John Elder : Citation Profile


Are you John Elder?

Colorado State University

12

H index

13

i10 index

664

Citations

RESEARCH PRODUCTION:

32

Articles

5

Papers

RESEARCH ACTIVITY:

   17 years (1997 - 2014). See details.
   Cites by year: 39
   Journals where John Elder has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 7 (1.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel72
   Updated: 2018-12-08    RAS profile: 2016-04-04    
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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 John Elder.

Is cited by:

Serletis, Apostolos (24)

GUPTA, RANGAN (16)

Sévi, Benoît (12)

Pelloni, Alessandra (11)

Filis, George (10)

Nguyen, Duc Khuong (10)

Guesmi, Khaled (9)

Belbute, José (8)

Kilian, Lutz (8)

Yin, Libo (8)

Pereira, Alfredo (8)

Cites to:

Bollerslev, Tim (13)

Engle, Robert (8)

Kilian, Lutz (7)

Andersen, Torben (7)

Trivedi, Pravin (5)

Serletis, Apostolos (5)

Pindyck, Robert (4)

Hamilton, James (4)

Grier, Kevin (4)

Barndorff-Nielsen, Ole (4)

Fountas, Stilianos (4)

Main data


Where John Elder has published?


Journals with more than one article published# docs
Economics Letters4
Economics Bulletin3
Journal of Money, Credit and Banking3
Macroeconomic Dynamics2
Journal of Economics and Finance2
Energy Economics2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin3

Recent works citing John Elder (2018 and 2017)


YearTitle of citing document
2017Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan. In: Economic Research Papers. RePEc:ags:uwarer:269096.

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2018AVALIAÇÃO DA MEDIDA DE NÚCLEO DE INFLAÇÃO BASEADA NO MÉTODO WAVELET PARA O BRASIL. (2018). Denardin, Anderson Antonio ; Schmidt, Alex A ; Kozakevicius, Alice. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:34.

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2018Chaos and Order in the Bitcoin Market. (2018). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1809.08403.

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

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions. (2017). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:1:p:101-144.

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2017Energy Price Uncertainty and Decreasing Pass-through to Core Inflation. (2017). Pirzada, Ahmed. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/681.

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2017Lower Oil Prices and the U.S. Economy: Is this Time Different?. (2017). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6322.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Lower Oil Prices and the U.S. Economy: Is This Time Different?. (2017). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11792.

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2017Crude Oil Price Volatility and Domestic Price Responses in Developing Countries, Accounting for Asymmetry and Uncertainty. (2017). zoundi, zakaria. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00605.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2017Asymmetric Oil Price Shocks and Economic Activity in Developing Oil-importing Economies: The Case of Jordan. (2017). Abu Asab, Nora. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-16.

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2018The Performance of Hybrid ARIMA-GARCH Modeling and Forecasting Oil Price. (2018). Dritsaki, Chaido. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-3.

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2018The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market. (2018). La Rocca, Maurizio ; Gerace, Dionigi ; Stagliano, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:203-214.

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2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Liew, Ping-Xin ; Goh, Kim-Leng ; Lim, Kian-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2017Religion and ratio analysis: Towards an Islamic corporate liquidity measure. (2017). Hassan, M. Kabir ; Ismail, Ghada M ; Elnahas, Ahmed M. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:42-65.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

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2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, Marc. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:313-326.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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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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2018The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments. (2018). Lopez, Raquel . In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:356-364.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Demirer, Riza ; Wohar, Mark E ; Suleman, Tahir ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade. (2018). Klein, Tony. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:636-646.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2018Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data. (2018). Atawnah, Nader ; Podolski, Edward J ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:44-67.

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2018Disentangling the relationship between liquidity and returns in Latin America. (2018). Taborda, Rodrigo ; French, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:23-40.

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2018Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2018What makes the bonding stick? A natural experiment testing the legal bonding hypothesis. (2018). Licht, Amir N ; Siegel, Jordan I ; Poliquin, Christopher . In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:329-356.

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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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2017Boardroom gender diversity and stock liquidity: Evidence from Australia. (2017). Ahmed, Ammad ; Ali, Searat. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:13:y:2017:i:2:p:148-165.

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2017Measuring uncertainty based on rounding: New method and application to inflation expectations. (2017). Binder, Carola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:1-12.

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2017News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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2018Stock liquidity, corporate governance and leverage: New panel evidence. (2018). Nadarajah, Sivathaasan ; Huang, Allen ; Liu, Benjamin ; Ali, Searat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:216-234.

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2017Multifractal cross-correlations between crude oil and tanker freight rate. (2017). Chen, Feier ; Li, Tingyi ; Ding, Xiaoxu ; Tian, Kang ; Miao, Yuqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:344-354.

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2018Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

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2018Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. (2018). Shahzad, Syed Jawad Hussain ; Kayani, Ghulam Mujtaba ; Hanif, Waqas ; Hernandez, Jose Areola ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450.

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2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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2017Corporate governance and stock liquidity dimensions: Panel evidence from pure order-driven Australian market. (2017). Ali, Searat ; Je, Jen ; Liu, Benjamin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:275-304.

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2017Stock liquidity and second blockholder as drivers of corporate value: Evidence from Latin America. (2017). Taborda, Rodrigo ; Pombo, Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:214-234.

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2017Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets. (2017). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Koulakiotis, Athanasios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:150-168.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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2017Revisiting the Dynamics Effects of Oil Price Shocks on Small Developing Economies. (2017). Shah, Imran Hussain ; Díaz, Carlos ; Wang, Yuan ; Carlos, Diaz Vela. In: Department of Economics Working Papers. RePEc:eid:wpaper:58122.

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2017The impact of macroeconomic uncertainty on international commodity prices: Empirical analysis based on TVAR model. (2017). Tan, Xiaofen ; Ma, Yongjiao . In: China Finance Review International. RePEc:eme:cfripp:cfri-06-2016-0066.

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2017Corporate governance strength and stock market liquidity in Malaysia. (2017). Al-Jaifi, Hamdan Amer ; Al-Qadasi, Adel Ali ; Al-Rassas, Ahmed Hussein. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-10-2016-0195.

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2017A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-32.pdf.

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2017The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-33.pdf.

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2017Economic growth and the external sector: Evidence from Korea, lessons for Mexico. (2017). Romero, Jose ; Berasaluce, Julen . In: Estudios Económicos. RePEc:emx:esteco:v:32:y:2017:i:1:p:95-131.

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2018Fuentes de las fluctuaciones macroeconómicas en Puerto Rico\Sources of macroeconomic fluctuations in Puerto Rico. (2018). Rodriguez, Carlos A. In: Estudios Económicos. RePEc:emx:esteco:v:33:y:2018:i:2:p:219-252.

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2018Investment-Uncertainty Relationship in the Oil and Gas Industry. (2018). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam . In: Working Papers. RePEc:fem:femwpa:2018.13.

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2017Industry Effects of Oil Price Shocks: Re-Examination. (2017). Karnizova, Lilia ; Jo, Soojin ; Reza, Abeer. In: Working Papers. RePEc:fip:feddwp:1710.

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2018OPEC in the News. (2018). Plante, Michael. In: Working Papers. RePEc:fip:feddwp:1802.

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2018The Recurrence Interval Difference of Power Load in Heavy/Light Industries of China. (2018). Zhang, Chi ; Fu, Jiasha ; Pu, Zhengning. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:1:p:106-:d:125285.

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2018Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market. (2018). Zhang, Chi ; Zhou, Qin ; Pu, Zhengning. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:261-:d:127843.

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2018Risk Transfer among Housing Markets in Major Cities in China. (2018). I-Chun Tsai, ; Chiang, Shu-Hen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2386-:d:157026.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2018Ownership in Emerging Market Firms and International investments: Board independence and CEO duality as Moderators. (2018). Shubhasis, Dey . In: Working papers. RePEc:iik:wpaper:252.

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2017Sources of Uncertainty and the Indian Economy. (2017). Shubhasis, Dey . In: Working papers. RePEc:iik:wpaper:253-1.

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2018Does Corporate Social Responsibility Affect Information Asymmetry?. (2018). Cui, Jinhua ; Na, Haejung ; Jo, Hoje. In: Journal of Business Ethics. RePEc:kap:jbuset:v:148:y:2018:i:3:d:10.1007_s10551-015-3003-8.

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2017Uncertainty in the housing market: Evidence from the US states. (2017). Fountas, Stilianos ; Christidou, Maria . In: Discussion Paper Series. RePEc:mcd:mcddps:2017_08.

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2018Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy. (2018). Fountas, Stilianos ; Tzika, Paraskevi ; Karatasi, Panagiota. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_05.

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2018Investment-Uncertainty Relationship in the Oil and Gas Industry. (2018). Manera, Matteo ; Mehdi, Sadeghzadeh ; Matteo, Manera ; Maryam, Ahmadi. In: Working Papers. RePEc:mib:wpaper:379.

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2017Stock Volatility and the Great Depression. (2017). Weidenmier, Marc ; Cortes, Gustavo. In: NBER Working Papers. RePEc:nbr:nberwo:23554.

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2017Revisiting The Decline In India’s Female Labour Force Participation: The Rise Of Machines And Security Risks. (2017). Garces-Ozanne, Arlene ; Singh, Avatar. In: Working Papers. RePEc:otg:wpaper:1712.

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2018Volatility and Growth: A not so Straightforward Relationship. (2018). Magkonis, Georgios ; Bakas, Dimitrios ; Chortareas, Georgios. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-04.

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2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

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2017Association between inflation rates and inflation uncertainty in quantile regression. (2017). ALIMI, R.. In: MPRA Paper. RePEc:pra:mprapa:79683.

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2017Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan. In: MPRA Paper. RePEc:pra:mprapa:81646.

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2018Oil Price Shocks and Economic Growth: The Volatility Link. (2018). Song, Yong ; Maheu, John ; Yang, Qiao. In: MPRA Paper. RePEc:pra:mprapa:83779.

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2018Oil Price Shocks and Economic Growth: The Volatility Link. (2018). Song, Yong ; Maheu, John ; Yang, Qiao. In: MPRA Paper. RePEc:pra:mprapa:83999.

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2018Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:85191.

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2018How do Stock Prices and Metal Prices Contribute to Economic Activity in Turkey? The Importance of Linear and Non-linear ARDL. (2018). Türsoy, Turgut ; Shahbaz, Muhammad ; Berk, Niyazi ; Faisal, Faisal. In: MPRA Paper. RePEc:pra:mprapa:88899.

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2018Global Uncertainty, Macroeconomic Activity and Commodity Price. (2018). Shen, Yifan ; Zeng, Ting ; Shi, Xunpeng. In: MPRA Paper. RePEc:pra:mprapa:90089.

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2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201715.

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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775.

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2018Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data. (2018). Wohar, Mark ; GUPTA, RANGAN ; van Eyden, Renee ; Difeto, Mamothoana. In: Working Papers. RePEc:pre:wpaper:201813.

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2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: Working Papers. RePEc:pre:wpaper:201848.

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2017Volatility and Growth: A not so straightforward relationship. (2017). Magkonis, Georgios ; Chortareas, Georgios ; Bakas, Dimitrios. In: Working Paper series. RePEc:rim:rimwps:17-12.

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2017The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Working Paper series. RePEc:rim:rimwps:17-31.

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2018Oil Price Shocks and Economic Growth: The Volatility Link. (2018). Song, Yong ; Maheu, John ; Yang, Qiao. In: Working Paper series. RePEc:rim:rimwps:18-03.

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2017Is it Costly to Introduce SRI into Islamic Portfolios?. (2017). Elias, Erragragui . In: Islamic Economic Studies. RePEc:ris:isecst:0164.

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2017Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42.

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2018The Lucas hypothesis on monetary shocks: evidence from a GARCH-in-mean model. (2018). Rahman, Sajjadur . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1270-1.

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2017Analyzing the impact of oil price volatility on electricity demand: the case of Turkey. (2017). Akarsu, Gulsum. In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:3:d:10.1007_s40822-017-0079-8.

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2018Oil and equity: too deep into each other. (2018). Delcoure, Natalya ; Singh, Harmeet . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9387-9.

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2017Exponentiated-exponential geometric regression model. (2017). Famoye, Felix ; Lee, Carl. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:16:p:2963-2977.

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2017Effects of oil shocks on EMU exports: technological level differences. (2017). Hodula, Martin ; Bohdan, Vahalik. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:17:y:2017:i:4:p:399-423:n:4.

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

Works by John Elder:


YearTitleTypeCited
2013Jumps in Oil Prices: The Role of Economic News In: The Energy Journal.
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article21
2004A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS In: 2004 Annual meeting, August 1-4, Denver, CO.
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paper8
2006A reexamination of fractional integrating dynamics in foreign currency markets.(2006) In: International Review of Economics & Finance.
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This paper has another version. Agregated cites: 8
article
2009Fractional Integration in Commodity Futures Returns In: The Financial Review.
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article4
2005DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION In: Journal of Financial Research.
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article2
2009Macroeconomic Uncertainty and Performance in Asian Countries * In: Review of Development Economics.
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article11
2010Corporate Governance and Liquidity In: Journal of Financial and Quantitative Analysis.
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article88
2011INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics.
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article9
2011VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics.
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article13
2001F versus t tests for unit roots In: Economics Bulletin.
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article3
2004More on F versus t tests for unit roots when there is no trend In: Economics Bulletin.
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article0
2007A simple bivariate count data regression model In: Economics Bulletin.
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article2
2008A bivariate zero-inflated count data regression model with unrestricted correlation In: Economics Letters.
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article6
1997Estimating the arbitrage pricing theory with observed macro factors In: Economics Letters.
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article0
2000Generalized bivariate count data regression models In: Economics Letters.
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article12
2003An impulse-response function for a vector autoregression with multivariate GARCH-in-mean In: Economics Letters.
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article20
2009Oil price uncertainty in Canada In: Energy Economics.
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article23
2014Price discovery in crude oil futures In: Energy Economics.
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article9
2012Impact of macroeconomic news on metal futures In: Journal of Banking & Finance.
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article37
2001Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? In: Journal of Macroeconomics.
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article3
2008Long memory in energy futures prices In: Review of Financial Economics.
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article66
2013Oil Price Forecasts and Trends: Interviews with the Experts In: Review of Environment, Energy and Economics - Re3.
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article0
2004Another Perspective on the Effects of Inflation Uncertainty. In: Journal of Money, Credit and Banking.
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article77
2010Oil Price Uncertainty In: Journal of Money, Credit and Banking.
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article178
2013Liquidity and Information Flow around Monetary Policy Announcement In: Journal of Money, Credit and Banking.
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article4
2010Oil Volatility and the Option Value of Waiting: An analysis of the G-7 In: Discussion Paper Series.
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paper17
2010Oil Volatility and the Option Value of Waiting: An analysis of the G-7.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2011Oil volatility and the option value of waiting: An analysis of the G‐7.(2011) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 17
article
2000The reaction of security prices to tracking stock announcements In: Journal of Economics and Finance.
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article0
2004Some empirical evidence on the real effects of nominal volatility In: Journal of Economics and Finance.
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article1
2012Persistence in the return and volatility of home price indices In: Applied Financial Economics.
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article2
2001Testing for Unit Roots: What Should Students Be Taught? In: The Journal of Economic Education.
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article36
2011Flexible Bivariate Count Data Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article2
2013Fractional differencing in discrete time In: Quantitative Finance.
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article0
2010The Effects of Uncertainty about Oil Prices in G-7 In: Working Papers.
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paper0
2011US Oil Price Exposure: The Industry Effects In: Working Papers.
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paper1
2007Long memory in commodity futures volatility: A wavelet perspective In: Journal of Futures Markets.
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article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team