J. Isaac Miller : Citation Profile


Are you J. Isaac Miller?

University of Missouri

9

H index

8

i10 index

369

Citations

RESEARCH PRODUCTION:

17

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 24
   Journals where J. Isaac Miller has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 22 (5.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi148
   Updated: 2019-09-14    RAS profile: 2019-06-28    
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Relations with other researchers


Works with:

Chang, Yoosoon (8)

Choi, Yongok (2)

Kaufmann, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Isaac Miller.

Is cited by:

Hecq, Alain (27)

Götz, Thomas (22)

Filis, George (15)

Degiannakis, Stavros (11)

Ratti, Ronald (10)

MORANA, CLAUDIO (9)

Smeekes, Stephan (9)

McAleer, Michael (8)

Chang, Chia-Lin (8)

Sbrana, Giacomo (7)

Chevillon, Guillaume (7)

Cites to:

Park, Joon (35)

Phillips, Peter (29)

Chang, Yoosoon (17)

Granger, Clive (16)

Kaufmann, Robert (13)

Perron, Pierre (11)

Santa-Clara, Pedro (11)

Estrada, Francisco (11)

Svensson, Lars (10)

Engle, Robert (9)

Chambers, Marcus (9)

Main data


Where J. Isaac Miller has published?


Journals with more than one article published# docs
Energy Economics4
Journal of Time Series Analysis3
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Missouri24
Working Papers / Rice University, Department of Economics2

Recent works citing J. Isaac Miller (2019 and 2018)


YearTitle of citing document
2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:2:p:27-45.

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2018Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Arrak, Islem ; Mansour, Walid ; Majdoub, Jihed. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:27-45.

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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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2017The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Vedat Ender ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108.

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2017Testing for Persistent Japanese Beef Trade Impacts from BSE Using a Time-Varying Armington Model. (2017). Soon, Byung Min ; Thompson, Wyatt. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259150.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO. In: CSI: Climate and Sustainable Innovation. RePEc:ags:cpaper:268728.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:253732.

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2018Predicting Soybean Yield with NDVI using a Flexible Fourier Transform Model. (2018). Katchova, Ani ; Xu, Chang. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266693.

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2018On the Choice of Instruments in Mixed Frequency Specification Tests. (2018). Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:1809.05503.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp101.

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2018A MODEL OF INFLATION TRANSMISSION IN AN EXCHANGE RATE TARGET ZONE. (2018). Chua, Kevin C. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:285-297.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2017THE IMPACT OF MACROECONOMIC INDICATORS ON INDIAN STOCK PRICES: AN EMPIRICAL ANALYSIS. (2017). , Giri ; Pooja, Joshi . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:61-78.

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2017Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, María. In: UC3M Working papers. Economics. RePEc:cte:werepe:24121.

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2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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

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2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

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2017The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21.

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2018Comparison of four rule-based demand response control algorithms in an electrically and heat pump-heated residential building. (2018). Alimohammadisagvand, Behrang ; Siren, Kai ; Jokisalo, Juha . In: Applied Energy. RePEc:eee:appene:v:209:y:2018:i:c:p:167-179.

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2018Estimating sectoral demands for electricity using the pooled mean group method. (2018). Gautam, Tej K ; Paudel, Krishna P. In: Applied Energy. RePEc:eee:appene:v:231:y:2018:i:c:p:54-67.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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

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2018Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:70-88.

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2017Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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

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2018Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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

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

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2018Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

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2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

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2017Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:233-243.

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2018Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269.

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2019Factors influencing energy requirements and CO2 emissions of households in Thailand: A panel data analysis. (2019). , John ; John , ; Dhakal, Shobhakar ; Meangbua, Onicha. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:521-531.

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2019Estimation of elasticities for electricity demand in Brazilian households and policy implications. (2019). Chagas, André ; Ziero, Julia Gallego ; Squarize, Andre Luis ; de Abreu, Daniel. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:69-79.

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2017Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system. (2017). Moreno, Blanca ; Fonseca, Ana Rosa ; Garcia-Alvarez, Maria Teresa. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:223-233.

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2017Climatic influence on electricity consumption: The case of Singapore and Hong Kong. (2017). Ang, BW ; Ma, Xiaojing ; Wang, H. In: Energy. RePEc:eee:energy:v:127:y:2017:i:c:p:534-543.

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2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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2019The effects of oil and gasoline prices on confidence and stock return of the energy companies for Turkey and the US. (2019). Badur, Mesut M ; Bildirici, Melike E. In: Energy. RePEc:eee:energy:v:173:y:2019:i:c:p:1234-1241.

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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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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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2017Expected utility for nonstochastic risk. (2017). Ivanenko, Victor ; Pasichnichenko, Illia . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:86:y:2017:i:c:p:18-22.

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2018The interactions between OPEC oil price and sectoral stock returns: Evidence from China. (2018). Kirkulak-Uludag, Berna ; Safarzadeh, Omid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:631-641.

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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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2019Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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2019Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms. (2019). Apergis, Nicholas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:34-40.

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2018Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach. (2018). Uribe, Jorge ; Manotas-Duque, Diego F ; Mosquera-Lopez, Stephania. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:456-467.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2017Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

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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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2018Multivariate modeling and analysis of regional ocean freight rates. (2018). Koekebakker, Steen ; Benth, Fred Espen ; Adland, Roar. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:194-221.

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2018Financial Liquidity, Geopolitics, and Oil Prices. (2018). Abdel-Latif, Hany ; El-Gamal, Mahmoud . In: Working Papers. RePEc:erg:wpaper:1255.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2017.09.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2018.01.

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2018The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data. (2018). Polat, Onur. In: Fiscaoeconomia. RePEc:fis:journl:180302.

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2019Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel . In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077.

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2017Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach. (2017). Hasanov, Fakhri ; Bollino, Carlo Andrea ; Mahmudlu, Ceyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1918-:d:119727.

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2017Why Electricity Demand Is Highly Income-Elastic in Spain: A Cross-Country Comparison Based on an Index-Decomposition Analysis. (2017). Perez Garcia, Julian ; Moral Carcedo, Julian ; Moral-Carcedo, Julian ; Perez-Garcia, Julian. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:3:p:347-:d:92845.

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2019Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

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2019Analysis on the Influence of China’s Energy Consumption on Economic Growth. (2019). Cheng, Maolin ; Liu, Bin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3982-:d:250729.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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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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2017Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth. (2017). Cao, Shuo ; Chen, Hongyi. In: Working Papers. RePEc:hkm:wpaper:042017.

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2018Oil price changes and stock market returns: cointegration evidence from emerging market. (2018). Elian, Mohammad I ; Kisswani, Khalid M. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-016-9199-5.

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2018Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Dupoyet, Brice V ; Shank, Corey A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7.

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2018Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis. (2018). Mohanty, Sunil K ; Alshehri, Abdulrahman F ; Onochie, Joseph . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:3:d:10.1007_s11156-017-0682-5.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2019Keresleti árrugalmasság becslése a magyar villamosenergia-piacon. (2019). Hortay, Oliver ; Szke, Tamas. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1854.

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2017Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran. (2017). Argha, Leila ; Shahabadi, Abolfazl ; Khezri, Mohsen ; Mowlaei, Mohammad. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:12:y:2017:i:4:p:481-489.

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2017Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Claudio, Morana ; Giacomo, Sbrana . In: Working Papers. RePEc:mib:wpaper:361.

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2017Some Financial Implications of Global Warming: An Empirical Assessment. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Giacomo, Sbrana ; Claudio, Morana. In: Working Papers. RePEc:mib:wpaper:377.

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2017Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness. (2017). GHORBEL, Ahmed ; Hachicha, Nejib ; Selmi, Nadhem ; Fakhfekh, Mohamed . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0030-7.

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2017The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis. (2017). Masih, Abul ; Razak, Razman . In: MPRA Paper. RePEc:pra:mprapa:79717.

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2017Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2017). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:80435.

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2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

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

Works by J. Isaac Miller:


YearTitleTypeCited
2018Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors In: Journal of Agricultural Economics.
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2010Cointegrating regressions with messy regressors and an application to mixed-frequency series In: Journal of Time Series Analysis.
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article2
2015Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series In: Journal of Time Series Analysis.
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article15
2013Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2013) In: CEPR Discussion Papers.
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paper
2014Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2016Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies In: Journal of Time Series Analysis.
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article0
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels In: Journal of Time Series Econometrics.
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article4
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2011LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY In: Macroeconomic Dynamics.
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article10
2010Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2005How They Interact to Generate Persistency in Memory In: Working Papers.
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paper0
2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
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paper3
2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
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paper15
2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 15
article
2008Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2011Testing the bounds: Empirical behavior of target zone fundamentals In: Economic Modelling.
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article1
2009Testing the Bounds: Empirical Behavior of Target Zone Fundamentals.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
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article11
2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series In: Econometrics and Statistics.
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article1
2014Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2009Crude oil and stock markets: Stability, instability, and bubbles In: Energy Economics.
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article230
2009Crude Oil and Stock Markets: Stability, Instability, and Bubbles.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 230
paper
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
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article18
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
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article7
2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
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article5
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2014On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables In: Regional Science and Urban Economics.
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article0
2013On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests In: Advances in Econometrics.
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chapter3
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures In: Journal of Financial Econometrics.
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article9
2012Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2016Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series In: Econometric Reviews.
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article10
2012Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2009Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error In: Working Papers.
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paper1
2011Cointegrating MiDaS Regressions and a MiDaS Test In: Working Papers.
[Full Text][Citation analysis]
paper2
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
[Full Text][Citation analysis]
paper13
2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
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paper9
2016Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Working Papers.
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paper0
2017Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet In: Working Papers.
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paper0
2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data In: Working Papers.
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paper0
2019Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One In: Working Papers.
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paper0
2019Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways In: Working Papers.
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paper0
2019Time-Varying Cointegration and the Kalman Filter In: Working Papers.
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