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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.
  
• Kurov, Alexander, Eric Olson and Marketa Halova Wolfe (2024). Have the Causal Effects between Equities, Oil Prices, and Monetary Policy Changed Over Time? Forthcoming in Journal of Commodity Markets.

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)