Alfred A. Haug : Citation Profile


Are you Alfred A. Haug?

University of Otago

18

H index

23

i10 index

2158

Citations

RESEARCH PRODUCTION:

41

Articles

48

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 71
   Journals where Alfred A. Haug has often published
   Relations with other researchers
   Recent citing documents: 236.    Total self citations: 44 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha601
   Updated: 2020-10-24    RAS profile: 2020-10-07    
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Relations with other researchers


Works with:

Basher, Syed (10)

Ucal, Meltem (2)

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

Is cited by:

Shahbaz, Muhammad (42)

Afonso, Antonio (23)

Rault, Christophe (20)

Lambertini, Luca (19)

Dreger, Christian (18)

GUPTA, RANGAN (17)

Beckmann, Joscha (17)

Czudaj, Robert (16)

Lin, Boqiang (15)

Balcilar, Mehmet (15)

Pesaran, M (14)

Cites to:

Kilian, Lutz (55)

Perron, Pierre (35)

Stock, James (31)

Watson, Mark (28)

Phillips, Peter (25)

Hamilton, James (23)

Taylor, Mark (20)

Ratti, Ronald (20)

Gali, Jordi (17)

MacKinnon, James (17)

Teräsvirta, Timo (16)

Main data


Where Alfred A. Haug has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics4
Applied Economics4
Energy Economics3
Journal of Productivity Analysis2
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Journal of Macroeconomics2
Journal of International Money and Finance2
Economic Inquiry2

Working Papers Series with more than one paper published# docs
Working Papers / University of Otago, Department of Economics14
MPRA Paper / University Library of Munich, Germany9
Working Papers / York University, Department of Economics7
Working Paper Series / European Central Bank2

Recent works citing Alfred A. Haug (2020 and 2019)


YearTitle of citing document
2019Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Odeleye, Anthonia T ; Ogbuji, Isaac A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/095.

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2019Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Odeleye, Anthonia T ; Alimi, Yasiru O ; Ogbuji, Isaac A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/095.

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2019Human capital and the FDI-Income inequality nexus in African countries: Panel smooth transition regression approach. (2019). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:73-88.

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2019Human capital and the FDI-Income inequality nexus in African countries: Panel smooth transition regression approach. (2019). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:73-88.

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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.

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2019Demand for Imports and Components of Final Expenditure An Empirical Study with Special Reference to the Korean Import Demand Function. (2019). Seddighi, H R ; Yoon, Il-Hyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:52-58.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

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2019Inequality in Turkey: Looking Beyond Growth. (2019). Ergul, Ipek ; Cakir, Bayram. In: Papers. RePEc:arx:papers:1910.11780.

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2019Impact of Economic Planning on Sustainable Development in Nigeria. (2019). Ewubare, Dennis Brown. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:12-22.

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2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

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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.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2020A Re-Examination of the Relationship between Electricity Consumption and Economic Growth in India. (2020). Vashishtha, Simmi ; Singh, Kamaljit. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:36-45.

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2019Exploring the Effect of Physical Delivery V/S Cash Settled Futures Contracts with the Prospective of Obligatory Delivery in Islamic Contract of Sales. (2019). Siddiqui, Danish ; Adil, Farzan. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:155-177.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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2019Effects of a mandatory local currency pricing law on the exchange rate pass-through. (2019). Toma, Hiroshi ; Castellares, Renzo. In: BIS Working Papers. RePEc:bis:biswps:785.

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2019Commodity and Financial Cycles in Resource-based Economies. (2019). Tiunova, Marina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:38-70.

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2020Fiscal Sustainability of Local Governments in Japan. (2020). Yoshida, Motonori. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:2:p:127-162.

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2019Money growth and inflation : International historical evidence on high inflation episodes for developed countries. (2019). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_001.

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2019The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: Research Discussion Papers. RePEc:bof:bofrdp:2019_012.

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2020The Impact of International Trade on Environmental Quality: Implications for Law. (2020). Vo, Xuan Vinh ; Tran, Giang ; Hieu, Cao Viet ; Trung-Kien, Pham ; Ngoc-Tham, Pham. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:11:y:2020:i:1:p:12:n:4.

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2019Cost Pass-through in the British Wholesale Electricity Market: Implications of Brexit and the ETS reform. (2019). Gissey, Castagneto G ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1997.

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2019Vehicle Currency Pricing and Exchange Rate Pass-Through. (2019). Novy, Dennis ; Chen, Natalie ; Chung, Wanyu. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1624.

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2019Vehicle Currency Pricing and Exchange Rate Pass-Through. (2019). Novy, Dennis ; Chen, Natalie ; Chung, Wanyu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7695.

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2019Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7925.

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2019A system for forecasting Chilean cash demand – the role of forecast combinations. (2019). Pedersen, Michael ; Figueroa, Camila . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:040-068.

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2019Fully Modified Least Squares for Multicointegrated Systems. (2019). Phillips, Peter ; PEter, ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2210.

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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.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach. (2020). Aruna, Bhagavatula ; Acharya, Rajesh H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-30.

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2020Monetary Integration among Oil Exporter Countries: Testing Kenen’s Product Diversification Hypothesis in the Organization of Islamic Cooperation. (2020). Agustiar, Memet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-48.

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2020The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index. (2020). Akbulaev, Nurkhodzha Nazirkhodzha ; Rahimli, Etimad Munasib ; Suleymanli, Javid Elkhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-15.

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2020Testing the Environmental Kuznets Curve Hypothesis in Uruguay using Ecological Footprint as a Measure of Environmental Degradation. (2020). Ergun, Selim ; Rivas, Maria Fernanda . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-59.

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2019Distributional impacts of low for long interest rates. (2019). Villarreal, Francisco G ; Kronick, Jeremy M. In: Estudios y Perspectivas – Sede Subregional de la CEPAL en México. RePEc:ecr:col031:44666.

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2019Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:165-174.

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2019Foreign aid and growth nexus: Empirical evidence from India and Sri Lanka. (2019). Sethi, Narayan ; Sucharita, Sanhita ; Das, Aurolipsa ; Bhujabal, Padmaja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:1-12.

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2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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

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2019Do denominations of origin provide useful quality signals? The case of Bordeaux wines. (2019). Cardebat, Jean-Marie ; Alston, Julian M ; Livat, Florine. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:518-532.

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2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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2019The impacts of economic sanctions on exchange rate volatility. (2019). Chang, Chun-Ping ; Wang, KE. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:58-65.

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2020What do we know about fiscal sustainability across Indian states?. (2020). RATH, BADRI ; Akram, Vaseem. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:307-321.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Oil prices and real exchange rates in the NAFTA region. (2019). Toledo, Hugo ; Baghestani, Hamid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:253-264.

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2019Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2019The long-run relationship between public consumption and output in developing countries: Evidence from panel data. (2019). Francois, John Nana ; Keinsley, Andrew . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:96-99.

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2020Commodity currencies and causality: Some high-frequency evidence. (2020). Ahmed, Rashad. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300422.

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2019Extreme canonical correlations and high-dimensional cointegration analysis. (2019). Wang, Chen ; Onatski, Alexei. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:307-322.

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2020The role of search frictions in the long-run relationships between inflation, unemployment and capital. (2020). Gomis-Porqueras, Pedro ; Sun, Hongfei ; Huangfu, Stella. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300283.

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

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019Human capital and export diversification as new determinants of energy demand in the United States. (2019). Shahbaz, Muhammad ; Gözgör, Giray ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:335-349.

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2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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2019The multilateral relationship between oil and G10 currencies. (2019). MacDonald, Ronald ; Kunkler, Michael. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:444-453.

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2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model. (2019). Guesmi, Khaled ; Chevallier, Julien ; Braiek, Sana ; Bedoui, Rihab. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:876-889.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

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2019What happens to the relationship between EU allowances prices and stock market indices in Europe?. (2019). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:13-24.

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2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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2019Recent drivers of the real oil price: Revisiting and extending Kilians (2009) findings. (2019). Vera, David ; Kim, Gil . In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:201-210.

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2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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2019Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x.

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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.

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

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761.

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2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

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2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020Oil shocks, competition, and corporate investment: Evidence from China. (2020). Wen, Fenghua ; Xiao, Jihong ; Li, Yang ; Chen, Xian. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301596.

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2019The long and short run effects of British Columbias carbon tax on diesel demand. (2019). Bernard, Jean-Thomas ; Kichian, Maral. In: Energy Policy. RePEc:eee:enepol:v:131:y:2019:i:c:p:380-389.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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

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2020Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

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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.

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2019Dynamics of financial development, trade openness, technological innovation and energy intensity: Evidence from Bangladesh. (2019). Pan, Xianyou ; Han, Cuicui ; Uddin, Md Kamal. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:456-464.

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2019Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

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2019High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52.

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2020Oil price dynamics and airline earnings predictability. (2020). Gao, Xiang ; Wang, Huabing . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:87:y:2020:i:c:s0969699720300302.

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2020Granger predictability of oil prices after the Great Recession. (2020). Gillman, Max ; Benk, Szilard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560619301305.

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2020Effects of a mandatory local currency pricing law on the exchange rate pass-through. (2020). Toma, Hiroshi ; Castellares, Renzo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:106:y:2020:i:c:s026156062030142x.

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2019How do the Renminbi and other East Asian currencies co-move?. (2019). Keddad, Benjamin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:49-70.

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

Works by Alfred A. Haug:


YearTitleTypeCited
1997Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment. In: American Economic Review.
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article21
1996Blanchards Model of Consumption: An Empirical Study. In: Journal of Business & Economic Statistics.
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article10
1991Cointegration and Government Borrowing Constraints: Evidence for the United States. In: Journal of Business & Economic Statistics.
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article103
2001Co‐Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand In: Australian Economic Papers.
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article0
2007A CLOSER LOOK AT LONG‐RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR‐CORRECTION WITH M0, M1, OR M2? In: Economic Inquiry.
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article8
2012MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 In: Economic Inquiry.
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article9
2010Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2006CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION‐RANK STABILITY* In: Manchester School.
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article4
1992Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article2
2002 Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study. In: Oxford Bulletin of Economics and Statistics.
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article89
2012Local Linear Impulse Responses for a Small Open Economy In: Oxford Bulletin of Economics and Statistics.
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article21
2007Local linear impulse responses for a small open economy.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 21
paper
2007Local linear impulse responses for a small open economy.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2020Testing Ricardian Equivalence with the Narrative Record on Tax Changes In: Oxford Bulletin of Economics and Statistics.
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article0
2003Currency Invoicing in International Trade: an Empirical Investigation In: Review of International Economics.
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article54
2011Structural Breaks and the Fisher Effect In: The B.E. Journal of Macroeconomics.
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article6
2006The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
1991The Closed-Loop Motive for Voluntary Export Restraints. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article15
2002TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES In: Econometric Theory.
[Full Text][Citation analysis]
article6
2004Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 In: Working Paper Series.
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paper18
2009Structural breaks, cointegration and the Fisher effect In: Working Paper Series.
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paper9
2019Monetary and fiscal policy transmission in Poland In: Economic Modelling.
[Full Text][Citation analysis]
article3
1993Residual based tests for cointegration : A Monte Carlo study of size distortions In: Economics Letters.
[Full Text][Citation analysis]
article5
1996Tests for cointegration a Monte Carlo comparison In: Journal of Econometrics.
[Full Text][Citation analysis]
article129
1992Tests for Cointegration: A Monte Carlo Comparison..(1992) In: York (Canada) - Department of Economics.
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This paper has another version. Agregated cites: 129
paper
2012Oil prices, exchange rates and emerging stock markets In: Energy Economics.
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article242
2010Oil Prices, Exchange Rates and Emerging Stock Markets.(2010) In: Working Papers.
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paper
2011Oil prices, exchange rates and emerging stock markets.(2011) In: MPRA Paper.
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paper
2016The impact of oil shocks on exchange rates: A Markov-switching approach In: Energy Economics.
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article58
2015The impact of oil shocks on exchange rates: A Markov-switching approach.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 58
paper
2019The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships In: Energy Economics.
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article7
1990Tariffs and quotas under dynamic duopolistic competition In: Journal of International Economics.
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article23
2000European Monetary Union: a cointegration analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article47
2018The impact of oil-market shocks on stock returns in major oil-exporting countries In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article18
1991The random walk hypothesis of consumption and time aggregation In: Journal of Macroeconomics.
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article6
2014In the long run, US unemployment follows inflation like a faithful dog In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article8
2005Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article7
2003Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union.(2003) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 7
paper
2003Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2016The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach In: EcoMod2016.
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paper51
2017Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach.(2017) In: MPRA Paper.
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paper
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. In: G.R.E.Q.A.M..
[Citation analysis]
paper949
1999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration..(1999) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 949
article
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.(1996) In: Working Papers.
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paper
1991Residual Based Tests for Cointegration: A Monte Carlo Study. In: Saskatchewan - Department of Economics.
[Citation analysis]
paper0
1992Long-Run Money Demand in Canada: In Search of Stability. In: Saskatchewan - Department of Economics.
[Citation analysis]
paper27
1996Long-Run Money Demand in Canada: In Search of Stability..(1996) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
1992The Twin Deficits: Empirical for Canada. In: York (Canada) - Department of Economics.
[Citation analysis]
paper0
1993Has Federal Budget Deficit Policy Changed in Recent Years? In: York (Canada) - Department of Economics.
[Citation analysis]
paper57
1995Has Federal Budget Deficit Policy Changed in Recent Years?.(1995) In: Economic Inquiry.
[Citation analysis]
This paper has another version. Agregated cites: 57
article
1995The Power of Cointegration Tests: Does the Frequency of Observations Matter? In: York (Canada) - Department of Economics.
[Citation analysis]
paper0
2008Currency invoicing of US imports In: International Journal of Finance & Economics.
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article16
2002Currency Invoicing of U.S. Imports.(2002) In: Working Papers.
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paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
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article31
2010A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
article29
2007A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 29
paper
2017Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
article0
1990Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article12
2011Empirical Evidence on Inflation and Unemployment in the Long Run In: Department of Economics - Working Papers Series.
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paper3
2011Empirical Evidence on Inflation and Unemployment in the Long Run.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2011Empirical evidence on inflation and unemployment in the long run.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2013Combining monetary and fiscal policy in an SVAR for a small open economy In: NBP Working Papers.
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paper9
2013Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2007Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? In: Working Papers.
[Full Text][Citation analysis]
paper11
2011Linear or nonlinear cointegration in the purchasing power parity relationship?.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2008Estimating quarterly GDP Data for the South Pacific Island Nations In: Working Papers.
[Full Text][Citation analysis]
paper5
2011ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS.(2011) In: The Singapore Economic Review (SER).
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This paper has another version. Agregated cites: 5
article
2013On Real Interest Rate Persistence: The Role of Breaks In: Working Papers.
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paper6
2014On real interest rate persistence: the role of breaks.(2014) In: Applied Economics.
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article
2012On real interest rate persistence: the role of breaks.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013Efficiency Aspects of Government Secondary School Finances in New South Wales: Results from a Two-Stage Double-Bootstrap DEA at the School Level In: Working Papers.
[Full Text][Citation analysis]
paper2
2013Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time In: Working Papers.
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paper2
2014: Income Inequality and FDI: Evidence with Turkish Data In: Working Papers.
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paper9
2014Income Inequality and FDI: Evidence with Turkish Data.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2016Income inequality and FDI: evidence with Turkish data.(2016) In: Applied Economics.
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This paper has another version. Agregated cites: 9
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2016A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes In: Working Papers.
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paper2
2016A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes.(2016) In: MPRA Paper.
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2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach In: Working Papers.
[Full Text][Citation analysis]
paper3
2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
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2019The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility In: MPRA Paper.
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paper0
1998Conflicts Among Tests For Cointegration In: Working Paper.
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paper1
2019Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach In: Applied Economics.
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article0
2017Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2005Unit Roots, Nonlinear Cointegration and Purchasing Power Parity In: Econometrics.
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paper1
2005Unit Roots, Nonlinear Cointegration and Purchasing Power Parity.(2005) In: Working Papers.
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2004The Term Spread International Evidence of Non-Linear Adjustment In: Working Papers.
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paper0
2002A Closer Look at Long Run Money Demand In: Working Papers.
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paper1
2002Canadian Money Demand Functions Cointegration¨CRank Stability In: Working Papers.
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paper0
1999Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples In: Technical Reports.
[Full Text][Citation analysis]
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