Marketa Halova Wolfe
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
- Economics Instruction
COURSES
- Introduction to Macroeconomics (EC 103)
- Macroeconomic Theory (EC 235)
- Advanced Macroeconomic Theory and Policy (EC 335)
- Monetary Theory and Policy (EC 345)
- Economics of COVID-19 (EC 151, ID 251)
- Applied Econometrics (EC 339)
- Pre-Capstone Seminar in Economics (EC 374)
- Senior Seminar in Economics (EC 375)
- SSP100 Money Matters (First-Year Experience)
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, 100176.
- Kurov, Alexander, Marketa Halova Wolfe and Thomas Gilbert (2020) The Disappearing Pre-FOMC Announcement Drift. Finance Research Letters, 101781.
- Kurov, Alexander, Alessio Sancetta and Marketa Halova Wolfe (2022). Drift Begone! Release Procedures and Preannouncement Price Drift. Journal of International Money and Finance, 102718.
- Wolfe, Marketa Halova (2023) Incorporating Racial Justice Topics into an Econometrics Course. Eastern Economic Journal, 49, 319-323.
- Kucher, Oleg, Alexander Kurov, and Marketa Halova Wolfe (2023). A Shot in the Arm: The Effect of COVID-19 Vaccine News on Financial and Commodity Markets. The Financial Review, 58(3), 575–596. Online Appendix.
WORKING PAPERS
- Have the Causal Effects between Equities, Oil Prices, and Monetary Policy Changed Over Time? with Alexander Kurov and Eric Olson.
MANUSCRIPT
- Multinational Production, Risk-Sharing, and Home Equity Bias (2018) with Fabio Ghironi. Technical Appendix.
PRIVATE SECTOR WORK EXPERIENCE
- Energy industry: ConocoPhillips (2001–2007)
- Financial industry: JP Morgan Chase (2000–2001)