J. Isaac Miller : Citation Profile


Are you J. Isaac Miller?

University of Missouri

10

H index

11

i10 index

522

Citations

RESEARCH PRODUCTION:

21

Articles

31

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 30
   Journals where J. Isaac Miller has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 24 (4.4 %)

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   Permalink: http://citec.repec.org/pmi148
   Updated: 2022-05-14    RAS profile: 2022-04-04    
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Relations with other researchers


Works with:

Chang, Yoosoon (3)

Choi, Yongok (3)

Nam, Kyungsik (2)

Yigit, Taner (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 (26)

Götz, Thomas (20)

Filis, George (19)

Degiannakis, Stavros (14)

Chambers, Marcus (12)

MORANA, CLAUDIO (10)

Ratti, Ronald (10)

Guesmi, Khaled (9)

Smeekes, Stephan (8)

Sbrana, Giacomo (8)

Smyth, Russell (8)

Cites to:

Park, Joon (30)

Phillips, Peter (24)

Chang, Yoosoon (17)

Granger, Clive (16)

Kaufmann, Robert (15)

Santa-Clara, Pedro (11)

Svensson, Lars (10)

Estrada, Francisco (9)

Perron, Pierre (9)

Engle, Robert (9)

Serletis, Apostolos (8)

Main data


Where J. Isaac Miller has published?


Journals with more than one article published# docs
Energy Economics5
Journal of Time Series Analysis4
Journal of Econometrics3
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Missouri27
Working Papers / Rice University, Department of Economics2

Recent works citing J. Isaac Miller (2022 and 2021)


YearTitle of citing document
2020Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

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2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council. (2021). Alshihab, Salem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-9.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2021Accessing the Effect of Renewables on the Wholesale Power Market. (2021). Alam, Mohammad Nure. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-42.

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2021Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2022Investigating the Impact of Oil Prices Changes on Financial Market Efficiency in Saudi Arabia for the Period (1980-2018): ARDL Approach. (2022). Sharaf-Addin, Hussein Hamood ; Alhakimi, Saif Sallam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-53.

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2020Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand. (2020). Hayashida, Motonari ; Kabe, Satoshi ; Fujimoto, YU ; Kaneko, Nanae. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302646.

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2020Safe marginal time of crude oil price via escape problem of econophysics. (2020). Leng, NA ; Li, Jiang-Cheng ; Peng, Jia-Sheng ; Wei, YU ; Zhong, Guang-Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030059x.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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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.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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2020Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data. (2020). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:140-160.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:23-36.

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2021The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003091.

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2021The sectorally heterogeneous and time-varying price elasticities of energy demand in China. (2021). Su, Bin ; Tan, Xiujie ; Wei, Jie ; Wang, Banban. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003728.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

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2022Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method. (2022). Gong, XU ; Wang, You. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005983.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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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.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

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2020Financial liquidity, geopolitics, and oil prices. (2020). Abdel-Latif, Hany ; El-Gamal, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302634.

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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.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165.

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2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

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2021On income and price elasticities for energy demand: A panel data study. (2021). Smyth, Russell ; Peng, Bin ; Gao, Jiti. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Modelling asymmetric price responses of industrial energy demand with a dynamic hierarchical model. (2021). Sharimakin, Akinsehinwa. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001602.

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2020Impact of temperature on electricity demand: Evidence from Delhi and Indian states. (2020). Tongia, Rahul ; Singh, Nishmeet ; Harish, Santosh. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s0301421520301981.

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2021US partisan conflict uncertainty and oil prices. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Energy Policy. RePEc:eee:enepol:v:150:y:2021:i:c:s0301421520308296.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2020A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317473.

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2022Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

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2021Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. (2021). Basu, Sankarshan ; Bhatia, Vaneet. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300672.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2021Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657.

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2020Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence. (2020). Selmi, Refk ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308928.

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2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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2021The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach. (2021). Khan, Muhammad Fayaz ; Jadoon, Arshad Ullah ; Teng, Jian-Zhou. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309302.

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2021Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855.

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2021Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310114.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2021The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100091x.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Janczura, Joanna ; Wyomaska, Agnieszka ; Grzesiek, Aleksandra ; Bielak, Ukasz. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003184.

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2021Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901.

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2021Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market. (2021). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004335.

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2022Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004694.

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2020Stochastic resonance of drawdown risk in energy market prices. (2020). Dong, Yang ; Li, Jiang-Cheng ; Hu, Xiao-Bing ; Wen, Shu-Hui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317479.

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2020The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2022Stochastic RCM-driven cooling and heating energy demand analysis for residential building. (2022). Yeh, Shin-Cheng ; Piwowar, Joseph M ; Huang, Guohe ; Tian, Chuyin ; Ren, Jiayan ; Duan, Ruixin ; Lu, Chen. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:153:y:2022:i:c:s1364032121010340.

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2020The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:563-581.

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2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15.

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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2020The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Lenin, Bruno Felipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919302028.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2021Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing. (2021). Nam, Kyungsik. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:6-:d:495518.

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2020Short-Term Electricity Demand Forecasting: Impact Analysis of Temperature for Thailand. (2020). Kulthanavit, Pisut ; Kittipiyakul, Somsak ; Chapagain, Kamal. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2498-:d:358610.

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2020How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function. (2020). Kim, Jaehyeok ; Jang, Minwoo ; Jo, Ha-Hyun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5360-:d:428052.

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2020Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case. (2020). Mukhtarov, Shahriyar ; Mammadov, Jeyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6752-:d:465967.

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2020Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:70-:d:344446.

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2020Nonlinearity between CO 2 Emission and Economic Development: Evidence from a Functional Coefficient Panel Approach. (2020). Lee, Sungro ; Nam, Kyungsik ; Jeon, Hocheol. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10258-:d:458880.

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2021Shades between Black and Green Investment: Balance or Imbalance?. (2021). de Sousa, Vitor Manuel ; Miralles-Quiros, Jose Luis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5024-:d:546607.

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2020Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp13853.

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2020Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model. (2020). Choi, Yongok. In: Korean Economic Review. RePEc:kea:keappr:ker-20200101-36-1-07.

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2020Financial instability and oil price fluctuations: evidence from oil exporting developing countries. (2020). PORCHER, Thomas ; Brahim, Khaled Guesmi. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:55-71.

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2021Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238.

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2020On Income and Price Elasticities for Energy Demand: A Panel Data Study. (2020). Smyth, Russell ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-28.

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2020The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris. In: MPRA Paper. RePEc:pra:mprapa:101403.

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2021Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies. (2021). Amavilah, Voxi Heinrich ; Otero, Abraham ; Andres, Antonio Rodriguez. In: MPRA Paper. RePEc:pra:mprapa:109137.

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2021Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800.

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2021Forecasting tourist arrivals: Google Trends meets mixed-frequency data. (2021). Havranek, Tomas ; Zeynalov, Ayaz. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:1:p:129-148.

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2020Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

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2022Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors. (2022). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02028-0.

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2022Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. (2022). Min, Aleksey ; Manner, Hans ; Kielmann, Julia. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02073-9.

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2021The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). Atik, Nazif A ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00224-y.

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2020Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:336-348.

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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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article4
2015Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series In: Journal of Time Series Analysis.
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article18
2013Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2013) In: CEPR Discussion Papers.
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2014Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2014) In: Working Papers.
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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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article1
2019Testing Cointegrating Relationships Using Irregular and Non?Contemporaneous Series with an Application to Paleoclimate Data In: Journal of Time Series Analysis.
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article0
2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
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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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2011LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY In: Macroeconomic Dynamics.
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article14
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: 14
paper
2005How They Interact to Generate Persistency in Memory In: Working Papers.
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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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paper
2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
paper16
2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
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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: 16
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
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article11
2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Journal of Econometrics.
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article7
2018Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series In: Econometrics and Statistics.
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article2
2014Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series.(2014) In: Working Papers.
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paper
2009Crude oil and stock markets: Stability, instability, and bubbles In: Energy Economics.
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article330
2009Crude Oil and Stock Markets: Stability, Instability, and Bubbles.(2009) In: Working Papers.
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2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
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article31
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
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article12
2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
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2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
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article14
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
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2021Forecasting regional long-run energy demand: A functional coefficient panel approach In: Energy Economics.
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2019Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach.(2019) In: Working Papers.
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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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paper
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests In: Advances in Econometrics.
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chapter4
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2014Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures In: Journal of Financial Econometrics.
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article11
2012Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures.(2012) In: Working Papers.
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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
2022Time-varying cointegration and the Kalman filter In: Econometric Reviews.
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article0
2019Time-Varying Cointegration and the Kalman Filter.(2019) In: Working Papers.
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paper
2009Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error In: Working Papers.
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paper2
2011Cointegrating MiDaS Regressions and a MiDaS Test In: Working Papers.
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paper2
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
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paper14
2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
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paper9
2017Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet In: Working Papers.
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paper1
2019Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One In: Working Papers.
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2021Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways In: Working Papers.
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2021Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways.(2021) In: Working Papers.
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2021Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions In: Working Papers.
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