Crude Oil Futures Market (with Jeffrey Harris), CFTC Working Paper, Washington DC, July 2009
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Is Speculation Destabilizing? (with Celso Brunetti ), CFTC Working Paper, Washington DC, April 2009
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Fundamentals,Trader Activity and Derivative Pricing (Michael Haigh, Michel Robe, Jeffrey Harris and James Overdahl), CFTC Working Paper, Washington DC, December 2008
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Commodities and Equities: A Market of One? (with Michael Haigh and Michel Robe), CFTC Working Paper,
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The Impact of Herding on Futures Markets (with Naomi Boyd, Michael Haigh and Jeffrey H. Harris), CFTC Working Paper ,
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Error Trades in Futures Markets (with Michael Haigh and Jeff Harris), CFTC Working Paper,
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Do Price Limits Limit Price Discovery in the Presence of Options? (with Michael Haigh and David Reiffen), CFTC Working Paper,
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An Information -Theoretic Approach for Estimation and Image Reconstruction (with Amos Golan and Avinash Bhati), Proceedings of the American Statistical Association, (2005), Alexandria, VA: American Statistical association.
Options for Eligibility Criteria and Payment Schemes: A Quantitative Analysis (with Claus Pram Astrup), World Bank, Social Safety Reform Project,
An Information-Theoretic Approach for Image Reconstruction: The Black and White Case (with Amos Golan and Avinash Bhati), in K. Knuth, eds., Bayesian Inference and Maximum Entropy Methods in Science and Engineering: 25th International Workshop, (MAXENT 2005).
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Currency Substitution, Seignorage and Hysteresis: Evidence from