Lavan Mahadeva : Citation Profile


Are you Lavan Mahadeva?

Oxford Institute for Energy Studies (OIES)

7

H index

4

i10 index

413

Citations

RESEARCH PRODUCTION:

12

Articles

21

Papers

1

Books

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   17 years (1997 - 2014). See details.
   Cites by year: 24
   Journals where Lavan Mahadeva has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 9 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma462
   Updated: 2021-01-02    RAS profile: 2015-08-12    
   Missing citations? Add them    Incorrect content? Let us know

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 (26)

Baumeister, Christiane (17)

Rodriguez, Diego (11)

Sévi, Benoît (11)

Joëts, Marc (11)

Razafindrabe, Tovonony (11)

GUPTA, RANGAN (10)

Gonzalez, Andres (9)

Filis, George (8)

Mignon, Valérie (7)

Araújo, Tanya (6)

Cites to:

Svensson, Lars (30)

Woodford, Michael (15)

Gertler, Mark (14)

Reinhart, Carmen (14)

Galí, Jordi (12)

Faust, Jon (11)

Campbell, John (10)

Clarida, Richard (9)

Kaminsky, Graciela (8)

Shin, Hyun Song (8)

Kilian, Lutz (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 Republica de Colombia4
BORRADORES DE ECONOMIA / BANCO DE LA REPBLICA4
Discussion Papers / Monetary Policy Committee Unit, Bank of England2
Economics Working Papers / European University Institute2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Lavan Mahadeva (2020 and 2019)


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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia. (2020). Romero, Jose ; Grajales-Olarte, Anderson ; Martinez-Cortes, Nicolas ; Caicedo-Garcia, Edgar ; Hernandez-Ortega, Ramon ; Gonzalez-Molano, Eliana R. In: Borradores de Economia. RePEc:bdr:borrec:1122.

Full description at Econpapers || Download paper

2020Migración desde Venezuela en Colombia: caracterización del fenómeno y análisis de los efectos macroeconómicos. (2020). Tribín, Ana ; Ramos-Veloza, Mario ; Pulido, Jose ; Ospina-Tejeiro, Juan ; Medina, Carlos ; Melo Becerra, Ligia ; Guarín López, Alexander ; Florez, Luz ; bonilla mejia, leonardo ; Adhvaryu, Achyuta ; Velasquez, Santiago ; Lasso-Valderrama, Francisco ; Tribin-Uribe, Ana Maria ; Tamayo, Jorge ; Khanna, Gaurav ; Hermida-Giraldo, Didier ; Ramos-Forero, Jorge Enrique ; Hamann, Franz ; Otero-Cortes, Andrea ; Grajales-Olarte, Anderson ; Nyshadam, Anant ; Castro-Fernandez, Juan Carlos ; Morales, Leonardo Fabio ; Bonilla-Mejia, Leonardo ; Mendez-Vizcaino, Juan C ; Avila-Montealegre, Oscar ; Melo-Becerra, Ligia Alba ; Anzola-Bravo, Cesar. In: Revista ESPE - Ensayos sobre Polí
2019Oil Prices, Exchange Rates and Interest Rates. (2019). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7484.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Commodity Prices In Empirical Research. (2019). Carpantier, Jean-Franois. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020021.

Full description at Econpapers || Download paper

2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368.

Full description at Econpapers || Download paper

2020The effects of futures markets on oil spot price volatility in regional US markets. (2020). Miljkovic, Dragan ; Goetz, Cole. In: Applied Energy. RePEc:eee:appene:v:273:y:2020:i:c:s030626192030800x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020What drives commodity price booms and busts?. (2020). Stuermer, Martin ; Jacks, David. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988318301907.

Full description at Econpapers || Download paper

2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

Full description at Econpapers || Download paper

2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

Full description at Econpapers || Download paper

2020Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300153.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295.

Full description at Econpapers || Download paper

2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887.

Full description at Econpapers || Download paper

2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020What a network measure can tell us about financial interconnectedness and output volatility. (2020). Corbett, Jenny ; Xu, Ying. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300423.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Tracking spot oil: The elusive quest. (2020). Chincarini, Ludwig. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851318300825.

Full description at Econpapers || Download paper

2020Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates. (2020). Irwin, Scott H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851318301053.

Full description at Econpapers || Download paper

2020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

Full description at Econpapers || Download paper

2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Wasted windfalls: Inefficiencies in health care spending in oil rich countries. (2020). Keller, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305641.

Full description at Econpapers || Download paper

2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

Full description at Econpapers || Download paper

2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

Full description at Econpapers || Download paper

2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Naoui, Kamel ; ben Brayek, Angham ; Guesmi, Khaled ; Chkir, Imed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

Full description at Econpapers || Download paper

2020Financial reforms and banking system vulnerability: The role of regulatory frameworks. (2020). Maktouf, Samir ; Hamdaoui, Mekki. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:184-205.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism. (2020). Drakeford, Benjamin M ; Li, Zhenghui ; Peng, Jiaying. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4465-:d:405903.

Full description at Econpapers || Download paper

2020Speculative Pressure. (2020). Fernandez-Perez, Adrian ; Hua, John ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Post-Print. RePEc:hal:journl:hal-02500777.

Full description at Econpapers || Download paper

2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

Full description at Econpapers || Download paper

2020Sugar 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.

Full description at Econpapers || Download paper

2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

Full description at Econpapers || Download paper

2020DSGE Models Used by Policymakers: A Survey. (2020). Yagihashi, Takeshi. In: Discussion papers. RePEc:mof:wpaper:ron333.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024.

Full description at Econpapers || Download paper

2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

20204GM: A New Model for the Monetary Policy Analysis in Colombia. (2020). Guarín López, Alexander ; Vargas-Herrera, Hernando ; Gonzalez-Gomez, Andres ; Rodriguez, Diego ; Guarin-Lopez, Alexander. In: Working papers. RePEc:rie:riecdt:31.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Moody oil: What is driving the crude oil price?. (2019). Leinert, Lisa ; Lechthaler, Filippo. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1504-x.

Full description at Econpapers || Download paper

2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

Full description at Econpapers || Download paper

2020The Standard Narrative about DSGE Models in Central Banks’ Technical Reports. (2020). Sergi, Francesco. In: The European Journal of the History of Economic Thought. RePEc:taf:eujhet:v:27:y:2020:i:2:p:163-193.

Full description at Econpapers || Download paper

2020Risk contagion in the cross‐border banking network: Some new evidence. (2020). Peng, Fei ; Salim, Ruhul ; Chen, Bing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:475-495.

Full description at Econpapers || Download paper

2020Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1711-1730.

Full description at Econpapers || Download paper

2020Speculative pressure. (2020). Fernandezperez, Adrian ; Fuertes, AnaMaria ; Miffre, Joelle ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:575-597.

Full description at Econpapers || Download paper

2020The role of financial investors in determining the commodity futures risk premium. (2020). Isleimeyyeh, Mohammad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1375-1397.

Full description at Econpapers || Download paper

2020Oil prices, exchange rates and interest rates. (2020). Zhou, Xiaoqing ; Kilian, Lutz. In: CFS Working Paper Series. RePEc:zbw:cfswop:646.

Full description at Econpapers || Download paper

2019Improving oil price forecasts by sparse VAR methods. (2019). Sion, Sebastian Ruths ; Kruger, Jens . In: Darmstadt Discussion Papers in Economics. RePEc:zbw:darddp:237.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article258
2012The Role of Speculation in Oil Markets: What Have We Learned So Far?.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 258
paper
2013OPEC: What Difference Has It Made? In: Annual Review of Resource Economics.
[Full Text][Citation analysis]
article13
2008Testing a DSGE model and its partner database In: Borradores de Economia.
[Full Text][Citation analysis]
paper4
2008Testing a DSGE model and its partner database.(2008) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009The international cycle and Colombian monetary policy In: Borradores de Economia.
[Full Text][Citation analysis]
paper6
2009The international cycle and Colombian monetary policy.(2009) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper3
2009MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE.(2009) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description In: Borradores de Economia.
[Full Text][Citation analysis]
paper31
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: 31
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: 31
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: 31
article
2011Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
article0
2011Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2011Mapping systemic risk in the international banking network In: Bank of England working papers.
[Full Text][Citation analysis]
paper56
2002The role of short-run inflation targets and forecasts in disinflation In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2007A model of market surprises In: Bank of England working papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2004Unit Root Testing in a Central Bank In: Handbooks.
[Citation analysis]
book0
2011The contagious capacity of the international banking network: 1985-2009 In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2001What Is the Appropriate Rate of Disinflation to Be Targeted in the Czech Economy? In: Archive of Monetary Policy Division Working Papers.
[Full Text][Citation analysis]
paper3
2003What is the Appropriate Rate of Disinflation to Be Targeted in the Czech Economy?.(2003) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2002Inflation Targets as a Stabilisation Device In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
paper7
2014The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article7
1997The Comparative Static Effects of Many Changes In: Economics Working Papers.
[Citation analysis]
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.
[Full Text][Citation analysis]
article4
2007Monetary Policy and Data Uncertainty: A Case Study of Distribution, Hotels and Catering Growth In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2005National Accounts Revisions and Output Gap Estimates in a Model of Monetary Policy with Data Uncertainty In: Discussion Papers.
[Full Text][Citation analysis]
paper3
2001What is the optimal rate of disinflation to be targeted in the czech economy? In: Prague Economic Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2014Causes and Implications of Shifts in Financial Participation in Commodity Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article8
2004Modelling transmission mechanism of monetary policy in the Czech Republic In: Macroeconomics.
[Full Text][Citation analysis]
paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team