Alfred A. Haug : Citation Profile


Are you Alfred A. Haug?

University of Otago

17

H index

23

i10 index

2008

Citations

RESEARCH PRODUCTION:

40

Articles

47

Papers

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 69
   Journals where Alfred A. Haug has often published
   Relations with other researchers
   Recent citing documents: 266.    Total self citations: 44 (2.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha601
   Updated: 2020-04-04    RAS profile: 2020-03-08    
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Relations with other researchers


Works with:

Basher, Syed (9)

Ucal, Meltem (4)

Bilgin, Mehmet (3)

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 (15)

Beckmann, Joscha (14)

Ratti, Ronald (14)

Tiwari, Aviral (14)

Pesaran, M (14)

Goldberg, Linda (13)

Cites to:

Kilian, Lutz (53)

Perron, Pierre (35)

Stock, James (31)

Watson, Mark (28)

Phillips, Peter (25)

Hamilton, James (23)

Ratti, Ronald (20)

Taylor, Mark (20)

MacKinnon, James (17)

Gali, Jordi (17)

Teräsvirta, Timo (16)

Main data


Where Alfred A. Haug has published?


Journals with more than one article published# docs
Applied Economics4
Energy Economics3
Oxford Bulletin of Economics and Statistics3
Journal of International Money and Finance2
Journal of Productivity Analysis2
Journal of Applied Econometrics2
Economic Inquiry2
Journal of Business & Economic Statistics2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Otago, Department of Economics14
MPRA Paper / University Library of Munich, Germany8
Working Papers / York University, Department of Economics7
Working Paper Series / European Central Bank2

Recent works citing Alfred A. Haug (2019 and 2018)


YearTitle of citing document
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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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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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Giri, A K ; Shastri, Shruti ; Mohapatra, Geetilaxmi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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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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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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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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2018Analyzing inflation in Nigeria: a fractionally integrated ARFIMA-GARCH modelling Approach. (2018). Ibrahim, Kabiru ; Usar, Terzungwe ; Iorember, Paul Terhemba. In: African Journal of Economic Review. RePEc:ags:afjecr:274742.

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2018EGYPT’S WHEAT TENDERS – A PUBLIC NOTICE BOARD FOR BLACK SEA GRAIN NOTATIONS?. (2018). Svanidze, Miranda ; Gotz, Linde ; Heigermoser, Maximilian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275853.

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2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Mensa-Bonsu, Akwasi ; Baptist, John ; Ebenezer, Appiah Collins. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

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2018Where is the butter? Tracking recent butter and curd price changes across major milk producing regions in Poland. (2018). Revoredo-Giha, Cesar ; Florkowski, W J ; Klepacka, A M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275884.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2018Analyzing Short-Run and Long-Run Causality between FDI Inflows, Labor Productivity and Education in Pakistan. (2018). Serfraz, Ayesha . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:36-59.

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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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2018Real Exchange Returns and Real Stock Price Returns in Nigeria: An Econometrics Analysis of the Direction of Causality. (2018). Otonne, Adewumi ; Adereni, Adebayo ; Usar, Terzungwe. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:131-144.

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2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

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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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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991.

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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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2018The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461.

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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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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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2018Empirical Analysis on the Relationship between Capital Market and Economic Growth in Nigeria. (2018). Ijomah, Nwabaku Casper ; Abina, Praise Adedigba ; Ajayi, Olakunle Olusola. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2018:p:15-26.

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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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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2018Market Concentration, Risk-taking, and Efficiency of Commercial Banks in Pakistan: An Application of the Two-Stage Double Bootstrap DEA. (2018). Khan, Ikramullah ; Ali, Sadaqat. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:65-96.

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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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2017Foreign Currency Invoicing of Domestic Transactions as a Hedging Strategy Theory and Evidence for Uruguay. (2017). Mello Costa, Miguel ; Licandro, Gerardo. In: Documentos de trabajo. RePEc:bku:doctra:2017004.

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2018Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests. (2018). Yousef, Nourah Ala. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:1-18.

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2017Migration and the Currency Denomination of Trade. (2017). Witte, Mark ; Ventura, Luigi. In: International Migration Review. RePEc:bla:intmig:v:51:y:2017:i:2:p:452-474.

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2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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2018DO NATURAL DISASTERS CAUSE ECONOMIC GROWTH? AN ARDL BOUND TESTING APPROACH. (2018). Nida, Baig ; Abdul, Qayyum ; Gul, Gilal Naeem ; Shahbaz, Khan. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:1:p:5-20.

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2018The transmission of international shocks to CIS economies : A Global VAR approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_017.

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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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2017Voluntary Export Restraints in a Trade Model with Sticky Price: Linear and Nonlinear Feedback Solutions. (2017). Lambertini, Luca ; Palestini, A. In: Working Papers. RePEc:bol:bodewp:wp1109.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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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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2018Macroeconomic policies after the 2008 financial crisis: lessons from brazilian and chinese experiences. (2018). Libanio, Gilberto ; de Assis, Gilberto ; de Furquim, Julia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td585.

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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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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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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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2018The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444.

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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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2018Gasto público y crecimiento económico: un análisis regional para Colombia, 1984-2012. (2018). Campo, Jacobo ; Mendoza, Henry. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016023.

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2018Vehicle Currency Pricing and Exchange Rate Pass-Through. (2018). Novy, Dennis ; Chen, Natalie ; Chung, Wanyu . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13085.

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2018Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896. (2018). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7618.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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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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2018The heterogeneous impact of oil price on exchange rate: Evidence from Thailand. (2018). Law, Chee-Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00563.

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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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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Establishment and Marketing of New Oil Benchmarks in the Structure of Global Oil and Oil Products Mercantile Trade: the Russian Case. (2018). Guliyev, Igbal A ; Vereshchagin, Alexandr S ; Bondarenko, Victor N ; Mekhdiev, Elnur T ; Litvinyuk, Igor I. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-12.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2018Relationship between Crude Oil Prices and Stock Market: Evidence from India. (2018). Sharma, Ankit ; Shetty, Vishwaroop ; Surange, Sujeet ; Vardhan, Harsh ; Giri, Sasmita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-41.

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2018Investigating Volatility in Saudi Arabia Crude Oil Prices and its impact on oil Stock Market. (2018). Tong, Shu ; Zaid, Hussain ; Majdy, Mohammed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-42.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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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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2018The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304.

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2018Causes and consequences of oil price shocks on the UK economy. (2018). Pieroni, Luca ; Lorusso, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:223-236.

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2018Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence. (2018). Wang, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:208-221.

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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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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2018Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248.

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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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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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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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2017Anticipated international environmental agreements. (2017). Benchekroun, Hassan ; Aikgoz, Omer T. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:306-336.

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2017Modelling UK sub-sector industrial energy demand. (2017). Arvanitopoulos, Theodoros ; Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:366-374.

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2018The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach. (2018). , Roger ; Haughton, Andre Yone . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:61-69.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

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

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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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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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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article11
1991Cointegration and Government Borrowing Constraints: Evidence for the United States. In: Journal of Business & Economic Statistics.
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article102
2001Co-movement towards a Currency or Monetary Union? An Empirical Study for New Zealand. In: Australian Economic Papers.
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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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article8
2010Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001.(2010) In: Working Papers.
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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.
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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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article83
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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paper
2007Local linear impulse responses for a small open economy.(2007) In: Working Papers.
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paper
2003Currency Invoicing in International Trade: an Empirical Investigation In: Review of International Economics.
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article51
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.
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article3
1991The Closed-Loop Motive for Voluntary Export Restraints. In: Canadian Journal of Economics.
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article15
2002TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES In: Econometric Theory.
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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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paper17
2009Structural breaks, cointegration and the Fisher effect In: Working Paper Series.
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2019Monetary and fiscal policy transmission in Poland In: Economic Modelling.
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1993Residual based tests for cointegration : A Monte Carlo study of size distortions In: Economics Letters.
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1996Tests for cointegration a Monte Carlo comparison In: Journal of Econometrics.
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article129
1992Tests for Cointegration: A Monte Carlo Comparison..(1992) In: York (Canada) - Department of Economics.
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2012Oil prices, exchange rates and emerging stock markets In: Energy Economics.
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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.
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2015The impact of oil shocks on exchange rates: A Markov-switching approach.(2015) In: MPRA Paper.
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2019The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships In: Energy Economics.
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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.
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article46
2018The impact of oil-market shocks on stock returns in major oil-exporting countries In: Journal of International Money and Finance.
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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.
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2005Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union In: Journal of Policy Modeling.
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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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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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2016The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach In: EcoMod2016.
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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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1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. In: G.R.E.Q.A.M..
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1999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration..(1999) In: Journal of Applied Econometrics.
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article
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.(1996) In: Working Papers.
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1991Residual Based Tests for Cointegration: A Monte Carlo Study. In: Saskatchewan - Department of Economics.
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paper0
1992Long-Run Money Demand in Canada: In Search of Stability. In: Saskatchewan - Department of Economics.
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paper27
1996Long-Run Money Demand in Canada: In Search of Stability..(1996) In: The Review of Economics and Statistics.
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article
1992The Twin Deficits: Empirical for Canada. In: York (Canada) - Department of Economics.
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paper0
1993Has Federal Budget Deficit Policy Changed in Recent Years? In: York (Canada) - Department of Economics.
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paper54
1995Has Federal Budget Deficit Policy Changed in Recent Years?.(1995) In: Economic Inquiry.
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article
1995The Power of Cointegration Tests: Does the Frequency of Observations Matter? In: York (Canada) - Department of Economics.
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paper0
2008Currency invoicing of US imports In: International Journal of Finance & Economics.
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article15
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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article27
2010A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools In: Journal of Productivity Analysis.
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article27
2007A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools.(2007) In: Working Papers.
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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.
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article0
1990Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis. In: Journal of Money, Credit and Banking.
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article13
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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paper
2011Empirical evidence on inflation and unemployment in the long run.(2011) In: MPRA Paper.
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paper
2013Combining monetary and fiscal policy in an SVAR for a small open economy In: NBP Working Papers.
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paper8
2013Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2007Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? In: Working Papers.
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paper10
2011Linear or nonlinear cointegration in the purchasing power parity relationship?.(2011) In: Applied Economics.
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This paper has another version. Agregated cites: 10
article
2008Estimating quarterly GDP Data for the South Pacific Island Nations In: Working Papers.
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paper4
2011ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS.(2011) In: The Singapore Economic Review (SER).
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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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2012On real interest rate persistence: the role of breaks.(2012) In: Working Papers.
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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.
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paper2
2013Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time In: Working Papers.
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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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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.
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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.
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