Marketa Halova Wolfe

AssOCIATE Professor

Email:  mwolfe@skidmore.edu
Tel: 518-580-8374
Office location: Filene 221
Curriculum Vitae

EDUCATION

• Ph.D. in economics, Boston College, 2012
• M.A. in economics, Boston College, 2009
• M.B.A., Baylor University, 1998
• B.A. in sociology, Masaryk University, 1995

RESEARCH & TEACHING INTERESTS

• Macroeconomics and monetary economics
• International macroeconomics and finance
• Financial economics
• Energy economics and commodities

COURSES

• Introduction to Macroeconomics (EC 103)
• Macroeconomic Theory (EC 235)
• Advanced Macroeconomic Theory and Policy (EC 335)
• Applied Econometrics (EC 339)

PUBLISHED PAPERS

• Halova, Marketa W., Alexander Kurov and Oleg Kucher (2014). Noisy Inventory Announcements and Energy Prices. Journal of Futures Markets, 34, 911-933.
• Wolfe, Marketa Halova and Robert Rosenman (2014). Bidirectional Causality in Oil and Gas Markets. Energy Economics, 42, 325-331.
• Strasser, Georg and Marketa Halova Wolfe (2014). Learning to Argue with Intermediate Macro Theory. The Journal of Economic Education, 45, 191-210.
• Baum, Christopher F., Alexander Kurov and Marketa Halova Wolfe (2015). What Do Chinese Macro Announcements Tell Us about the World Economy? Journal of International Money and Finance, 59, 100-122.
• Gu, Chen, Alexander Kurov and Marketa Halova Wolfe (2018). Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. Journal of Empirical Finance, 49, 1-18 (Lead Article).
• Ge, Qi, Alexander Kurov and Marketa Halova Wolfe (2019). Do Investors Care about Presidential Company-Specific Tweets? Journal of Financial Research, Summer, 1-30 (Lead Article).
• Kurov, Alexander, Alessio Sancetta, Georg Strasser and Marketa Halova Wolfe (2019). Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? Journal of Financial and Quantitative Analysis, 54, 449-479. Previously, European Central Bank Working Paper No. 1901. Online Appendix.
• Basistha, Arabinda,  Alexander Kurov and Marketa Halova Wolfe (2019). Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Journal of Risk Model Validation, 14, 35-63.
• Wolfe, Marketa Halova (2020). Integrating Data Analysis into an Introductory Macroeconomics Course. International Review of Economics Education, forthcoming.
• Kurov, Alexander, Marketa Halova Wolfe and Thomas Gilbert (2020) The Disappearing Pre-FOMC Announcement Drift. Finance Research Letters, forthcoming.

WORKING PAPERS

• Multinational Production, Risk-Sharing, and Home Equity Bias with Fabio Ghironi. Technical Appendix.
• Drift Begone! Release Procedures and Preannouncement Price Drift with Alexander Kurov and Alessio Sancetta.

PRIVATE SECTOR WORK EXPERIENCE

• Energy industry: ConocoPhillips (2001–2007)
• Financial industry: JP Morgan Chase (2000–2001)