Lavan Mahadeva : Citation Profile


Are you Lavan Mahadeva?

Oxford Institute for Energy Studies (OIES)

6

H index

5

i10 index

370

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

1

Books

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   17 years (1997 - 2014). See details.
   Cites by year: 21
   Journals where Lavan Mahadeva has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 9 (2.37 %)

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   Permalink: http://citec.repec.org/pma462
   Updated: 2020-02-22    RAS profile: 2015-08-12    
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Relations with other researchers


Works with:

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

Is cited by:

Kilian, Lutz (23)

Baumeister, Christiane (17)

Sévi, Benoît (11)

Rodriguez, Diego (11)

Razafindrabe, Tovonony (11)

Gonzalez, Andres (9)

Filis, George (8)

Mignon, Valérie (7)

Degiannakis, Stavros (6)

Araújo, Tanya (6)

Rousse, Olivier (5)

Cites to:

Svensson, Lars (30)

Woodford, Michael (15)

Gertler, Mark (14)

Reinhart, Carmen (14)

Faust, Jon (11)

Gali, Jordi (11)

Campbell, John (10)

Clarida, Richard (9)

Kaminsky, Graciela (8)

Shin, Hyun Song (8)

Bernanke, Ben (8)

Main data


Where Lavan Mahadeva has published?


Journals with more than one article published# docs
Revista ESPE - Ensayos Sobre Poltica Econmica2
Revista ESPE - Ensayos sobre Poltica Econmica2

Working Papers Series with more than one paper published# docs
BORRADORES DE ECONOMIA / BANCO DE LA REPBLICA4
Borradores de Economia / Banco de la Republica de Colombia4
Economics Working Papers / European University Institute2
Discussion Papers / Monetary Policy Committee Unit, Bank of England2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Lavan Mahadeva (2018 and 2017)


YearTitle of citing document
2019Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad. In: Journal of Economic Impact. RePEc:adx:journl:v:1:y:2019:i:3:p:87-91.

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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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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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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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2018Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Ellwanger, Reinhard ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:17-35.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2017Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin. In: Working Papers. RePEc:bdm:wpaper:2017-04.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:617.

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2017Commodity price risk management and fiscal policy in a sovereign default model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Fritscher, Andre Martinez. In: BIS Working Papers. RePEc:bis:biswps:620.

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2017News, Noise and Oil Price Swings. (2017). Moretti, Laura ; Gambetti, Luca. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2019Oil Prices, Exchange Rates and Interest Rates. (2019). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7484.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11740.

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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2019Forecasting crude oil prices with DSGE models. (2019). Rubaszek, Michał. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_024.

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2018FDI asymmetries in emerging economies:the case of Colombia.. (2018). Costa, Celso J ; Mora, Jose U. In: Working Papers. RePEc:ddt:wpaper:38.

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2017Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1646.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2018The Crude Oil Price and Speculations: Investigation Using Granger Causality Test. (2018). Obadi, Saleh ; Korecek, Matej. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-32.

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2019Unveiling the objectives of central banks: Tales of four Latin American countries. (2019). Medina, Juan ; Valenzuela, Gonzalo ; Gomez, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:81-100.

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2017Oil and the economy: A systematic review of the literature for ecological economists. (2017). Kallis, Giorgos ; Sager, Jalel . In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:561-571.

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2019Trade networks and economic fluctuations in Asian countries. (2019). Giudici, Paolo ; Spelta, Alessandro ; Huang, Bihong. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:2.

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2017OPEC vs US shale: Analyzing the shift to a market-share strategy. (2017). Ritz, Robert ; Behar, Alberto. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:185-198.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Crude inventory accounting and speculation in the physical oil market. (2017). Diaz-Rainey, Ivan ; Lont, David H ; Roberts, Helen. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:508-522.

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

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2018OPECs market power: An empirical dominant firm model for the oil market. (2018). Golombek, Rolf ; Ma, Lin ; Irarrazabal, Alfonso A. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:98-115.

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2018A dynamic network analysis of the world oil market: Analysis of OPEC and non-OPEC members. (2018). Tas, Bedri ; sbia, rashid ; al Rousan, Sahel. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:28-41.

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2018Limits to arbitrage in electricity markets: A case study of MISO. (2018). Birge, John R ; Pavlin, Michael J ; Mercadal, Ignacia ; Hortasu, Ali. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:518-533.

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2017OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics. (2017). Ansari, Dawud. In: Energy Policy. RePEc:eee:enepol:v:111:y:2017:i:c:p:166-178.

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2019Oil price volatility, financial institutions and economic growth. (2019). Mohaddes, Kamiar ; Mohtadi, Hamid ; Jarrett, Uchechukwu. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:131-144.

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2019Macroeconomic pathways of the Saudi economy: The challenge of global mitigation action versus the opportunity of national energy reforms. (2019). Lefevre, Julien ; Ghersi, Frederic ; Soummane, Salaheddine. In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:263-282.

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2019The green paradox and budgetary institutions. (2019). Najm, Sarah. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304240.

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

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

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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2018The missing links: A global study on uncovering financial network structures from partial data. (2018). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Hansen, IB ; Fique, Jose ; Stancato, Sergio Rubens ; Haaj, Grzegorz ; Friedrich, Soeren ; Banai, Adam ; Rajan, Sriram ; van Lelyveld, Iman ; Nobili, Stefano ; Anand, Kartik ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:107-119.

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Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2018Bank linkages and international trade. (2018). Caballero, Julian ; Hale, Galina ; Candelaria, Christopher. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:30-47.

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2019Implied volatility surface predictability: The case of commodity markets. (2019). Sheenan, Lisa ; Shang, Han Lin ; Kearney, Fearghal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328.

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2018The balance sheet effects of oil market shocks: An industry level analysis. (2018). Elfayoumi, Khalid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:112-127.

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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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2019The role of market expectations in commodity price dynamics: Evidence from oil data. (2019). Jin, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:1-18.

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2019Price discovery in commodity futures and cash markets with heterogeneous agents. (2019). van Huellen, Sophie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:95:y:2019:i:c:p:1-13.

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2019Commodity price risk management and fiscal policy in a sovereign default model. (2019). Lopez-Martin, Bernabe ; Fritscher, Andre Martinez ; Leal, Julio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:304-323.

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2017Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model. (2017). Iwaisako, Tokuo ; Nakata, Hayato. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:46:y:2017:i:c:p:1-16.

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2018An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104.

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2019Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

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2019An empirical analysis of the correlation between large daily changes in grain and oil futures prices. (2019). Fretheim, Torun . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:66-75.

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2019Do speculators drive commodity prices away from supply and demand fundamentals?. (2019). Smith, Aaron. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:4.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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2017Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2019Speculation and its impact on liquidity in commodity markets. (2019). Ludwig, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:532-547.

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2019The roundabout from interest rates to commodity prices in China: The role of money flow. (2019). Wang, Yaoqing ; Sun, Zesheng ; Yang, Lunan ; Zhou, Xu. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:627-642.

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2019Interconnectedness and systemic risk: A comparative study based on systemically important regions. (2019). Su, Fang ; Cheng, Jiang ; Fang, Lei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:147-158.

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2018Monopoly power with a short selling constraint. (2018). Baumann, Robert ; Fuller, David L ; Engelhardt, Bryan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:8-13.

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

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2018Predicting daily oil prices: Linear and non-linear models. (2018). Dbouk, Wassim ; Jamali, Ibrahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:149-165.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614.

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2017Historical and Variance Decomposition for Oil Price, Oil Consumption, OPEC and Non-OPEC Oil Production. (2017). Rezaei, Mehdi ; Fattahi, Shahram ; Azami, Somayeh. In: Iranian Economic Review (IER). RePEc:eut:journl:v:21:y:2017:i:3:p:519.

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2018Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2018.03.

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2018Modelling the Global Price of Oil: Is there any Role for the Oil Futures-spot Spread?. (2018). Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2018.06.

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2019Refining the Workhorse Oil Market Model. (2019). Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:1910.

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2019Oil Prices, Exchange Rates and Interest Rates. (2019). Zhou, Xiaoqing ; Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:1914.

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2018Oil, Equities, and the Zero Lower Bound. (2018). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-58.

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2017Financialization in Commodity Markets. (2017). Christiano, Lawrence ; Chari, V V. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-15.

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2017Financialization in Commodity Markets. (2017). Christiano, Lawrence J ; Chari, V V. In: Staff Report. RePEc:fip:fedmsr:552.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2019The Oil Market Reactions to OPEC’s Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; Gupta, Rangan ; Asai, Manabu. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3379-:d:263215.

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2018Improving the Forecasting Accuracy of Crude Oil Prices. (2018). Yin, Xuluo ; Tang, Tian ; Peng, Jiangang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:454-:d:131091.

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2017Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; COUHARDE, Cécile ; Allegret, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-01589267.

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2017Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, Marc. In: Post-Print. RePEc:hal:journl:halshs-01683788.

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

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2017The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway. (2017). Serletis, Apostolos ; Kyritsis, Evangelos. In: Discussion Papers. RePEc:hhs:nhhfms:2017_007.

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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing. In: CEERP Working Paper Series. RePEc:hwc:wpaper:006.

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2017Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2017). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre. In: IDB Publications (Working Papers). RePEc:idb:brikps:8588.

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2017Financial investor sentiment and the boom/bust in oil prices during 2003–2008. (2017). Du, Ding ; Zhao, Xiaobing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0553-5.

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2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard. In: NBER Working Papers. RePEc:nbr:nberwo:23752.

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2017Financialization in Commodity Markets. (2017). Christiano, Lawrence ; Chari, Varadarajan. In: NBER Working Papers. RePEc:nbr:nberwo:23766.

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

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2017OPEC, Saudi Arabia, and the Shale Revolution: Insights from Equilibrium Modelling and Oil Politics. (2017). Ansari, Dawud. In: MPRA Paper. RePEc:pra:mprapa:78657.

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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80668.

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2018Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component.. (2018). Filis, George ; Degiannakis, Stavros ; Tsemperlidis, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:94176.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: MPRA Paper. RePEc:pra:mprapa:96270.

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2017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:96276.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Oil prices, exchange rates, and interest rates. (2019). Kilian, Lutz ; Zhou, Xiaoqing. In: 2019 Meeting Papers. RePEc:red:sed019:592.

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2018Trade Networks and Economic Fluctuations in Asia. (2018). Giudici, Paolo ; Spelta, Alessandro ; Huang, Bihong. In: ADBI Working Papers. RePEc:ris:adbiwp:0832.

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2019Permanent and transitory price shocks in commodity futures markets and their relation to speculation. (2019). Haase, Marco ; Zimmermann, Heinz. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1387-2.

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

Lavan Mahadeva has edited the books:


YearTitleTypeCited

Works by Lavan Mahadeva:


YearTitleTypeCited
2013The Role of Speculation in Oil Markets: What Have We Learned So Far? In: The Energy Journal.
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article222
2012The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 222
paper
2013OPEC: What Difference Has It Made? In: Annual Review of Resource Economics.
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article11
2008Testing a DSGE model and its partner database In: Borradores de Economia.
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paper4
2008Testing a DSGE model and its partner database.(2008) In: BORRADORES DE ECONOMIA.
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This paper has another version. Agregated cites: 4
paper
2009The international cycle and Colombian monetary policy In: Borradores de Economia.
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paper6
2009The international cycle and Colombian monetary policy.(2009) In: BORRADORES DE ECONOMIA.
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This paper has another version. Agregated cites: 6
paper
2009Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future In: Borradores de Economia.
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paper3
2009MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE.(2009) In: BORRADORES DE ECONOMIA.
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This paper has another version. Agregated cites: 3
paper
2011Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description In: Borradores de Economia.
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paper25
2011Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description.(2011) In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2011Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description.(2011) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2011Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2011Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models In: Revista ESPE - Ensayos sobre Política Económica.
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2011Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
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This paper has another version. Agregated cites: 0
article
2002Inflation Targets as a Stabilization Device. In: Manchester School.
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article17
2002Inflation Targets as a Stabilisation Device.(2002) In: Royal Economic Society Annual Conference 2002.
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This paper has another version. Agregated cites: 17
paper
2011Mapping systemic risk in the international banking network In: Bank of England working papers.
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paper50
2002The role of short-run inflation targets and forecasts in disinflation In: Bank of England working papers.
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paper1
2007A model of market surprises In: Bank of England working papers.
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paper0
2014Why does natural resource abundance not always lead to better outcomes? Limited financial development versus political impatience In: The B.E. Journal of Macroeconomics.
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article0
2004Unit Root Testing in a Central Bank In: Handbooks.
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book0
2011The contagious capacity of the international banking network: 1985-2009 In: University of California at Santa Barbara, Economics Working Paper Series.
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paper0
2001What Is the Appropriate Rate of Disinflation to Be Targeted in the Czech Economy? In: Archive of Monetary Policy Division Working Papers.
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paper3
2003What is the Appropriate Rate of Disinflation to Be Targeted in the Czech Economy?.(2003) In: Macroeconomics.
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This paper has another version. Agregated cites: 3
paper
2014The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis In: Journal of Banking & Finance.
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article5
1997The Comparative Static Effects of Many Changes In: Economics Working Papers.
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paper0
1997Endogeneous Growth with a Declining Rate of Interest In: Economics Working Papers.
[Citation analysis]
paper0
2003Monetary policys effects during the financial crises in Brazil and Korea In: International Journal of Finance & Economics.
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article4
2007Monetary Policy and Data Uncertainty: A Case Study of Distribution, Hotels and Catering Growth In: Discussion Papers.
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paper0
2005National Accounts Revisions and Output Gap Estimates in a Model of Monetary Policy with Data Uncertainty In: Discussion Papers.
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paper3
2001What is the optimal rate of disinflation to be targeted in the czech economy? In: Prague Economic Papers.
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article2
2012What determines the sensitivity of the real exchange rate in Colombia to a terms of trade shock? In: Macroeconomics and Finance in Emerging Market Economies.
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article0
2014Causes and Implications of Shifts in Financial Participation in Commodity Markets In: Journal of Futures Markets.
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article7
2004Modelling transmission mechanism of monetary policy in the Czech Republic In: Macroeconomics.
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paper5

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