Stan Hurn : Citation Profile

Are you Stan Hurn?

Queensland University of Technology (50% share)
National Centre for Econometric Research (NCER) (50% share)

19

H index

27

i10 index

996

Citations

RESEARCH PRODUCTION:

63

Articles

54

Papers

3

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 32
   Journals where Stan Hurn has often published
   Relations with other researchers
   Recent citing documents: 157.    Total self citations: 25 (2.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu111
   Updated: 2023-05-27    RAS profile: 2023-01-31    
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Relations with other researchers

Works with:

Clements, Adam (5)

Shi, Shuping (4)

Baum, Christopher (4)

Teräsvirta, Timo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stan Hurn.

Is cited by:

Weron, Rafał (28)

Creedy, John (22)

Clements, Adam (19)

GUPTA, RANGAN (15)

Trueck, Stefan (15)

Caporin, Massimiliano (12)

Grossi, Luigi (11)

Gallagher, David (9)

Janczura, Joanna (9)

Lau, Chi Keung (8)

Ajmi, Ahdi Noomen (8)

Cites to:

Engle, Robert (39)

Bollerslev, Tim (32)

Phillips, Peter (25)

Shephard, Neil (24)

Cartea, Álvaro (24)

Diebold, Francis (23)

Gallant, A. (20)

Andersen, Torben (19)

Tauchen, George (16)

Shi, Shuping (16)

Campbell, John (15)

Main data

Where Stan Hurn has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)6
The Economic Record4
Studies in Nonlinear Dynamics & Econometrics4
Stata Journal4
Scottish Journal of Political Economy3
Energy Economics3
South African Journal of Economics3
Economic Analysis and Policy3
Oxford Economic Papers2
International Journal of Forecasting2
The Energy Journal2
Oxford Bulletin of Economics and Statistics2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
NCER Working Paper Series / National Centre for Econometric Research23
Stan Hurn Discussion Papers / School of Economics and Finance, Queensland University of Technology3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney2
Econometric Society 2004 Australasian Meetings / Econometric Society2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing Stan Hurn (2022 and 2021)

YearTitle of citing document
2021.

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2022WHO MOVES FIRST? COMMODITY PRICE INTERDEPENDENCE THROUGH TIME-VARYING GRANGER CAUSALITY. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:471.

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2023Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2021Bootstrap Inference for Hawkes and General Point Processes. (2021). Cavaliere, Giuseppe ; Staerk-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Papers. RePEc:arx:papers:2104.03122.

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2022Order Book Queue Hawkes-Markovian Modeling. (2021). Yang, Shihao ; Wu, Qianfan ; Protter, Philip. In: Papers. RePEc:arx:papers:2107.09629.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021$\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs. (2021). Kebiri, Omar ; Remita, Mohamed Riad ; Hartmann, Carsten ; Mezdoud, Zaineb. In: Papers. RePEc:arx:papers:2108.06965.

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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2023A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling. (2023). Musgens, Felix ; Grothe, Oliver ; Mobius, Thomas ; Watermeyer, Mira. In: Papers. RePEc:arx:papers:2304.09336.

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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

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2021Regime switching models for directional and linear observations. (2021). Palumbo, D ; Harvey, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2123.

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2021Score-driven time series models. (2021). Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2133.

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2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

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2021The impact of climate change on economic output in Chile: past and future. (2021). Madeira, Carlos ; Hernandez, Karla . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:933.

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2021Monetary Union Feasibility in the East African Community: Evidence from GPPP. (2021). Muzindutsi, Paul-Francois ; Redda, Ephrem Habtemichael. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-06-2.

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2022Forecasting Hourly Electricity Demand Under COVID-19 Restrictions. (2022). Bilge, Aye ; Yucekaya, Ahmet ; Aktunc, Esra Agca ; Hekimolu, Mustafa ; Yukseltan, Ergun ; Kok, Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-10.

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2022Scenarios modelling for forecasting day-ahead electricity prices: Case studies in Australia. (2022). Zhu, Jianguo ; Lei, Gang ; Qiu, Jing ; Lu, Xin. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015555.

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2022Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542.

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2021Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Ashtiani, Amin Zokaei ; Stutz, David. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

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2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122.

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2022Maximum likelihood estimation of diffusions by continuous time Markov chain. (2022). Nguyen, Nhu N ; Kirkby, J L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002425.

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2022Long- and short-term price behaviors in presale housing markets in Taiwan. (2022). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Che-Chun ; Wang, Wen-Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:350-364.

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2022Does green finance inspire sustainable development? Evidence from a global perspective. (2022). Li, Zheng-Zheng ; Jiang, Cui-Feng ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:412-426.

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2022Analyzing the nexus of green economy, clean and financial technology. (2022). Taskin, Dilvin ; Dogan, Eyup ; Metawa, Noura. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:385-396.

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2022Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies. (2022). Zhang, YI ; Qu, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002881.

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2022Farmland sales under returns and price uncertainty. (2022). Ritter, Matthias ; Odening, Martin ; Musshoff, Oliver ; Plogmann, Jana. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002814.

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2021The origins of influence. (2021). Goldbaum, David. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:380-396.

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2021Bootstrap based probability forecasting in multiplicative error models. (2021). Silvapulle, Mervyn J ; Perera, Indeewara . In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:1-24.

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2021Global equity market leadership positions through implied volatility measures. (2021). Padungsaksawasdi, Chaiyuth ; Parhizgari, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:180-205.

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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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2021An analysis of electricity congestion price patterns in North America. (2021). Ibrahim, Zinatu ; Godin, Frederic. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003893.

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2022A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance. (2022). Taskin, Dilvin ; Dogan, Eyup ; Madaleno, Mara. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001220.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2022Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies. (2022). Konstandatos, Otto ; Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005011.

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2021Carbon pass-through rates on spot electricity prices in Australia. (2021). Zhu, Liangxu ; Truck, Stefan ; Nazifi, Fatemeh . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000839.

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2021Operating reserve demand curve, scarcity pricing and intermittent generation: Lessons from the Texas ERCOT experience. (2021). Bajo-Buenestado, Raúl. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307680.

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2022Price spikes, temporary price caps, and welfare effects of regulatory interventions on wholesale electricity markets. (2022). ŞİRİN, Selahattin ; Erten, Ibrahim ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000416.

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2021Analysis of offering behavior of generation-side integrated energy aggregator in electricity market:A Bayesian evolutionary approach. (2021). Fang, Debin ; Liu, Yao ; Lin, Jin ; Dong, Jun ; Yang, Peiwen. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007593.

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2021Evaluation of a cross-border electricity interconnection: The case of Spain-France. (2021). Chamorro, Jose Manuel ; Abadie, Luis Maria. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014250.

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2022Forecasting the occurrence of extreme electricity prices using a multivariate logistic regression model. (2022). Wennersten, Ronald ; Sun, Qie ; Li, Hailong ; Yan, Ruifeng ; Ma, Cuiping ; Bai, Feifei ; Liu, Luyao. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003206.

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2022Analysis of time series models for Brazilian electricity demand forecasting. (2022). Castro, Victor F ; Zocatelli, Matheus ; Velasquez, Carlos E. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003863.

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2022Analyzing the relationship between energy efficiency and environmental and financial variables: A way towards sustainable development. (2022). Madaleno, Mara ; Dogan, Eyup ; Taskin, Dilvin. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222009483.

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2022A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2022Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x.

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2022Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

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2022Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848.

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2021The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497.

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2021Determinants of industry herding in the US stock market. (2021). Yarovaya, Larisa ; Tan, Handy ; Ukpong, Idibekeabasi. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000349.

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2022Impact of carbon tax on electricity prices and behaviour. (2022). Zhang, Qin ; Wong, Jin Boon. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001793.

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2022Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975.

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2022Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200304x.

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2022Imported or home grown? The 1992–3 EMS crisis. (2022). Naef, Alain ; Eichengreen, Barry. In: Journal of International Economics. RePEc:eee:inecon:v:138:y:2022:i:c:s0022199622000861.

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2021Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:37-50.

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2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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2021Realized volatility forecasting: Robustness to measurement errors. (2021). Otranto, Edoardo ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:44-57.

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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2021A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model. (2021). Kawasaki, Kentaro ; Sato, Kiyotaka. In: Japan and the World Economy. RePEc:eee:japwor:v:60:y:2021:i:c:s0922142521000505.

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2023The Pricing of Skewness Over Different Return Horizons. (2023). Arisoy, Eser Y ; Aretz, Kevin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200293x.

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2023Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259.

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2022The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

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2022Oil price volatility forecasts: What do investors need to know?. (2022). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s026156062100245x.

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2022Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

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2022Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283.

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2022Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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2022Joint modeling of effects of customer tier program on customer purchase duration and purchase amount. (2022). Hoshino, Takahiro ; Nishio, Kazuki. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:66:y:2022:i:c:s0969698921004720.

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2021How does weather affect bikeshare use? A comparative analysis of forty cities across climate zones. (2021). Corcoran, Jonathan ; Pojani, Dorina ; Bean, Richard. In: Journal of Transport Geography. RePEc:eee:jotrge:v:95:y:2021:i:c:s0966692321002088.

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2021On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000271.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States. (2021). Raggad, Bechir . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004311.

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2022Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

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2022Oil price and economic performance: Additional evidence from advanced economies. (2022). Anagreh, Suhaib ; Tabash, Mosab I ; Adeosun, Opeoluwa Adeniyi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001143.

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2022Analyzing the nexus of COVID-19 and natural resources and commodities: Evidence from time-varying causality. (2022). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001428.

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2022Dynamic risks from climate policy uncertainty: A case study for the natural gas market. (2022). Lei, Juan ; Zeng, Qing ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004573.

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2022Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517.

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2021Power demand forecasting for demand-driven energy production with biogas plants. (2021). Lemmer, Andreas ; Krumpel, Johannes ; Dittmer, Celina. In: Renewable Energy. RePEc:eee:renene:v:163:y:2021:i:c:p:1871-1877.

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2022Impact of increasing transmission capacity for a massive integration of renewable energy on the energy and environmental value of distributed generation. (2022). Sauma, Enzo ; Fredes, Felipe ; Muoz, Juan ; Oliva, Sebastian. In: Renewable Energy. RePEc:eee:renene:v:183:y:2022:i:c:p:524-534.

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2022Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis. (2022). Zhang, Yaojie ; Ye, Xiaoqing ; Wang, LU ; Hong, Yanran. In: Renewable Energy. RePEc:eee:renene:v:196:y:2022:i:c:p:535-546.

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2022A univariate time series methodology based on sequence-to-sequence learning for short to midterm wind power production. (2022). Unlu, Kamil Demirberk ; Akbal, Yildirim. In: Renewable Energy. RePEc:eee:renene:v:200:y:2022:i:c:p:832-844.

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2021Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States. (2021). Topcu, Mert ; Emirmahmutoglu, Furkan ; Denaux, Zulal. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:149:y:2021:i:c:s1364032121006122.

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2022A new approach to modeling cycles with summer and winter demand peaks as input variables for deep neural networks. (2022). Jasiński, Tomasz ; Jasiski, Tomasz. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:159:y:2022:i:c:s136403212200140x.

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2023Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x.

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2021Harnessing the decomposed realized measures for volatility forecasting: Evidence from the US stock market. (2021). Wahab, M. I. M., ; Ding, Hui ; Wang, Jiqian ; Ma, Feng ; Lu, Botao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:672-689.

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2021Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures. (2021). Gözgör, Giray ; Leping, Huang ; Gozgor, Giray ; Tiwari, Aviral Kumar ; Wu, Wanshan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000994.

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2022Twitter-Based uncertainty and cryptocurrency returns. (2022). Zaremba, Adam ; Demir, Ender ; Marco, Chi Keung ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001677.

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2022Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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2021Functional limit theorems for marked Hawkes point measures. (2021). Xu, Wei ; Horst, Ulrich. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:134:y:2021:i:c:p:94-131.

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2022Testing the directional predictability between carbon trading and sectoral stocks in China: New insights using cross-quantilogram and rolling window causality approaches. (2022). Aloui, Chaker ; An, Hui ; Sharif, Arshian ; Razzaq, Asif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003705.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2021Can the minimum wage reduce poverty and inequality in the developing world? Evidence from Brazil. (2021). Sotomayor, Orlando J. In: World Development. RePEc:eee:wdevel:v:138:y:2021:i:c:s0305750x20303090.

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2022Perceptions of inequality and social mobility in Mexico. (2022). Velez-Grajales, Roberto ; de la Torre, Rodolfo ; Ramirez-Alvarez, Aurora A ; Krozer, Alice ; Campos-Vazquez, Raymundo M. In: World Development. RePEc:eee:wdevel:v:151:y:2022:i:c:s0305750x21003934.

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2022Bubble contagion effect between the main precious metals. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-08-2021-0345.

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2022Is There Financialization of Housing Prices? Empirical Evidence from Santiago de Chile. (2022). Vergara-Perucich, Jose-Francisco. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:6:p:125-:d:827452.

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2021Modeling Energy Demand—A Systematic Literature Review. (2021). Burges, Simon ; Seim, Stephan ; Verwiebe, Paul Anton ; Muller-Kirchenbauer, Joachim ; Schulz, Lennart. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7859-:d:686290.

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2021The Impact of Forecasting Jumps on Forecasting Electricity Prices. (2021). Kostrzewska, Jadwiga ; Kostrzewski, Maciej. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:336-:d:477466.

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2021XGBoost-Based Day-Ahead Load Forecasting Algorithm Considering Behind-the-Meter Solar PV Generation. (2021). Song, Kyung-Bin ; Kwon, Bo-Sung ; Bae, Dong-Jin. In: Energies. RePEc:gam:jeners:v:15:y:2021:i:1:p:128-:d:710863.

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

Stan Hurn has edited the books:

YearTitleTypeCited

Works by Stan Hurn:

YearTitleTypeCited
2010Asymmetric unemployment rate dynamics in Australia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2012Asymmetric Unemployment Rate Dynamics in Australia.(2012) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2010Asymmetric unemployment rate dynamics in Australia.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011Asymmetric unemployment rate dynamics in Australia.(2011) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market.(2014) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2016A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2018Transition from the Taylor rule to the zero lower bound In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2022Transition from the Taylor rule to the zero lower bound.(2022) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2009It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices In: The Energy Journal.
[Full Text][Citation analysis]		article26
2008It never rains but it pours: Modelling the persistence of spikes in electricity prices.(2008) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2017The Effect of Transmission Constraints on Electricity Prices In: The Energy Journal.
[Full Text][Citation analysis]		article6
2003Mobius-Like Mappings and Their Use in Kernel Density Estimation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
2007Modelling Wages and Prices in Australia In: The Economic Record.
[Full Text][Citation analysis]		article9
2005Modelling Wages and Prices in Australia.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2007Modelling Spikes in Electricity Prices In: The Economic Record.
[Full Text][Citation analysis]		article28
2013Semi-parametric Forecasting of Spikes in Electricity Prices In: The Economic Record.
[Full Text][Citation analysis]		article10
2021Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed In: The Economic Record.
[Full Text][Citation analysis]		article0
1992 Cointegration and Dynamic Time Series Models. In: Journal of Economic Surveys.
[Citation analysis]		article49
2003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article62
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
1996Modelling the Demand for M4 in the U.K. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article1
1992Testing Superexogeneity: The Demand for Broad Money in the UK. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article9
2002On the Specification of the Drift and Diffusion Functions for Continuous?time Models of the Spot Interest Rate In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
1994Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim. In: Review of International Economics.
[Citation analysis]		article49
1991Causality, Predictability and Monetary Targets in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
1992The Long?run Properties of the Demand for M3 in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article3
1993The Money?income Causality Debate in South Africa: Reply In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
1999Measuring Attitudes Towards Inequality In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article110
1993Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1995In Search of Time-Varying Term Premia in the London Interbank Market. In: Scottish Journal of Political Economy.
[Citation analysis]		article3
2003Dollar?Deutschemark Polarisation: Comparing The Pound And Franc In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article2
In: .
[Full Text][Citation analysis]		paper2
2022Testing for time-varying Granger causality.(2022) In: Stata Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2011Detecting Common Dynamics in Transitory Components In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article4
2009Detecting Common Dynamics in Transitory Components.(2009) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Semi-Parametric Forecasting of Realized Volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2004Linearizations and Equilibrium Correction Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2019Modeling directional (circular) time series In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2013Econometric Modelling with Time Series In: Cambridge Books.
[Citation analysis]		book26
2013Econometric Modelling with Time Series.(2013) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 26		book
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper7
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1994Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data. In: Economic Journal.
[Full Text][Citation analysis]		article45
2004Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper13
2009Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity.(2009) In: Economic Analysis and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2006Testing for nonlinearity in mean in the presence of heteroskedasticity.(2006) In: Stan Hurn Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2004Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper6
2008Practitioners Corner: Introduction In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article0
2008The Devil is in the Detail: Hints for Practical Optimisation In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article6
2008The Devil is in the Detail: Hints for Practical Optimisation.(2008) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
[Full Text][Citation analysis]		article16
2006Asset pricing puzzles in finance: Introduction In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2013A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2010A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2016Forecasting day-ahead electricity load using a multiple equation time series approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article31
2015Forecasting day-ahead electricity load using a multiple equation time series approach.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2015Volatility transmission in global financial markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article19
2015Modelling interregional links in electricity price spikes In: Energy Economics.
[Full Text][Citation analysis]		article29
2016Strategic bidding and rebidding in electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article19
2017Forecasting quantiles of day-ahead electricity load In: Energy Economics.
[Full Text][Citation analysis]		article14
2012Forecasting spikes in electricity prices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article54
2015Selecting volatility forecasting models for portfolio allocation purposes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2022Housing networks and driving forces In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2016Common trends in global volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2002Asymmetric price adjustment and the Phillips curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
1995Unobservable cyclical components in term premia of fixed-term financial instruments In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
1993Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments..(1993) In: Tasmania - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997Isolating cyclical patterns in irregular time-series data In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
1995Isolating Cyclical Patterns in Irregular Time Series Data..(1995) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1997Common trends and generalized purchasing power parity In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article11
1997Estimating the parameters of stochastic differential equations by Monte Carlo methods In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
1995Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods..(1995) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
1999Estimating the parameters of stochastic differential equations In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article5
2004Using discrete-time techniques to test continuous-time models for nonlinearity in drift In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		chapter0
2019Revisiting the numerical solution of stochastic differential equations In: China Finance Review International.
[Full Text][Citation analysis]		article0
1994Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market. In: Tasmania - Department of Economics.
[Citation analysis]		paper0
2019Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics.
[Full Text][Citation analysis]		article3
1998Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise In: Working Papers.
[Full Text][Citation analysis]		paper0
2020The Bootstrap In: Post-Print.
[Citation analysis]		paper0
1995The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1995Modelling the Lifespan of Human T Lymphocyte Subsets. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1996Time Series Evidence of Global Warming. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1998Distributional Preferences and the Extended Gini Measures of Inequality In: Department of Economics - Working Papers Series.
[Citation analysis]		paper1
1999The Generic Properties of Equilibrium Correction Mechanisms In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2003A smooth-transition model of the Australian unemployment rate In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2019Modelling and forecasting wind drought In: Working Paper Series.
[Full Text][Citation analysis]		paper0
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article29
2006Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations.(2006) In: Stan Hurn Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
1995The Term Structure of Interest Rates in the London Interbank Market. In: Oxford Economic Papers.
[Citation analysis]		article34
2007Identifying aggregate demand and supply shocks in a small open economy In: Oxford Economic Papers.
[Full Text][Citation analysis]		article18
2006Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper2
2007Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper4
2007Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2007Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper1
2008Momentum in Australian Stock Returns: An Update In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper31
2008Estimating the Payoffs of Temperature-based Weather Derivatives In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper3
2008Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2008Discrete time-series models when counts are unobservable In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Evaluating multivariate volatility forecasts In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper30
2009Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Selecting forecasting models for portfolio allocation In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper1
2012A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper3
2013On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation In: Stan Hurn Discussion Papers.
[Full Text][Citation analysis]		paper6
2003Momentum in Australian Stock Returns In: Australian Journal of Management.
[Full Text][Citation analysis]		article39
2022Specification tests for univariate diffusions In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2015Estimating the Parameters of Stochastic Volatility Models Using Option Price Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2017A semi-parametric point process model of the interactions between equity markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2021A simple linear alternative to multiplicative error models with an application to trading volume In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Environmental Econometrics Using Stata In: Stata Press books.
[Full Text][Citation analysis]		book2
2020Local Whittle estimation of the long-memory parameter In: Stata Journal.
[Full Text][Citation analysis]		article0
2021The BDS test of independence In: Stata Journal.
[Full Text][Citation analysis]		article0
2021“What good is a volatility model?” A reexamination after 20 years In: Stata Journal.
[Full Text][Citation analysis]		article0
2001Testing for Time Dependence in Parameters In: Research Paper Series.
[Full Text][Citation analysis]		paper12
2001Modelling Structural Change in Money Demand Using a Fourier-Series Approximation In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2006Mixture distribution?based forecasting using stochastic volatility models In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0

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