David A. Dickey : Citation Profile


Are you David A. Dickey?

North Carolina State University

8

H index

8

i10 index

5083

Citations

RESEARCH PRODUCTION:

15

Articles

1

Papers

RESEARCH ACTIVITY:

   30 years (1981 - 2011). See details.
   Cites by year: 169
   Journals where David A. Dickey has often published
   Relations with other researchers
   Recent citing documents: 352.    Total self citations: 1 (0.02 %)

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   Permalink: http://citec.repec.org/pdi81
   Updated: 2022-11-19    RAS profile: 2019-03-29    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David A. Dickey.

Is cited by:

GUPTA, RANGAN (71)

Shahbaz, Muhammad (59)

Serletis, Apostolos (51)

McAleer, Michael (46)

Bakari, Sayef (40)

Apergis, Nicholas (39)

Masih, Abul (35)

Ali, Amjad (35)

Miller, Stephen (32)

Apergis, Nicholas (31)

Chang, Chia-Lin (29)

Cites to:

Granger, Clive (6)

Engle, Robert (5)

Johansen, Soren (4)

Trenkler, Carsten (3)

Sims, Christopher (3)

Yoo, Byung Sam (3)

Gregory, Allan (2)

Hansen, Bruce (2)

Smith, V. (2)

Wei, Yi-Ming (2)

Hylleberg, Svend (2)

Main data


Where David A. Dickey has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics4
Journal of Time Series Analysis2

Recent works citing David A. Dickey (2022 and 2021)


YearTitle of citing document
2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

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2021Factors Affecting Labor Productivity: An Empirical Evidence from Pakistan. (2021). Rabnawaz, Iqra ; Sheikh, Muhammad Fayyaz ; Sarwar, Ghulam ; GhulamSarwar, . In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:221-226.

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2021Resilience of the European Union Economies. An Analysis of the Granger Causality at the Level of the Gross Domestic Product. (2021). Tanase, Gabriela-Lidia ; Motofei, Catalina ; Manole, Alexandru ; PAUNICA, Mihai. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:special15:p:914.

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2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

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2022Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174.

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2022Whether high frequency intraday data behave randomly: Evidence from NIFTY 50. (2022). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:65-80.

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2022Stock market linkages in Asia. Revisiting Granger causality evidences. (2022). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:151-168.

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2021.

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2021.

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2021GROWTH AND FORECASTING OF BADC AND NATIONAL BORO SEED PRODUCTION IN BANGLADESH: AN EMPIRICAL STUDY. (2021). Monayem, M A ; Kabir, Humayun ; Uddin, Md Taj ; Tajuddin, MD ; Mia, Md Shahin. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:320372.

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2021The Determinants of Agricultural Exports: Empirical Validation for the Case of Tunisia. (2021). Zidi, Ahmed ; Khalfallah, Sirine ; Bakari, Sayef. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316272.

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2021Impact of Credit Policy On Paddy Area in Nigeria. (2021). Buda, Mark ; Seng, Kelly Kai ; Shamsudin, Mad Nasir ; Abdulsalam, Rakiya Yakubu. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:319738.

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2021Trends and Structural Changes in Japanese Post-2011 Agri-Food Trade Flows. (2021). Dadakas, Dimitrios ; Tatsi, Stevi ; Karpetis, Christos. In: Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics). RePEc:ags:jpjjre:314905.

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2022Exploring the Nexus between Domestic Consumption of Milled Rice (DCM) and the Gross Domestic Product (GDP) of Bangladesh. (2022). Hassan, Md Khalid ; Rahman, Md Atiqur. In: International Journal of Science and Business. RePEc:aif:journl:v:17:y:2022:i:1:p:21-30.

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2021Comparison of News Impacts on Sectoral Stock Returns during the COVID-19 Pandemic in Turkey. (2021). Tetik, Metin. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:35-46.

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2021The Macroeconomic Impacts of Entitlements. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez ; Shah, Ateeb Akhter ; Arshad, Riffat. In: Papers. RePEc:arx:papers:2102.01609.

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

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2021The Impact of COVID-19 on Stock Market Volatility in Pakistan. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez. In: Papers. RePEc:arx:papers:2103.03219.

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2022Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2021The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore. (2021). Szulczyk, Kenneth R ; Ziaei, Sayyed Mahdi ; Chuan, Jordan Ngu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:191-204.

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2021How Does the Degree of Export Dependence Affect Chinas Clean Drinking Water?. (2021). , Abdelrahim. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:179-198.

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2021A Note on the Asian Market Volatility During the COVID-19 Pandemic. (2021). Sharma, Susan Sunila. In: Asian Economics Letters. RePEc:ayb:jrnael:7.

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2021The Relationship between Environmental Quality and Economic Growth: An Empirical Investigation Applied to the Case of Algeria (1970-2019). (2021). ben Bayer, Habib ; Adouka, Lakhadar. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:6:p:22-41.

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2021Impact of Transport and Technological Infrastructure in Attracting FDI in Pakistan. (2021). Munir, Kashif ; Iftikhar, Mehwish. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:93-106.

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2022Impact of Agriculture Land and Population Density on Economic Growth: An Empirical Evidence from India. (2022). Phougat, Sunil ; Singh, Kamaljit ; Kumar, Deepak. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:180-195.

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2022Bargaining power and risk from substitutability between products attributes the case of specialty eggs in Canada. (2022). Doyon, Maurice ; Tamini, Lota D ; Atozou, Baoubadi. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:155-169.

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2022Evaluation of the environmental Kuznets curve hypothesis in a tourism development context: evidence for 15 Latin American countries. (2022). Garcia, Jose Alvarez ; Alvarezgarcia, Jose ; Enriquez, Daniel E ; Quito, Byron ; Ochoamoreno, Wilmansantiago. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:5:p:2143-2155.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335.

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2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

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2022Rank test of unit?root hypothesis with AR?GARCH errors. (2022). Zhang, Rongmao ; Liu, Qimeng ; Liao, Guili. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:695-719.

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2021A Unified test for the Intercept of a Predictive Regression Model. (2021). Rao, Yao ; Liu, Yuzi ; Lu, Fucai. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:571-588.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2022NON-OIL SECTORS, ECONOMIC DIVERSIFICATION AND GROWTH IN NIGERIA: FURTHER EMPIRICAL EVIDENCE. (2022). Obafemi, Young Ademola. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:1:p:290-311.

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2021The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97.

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2022Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis. (2022). Shaaba, Saba Charles. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:28:y:2022:i:1:p:51-100:n:1.

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2021Disentangling the source of non-stationarity in a panel of seasonal data. (2021). Shih-Hsun, Hsu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:18:n:4.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2021TOQ Effects on the Romanian Foreign Exchange Market. (2021). Razvan, Stefanescu ; Ramona, Dumitriu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:246-253.

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2021The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:293-303.

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2021Green Energy Indexes & Financial Markets: An In-Depth Look. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-13.

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2021Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24.

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2021The Impact of Gender Inequality and Environmental Degradation on Human Well-being in the Case of Pakistan: A Time Series Analysis. (2021). Audi, Marc ; Ali, Amjad ; Roussel, Yannick ; Bibi, Chan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-13.

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2021The Effect of Export and Import on Economic Growth in Indonesia. (2021). Rostin, Rostin ; Gamsir, Gamsir ; Rahim, Manat ; Adam, Pasrun ; Syarif, Muh ; Millia, Heppi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-06-3.

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2022Investigating the Efficiency of Bitcoin Futures in Price Discovery. (2022). Agarwal, Gaurav ; Sharma, Dinesh Kumar ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-12.

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2021Impact of Custom Duties, Energy Import and Government Health Spending on Greenhouse Gas Emission in Thailand. (2021). Mekhum, Witthaya ; Srimarut, Thammarak. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-69.

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2021Impact of Crude Oil Price on Countries’ and Vietnam’s GDP Growth: Variance Decomposition Approach. (2021). Van Dinh, Doan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-14.

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2021Modelling the Impact of Energy Consumption, Natural Resources, and Urbanization on Ecological Footprint in South Africa: Assessing the Moderating Role of Human Capital. (2021). Bekun, Festus ; Faizulayev, Alimshan ; Nathaniel, Solomon Prince. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-16.

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2021Oil Price and Industrial Growth in Saudi Arabia: Sectoral and Asymmetry Analyses. (2021). Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-2.

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2021Oil Costs and Prices: An Empirical Causality Analysis. (2021). san Roque, Antonio Muoz ; Alonso, Pedro Moreno. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-66.

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2021Oil Consumption Forecasting using ARIMA Models: An Empirical Study for Greece. (2021). Stamatiou, Pavlos ; Niklis, Dimitrios ; Dritsaki, Chaido. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-27.

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2021A Forecasting Model in Managing Future Scenarios to Achieve the Sustainable Development Goals of Thailand’s Environmental Law: Enriching the Path Analysis-VARIMA-OVi Model. (2021). Wahab, Harlida Abdul ; Sutthichaimethee, Pruethsan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-46.

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2021Is the Transition to Renewable Energy Consumption Hampered by High Oil Prices?. (2021). Hajiyev, Natig Gadim-Oglu ; Humbatova, Sugra ; Mukhtarov, Shahriyar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-42.

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2021The Management Efficiency of the Sustainable Development Policy under Thailand’s Energy Law: Enriching the SEM-based on the ARIMAXi model. (2021). Ariyasajjakorn, Danupon ; Sutthichaimethee, Pruethsan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-53.

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2021Investigating the N-Shaped Energy-Environmental Kuznets Curve Hypothesis in Saudi Arabia. (2021). Furqan, Maham ; Tanveer, Muhammad ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-56.

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2021Indicators of Environmental and Economic Problems Priority Arising from Energy Use in Food Manufacturing Sector in Realizing Sustainable Development Policy under Thai Environmental Law Framework. (2021). Wongthongdee, Sirapatsorn ; Naluang, Sthianrapab ; Dockthaisong, Boonton ; Chatchorfa, Apinyar ; Ariyasajjakorn, Danupon ; Sutthichaimethee, Pruethsan ; Thongjan, Nachatchaya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-69.

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2021Energy Consumption and Economic Growth: Empirical Evidence from MENA Region. (2021). Saqib, Najia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-22.

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2021Long-run Impact of Globalization, Agriculture, Industrialization and Electricity Consumption on the Environmental Quality of Bangladesh. (2021). Shah, Nadir ; Nazia, Tanzina ; Arman, Md Raied ; Anjum, Mobasshir ; Daizy, Afia Fahmida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-51.

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2022The Effect of Financial Development on Energy Consumption: Evidence from Russia. (2022). Mukhtarov, Shahriyar ; Ismayilov, Vuqar ; Aliyev, Fuzuli ; Karacan, Rdvan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-30.

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2022Disaggregate Energy Consumption and Economic Growth in Pakistan: A Sectoral Analysis. (2022). Munir, Kashif ; Nadeem, Sana . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-37.

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2022The Effects of Gross Domestic Product and Energy Consumption on Carbon Dioxide Emission in Uganda (1986-2018). (2022). Kaddu, Milly ; Mubiinzi, Geoffrey ; Watundu, Susan ; Mutumba, Geoffrey ; Otim, Jacob. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-54.

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2022Modeling Electricity Consumption for Growth in an Open Economy. (2022). Stamatiou, Pavlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-17.

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2022Rule of Law, Control of Corruption and CO2 Emissions in Pakistan. (2022). Furqan, Maham ; Tanveer, Muhammad ; Hassan, Shafiqul ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-10.

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2022Crude Oil Price Fluctuation and Economic Growth: ARDL Model Approach. (2022). van Dinh, Doan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-27.

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2022Analyzing the Impact of Causal Factors on Political Management to Determine Sustainability Policy under Environmental Law: Enriching the Covariance-based SEMxi Model. (2022). Jittawiriyanukoon, Chanintorn ; Sutthichaimethee, Pruethsan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-31.

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2022Empirical Analysis of Air Pollution Impacts on Jordan Economy. (2022). Alhanatleh, Hasan ; Alzghoul, Amro ; Al-Kasasbeh, Omar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-54.

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2022Impacts of digital technology on energy sustainability: China case study. (2022). Zhao, Xin ; Zhang, Jun ; Ma, Xiaowei ; Wang, Jiangquan. In: Applied Energy. RePEc:eee:appene:v:323:y:2022:i:c:s0306261922006791.

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2021Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774.

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2021Do opinion polls on government preference influence stock returns?. (2021). Narayan, Seema. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s221463502100037x.

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2021Monitoring exchange rate instability in 12 selected Islamic economies. (2021). Bhatti, Ishaq M ; Zarei, Alireza ; Ariff, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000617.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2021Output-unemployment asymmetry in Okun coefficients for OECD countries. (2021). Povaanova, Mariana ; Boda, Martin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:307-323.

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2022The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622.

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2022Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks: Evidence from the top deficit countries. (2021). Garg, Bhavesh ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:365-379.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2022Public banking and economic growth: The experiences of 10 countries since the 1950s until 2017. (2022). Hodelin, Reynaldo Senra. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000868.

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2022Is normal backwardation normal? Valuing financial futures with a local index-rate covariance. (2022). ZIMMERMANN, Paul ; Raimbourg, Philippe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:351-367.

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2022Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies. (2022). Serletis, Apostolos ; Azad, Nahiyan Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000832.

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2021Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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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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2021Nexus between household energy consumption and economic growth in Bangladesh (1975–2018). (2021). Su, Bin ; Nuruzzaman, MD ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002901.

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2021Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports. (2021). Fantazzini, Dean ; Kolesnikova, Anna. In: Energy Policy. RePEc:eee:enepol:v:157:y:2021:i:c:s0301421521003360.

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2021Does renewable energy redefine geopolitical risks?. (2021). Zhang, Weike ; Umar, Muhammad ; Khan, Khalid ; Su, Chi-Wei. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004365.

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2021Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

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2021Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841.

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2021Geopolitical risk and crude oil security: A Chinese perspective. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

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2021A revisit to the relationship between financial development and energy consumption: Is globalization paramount?. (2021). Ulucak, Recep. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221005867.

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2021Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries. (2021). Balcilar, Mehmet ; Balli, Esra ; Atik, Abdurrahman Nazif ; Abu, Mohammed I. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009580.

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2022Revisiting the Environmental Kuznets Curve in the European Union countries. (2022). Miech, Sawomir ; Papie, Monika ; Frodyma, Katarzyna. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221031480.

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2022Analyzing energy innovation-emissions nexus in China: A novel dynamic simulation method. (2022). Ulucak, Recep. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pb:s036054422103259x.

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2022Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106.

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

Works by David A. Dickey:


YearTitleTypeCited
1982Prefiltering and Causality Tests In: Journal of Agricultural Economics Research.
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article5
2002Determining the Order of Differencing in Autoregressive Processes. In: Journal of Business & Economic Statistics.
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article26
1987Determining the Ordering of Differencing in Autoregressive Processes. In: Journal of Business & Economic Statistics.
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article192
1987Symmetric Test for Second Differencing in Univariate Time Series. In: Journal of Business & Economic Statistics.
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article13
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
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article0
1994RECOGNIZING OVERDIFFERENCED TIME SERIES In: Journal of Time Series Analysis.
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article1
2004Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models In: Journal of Time Series Analysis.
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article0
1994Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing. In: Oxford Bulletin of Economics and Statistics.
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article27
1993An unconditional maximum likelihood test for a unit root In: DES - Working Papers. Statistics and Econometrics. WS.
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1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. In: Econometrica.
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article4638
1993Seasonal unit roots in aggregate U.S. data In: Journal of Econometrics.
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article4
2009Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case In: Energy Economics.
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article25
2002Normalizations for periodogram-based unit root tests In: Statistics & Probability Letters.
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article0
2011Estimating time series and cross section tourism demand models: Mainland United States to Hawaii data In: Tourism Management.
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article10
1991A primer on cointegration with an application to money and income In: Review.
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article142
1982Bender, F. E., L. W. Douglass, and A. Kramer. Statistical Methods for Food and Agriculture. Westport CT: AVI Publishing Co., 1982, vii + 345 pp., $25.00 paper In: American Journal of Agricultural Economics.
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