Ron Alquist : Citation Profile


Are you Ron Alquist?

11

H index

11

i10 index

737

Citations

RESEARCH PRODUCTION:

10

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 36
   Journals where Ron Alquist has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 17 (2.25 %)

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   Permalink: http://citec.repec.org/pal453
   Updated: 2020-07-04    RAS profile: 2020-07-02    
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Relations with other researchers


Works with:

Mukherjee, Rahul (10)

Ellwanger, Reinhard (2)

Coibion, Olivier (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 (66)

Baumeister, Christiane (40)

Sévi, Benoît (20)

Manera, Matteo (19)

Vespignani, Joaquin (16)

Filis, George (16)

Wang, Yudong (16)

Razafindrabe, Tovonony (16)

Joëts, Marc (16)

Degiannakis, Stavros (15)

Frankel, Jeffrey (13)

Cites to:

Kilian, Lutz (54)

Baumeister, Christiane (11)

Rogoff, Kenneth (8)

Hamilton, James (8)

Chinn, Menzie (7)

West, Kenneth (7)

Clark, Todd (6)

Melitz, Marc (6)

Diebold, Francis (6)

Gourinchas, Pierre-Olivier (6)

Rey, Helene (6)

Main data


Where Ron Alquist has published?


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

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

Recent works citing Ron Alquist (2020 and 2019)


YearTitle of citing document
2019Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad. In: Journal of Economic Impact. RePEc:adx:journl:v:1:y:2019:i:3:p:87-91.

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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2018Asset Price Distributions and Efficient Markets. (2018). Stroup, Caleb ; Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1810.12840.

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2018How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1811.03820.

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2018The Rank Effect. (2018). Koch, Christoffer ; Fernholz, Ricardo T. In: Papers. RePEc:arx:papers:1812.06000.

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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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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News. (2020). Jin, Jianjian ; Ellwanger, Reinhard ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:20-8.

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2019A Structural Model of the Global Oil Market. (2019). Ellwanger, Reinhard. In: Staff Analytical Notes. RePEc:bca:bocsan:19-17.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:617.

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2018Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat. In: BIS Working Papers. RePEc:bis:biswps:729.

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2019Central banking in challenging times. (2019). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:829.

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2019Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93.

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2018The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:823-852.

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2018The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065.

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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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2019Investment, technological progress and energy efficiency. (2019). Puch, Luis ; Díaz, Antonia. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:19:y:2019:i:2:p:28:n:7.

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2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Kilian, Lutz ; Zhou, Xiaoqin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7753.

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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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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13849.

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2019Interest rates. (2019). Monnet, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13896.

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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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2018Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7418.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

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2018The Study of Different Factors’ Effects on the Oil Futures Price by Applying Agent-based Model. (2018). Karimi, Mohammad Sadegh ; Maleki, Abbas . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-11.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2018Predictive analytics of crude oil prices by utilizing the intelligent model search engine. (2018). Bekiroglu, Korkut ; Lagoa, Constantino ; Su, Rong ; GULAY, Emrah ; Duru, Okan. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:2387-2397.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2019Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296.

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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 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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2018Commodity price volatility with endogenous natural resources. (2018). Gross, Isaac ; Hansen, James. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:157-180.

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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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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

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2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Pan, Zhiyuan ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018WTI and Brent futures pricing structure. (2018). Scheitrum, Daniel ; Revoredo-Giha, Cesar ; Carter, Colin A. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:462-469.

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2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

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2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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2019On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Lu, Zudi ; Ren, Xiaohang ; Shen, Jian ; Shi, Yukun ; Cheng, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:234-252.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019Which oil shocks really matter in equity markets?. (2019). Shield, Cody ; Clements, Adam ; Thiele, Stephen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:134-141.

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2019Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649.

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2019Option prices and implied volatility in the crude oil market. (2019). Lorentzen, Sindre ; Soini, Vesa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:515-539.

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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 ; 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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2019Simpler is better: Predicting consumer vehicle purchases in the short run. (2019). Donahue, Marie ; Liu, Changzheng ; Helfand, Gloria ; Doremus, Jacqueline ; Shelby, Michael ; Kahan, Ari. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:1404-1415.

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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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2018Analysis and forecasting of the oil consumption in China based on combination models optimized by artificial intelligence algorithms. (2018). Li, Jingrui ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:243-264.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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

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2019Budget deficits and money creation: Exploring their relation before Bretton Woods. (2019). Sabate, Marcela ; Escario, Regina ; Fillat, Carmen . In: Explorations in Economic History. RePEc:eee:exehis:v:72:y:2019:i:c:p:38-56.

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2019Assimilation of oil news into prices. (2019). McDonald, Bill ; Loughran, Tim ; Pragidis, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:105-118.

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2019Short-term exchange rate predictability. (2019). Zhang, Xiangyu ; Wang, Qin ; Ren, YU. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:148-152.

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2019Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach. (2019). Chen, Yongfei ; Shang, Yue ; Lei, Likun ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:341-351.

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2018Regression analysis of historic oil prices: A basis for future mean reversion price scenarios. (2018). Weijermars, R ; Sun, Z. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:177-201.

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2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2018Targeted growth rates for long-horizon crude oil price forecasts. (2018). Snudden, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:1-16.

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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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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2019Do political risks harm development of oil fields?. (2019). Molnar, Peter ; Mikula, Tepan ; Jordal, Therese ; Boe, Kristine S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:338-358.

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2018Cross-border arbitrage and acquirers’ returns in the Eurozone crisis. (2018). rao-nicholson, Rekha ; Ayton, Julie . In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:87-102.

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2018Modeling fluctuations in the global demand for commodities. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78.

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2019The role of market expectations in commodity price dynamics: Evidence from oil data. (2019). Jin, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:1-18.

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2018Leave the volatility fund alone: Principles for managing oil wealth. (2018). Wills, Samuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:332-352.

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2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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2018An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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2019Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

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2019The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630.

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2019Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices. (2019). Galay, Gregory. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317302015.

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2019An empirical investigation of FDI inflows in developing economies: Terrorism as a determinant factor. (2019). METAXAS, THEODORE ; Theodore, Metaxas ; Polyxeni, Kechagia. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300647.

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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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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

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2019The roundabout from interest rates to commodity prices in China: The role of money flow. (2019). Wang, Yaoqing ; Sun, Zesheng ; Yang, Lunan ; Zhou, Xu. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:627-642.

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2019The investment-uncertainty relationship in the oil and gas industry. (2019). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:52.

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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 ; Zellou, Abdel M ; Vasquez, Arturo L ; Vsquez 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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2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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2019Forecasting the oil prices: What is the role of skewness risk?. (2019). Wang, Yang ; Yin, Libo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s037843711930175x.

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2019Energy shocks pricing model: A non-linear US sectoral based analysis. (2019). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313196.

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2018Gasoline price uncertainty and the design of fuel economy standards. (2018). Kellogg, Ryan. In: Journal of Public Economics. RePEc:eee:pubeco:v:160:y:2018:i:c:p:14-32.

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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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2018Predicting daily oil prices: Linear and non-linear models. (2018). Dbouk, Wassim ; Jamali, Ibrahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:149-165.

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2018Gulf Cooperation Council cross-border M&A: Institutional determinants of target nation selection. (2018). Dowling, Michael ; Vanwalleghem, Dieter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:471-489.

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2019The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:600-615.

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2017Historical and Variance Decomposition for Oil Price, Oil Consumption, OPEC and Non-OPEC Oil Production. (2017). Rezaei, Mehdi ; Fattahi, Shahram ; Azami, Somayeh. In: Iranian Economic Review (IER). RePEc:eut:journl:v:21:y:2017:i:3:p:519.

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2018Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2018.03.

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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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2018Improving the Forecasting Accuracy of Crude Oil Prices. (2018). Yin, Xuluo ; Tang, Tian ; Peng, Jiangang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:454-:d:131091.

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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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article45
2011The Role of Financial Speculation in Driving the Price of Crude Oil.(2011) In: Discussion Papers.
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2018Financial Constraints, Institutions, and Foreign Ownership In: AMSE Working Papers.
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2018Financial constraints, institutions, and foreign ownership.(2018) In: CEPR Discussion Papers.
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2019Financial constraints, institutions, and foreign ownership.(2019) In: Journal of International Economics.
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2019Financial constraints, institutions, and foreign ownership.(2019) In: Post-Print.
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2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: NBER Working Papers.
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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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paper8
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: 8
article
2011Forecasting the Price of Oil In: Staff Working Papers.
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paper132
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 132
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2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 132
paper
2013Fire-Sale FDI or Business as Usual? In: Staff Working Papers.
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paper15
2016Fire-sale FDI or business as usual?.(2016) In: Journal of International Economics.
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This paper has another version. Agregated cites: 15
article
2015Fire-Sale FDI or Business as Usual?.(2015) In: Working Papers.
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paper
2013Fire-sale FDI or Business as Usual?.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
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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paper18
2014Commodity-Price Comovement and Global Economic Activity.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
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paper6
2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers.
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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Analytical Notes.
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2000Tracking the Euros Progress. In: International Finance.
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article13
2007What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers.
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paper332
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: 332
article
2011Did gold-standard adherence reduce sovereign capital costs? In: Journal of Monetary Economics.
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article14
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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article53
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: 53
paper
2013The Comovement in Commodity Prices; Sources and Implications In: IMF Working Papers.
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paper16
2002Productivity and the Euro-Dollar Exchange Rate Puzzle In: NBER Working Papers.
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paper49

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