David A. Dickey : Citation Profile


Are you David A. Dickey?

North Carolina State University

8

H index

7

i10 index

4332

Citations

RESEARCH PRODUCTION:

15

Articles

1

Papers

RESEARCH ACTIVITY:

   30 years (1981 - 2011). See details.
   Cites by year: 144
   Journals where David A. Dickey has often published
   Relations with other researchers
   Recent citing documents: 280.    Total self citations: 1 (0.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi81
   Updated: 2021-06-07    RAS profile: 2019-03-29    
   Missing citations? Add them    Incorrect content? Let us know

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 (60)

McAleer, Michael (56)

Shahbaz, Muhammad (53)

Serletis, Apostolos (48)

Bakari, Sayef (38)

Chang, Chia-Lin (36)

Apergis, Nicholas (35)

Masih, Abul (34)

Ali, Amjad (33)

Apergis, Nicholas (30)

Miller, Stephen (30)

Cites to:

Granger, Clive (6)

Engle, Robert (5)

Johansen, Soren (4)

Sims, Christopher (3)

Yoo, Byung Sam (3)

Hylleberg, Svend (2)

Trenkler, Carsten (2)

Wei, Yi-Ming (2)

Smith, V. (2)

Narayan, Seema (1)

Brons, Martijn (1)

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 (2021 and 2020)


YearTitle of citing document
2020A statistical model of the global carbon budget. (2020). Koopman, Siem Jan ; Bennedsen, Mikkel ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-18.

Full description at Econpapers || Download paper

2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/009.

Full description at Econpapers || Download paper

2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/009.

Full description at Econpapers || Download paper

2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013.

Full description at Econpapers || Download paper

2020Foreign trade policy and economic growth: Indian evidence. (2020). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:107-126.

Full description at Econpapers || Download paper

2020Does exchange rate has any impact on economic growth in India? An empirical analysis. (2020). Rao, Babu ; Shaik, Khulsum. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:223-234.

Full description at Econpapers || Download paper

2020Quantifying consumers’ love for marine biodiversity. (2020). Bronmann, Julia ; Lancker, Kira. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304214.

Full description at Econpapers || Download paper

2020Public financing of Indian agriculture and its returns: some panel evidence. (2020). Paltasingh, Kirtti Ranjan ; Akber, Nusrat. In: Agricultural Economics Research Review. RePEc:ags:aerrae:310332.

Full description at Econpapers || Download paper

2020LIVESTOCK MARKET INTEGRATION AND PRICE DYNAMICS IN THE UNITED STATES. (2020). Palash, Salauddin M ; Monayem, M A ; Akter, Morsalina ; Rahman, Kazi Tamim. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:304092.

Full description at Econpapers || Download paper

2020Investigating the relationships between stock exchanges’ total trade and total value in Bangladesh. (2020). Sharif, Md Azmir ; Ahammad, Shaikh Mostak . In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:10:p:88-98.

Full description at Econpapers || Download paper

2020THE IMPACT OF FDI AND EXCHANGE RATE ON GDP IN MENA COUNTRIES : EVIDENCE FROM THE PANEL APPROACH. (2020). Djaballah, Mustapha. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202073.

Full description at Econpapers || Download paper

2020Can US Wage Increases be Regarded as a Leading Indicator for Bond Rates?. (2020). Acar, Elif Oznur ; Ozsuca, Ekin Ayse. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:169-176.

Full description at Econpapers || Download paper

2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

Full description at Econpapers || Download paper

2020A first econometric analysis of the CRIX family. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Papers. RePEc:arx:papers:2009.12129.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Crude Oil Price, Urbanization and Environmental Pollution in Nigeria: Evidence from ARDL Approach. (2020). Musa, Kabiru Saidu ; Maijamaaa, Rabiu. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:227-240.

Full description at Econpapers || Download paper

2020Price adjustment of oil palm and palm oil in Thailand to the world price of the palm oil market. (2020). Wanaset, Apinya ; Suvanvihok, Vasu ; Jatuporn, Chalermpon ; Saleerut, Sriwena. In: Asian Journal of Agriculture and rural Development. RePEc:asi:ajosrd:2020:p:690-697.

Full description at Econpapers || Download paper

2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

Full description at Econpapers || Download paper

2020Is the interest rate setting behaviour of the Bank of Ghana constrained by high debt levels?. (2020). Alagidede, Imhotep Paul ; Iddrisu, Abdulaziz. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:459-471.

Full description at Econpapers || Download paper

2020Nonlinear relationship between the weather phenomenon El niño and Colombian food prices. (2020). Melo-Velandia, Luis ; Luis Fernando Melo Velandia, ; Abrilsalcedo, Davinson Stev ; Davinson Stev Abril Salcedo, ; Parraamado, Daniel ; Melovelandia, Luis Fernando. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1059-1086.

Full description at Econpapers || Download paper

2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

Full description at Econpapers || Download paper

2020Formal and statistical aspects of estimating Okuns law at a regional level. (2020). Boďa, Martin ; Boa, Martin ; Povaanova, Mariana. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:4:p:1113-1136.

Full description at Econpapers || Download paper

2020Ongoing Debate Between Foreign Aid and Economic Growth in Nigeria: A Wavelet Analysis. (2020). Kalmaz, Demet Beton ; Adebayo, Tomiwa Sunday. In: Social Science Quarterly. RePEc:bla:socsci:v:101:y:2020:i:5:p:2032-2051.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020LINEAR AND NON-LINEAR GRANGER CASUALITY BETWEEN FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH: EVIDENCE FROM INDIA. (2020). Jena, Pabitra Kumar ; Hamid, Ishfaq. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:2:p:25-44.

Full description at Econpapers || Download paper

2020Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange. (2020). RAMONA, DUMITRIU ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2020:p:264-273.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590.

Full description at Econpapers || Download paper

2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

Full description at Econpapers || Download paper

2020Does the external debt composition matter for economic growth in Tunisia?. (2020). Abdelhafidh, Samir. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00873.

Full description at Econpapers || Download paper

2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

Full description at Econpapers || Download paper

2020The Long-run Money Demand Function: Empirical Evidence from Italy. (2020). Dritsaki, Melina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-23.

Full description at Econpapers || Download paper

2020Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul. (2020). Elik, Gulah Gener. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-20.

Full description at Econpapers || Download paper

2020Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-5.

Full description at Econpapers || Download paper

2020Evidences on Price Discovery in BRICS. (2020). Arora, Geetika ; Sharma, Prashant ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-14.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan. (2020). Mukhtarov, Shahriyar ; Zeynalov, Javid ; Aliyev, Sannur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-11.

Full description at Econpapers || Download paper

2020Relationship between Thai Baht and Oil Price: A Neural Network Model. (2020). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-49.

Full description at Econpapers || Download paper

2020Interaction Between Environmental Kuznet Curve and Urban Environment Transition Hypotheses in Malaysia. (2020). Yasmin, Tahira ; Othman, Nor Salwati ; Bekhet, Hussain Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-51.

Full description at Econpapers || Download paper

2020Renewable Energy Consumption and Unemployment in South Africa. (2020). Khobai, hlalefang ; Dingela, Siyasanga ; Anyikwa, Izunna ; Moyo, Clement ; Kolisi, Nwabisa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-21.

Full description at Econpapers || Download paper

2020Urbanization, Oil Price and Pollution in Saudi Arabia. (2020). , HaiderMahmood ; Furqan, Maham ; Ahmad, Nawaz ; Allam, Zafrul ; Zaaf, Maleeha Mohammed ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-55.

Full description at Econpapers || Download paper

2020Dynamic Relationships between Energy Use, Income, and Environmental Degradation in Afghanistan. (2020). Mahrwarz, S M ; Bekhet, Hussain Ali ; Mohamed, Nora Yusma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-6.

Full description at Econpapers || Download paper

2020Environmental Kuznets Curve in Greece in the period 1960-2014. (2020). Kaika, Dimitra ; Zervas, Efthimios ; Kotroni, Erasmia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-45.

Full description at Econpapers || Download paper

2020Forecasting European Union CO2 Emissions Using Autoregressive Integrated Moving Average-autoregressive Conditional Heteroscedasticity Models. (2020). Dritsaki, Chaido. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-52.

Full description at Econpapers || Download paper

2020Rule of Law and Environment Nexus in Saudi Arabia. (2020). Alanzi, Awad Ali ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-2.

Full description at Econpapers || Download paper

2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

Full description at Econpapers || Download paper

2020The Influence of Fiscal Progress on Energy Consumption in Kazakhstan. (2020). Akbayev, Yerbolsyn ; Daribekov, Serik ; Mambetova, Sagynysh ; Raikhanova, Gulnur ; Zhanseitov, Azamat. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-39.

Full description at Econpapers || Download paper

2020Determinants of Diversification from Oil Sector in Saudi Arabia. (2020). Bindabel, Wardah Abdulrahman ; Mahmood, Haider ; Yousef, Tarek Tawfik ; Alkhathlan, Khalid Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-44.

Full description at Econpapers || Download paper

2020An Investigation of the Causal Relationship between Energy Consumption and Economic Growth: A Case Study of Vietnam. (2020). Bui, Xuan Hoi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-48.

Full description at Econpapers || Download paper

2020Oil Price and Capital Formation Nexus in GCC Countries: Asymmetry Analyses. (2020). , HaiderMahmood ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-18.

Full description at Econpapers || Download paper

2020Oil Products Consumption and Economic Growth in Cameroon Households: An Assessment Using ARDL Cointegration and Granger Causality Analysis. (2020). Tamba, Jean Gaston ; Sapnken, Flavian Emmanuel ; Koffi, Francis Djanna ; Ndjakomo, Salome Essiane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-66.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Exchange Rate Pass-Through on the Domestic Prices: Evidence from the Turkish Economy. (2020). Kara, Mehmet ; Bas, Gizem. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2020-02-9.

Full description at Econpapers || Download paper

2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Dynamic impacts of SME stock market development and innovation on macroeconomic indicators: A Post-Keynesian approach. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:327-347.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (2020). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:52-65.

Full description at Econpapers || Download paper

2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

Full description at Econpapers || Download paper

2020Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China. (2020). Shahbaz, Muhammad ; Raghutla, Chandrashekar ; Jiao, Zhilun ; Zameer, Hashim ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300037.

Full description at Econpapers || Download paper

2020Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900.

Full description at Econpapers || Download paper

2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Could electricity demand contribute to diversifying the mix and mitigating CO2 emissions? A fresh daily analysis of the French electricity system. (2020). Marques, António ; Pereira, Diogo Santos. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302251.

Full description at Econpapers || Download paper

2020Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293.

Full description at Econpapers || Download paper

2020Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand. (2020). Darandary, Abdulelah ; Mikayilov, Jeyhun I ; Alatawi, Hatem ; al Atawi, Hatem ; Hasanov, Fakhri J ; Alyamani, Ryan. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305176.

Full description at Econpapers || Download paper

2020Assessing the impact of a demand-resource bidding market on an electricity generation portfolio and the environment. (2020). Kim, Yeong Jae ; Eom, Jiyong ; Hyun, Minwoo. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520306297.

Full description at Econpapers || Download paper

2020Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261.

Full description at Econpapers || Download paper

2020The impact of shale gas development on the U.S economy: Evidence from a quantile autoregressive distributed lag model. (2020). solarin, sakiru ; Bello, Mufutau. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311117.

Full description at Econpapers || Download paper

2020Does oil price really matter for the wage arrears in Russia?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314572.

Full description at Econpapers || Download paper

2020Heterogeneous effects of energy efficiency, oil price, environmental pressure, R&D investment, and policy on renewable energy -- evidence from the G20 countries. (2020). Pisarenko, Zhanna ; Li, Shuyu ; Wang, Qiang. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220314298.

Full description at Econpapers || Download paper

2020An analysis of the energy intensity of Latin American and Caribbean countries: Empirical evidence on the role of public and private capital stock. (2020). Marques, Antonio Cardoso ; Fuinhas, Jose Alberto ; Santiago, Renato. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220320326.

Full description at Econpapers || Download paper

2020A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317473.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Sequential elimination: Fast sorts for unbiased quantile estimation. (2020). Palandri, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318303702.

Full description at Econpapers || Download paper

2020Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. (2020). Echaust, Krzysztof ; Just, Magorzata. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315890.

Full description at Econpapers || Download paper

2020Investment, depreciation and obsolescence of R&D. (2020). John, Kose ; Jiang, Cheng ; Chinloy, Peter . In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300565.

Full description at Econpapers || Download paper

2020Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets. (2020). Rothovius, Timo ; Piljak, Vanja ; Nikkinen, Jussi. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028318302114.

Full description at Econpapers || Download paper

2020Monetary policy and food inflation in South Africa: A quantile regression analysis. (2020). Alagidede, Imhotep Paul ; Iddrisu, Abdul-Aziz . In: Food Policy. RePEc:eee:jfpoli:v:91:y:2020:i:c:s0306919219306384.

Full description at Econpapers || Download paper

2020Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouras, Christos ; Bathia, Deven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030214x.

Full description at Econpapers || Download paper

2020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Oil prices shocks and the Russian economy. (2020). Serletis, Apostolos ; Balashova, Svetlana . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300878.

Full description at Econpapers || Download paper

2020Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100. (2020). Ajayi, Richard ; Aliyev, Fuzuli ; Gasim, Nijat. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300141.

Full description at Econpapers || Download paper

2020Testing of leader-follower interaction between fed and emerging countries’ central banks. (2020). Tetik, Metin . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300281.

Full description at Econpapers || Download paper

2020Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article5
2002Determining the Order of Differencing in Autoregressive Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]
article26
1987Determining the Ordering of Differencing in Autoregressive Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]
article187
1987Symmetric Test for Second Differencing in Univariate Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]
article12
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1994RECOGNIZING OVERDIFFERENCED TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2004Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1994Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article27
1993An unconditional maximum likelihood test for a unit root In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. In: Econometrica.
[Full Text][Citation analysis]
article3908
1993Seasonal unit roots in aggregate U.S. data In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
2009Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case In: Energy Economics.
[Full Text][Citation analysis]
article23
2002Normalizations for periodogram-based unit root tests In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2011Estimating time series and cross section tourism demand models: Mainland United States to Hawaii data In: Tourism Management.
[Full Text][Citation analysis]
article9
1991A primer on cointegration with an application to money and income In: Review.
[Full Text][Citation analysis]
article130
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.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team