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EUGENIO SEBASTIAN BOBENRIETH HOCHFARBER

Profesor Titular

PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE, DEPARTAMENTO DE ECONOMÍA AGRARIA, FACULTAD DE AGRONOMÍA E INGENIERÍA FORESTAL.

Santiago, Chile

Theory, numerical methods, and econometrics for dynamic models in economics and finance. Commodity markets. Economics of water.

Commodity markets, economics of water., UNIVERSITY OF CALIFORNIA-BERKELEY. Estados Unidos, 1996
agricultural and applied economics, UNIVERSITY OF MINNESOTA. Chile, 1989

Profesor Titular Full Time

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Facultad de Agronomia e Ingenieria Forestal

Santiago, Chile

2011 - A la fecha


Endogenous thresholds in energy prices: Modeling and empirical estimation Guerra, V. Ernesto; Bobenrieth, H. Eugenio; Bobenrieth, H. Juan; Wright, Brian D. Article ISI Energy Economics (2023)
Estimation of Endogenous Volatility Models with Exponential Trends Bobenrieth, Juan R. A.; Bobenrieth, Eugenio S. A.; Villegas, Andres F.; Wright, Brian D. Article ISI MATHEMATICS (2022)
Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a "Negligible" TrendJEL codes Bobenrieth, Eugenio S. A.; Bobenrieth, Juan R. A.; Guerra, Ernesto A.; Wright, Brian D.; Zeng, Di Article ISI AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS (2021)
Solving dynamic stochastic models with multiple occasionally binding constraints Guerra Vallejos, Ernesto; Bobenrieth Hochfarber, Eugenio; Bobenrieth Hochfarber, Juan; Wright, Brian D. Article ISI ECONOMIC MODELLING (2021)
Empirical commodity storage model: the challenge of matching data and theory Guerra, E.; Bobenrieth, E.S.A.; Bobenrieth, J.R.A.; Cafiero, C. Article EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS (2015)
Maximum Likelihood Estimation of the Standard Commodity Storage Model: Evidence from Sugar Prices Cafiero, C; Bobenrieth H, ESA; Bobenrieth H, JRA; Wright, BD Article AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS (2015)
Stocks-to-use ratios and prices as indicators of vulnerability to spikes in global cereal markets Bobenrieth, E; Wright, B.; Zeng, D Article ISI SCOPUS Agricultural Economics (United Kingdom) (2013)
Strict Concavity of the Value Function for a Family of Dynamic Accumulation Models Bobenrieth, ESA; Bobenrieth, JRA; Wright, BD Article ISI SCOPUS B.E. Journal of Theoretical Economics (2012)
The empirical relevance of the competitive storage model Cafiero, C; Bobenrieth, ESA; Bobenrieth, JRA; Wright, BD Article JOURNAL OF ECONOMETRICS (2011)
A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility Bobenrieth, ESA; Bobenrieth, JRA; Wright, BD Article ISI SCOPUS JOURNAL OF ECONOMIC DYNAMICS CONTROL (2008)
A Model of Supply of Storage Bobenrieth, Eugenio S. A.; Bobenrieth, Juan R. A.; Brian D. Wright Article ECONOMIC DEVELOPMENT AND CULTURAL CHANGE (2004)
Precios de productos almacenables: implicaciones del modelo de inventarios. Bobenrieth, Eugenio S. A. Article Social Sciences Citation Index.– Social Scisearch.– Journal Citation Reports/Social Sciences Edition. ESTUDIOS DE ECONOMIA (2004)
A commodity price process with a unique continuous invariant distribution having infinite mean Bobenrieth, ESA; Bobenrieth, JRA; Wright, BD Article ISI SCOPUS ECONOMETRICA (2002)


Bubble troubles? rational storage, mean reversion and runs in commodity prices. Bobenrieth, Eugenio S.A., Bobenrieth, Juan R.A., Wright, Brian D. BookSection (2014)


TRENDS AND INTERTEMPORAL ARBITRAGE IN COMMODITY MARKETS=> THEORY AND EMPIRICAL MEASUREMENT FONDECYT (1130257) Proyecto 2013-2016 Inv. Responsable
Ciencia Regional y Políticas Públicas NUCLEO CIENTÍFICO MILENIO (NS 100046) Proyecto 2011-2013 Coinvestigador(a)
THE EMPIRICAL RELEVANCE OF SPECULATIVE COMMODITY STORAGE FONDECYT (1090017) Proyecto 2009-2012 Inv. Responsable
EMPIRICAL IMPLICATIONS OF A FAMILY OF STOCHASTIC ACCUMULATION MODELS. FONDECYT (1050562) Proyecto 2005-2007 Inv. Responsable
BURBUJAS ESPECULATIVAS DE EQUILIBRIO EN PRECIOS DE PRODUCTOS ALMACENABLES => IMPLICACIONES EMPIRICAS FONDECYT (1010239) Proyecto 2001-2004 Inv. Responsable
CARACTERIZACION DE PRECIOS DE PRODUCTOS ALMACENABLES EN EL CORTO Y LARGO PLAZO. FONDECYT (1990454) Proyecto 1999-2001 Inv. Responsable
FINANCIAMIENTO DE LA DOCENCIA UNIVERSITARIA EN CHILE=> TEORIA, EVIDENCIA Y LECCIONES DE POLITICA FONDECYT (1920460) Proyecto 1992-1993 Investigador(a)
EDUCACION MEDIA TECNICO-PROFESIONAL=> PREFERENCIAS Y EFECTIVIDAD EN EL MERCADO LABORAL UN ANALISIS EMPIRICO PARA LAS REGIONES VII-X FONDECYT (1910339) Proyecto 1991-1993 Investigador(a)

EUGENIO BOBENRIETH

Profesor Titular

Departamento de Economia Agraria

PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE, DEPARTAMENTO DE ECONOMÍA AGRARIA, FACULTAD DE AGRONOMÍA E INGENIERÍA FORESTAL.

Santiago, Chile

ERNESTO GUERRA

PROFESOR ASISTENTE

ECONOMIA

Universidad Católica de la Santisima Concepción

CONCEPCION, Chile

EUGENIO SEBASTIAN BOBENRIETH HOCHFARBER

Líneas de Investigación

Educación

Commodity markets, economics of water., UNIVERSITY OF CALIFORNIA-BERKELEY. Estados Unidos, 1996

agricultural and applied economics, UNIVERSITY OF MINNESOTA. Chile, 1989

Experiencia Académica

Profesor Titular Full Time

Article (13)

Endogenous thresholds in energy prices: Modeling and empirical estimation

Estimation of Endogenous Volatility Models with Exponential Trends

Putting the Empirical Commodity Storage Model Back on Track: Crucial Implications of a "Negligible" TrendJEL codes

Solving dynamic stochastic models with multiple occasionally binding constraints

Empirical commodity storage model: the challenge of matching data and theory

Maximum Likelihood Estimation of the Standard Commodity Storage Model: Evidence from Sugar Prices

Stocks-to-use ratios and prices as indicators of vulnerability to spikes in global cereal markets

Strict Concavity of the Value Function for a Family of Dynamic Accumulation Models

The empirical relevance of the competitive storage model

A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility

A Model of Supply of Storage

Precios de productos almacenables: implicaciones del modelo de inventarios.

A commodity price process with a unique continuous invariant distribution having infinite mean

BookSection (1)

Bubble troubles? rational storage, mean reversion and runs in commodity prices.

Proyecto (8)

TRENDS AND INTERTEMPORAL ARBITRAGE IN COMMODITY MARKETS=> THEORY AND EMPIRICAL MEASUREMENT

Ciencia Regional y Políticas Públicas

THE EMPIRICAL RELEVANCE OF SPECULATIVE COMMODITY STORAGE

EMPIRICAL IMPLICATIONS OF A FAMILY OF STOCHASTIC ACCUMULATION MODELS.

BURBUJAS ESPECULATIVAS DE EQUILIBRIO EN PRECIOS DE PRODUCTOS ALMACENABLES => IMPLICACIONES EMPIRICAS

CARACTERIZACION DE PRECIOS DE PRODUCTOS ALMACENABLES EN EL CORTO Y LARGO PLAZO.

FINANCIAMIENTO DE LA DOCENCIA UNIVERSITARIA EN CHILE=> TEORIA, EVIDENCIA Y LECCIONES DE POLITICA

EDUCACION MEDIA TECNICO-PROFESIONAL=> PREFERENCIAS Y EFECTIVIDAD EN EL MERCADO LABORAL UN ANALISIS EMPIRICO PARA LAS REGIONES VII-X

EUGENIO BOBENRIETH

ERNESTO GUERRA