R.A. (Romulo) Trindade Tomé Marques Alves

RSM - Rotterdam School of Management
Erasmus University Rotterdam
ERIM Doctoral Student
Field: Finance & Accounting
Affiliated since 2016

To be filled

Essays in Financial Economics

This proposal details a research plan aimed at enriching our current understanding regarding the informational
role of commodity markets in the global economy. As a starting point, we establish the extent to which commodity
futures returns predict stock markets around the world. The time-varying nature of predictability is dissected and
used to shed light on the kind of information that is contained in commodity futures markets. Particular attention is
paid to whether commodity futures serve as barometers of the global economy and to the possibility that the sign and magnitude of predictability are a function of the business cycle. Finally, the link between trade complementarities
and predictability is investigated along with the importance of the network of trade flows in propagating commodity
market shocks around the world.

Keywords
Investments, asset pricing, mutual funds, hedge funds, financial risks, performance
Time frame
2016 -

Address

Visiting address

Office: Mandeville Building T08-56
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Supervisory team

Romulo Trindade Tomé Marques Alves
Endowed Professor of Business Administration, with particular reference to Financial Markets
Promotor
Romulo Trindade Tomé Marques Alves
Associate Professor of Finance
Co-Promotor