Ron Alquist : Citation Profile


Are you Ron Alquist?

10

H index

11

i10 index

835

Citations

RESEARCH PRODUCTION:

12

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 41
   Journals where Ron Alquist has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 17 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal453
   Updated: 2021-09-11    RAS profile: 2021-01-26    
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Relations with other researchers


Works with:

Mukherjee, Rahul (8)

Ellwanger, Reinhard (2)

Berman, Nicolas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ron Alquist.

Is cited by:

Kilian, Lutz (69)

Baumeister, Christiane (42)

Manera, Matteo (21)

Sévi, Benoît (20)

Filis, George (17)

Vespignani, Joaquin (17)

Wang, Yudong (17)

Joëts, Marc (16)

Razafindrabe, Tovonony (16)

Degiannakis, Stavros (15)

Chinn, Menzie (13)

Cites to:

Kilian, Lutz (56)

Baumeister, Christiane (11)

Rogoff, Kenneth (8)

Hamilton, James (8)

Rey, Helene (7)

West, Kenneth (7)

Gourinchas, Pierre-Olivier (7)

Diebold, Francis (6)

Melitz, Marc (6)

Watson, Mark (6)

Clark, Todd (6)

Main data


Where Ron Alquist has published?


Journals with more than one article published# docs
Journal of International Economics3
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada7
Working Paper Series / Federal Reserve Bank of Chicago2
Working Papers / Research Seminar in International Economics, University of Michigan2

Recent works citing Ron Alquist (2021 and 2020)


YearTitle of citing document
2021The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: AMSE Working Papers. RePEc:aim:wpaimx:2130.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142.

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2020The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39.

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2020The Heterogeneous Effects of COVID-19 on Canadian Household Consumption, Debt and Savings. (2020). See, Kurt ; MacGee, James (Jim) ; Pugh, Thomas Michael. In: Staff Working Papers. RePEc:bca:bocawp:20-51.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Foreign investors and target firms’ financial structure: cavalry or locusts?. (2021). Pisicoli, Beniamino ; Bencivelli, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1327_21.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2020Corporate Acquisitions and Firm-Level Uncertainty: Domestic Versus Cross-Border Deals. (2020). Riaño, Alejandro ; Riao, Alejandro ; Girma, Sourafel ; Bai, YE. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8079.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020Does the Commodity Super Cycle Matter?. (2020). FERNÁNDEZ MARTIN, ANDRÉS ; Uribe, Martin ; Schmitt-Grohe, Stephanie ; Fernandez, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:884.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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20201. (2020). . In: Working Papers. RePEc:cty:dpaper:20/09.

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2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

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2021Differences in returns to cross-border M&A in the short and long run: Evidence from Chinese listed firms. (2021). Liu, Ziwei ; Zhang, Xiaojing ; Ding, Yibing. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000282.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Firm type variation in the cost of risk management. (2020). Howell, Sabrina T. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301358.

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2021Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements. (2021). Rokopanos, Andreas ; Rezitis, Anthony ; Tsionas, Mike G. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:215-227.

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2020Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach. (2020). Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301499.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Crude oil price dynamics with crash risk under fundamental shocks. (2020). Wong, Andrew ; Cheung, Chi-Hin ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301352.

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2020Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302514.

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2020Global economic activity indexes revisited. (2020). Funashima, Yoshito. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301828.

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2020The determinants of sovereign bond liquidity during WWI. (2020). Jopp, Tobias A. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303372.

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2020An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index. (2020). Nonejad, Nima. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303517.

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2021Tail risk and return predictability for the Japanese equity market. (2021). Ubukata, Masato ; Todorov, Viktor ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:344-363.

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2020Estimating the term structure of commodity market preferences. (2020). Christodoulakis, George . In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1146-1163.

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2020What drives commodity price booms and busts?. (2020). Stuermer, Martin ; Jacks, David. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988318301907.

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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220.

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2020Not all sectors are alike: Differential impacts of shocks in oil prices on the sectors of the Colombian economy. (2020). Quintero, Jorge. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098832030030x.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2020Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462.

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2020Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303170.

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2021Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063.

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2021Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205.

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2021Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium. (2021). Shen, Yifan ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304217.

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2021Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230.

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2021A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021Forecasting crude oil prices: A scaled PCA approach. (2021). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging. (2021). Sgarra, Carlo ; Gonzato, Luca. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001845.

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2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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2021Oil price future regarding unconventional oil production and its near-term deployment: A system dynamics approach. (2021). Kazemi, Aliyeh ; Shakouri, Hamed ; Hosseini, Seyed Hossein. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001274.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2020The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598.

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2021Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2021Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2020Housing supply elasticity, gasoline prices, and residential property values. (2020). Coulson, Edward N ; Neill, Helen R ; Morris, Adele C. In: Journal of Housing Economics. RePEc:eee:jhouse:v:48:y:2020:i:c:s1051137719301019.

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2020Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479.

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2021GEA tracker: A daily indicator of global economic activity. (2021). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perez-Quiros, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000498.

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2020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

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2020A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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2021Transportation costs: Mississippi River barge rates. (2021). Binkley, James ; Foster, Kenneth ; Florax, Raymond ; Wetzstein, Brian . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851319300881.

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2021The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300258.

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2020Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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2020Super cycles in natural gas prices and their impact on Latin American energy and environmental policies. (2020). Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vásquez, Arturo ; Zellou, Abdel M ; Vasquez, Arturo L ; Vásquez Cordano, Arturo. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718302034.

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2020Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617.

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2020The predictive power of convenience yields. (2020). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305252.

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2020Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020Output and attribute-based carbon regulation under uncertainty. (2020). Kellogg, Ryan. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301109.

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2020Asymmetric information in residential rental markets: Implications for the energy efficiency gap. (2020). Myers, Erica. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301158.

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2020Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles. In: Resource and Energy Economics. RePEc:eee:resene:v:60:y:2020:i:c:s0928765518302744.

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2020Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

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2020Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147.

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2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Micha ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2020Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC Countries. (2020). Sanchez-Ruenes, Eduardo ; Nuez-Mora, Jose Antonio. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:4:p:66-:d:435897.

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2020Perception and Drivers of Financial Constraints for the Sustainable Development. (2020). Teplov, Andrey ; Galenskaya, Kristina ; Gubareva, Mariya ; Sokolova, Tatiana ; Teplova, Tamara. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:7217-:d:408410.

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2020Algorithmic Sangfroid? The Decline of Sensitivity of Crude Oil Prices to News on Potentially Disruptive Terror Attacks and Political Unrest. (2020). Cymerski, Jarosaw ; Osiichuk, Dmytro ; Mielcarz, Pawe. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:52-:d:466898.

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2021The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: Working Papers. RePEc:hal:wpaper:halshs-03225070.

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2021The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy. (2021). Fokin, Nikita ; Polbin, Andrey ; Lomonosov, Daniil. In: HSE Economic Journal. RePEc:hig:ecohse:2021:2:3.

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2020Forecasting Oil Price by Hierarchical Shrinkage in Dynamic Parameter Models. (2020). Wei, YU ; Liu, Yuntong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6640180.

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2020Global vs Sectoral Factors and the Impact of the Financialization in Commodity Price Changes. (2020). Sierra, Lya Paola ; Senra, Eva ; Poncela, Pilar. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-019-09564-4.

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2020Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials. (2020). Klincevicius, Vitalijus ; Jurksas, Linas. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:20.

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2021The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs. (2021). Cotoc, Johnny ; Johri, Alok. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2021-02.

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2020The International Market for Corporate Control. (2020). Chari, Anusha. In: NBER Working Papers. RePEc:nbr:nberwo:26843.

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2020Does the Commodity Super Cycle Matter?. (2020). Schmitt-Grohe, Stephanie ; FERNÁNDEZ MARTIN, ANDRÉS ; Uribe, Martin. In: NBER Working Papers. RePEc:nbr:nberwo:27589.

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2020Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2020). Riano, Alejandro ; Girma, Sourafel ; Bai, YE. In: Discussion Papers. RePEc:not:notgep:2020-01.

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2020Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705.

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2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

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2020A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016. (2020). Stuermer, Martin ; Rausser, Gordon. In: MPRA Paper. RePEc:pra:mprapa:104708.

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2020Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. (2020). Pincheira, Pablo ; Jarsun, Nabil. In: MPRA Paper. RePEc:pra:mprapa:105056.

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2020Global financial cycles and exchange rate forecast: A factor analysis. (2020). Raheem, Ibrahim. In: MPRA Paper. RePEc:pra:mprapa:105358.

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2020A new approach to exchange rate forecast: The role of global financial cycle and time-varying parameters. (2020). Raheem, Ibrahim ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:105359.

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2020??????? ????? ??????? ??????? ??????????, ??????????? ????? ? ????????????? ???????? ????? ?? ????????? ??. (2020). Polbin, Andrey ; Lomonosov, Daniil ; Fokin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:106019.

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More than 100 citations found, this list is not complete...

Works by Ron Alquist:


YearTitleTypeCited
2013The Role of Financial Speculation in Driving the Price of Crude Oil In: The Energy Journal.
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article53
2011The Role of Financial Speculation in Driving the Price of Crude Oil.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 53
paper
2018Financial Constraints, Institutions, and Foreign Ownership In: AMSE Working Papers.
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paper7
2018Financial constraints, institutions, and foreign ownership.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2019Financial constraints, institutions, and foreign ownership.(2019) In: Journal of International Economics.
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This paper has another version. Agregated cites: 7
article
2019Financial constraints, institutions, and foreign ownership.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 7
paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2010Crude Oil Futures: A Crystal Ball? In: Bank of Canada Review.
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article3
2008How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange In: Staff Working Papers.
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paper10
2010How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange.(2010) In: Journal of International Economics.
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This paper has another version. Agregated cites: 10
article
2011Forecasting the Price of Oil In: Staff Working Papers.
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paper149
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 149
paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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This paper has another version. Agregated cites: 149
chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 149
paper
2013Fire-Sale FDI or Business as Usual? In: Staff Working Papers.
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paper17
2016Fire-sale FDI or business as usual?.(2016) In: Journal of International Economics.
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This paper has another version. Agregated cites: 17
article
2015Fire-Sale FDI or Business as Usual?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2013Fire-sale FDI or Business as Usual?.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2013A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market In: Staff Working Papers.
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paper21
2014A blessing in disguise: The implications of high global oil prices for the North American market.(2014) In: Energy Policy.
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This paper has another version. Agregated cites: 21
article
2014Commodity Price Co-Movement and Global Economic Activity In: Staff Working Papers.
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paper30
2020Commodity-price comovement and global economic activity.(2020) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 30
article
2014Commodity-Price Comovement and Global Economic Activity.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
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paper8
2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers.
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paper1
2020The effect of oil price shocks on asset markets: Evidence from oil inventory news.(2020) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 1
article
2020Household indebtedness risks in the wake of COVID?19 In: Staff Analytical Notes.
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paper1
2000Tracking the Euros Progress In: International Finance.
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article1
2007What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers.
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paper380
2010What do we learn from the price of crude oil futures?.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 380
article
2011Did gold-standard adherence reduce sovereign capital costs? In: Journal of Monetary Economics.
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article16
2010Did adhering to the gold standard reduce the cost of capital? In: Working Paper Series.
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paper4
2012Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market In: Working Paper Series.
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paper0
2014Liquidity-Driven FDI In: IHEID Working Papers.
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paper8
2015Liquidity-Driven FDI.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 8
paper
2008Conventional and unconventional approaches to exchange rate modelling and assessment In: International Journal of Finance & Economics.
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article60
2006Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 60
paper
2013The Comovement in Commodity Prices: Sources and Implications In: IMF Working Papers.
[Full Text][Citation analysis]
paper17
2002Productivity and the Euro-Dollar Exchange Rate Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]
paper49

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