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All Outputs (7)

Approaches to Price Formation in Financialised Commodity Markets (2019)
Journal Article
van Huellen, S. (2020). Approaches to Price Formation in Financialised Commodity Markets. Journal of Economic Surveys, 34(1), 219-237. https://doi.org/10.1111/joes.12342

A recent debate about the financialisation of commodity markets has stimulated the development of new approaches to price formation which incorporate index traders as a new trader category. I survey these new approaches by retracing their emergence t... Read More about Approaches to Price Formation in Financialised Commodity Markets.

Compulsory Schooling and Returns to Education: A Re-Examination (2019)
Journal Article
van Huellen, S., & Qin, D. (2019). Compulsory Schooling and Returns to Education: A Re-Examination. Econometrics, 7(3), 36. https://doi.org/10.3390/econometrics7030036

This paper re-examines the instrumental variable (IV) approach to estimating returns to education by use of compulsory school law (CSL) in the US. We show that the IV-approach amounts to a change in model specification by changing the causal status o... Read More about Compulsory Schooling and Returns to Education: A Re-Examination.

Cereal Offenders (2019)
Digital Artefact
van Huellen, S. (2019). Cereal Offenders

Price Discovery in Commodity Futures and Cash Markets with Heterogeneous Agents (2019)
Journal Article
van Huellen, S. (2019). Price Discovery in Commodity Futures and Cash Markets with Heterogeneous Agents. Journal of International Money and Finance, 95, 1-13. https://doi.org/10.1016/j.jimonfin.2019.03.003

Since 2004, commodity futures markets have seen an unprecedented liquidity inflow linked to noise traders that follow global liquidity cycles rather than market fundamentals. This paper develops a price discovery model for commodity futures markets t... Read More about Price Discovery in Commodity Futures and Cash Markets with Heterogeneous Agents.