Published Papers and Articles:

Articles
"The Dynamics of Electricity Prices and Loads"

"Basis Behavior and Intermarket Power Price Correlations"

"Valuation of Power Swing Options"

"A Methodology for Valuing the Second Call"

Publications
"Metallgesellschaft: A Prudent Hedger Ruined or a Wildcatter on NYMEX?" Journal of Futures Markets, 1997 The Economics, Law and Public Policy of Market Power Manipulation, 1996

"Market Liquidity and Depth on Computerized and Open Outcry Trading Systems: A Comparison of DTB and LIFFE Bund Contracts," Journal of Futures Markets, 1996

"Price Dynamics in Physical Commodity Spot and Futures Markets: Spreads, Spillovers, Volatility and Convergence in Refined Petroleum Products," Journal of Empirical Finance, with Victor Ng, 1995

"The Self-Regulation of Commodity Exchanges: The Case of Market Manipulation," The Journal of Law and Economics, 1995

"The Welfare Costs of Arkansas Best: the Pareto Inefficiency of Asymmetric Taxation of Hedging Gains and Losses," The Journal of Futures Markets, 1995

"Mixed Manipulation Strategies in Commodity Futures Markets," The Journal of Futures Markets, 1995

"The Efficient Scope of Private Transactions Cost Reducing Institutions: The Case of Commodity Exchanges," The Journal of Legal Studies, 1995

"Commodity Futures Market Regulation: The Inefficiency of the Anti-Manipulation Provisions of the Commodity Exchange Act," Regulation, 1994

"Commodity Market Manipulation Law: A (Very) Critical Analysis of the Existing Doctrine and A Proposed Alternative," Washington and Lee University Annual Review of Securities and Comodities Law, 1994

"Fundamentals and Volatility: Storage, Spreads, and the Dynamics of Metals Prices," The Journal of Business, with Victor Ng, 1994

"Regulation: Futures Trading and Institutional Investors," The American Enterprise, 1994