Alfred A. Haug : Citation Profile

Are you Alfred A. Haug?

University of Otago

19

H index

28

i10 index

2506

Citations

RESEARCH PRODUCTION:

42

Articles

48

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 83
   Journals where Alfred A. Haug has often published
   Relations with other researchers
   Recent citing documents: 347.    Total self citations: 45 (1.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha601
   Updated: 2022-05-21    RAS profile: 2022-01-07    
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Relations with other researchers

Works with:

Basher, Syed (9)

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 (47)

Afonso, Antonio (23)

Rault, Christophe (22)

Lin, Boqiang (20)

GUPTA, RANGAN (20)

Panagiotidis, Theodore (20)

Lambertini, Luca (19)

Tiwari, Aviral (18)

Dreger, Christian (18)

Beckmann, Joscha (17)

Raza, Syed (17)

Cites to:

Kilian, Lutz (54)

Perron, Pierre (35)

Stock, James (31)

Watson, Mark (28)

Phillips, Peter (26)

Hamilton, James (23)

Taylor, Mark (21)

MacKinnon, James (20)

Ratti, Ronald (20)

Galí, Jordi (18)

Teräsvirta, Timo (16)

Main data

Where Alfred A. Haug has published?

Journals with more than one article published# docs
Applied Economics4
Oxford Bulletin of Economics and Statistics4
Energy Economics3
Journal of Productivity Analysis2
Journal of Macroeconomics2
Economic Modelling2
Journal of International Money and Finance2
Economic Inquiry2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2

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 (2021 and 2020)

YearTitle of citing document
2021Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44.

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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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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2020Structural Breaks, Hydroelectricity and Economic Growth: New Findings from Malaysia. (2020). Widyastuti, Esti Tri ; Roslan, Farah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1147-1168.

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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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2021Financial Inclusion: Implication on Per Capita Income in Nigeria. (2021). Okunlola, Funso Abiodun ; Babajide, Abiola Ayopo ; Lawal-Adedoyin, Bukola Bose ; Akinjare, Victoria Bosede. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:603-617.

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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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2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

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2020Ending youth unemployment in sub?saharan Africa: Does ICT development have any role?. (2020). Ajudua, Emmanuel ; Metu, Amaka G ; Madichie, Chekwube ; Ukeje, Chimezie ; Eboh, Ifeoma. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:s1:p:s20-s31.

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2021Price inflation and exchange rate pass?through in Tunisia. (2021). Gritli, Mohamed Ilyes. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:715-728.

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

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2021Persistence of Cost Inefficiency Among Schools: A Myth or Reality?. (2021). Andrews, Antony. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:1:p:73-77.

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2022Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy. (2022). Lovaglio, Pietro Giorgio. In: LABOUR. RePEc:bla:labour:v:36:y:2022:i:1:p:71-93.

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2020Response Surface Regressions for Critical Value Bounds and Approximate p?values in Equilibrium Correction Models. (2020). Kripfganz, Sebastian ; Schneider, Daniel C. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1456-1481.

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2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

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2021Determinants of foreign direct investment from Europe to Asia. (2021). Cieślik, Andrzej ; Cielik, Andrzej. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:6:p:1842-1858.

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2022Internationalisation of education and its effect on economic growth and development. (2022). Chowdhury, Mamta. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:200-219.

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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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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2020Temporal aggregation of random walk processes and implications for economic analysis. (2020). Ivan, Paya ; Yamin, Ahmad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1976.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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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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2021Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-11.

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2021Foreign Direct Investment and CO2, CH4, N2O, Greenhouse Gas Emissions: A Cross Country Study. (2021). Rajonee, Anjuman Ara ; Sharif, Md Jamil ; Or, Md Harun ; Paul, Sujan Chandra. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-11.

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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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2020On the Relations among CO2 Emissions, Gross Domestic Product, Energy Consumption, Electricity Use, Urbanization, and Income Inequality for a Sample of 134 Countries. (2020). Venegas-Martínez, Francisco ; Santillan-Salgado, Roberto J ; Venegas-Martinez, Francisco ; Valencia-Herrera, Humberto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-26.

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2020Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27.

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2020Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach. (2020). Omodero, Cordelia Onyinyechi ; Osuma, Godswill Osagie ; Babajide, Ayopo Abiola ; Omankhanlen, Alexander Ehimare ; Ehikioya, Benjamin Ighodalo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-32.

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2021The Influence of Oil Price Fluctuations on Stock Market of Developing Economies: A Focus on Nigeria. (2021). Iyoha, Francis O ; Agbo, Elias Igwebuike ; Eluyela, Damilola Felix ; Nwude, Chuke. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-13.

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2021Nexus between Crude Oil, Exchange Rate and Stock Market Returns: An Empirical Evidence from Indian Context. (2021). Marathe, Shripad Ramchandra ; Shirodkar, Sanjeeta ; Raju, Guntur Anjana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-21.

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2021World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach. (2021). Sani, Ahmad Zaharuddin ; Singagerda, Faurani Santi ; Sanusi, Anuar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-10.

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2021The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria. (2021). Adeniji, Sesan Oluseyi ; Sakanko, Musa Abdullahi ; Ajala, Kamaldeen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-25.

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2021The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-41.

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2021Assessing the Role of Agriculture and Energy Use on Environmental Sustainability: Evidence from RALS Cointegration Technique. (2021). Emir, Frat ; Philip, Lucy Davou ; Sertoglu, Kamil . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-7.

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2022Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht. (2022). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-11.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

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2020The relationship between tourism and air quality in five European countries. (2020). Russo, M A ; Oliveira, K ; Gama, C ; Carneiro, M J ; Eusebio, C ; Silva, S ; Madaleno, M ; Robaina, M ; Monteiro, A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:261-272.

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2020Quantitative easing impotence in the liquidity trap: Further evidence. (2020). Kirikos, Dimitris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:151-162.

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2021Does economic integration lead to financial market integration in the Asian region?. (2021). Paramati, Sudharshan Reddy ; Zakari, Abdulrasheed ; Huang, Ruixian ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:366-377.

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2021Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data. (2021). Montfaucon, Angella ; Parsons, Craig ; Shrestha, Nagendra ; Sato, Kiyotaka. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:562-577.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2021The long-run real effects of monetary shocks: Lessons from a hybrid post-Keynesian-DSGE-agent-based menu cost model. (2021). Vary, Miklos. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002637.

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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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2021New nonlinear estimators of the gravity equation. (2021). Nechi, Salem ; Mnasri, Ayman. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:192-202.

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2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

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2021Cooperation and spillovers in healthcare R&D: Theory and evidence. (2021). Mixon, Frank ; Upadhyaya, Kamal P ; Caudill, Steven B ; Faria, Joo Ricardo. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:68-75.

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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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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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

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2021The effects of oil price shocks on inflation in the G7 countries. (2021). Zhang, Keli ; Wen, Fenghua ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000279.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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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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2021The transmission of international shocks to CIS economies: A global VAR approach. (2021). Simola, Heli ; Faryna, Oleksandr. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300765.

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2021A spatial analysis of inward FDI and urban–rural wage inequality in China. (2021). Fidrmuc, Jan ; Luo, QI ; Wang, Hao. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000509.

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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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2021Performance assessment of upper secondary schools in Italian regions using a circular pseudo-Malmquist index. (2021). Sobral, Thiago ; Barbosa, Flavia ; Varriale, Luisa ; Camanho, Ana S. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:3:p:1188-1208.

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2021The effect of farm genetics expenses on dynamic productivity growth. (2021). , Alfons ; de Mey, Yann ; Ali, Beshir M. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:701-717.

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2021New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets. (2021). Miljkovic, Dragan ; Goetz, Cole ; Barabanov, Nikita . In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002784.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

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2021The effect of structural oil shocks on bank systemic risk in the GCC countries. (2021). Maghyereh, Aktham ; Abdoh, Hussein. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004400.

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2021Oil and the U.S. stock market: Implications for low carbon policies. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Arampatzidis, Ioannis ; Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004564.

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2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

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2022Crude oil price and exchange rate: Evidence from the period before and after the launch of Chinas crude oil futures. (2022). Sun, Chuanwang ; Cai, Weiyi ; Peng, Yiqi ; Zhan, Yanhong. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005582.

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2022Is smart transportation associated with reduced carbon emissions? The case of China. (2022). Dong, Kangyin ; Wang, Kun ; Zhao, Congyu. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100565x.

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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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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

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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.

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2020Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302851.

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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.
[Full Text][Citation analysis]		article21
1996Blanchards Model of Consumption: An Empirical Study. In: Journal of Business & Economic Statistics.
[Citation analysis]		article13
1991Cointegration and Government Borrowing Constraints: Evidence for the United States. In: Journal of Business & Economic Statistics.
[Citation analysis]		article106
2001Co?Movement Towards a Currency or Monetary Union? An Empirical Study for New Zealand In: Australian Economic Papers.
[Full Text][Citation analysis]		article0
2007A CLOSER LOOK AT LONG?RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR?CORRECTION WITH M0, M1, OR M2? In: Economic Inquiry.
[Full Text][Citation analysis]		article8
2012MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 In: Economic Inquiry.
[Full Text][Citation analysis]		article11
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: 11		paper
2006CANADIAN MONEY DEMAND FUNCTIONS: COINTEGRATION?RANK STABILITY* In: Manchester School.
[Full Text][Citation analysis]		article6
1992Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article2
2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article115
2012Local Linear Impulse Responses for a Small Open Economy In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article24
2007Local linear impulse responses for a small open economy.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2007Local linear impulse responses for a small open economy.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2020Testing Ricardian Equivalence with the Narrative Record on Tax Changes In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2003Currency Invoicing in International Trade: an Empirical Investigation In: Review of International Economics.
[Full Text][Citation analysis]		article54
2011Structural Breaks and the Fisher Effect In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		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]		article7
2004Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2009Structural breaks, cointegration and the Fisher effect In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2019Monetary and fiscal policy transmission in Poland In: Economic Modelling.
[Full Text][Citation analysis]		article5
2020What drives bilateral foreign direct investment among Asian economies? In: Economic Modelling.
[Full Text][Citation analysis]		article4
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]		article135
1992Tests for Cointegration: A Monte Carlo Comparison..(1992) In: York (Canada) - Department of Economics.
[Citation analysis]
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2012Oil prices, exchange rates and emerging stock markets In: Energy Economics.
[Full Text][Citation analysis]		article318
2010Oil Prices, Exchange Rates and Emerging Stock Markets.(2010) In: Working Papers.
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2011Oil prices, exchange rates and emerging stock markets.(2011) In: MPRA Paper.
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2016The impact of oil shocks on exchange rates: A Markov-switching approach In: Energy Economics.
[Full Text][Citation analysis]		article89
2015The impact of oil shocks on exchange rates: A Markov-switching approach.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2019The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships In: Energy Economics.
[Full Text][Citation analysis]		article27
1990Tariffs and quotas under dynamic duopolistic competition In: Journal of International Economics.
[Full Text][Citation analysis]		article23
2000European Monetary Union: a cointegration analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
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]		article50
1991The random walk hypothesis of consumption and time aggregation In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article7
2014In the long run, US unemployment follows inflation like a faithful dog In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]		paper81
2017Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. In: G.R.E.Q.A.M..
[Citation analysis]		paper1025
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: 1025		article
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1025		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]		paper60
1995Has Federal Budget Deficit Policy Changed in Recent Years?.(1995) In: Economic Inquiry.
[Citation analysis]
This paper has another version. Agregated cites: 60		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.
[Full Text][Citation analysis]		article17
2002Currency Invoicing of U.S. Imports.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article32
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]		article35
2007A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		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]		article1
1990Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article14
2011Empirical Evidence on Inflation and Unemployment in the Long Run In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper4
2011Empirical Evidence on Inflation and Unemployment in the Long Run.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Empirical evidence on inflation and unemployment in the long run.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2013Combining monetary and fiscal policy in an SVAR for a small open economy In: NBP Working Papers.
[Full Text][Citation analysis]		paper10
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: 10		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).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2013On Real Interest Rate Persistence: The Role of Breaks In: Working Papers.
[Full Text][Citation analysis]		paper7
2014On real interest rate persistence: the role of breaks.(2014) In: Applied Economics.
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2012On real interest rate persistence: the role of breaks.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 7		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.
[Full Text][Citation analysis]		paper2
2014: Income Inequality and FDI: Evidence with Turkish Data In: Working Papers.
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2014Income Inequality and FDI: Evidence with Turkish Data.(2014) In: MPRA Paper.
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2016Income inequality and FDI: evidence with Turkish data.(2016) In: Applied Economics.
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2016A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes In: Working Papers.
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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.
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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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2019The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility In: MPRA Paper.
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1998Conflicts Among Tests For Cointegration In: Working Paper.
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2019Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach In: Applied Economics.
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2017Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach.(2017) In: MPRA Paper.
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2005Unit Roots, Nonlinear Cointegration and Purchasing Power Parity In: Econometrics.
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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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2002A Closer Look at Long Run Money Demand In: Working Papers.
[Full Text][Citation analysis]		paper1
2002Canadian Money Demand Functions Cointegration¨CRank Stability In: Working Papers.
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1999Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples In: Technical Reports.
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