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Dr. Stephanie Grosche

Dr. agr., Researcher

Phone: +49-228-73 2322
Fax: +49-228-73 994693
E-Mail:

Research interest:

  • Causality in complex systems
  • Agent-based computational economics
  • Financial investment in agricultural markets

Academic education:

03/2015 Doctoral degree in agricultural economics (Dr. agr.), Rheinische Friedrich-Wilhelms-Universität Bonn
10/2009 - 09/2011 Graduate student in Food and Resource Economics, Rheinische Friedrich-Wilhelms-Universität Bonn
Degree: Master of Science (M.Sc.)
09/2007 - 01/2008 Visiting undergraduate student, University of Bath, UK
10/2005 - 09/2008 Undergraduate student in Business Administration, WHU-Otto Beisheim School of Management
Degree: Bachelor of Science (B.Sc.)

Employments:

Since 09/2015 Researcher, Institute for Food and Resource Economics, Chair of Economic and Agricultural Policy, University of Bonn
10/2011 - 08/2015 Research Assistant, Institute for Food and Resource Economics, Chair of Economic and Agricultural Policy, University of Bonn
09/2010 - 09/2011 Student Assistant, Institute for Food and Resource Economics, Chair of Economic and Agricultural Policy, University of Bonn
04/2010 - 07/2010 Teaching Assistant, Institute for Food and Resource Economics, Chair of Resource and Environmental Economics, University of Bonn
09/2008 - 08/2009 Consultant, McKinsey & Company, Düsseldorf, Germany
07/2007 - 09/2007 Intern, NM Rothschild & Sons, London, UK
04/2007 - 06/2007 Intern, DPWN Business Consulting GmbH, Bonn, Germany
08/2006 - 09/2006 Working Student, WestLB AG, Düsseldorf, Germany
05/2006 - 08/2006 Intern, Ohta Oilmill Co. Ltd., Okazaki, Japan
06/2004 - 09/2005 Trainee, WestLB AG Düsseldorf, Germany
09/2002 - 06/2004 Apprentice, WestLB AG Düsseldorf, Germany

Publications and conference contributions:

Journal articles

Grosche, S.C. (2014): What does Granger Causality prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets. Journal of Agricultural Economics, Vol. 65, No. 2, pp. 279-302.

Britz, W., Gocht, A. Perez, I., Jansson, T., Grosche, S.C. and Zhao, N. (2012): EU-wide (Regional and Farm-level) Effects of Premium Decoupling and Harmonisation Following the Health Check Reform. German Journal of Agricultural Economics, Vol. 61, No. 1, pp. 44-56.

Working papers

Grosche, S.C., Heckelei, T. (2014): Price dynamics and financialization effects in corn futures markets with heterogeneous traders. Discussion paper 2014:5, Institute for Food and Resource Economics, University of Bonn.

Grosche, S.C., Heckelei, T. (2014): Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets. Discussion paper 2014:4, Institute for Food and Resource Economics, University of Bonn.

Grosche, S.C. (2012): Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality. Discussion paper 2012:1, Institute for Food and Resource Economics, University of Bonn.

Conference contributions

Grosche, S.C. (2015): Financial index trading and commodity prices: the search for a causal link, invited presentation at the pre-ICAE event Global Food Security challenges, Expo Milano, August 7-8, 2015.

Grosche, S.C., Heckelei, T. (2013): Price dynamics on agricultural futures markets with heterogeneous traders, first results presented at the IATRC annual conference, Clearwater Beach, Florida, USA, December 15-17, 2013.

Grosche, S.C., Heckelei, T. (2013): Volatiltiy spillovers between agricultural commodity and financial asset markets, results presented at the ZEF/ IFPRI International expert consultation on food price volatility and food security, Bonn, Germany, January 31 - February 1, 2013.

Grosche, S.C., Heckelei, T. (2012): Volatiltiy spillovers between agricultural commodity and financial asset markets, first results presented at the IATRC annual conference, San Diego, California, USA, December 09-11, 2012.

Grosche, S.C. (2011): Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality, paper presented at the IATRC annual conference, St. Petersburg, Florida, USA, December 11-13, 2011.


Last updated: Wednesday, December 16, 2015