12
H index
13
i10 index
517
Citations
Peter Sephton : Citation Profile
Queen's University | RESEARCH PRODUCTION: 57 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1982 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Sephton. | Is cited by:
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Main data
Where Peter Sephton has published?
Recent works citing Peter Sephton (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade. (2025). Ramsey, Ford A ; Ghosh, Sujit K. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361103. Full description at Econpapers || Download paper |
| 2025 | Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks. (2025). Mukhia, Kundan ; Luwang, SR ; Nurujjaman, MD ; Chakraborty, Tanujit ; Saha, Suman ; Hens, Chittaranjan. In: Papers. RePEc:arx:papers:2508.04671. Full description at Econpapers || Download paper |
| 2024 | Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7. Full description at Econpapers || Download paper |
| 2025 | Forecasting the future of carbon emissions by business confidence. (2025). Akan, Taner. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025303. Full description at Econpapers || Download paper |
| 2025 | The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach. (2025). Liu, Yang ; Taghizadeh-Hesary, Farhad ; Jia, Yiqing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1776-1789. Full description at Econpapers || Download paper |
| 2025 | Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584. Full description at Econpapers || Download paper |
| 2025 | Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002646. Full description at Econpapers || Download paper |
| 2024 | Can the readability of an annual report forecast negative earnings surprises?. (2024). Yang, Yang ; Li, Hong-Quan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002216. Full description at Econpapers || Download paper |
| 2024 | Exchange rate dynamics and the central banks balance sheet. (2024). Granados, Camilo ; Mann, Janelle ; Gallacher, Guillermo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001438. Full description at Econpapers || Download paper |
| 2025 | A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017. Full description at Econpapers || Download paper |
| 2025 | Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies. (2025). Wang, Mengjiao ; Liu, Jianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000443. Full description at Econpapers || Download paper |
| 2024 | Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?. (2024). Iglesias, Emma ; Rivera-Alonso, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001454. Full description at Econpapers || Download paper |
| 2024 | Oil Price and Long-run Economic Growth in Oil-importing Developing Countries. (2024). Gamtessa, Samuel F ; Guliani, Harminder. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000735. Full description at Econpapers || Download paper |
| 2024 | Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215. Full description at Econpapers || Download paper |
| 2024 | Does reducing income inequality promote the decoupling of economic growth from carbon footprint?. (2024). Chai, LI ; Hou, Aoyu ; Liu, AO. In: World Development. RePEc:eee:wdevel:v:173:y:2024:i:c:s0305750x23002413. Full description at Econpapers || Download paper |
| 2025 | Modeling the Short- and Long-Term Impacts of Climate Change on Wheat Production in Egypt Using Autoregressive Distributed Lag Approach. (2025). Alashry, Mohamed Khairy ; El-Hendawy, Salah ; Hu, Yuncai ; Abbas, Salwa ; Alboghdady, Mohamed. In: Land. RePEc:gam:jlands:v:14:y:2025:i:10:p:1962-:d:1760477. Full description at Econpapers || Download paper |
| 2024 | Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches. (2024). Ahmad, Yamin ; Lo, Ming Chien ; Check, Adam. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10397-0. Full description at Econpapers || Download paper |
| 2025 | The Volatility Spillover Between Global Crude Oil and Gold Market: Evidence from Wavelet Coherence and Cross-power Spectrum Models. (2025). Santhosh, P K ; Sahadudheen, I. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10819-7. Full description at Econpapers || Download paper |
| 2025 | Investigating the nexus between sovereign green and vanilla bonds in the secondary market. (2025). Bokor, Lszl. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:7:d:10.1057_s41260-025-00402-6. Full description at Econpapers || Download paper |
| 2024 | FDI, industrialisation and environmental quality in SSA—the role of institutional quality towards environmental sustainability. (2024). Graham, Michael ; Abor, Joshua Yindenaba ; Jinapor, John Abdulai. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04000-6. Full description at Econpapers || Download paper |
| 2025 | Revisiting the price transmission from international commodity to Chinese agricultural products based on an industry chain perspective. (2025). Hu, Shukun ; Shan, Yaojun ; Miao, Jinfeng ; Sun, Qingru ; Zhang, Han ; Ding, Mingting. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05238-4. Full description at Econpapers || Download paper |
| 2024 | Forecasting gold price with the XGBoost algorithm and SHAP interaction values. (2024). ben Jabeur, Sami ; Viviani, Jean-Laurent ; Mefteh-Wali, Salma. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04187-w. Full description at Econpapers || Download paper |
| 2024 | Recycling of multi-source waste in an aggregate circular economy. (2024). Boucekkine, Raouf ; Kogan, Konstantin ; el Ouardighi, Fouad. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:2:d:10.1007_s10100-023-00886-w. Full description at Econpapers || Download paper |
| 2025 | Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1. Full description at Econpapers || Download paper |
| 2025 | The idiosyncratic relationship between greenhouse gases and economic growth: the role of renewable energy sources in the case of European countries. (2025). Smirnova, Janna ; Infante, Davide ; Abbruzzese, Matteo. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:42:y:2025:i:1:d:10.1007_s40888-024-00354-x. Full description at Econpapers || Download paper |
| 2025 | An augmented fourier ARDL analysis of CO2 emission determinants in Spain: the role of growth, innovation, and trade. (2025). Georgescu, Irina ; Kinnunen, Jani. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:18:y:2025:i:1:d:10.1007_s12076-025-00411-4. Full description at Econpapers || Download paper |
Works by Peter Sephton:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | A Comparison of Hedging Strategies and Effectiveness for Storable and Non-Storable Commodities In: 2010 Conference, April 19-20, 2010, St. Louis, Missouri. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Fractional integration in agricultural futures price volatilities revisited In: Agricultural Economics. [Full Text][Citation analysis] | article | 8 |
| 1989 | Relative Prices and Money: Some Canadian Evidence In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 3 |
| 1998 | GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 3 |
| 2011 | Spatial Arbitrage in Sarawak Pepper Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Citation analysis] | article | 5 |
| 1987 | The Choice of Monetary Policy Instruments in Canada: An Extension. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 1993 | Optimal Hedge Ratios at the Winnipeg Commodity Exchange. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 18 |
| 1989 | Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment In: Journal of Development Economics. [Full Text][Citation analysis] | article | 2 |
| 1988 | On interest rate innovations and anticipated monetary policy In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1989 | Anticipated monetary policy in Canada : Some new evidence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1990 | A note on the efficiency of the London metal exchange In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1995 | Response surface estimates of the KPSS stationarity test In: Economics Letters. [Full Text][Citation analysis] | article | 86 |
| 2013 | Further evidence of an Environmental Kuznets Curve in Spain In: Energy Economics. [Full Text][Citation analysis] | article | 41 |
| 2018 | Gold and crude oil prices after the great moderation In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
| 2019 | A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000) In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | El Niño, La Niña, and a cup of Joe In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2023 | Threshold cointegration and asymmetries between dividends and earnings news In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 1991 | Tests of exchange market efficiency: fragile evidence from cointegration tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 100 |
| 1989 | On exchange intervention, sterilization, and bank reserve accounting In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Global relationships across crude oil benchmarks In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 17 |
| 2022 | Revisiting the inflation-hedging properties of precious metals in Africa In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
| 2013 | Threshold Cointegration: Model Selection with an Application In: Journal of Economics and Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2001 | Forecasting recessions: can we do better on MARS? In: Review. [Full Text][Citation analysis] | article | 15 |
| 2009 | Predicting Recessions: A Regression (Probit) Model Approach In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1998 | Easyreg: version 1.12 In: Journal of Applied Econometrics. [Citation analysis] | article | 2 |
| 2000 | Financial analysis package for GAUSS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Finite Sample Critical Values of the Generalized KPSS Stationarity Test In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 1994 | Cointegration Tests on MARS. In: Computational Economics. [Citation analysis] | article | 11 |
| 2023 | A note on CO2 emissions using two new tests In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2016 | Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 34 |
| 2020 | Mean Reversion in CO2 Emissions: the Need for Structural Change In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 4 |
| 2015 | Revising Fiscal Policy and Growth in Saudi Arabia In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Commodity Prices: Policy Target or Information Variable: A Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
| 2003 | Spatial Market Arbitrage and Threshold Cointegration In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 29 |
| 1988 | World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison In: IMF Staff Papers. [Full Text][Citation analysis] | article | 1 |
| 1998 | Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 1982 | Endogenous Expectations and Economic Policy In: Working Paper. [Citation analysis] | paper | 0 |
| 2008 | Critical values of the augmented fractional Dickey–Fuller test In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Critical values for the augmented efficient Wald test for fractional unit roots In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 1989 | On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2005 | Predicting the equity premium with dividend ratios: a matter of balance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Forecasting inflation using the term structure and MARS In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | On the finite sample size and power of the generalized KPSS test in the presence of level breaks In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | Market shares and rivalry in the U.S. cigarette industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | Prostate cancer: a New Brunswick tale In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | Who cut the cheese? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Breaking deterministics, test size and the efficient Wald test for fractional unit roots In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | A note on fractional cointegration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1996 | Extended critical values for a simple test of cointegration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Fractional cointegration: Monte Carlo estimates of critical values, with an application In: Applied Financial Economics. [Full Text][Citation analysis] | article | 15 |
| 2010 | On the empirical size of Nielsens multivariate likelihood ratio test of fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Unit roots and purchasing power parity: another kick at the can In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Exchange rates and fractional integration revisited In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Persistence in U.S. State Unemployment Rates In: Southern Economic Journal. [Full Text][Citation analysis] | article | 9 |
| 2012 | Persistence in U.S. State Unemployment Rates: Errata and Extensions.(2012) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article |
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