Peter Sephton : Citation Profile


Are you Peter Sephton?

Queen's University

9

H index

9

i10 index

372

Citations

RESEARCH PRODUCTION:

51

Articles

1

Papers

RESEARCH ACTIVITY:

   37 years (1982 - 2019). See details.
   Cites by year: 10
   Journals where Peter Sephton has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 17 (4.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse264
   Updated: 2020-07-04    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

Mann, Janelle (7)

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

Is cited by:

Kouretas, Georgios (25)

Shahbaz, Muhammad (16)

Otero, Jesus (13)

Holmes, Mark (10)

Georgoutsos, Dimitris (7)

Panagiotidis, Theodore (7)

McAleer, Michael (7)

Panagiotidis, Theodore (7)

Kühl, Michael (6)

Romero-Ávila, Diego (5)

Fotis, Panagiotis (5)

Cites to:

Gonzalo, Jesus (18)

Granger, Clive (16)

Mann, Janelle (14)

Dolado, Juan (13)

Lobato, Ignacio (13)

Velasco, Carlos (13)

MacKinnon, James (13)

Mayoral, Laura (12)

Engle, Robert (11)

SEO, MYUNG HWAN (8)

Perron, Pierre (8)

Main data


Where Peter Sephton has published?


Journals with more than one article published# docs
Applied Economics Letters9
Energy Economics4
Economics Letters4
Canadian Journal of Economics3
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie3
Empirical Economics3
Journal of Applied Econometrics2
Environmental & Resource Economics2
Foresight: The International Journal of Applied Forecasting2
Journal of International Money and Finance2
Computational Economics2
Applied Economics2

Recent works citing Peter Sephton (2020 and 2019)


YearTitle of citing document
2018An efficient neuro-evolutionary hybrid modelling mechanism for the estimation of daily global solar radiation in the Sunshine State of Australia. (2018). Salcedo-Sanz, Sancho ; Ghimire, Sujan ; Camacho-Gomez, Carlos ; Cornejo-Bueno, Laura ; Deo, Ravinesh C. In: Applied Energy. RePEc:eee:appene:v:209:y:2018:i:c:p:79-94.

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2019New insights into the nonlinearity of Okuns law. (2019). Garcia-Solanes, Jose ; Beyaert, Arielle ; Nebot, Cesar. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:202-210.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2017Optimal hedging in the US natural gas market: The effect of maturity and cointegration. (2017). Ghoddusi, Hamed ; Emamzadehfard, Sahar . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:92-105.

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2017The long-term relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882–2010. (2017). Piaggio, Matías ; Padilla, Emilio ; Roman, Carolina . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:271-282.

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2017The relationship between energy demand and real GDP growth rate: The role of price asymmetries and spatial externalities within 34 countries across the globe. (2017). Karkalakos, Sotiris ; Fotis, Panagiotis ; Asteriou, Dimitrios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:69-84.

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2018Markov switching GARCH models for Bayesian hedging on energy futures markets. (2018). Billio, Monica ; Osuntuyi, Anthony ; Casarin, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:545-562.

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2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:843-857.

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2018The Environmental Kuznets Curve in the OECD: 1870–2014. (2018). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:389-399.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Vides, Jose Carlos ; Iglesias, Jesus ; Bravo, Jose Manuel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China. (2020). Shahbaz, Muhammad ; Jiao, Zhilun ; Zameer, Hashim ; Song, Malin ; Raghutla, Chandrashekar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300037.

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2017Energy Innovations-GHG Emissions Nexus: Fresh Empirical Evidence from OECD Countries. (2017). Shahbaz, Muhammad ; Alvarez-Herranz, Agustin ; Balsalobre, Daniel ; Cantos, Jose Maria . In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:90-100.

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2019A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S ; Ederington, Louis H ; Linn, Scott C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15.

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2020Currency devaluation and trade balance: Evidence from the US services trade. (2020). Cheng, Ka Ming. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:20-37.

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2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). el Aziz, Mohamed Abd ; Alameer, Zakaria ; Jianhua, Zhang ; Ye, Haiwang ; Ewees, Ahmed A ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260.

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2020Lotka–Volterra signals in ASEAN currency exchange rates. (2020). Walsh, Steven T ; White, Reilly ; Marinakis, Yorgos D. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320862.

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2019Universally deployable extreme learning machines integrated with remotely sensed MODIS satellite predictors over Australia to forecast global solar radiation: A new approach. (2019). Mi, Jianchun ; Adamowski, Jan F ; Ahin, Mehmet ; Deo, Ravinesh C. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:104:y:2019:i:c:p:235-261.

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2017The effect of energy on output per worker in the Balkan Peninsula: A country-specific study of 12 nations in the Energy Community. (2017). Kumar, Nikeel ; Patel, Arvind ; Stauvermann, Peter Josef. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:1223-1239.

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2017Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291.

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2019Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models. (2019). Kripfganz, Sebastian ; Schneider, Daniel C. In: Discussion Papers. RePEc:exe:wpaper:1901.

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2018Testing Efficiency of the London Metal Exchange: New Evidence. (2018). Park, Jaehwan ; Lim, Byungkwon. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:32-:d:136280.

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2018Greenhouse Gas Emissions and Economic Performance in EU Agriculture: An Empirical Study in a Non-Linear Framework. (2018). Zafeiriou, Eleni ; Arabatzis, Garyfallos ; Galanopoulos, Konstantinos ; Mallidis, Ioannis. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3837-:d:177736.

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2018Measuring International Migration in Azerbaijan. (2018). Mukhtarov, Shahriyar ; Yuksel, Serhat ; Iskandarov, Anar ; Mikayilov, Jeyhun I ; Mahmudlu, Ceyhun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:132-:d:125900.

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2018Evaluating Greenhouse Tomato and Pepper Input Efficiency Use in Kosovo. (2018). Frangu, Blend ; Musliu, Arben ; Thomsen, Michael ; Popp, Jennie Sheerin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2768-:d:162082.

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2020Empirical Evidence in Ecuador between Economic Growth and Environmental Deterioration. (2020). Romero, Luis ; de la Cruz, Maria ; Correa-Quezada, Ronny ; Quintana-Romero, Luis ; Massa-Sanchez, Priscilla. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:853-:d:312402.

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2018Pipeline capacity and the dynamics of Alberta crude oil price spreads. (2018). Thille, Henry ; Galay, Gregory. In: Working Papers. RePEc:gue:guelph:2018-04.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Grol, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201504.

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2020Is Aggregate Domestic Consumption Spending (ADCS) Per Capita Determining CO2 Emissions in South Africa? A New Perspective. (2020). Khattak, Shoukat Iqbal ; Ahmad, Manzoor. In: Environmental & Resource Economics. RePEc:kap:enreec:v:75:y:2020:i:3:d:10.1007_s10640-019-00398-9.

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2019.

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2017The effect of renewable energy use and economic growth on pollution in the EUROZONE. (2017). Fotis, Panagiotis Nikolaos ; Pekka, Victoria . In: Economics and Business Letters. RePEc:ove:journl:aid:11878.

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2019Environmental Kuznets Curve for CO2 emission: A survey of empirical literature. (2019). Sinha, Avik ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:100257.

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2018Sustainable development, environmental policy and renewable energy use: A dynamic panel data approach. (2018). POLEMIS, MICHAEL ; Fotis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:85018.

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2018Environmental Kuznets Curve for CO2 Emission: A Literature Survey. (2018). Sinha, Avik ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:86281.

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2018Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:88195.

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2019Public-Private Partnerships Investment in Energy as New Determinant of CO2 Emissions: The Role of Technological Innovations in China. (2019). Shahbaz, Muhammad ; Jiao, Zhilun ; Zameer, Hashim ; Song, Malin ; Raghutla, Chandrashekar. In: MPRA Paper. RePEc:pra:mprapa:97909.

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2018Linkages Between the Foreign Exchange Markets of BRIC Countries—Brazil, Russia, India and China—and the USA. (2018). Swanson, Peggy E ; Aroul, Ramya Rajajagadeesan . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:17:y:2018:i:3:p:333-353.

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2019Fiscal reaction functions for the advanced economies revisited. (2019). Fachin, Stefano ; Di Iorio, Francesca. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20191.

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2018Should business rely on business cycle forecasting?. (2018). Rotheli, Tobias F. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:26:y:2018:i:1:d:10.1007_s10100-017-0477-8.

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2019Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty. (2019). Lee, Chien-Chiang ; GUPTA, RANGAN ; Lahiani, Amine. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1539-z.

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2018Taming the SO2 and NOx emissions: evidence from a SUR model for the US. (2018). Stengos, Thanasis ; POLEMIS, MICHAEL. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:11:y:2018:i:2:d:10.1007_s12076-018-0203-8.

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2018Time Series Econometrics. (2018). Levendis, John D. In: Springer Texts in Business and Economics. RePEc:spr:sptbec:978-3-319-98282-3.

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2020Hourly River Flow Forecasting: Application of Emotional Neural Network Versus Multiple Machine Learning Paradigms. (2020). Shahid, Shamsuddin ; Salih, Sinan Q ; Ghorbani, Mohammad Ali ; Samui, Pijush ; Saadi, Zulfaqar ; Naganna, Sujay Raghavendra ; Yaseen, Zaher Mundher. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:34:y:2020:i:3:d:10.1007_s11269-020-02484-w.

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Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model. (2018). Sheu, Herjiun ; Lee, Hsiangtai ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:12:p:1514-1532.

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Works by Peter Sephton:


YearTitleTypeCited
2009Fractional integration in agricultural futures price volatilities revisited In: Agricultural Economics.
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article6
1989Relative Prices and Money: Some Canadian Evidence In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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article2
1998GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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article2
2011Spatial Arbitrage in Sarawak Pepper Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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article4
1987The Choice of Monetary Policy Instruments in Canada: An Extension. In: Canadian Journal of Economics.
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article0
1992Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data. In: Canadian Journal of Economics.
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article3
1993Optimal Hedge Ratios at the Winnipeg Commodity Exchange. In: Canadian Journal of Economics.
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article16
1989Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment In: Journal of Development Economics.
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article2
1988On interest rate innovations and anticipated monetary policy In: Economics Letters.
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article2
1989Anticipated monetary policy in Canada : Some new evidence In: Economics Letters.
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article2
1990A note on the efficiency of the London metal exchange In: Economics Letters.
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article17
1995Response surface estimates of the KPSS stationarity test In: Economics Letters.
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article79
2013Further evidence of an Environmental Kuznets Curve in Spain In: Energy Economics.
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article24
2018Gold and crude oil prices after the great moderation In: Energy Economics.
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article1
2019A (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.
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article0
2019El Niño, La Niña, and a cup of Joe In: Energy Economics.
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1991Tests of exchange market efficiency: fragile evidence from cointegration tests In: Journal of International Money and Finance.
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article95
1989On exchange intervention, sterilization, and bank reserve accounting In: Journal of International Money and Finance.
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2016Global relationships across crude oil benchmarks In: Journal of Commodity Markets.
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article4
2013Threshold Cointegration: Model Selection with an Application In: Journal of Economics and Econometrics.
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article5
2001Forecasting recessions: can we do better on MARS? In: Review.
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article13
2009Predicting Recessions: A Regression (Probit) Model Approach In: Foresight: The International Journal of Applied Forecasting.
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article1
2009Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives In: Foresight: The International Journal of Applied Forecasting.
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1998Easyreg: version 1.12 In: Journal of Applied Econometrics.
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article2
2000Financial analysis package for GAUSS In: Journal of Applied Econometrics.
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article0
2017Finite Sample Critical Values of the Generalized KPSS Stationarity Test In: Computational Economics.
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article2
1994Cointegration Tests on MARS. In: Computational Economics.
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article6
2016Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom In: Environmental & Resource Economics.
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article11
2020Mean Reversion in CO2 Emissions: the Need for Structural Change In: Environmental & Resource Economics.
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article0
2015Revising Fiscal Policy and Growth in Saudi Arabia In: Journal of Reviews on Global Economics.
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1991Commodity Prices: Policy Target or Information Variable: A Comment. In: Journal of Money, Credit and Banking.
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article9
2003Spatial Market Arbitrage and Threshold Cointegration In: American Journal of Agricultural Economics.
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article25
1988World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison In: IMF Staff Papers.
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article0
1982Endogenous Expectations and Economic Policy In: Working Paper.
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2009Persistence in U.S. State Unemployment Rates In: Southern Economic Journal.
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article7
2008Critical values of the augmented fractional Dickey–Fuller test In: Empirical Economics.
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article1
2009Critical values for the augmented efficient Wald test for fractional unit roots In: Empirical Economics.
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article2
2015Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets In: Empirical Economics.
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1989On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment In: Review of World Economics (Weltwirtschaftliches Archiv).
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2005Predicting the equity premium with dividend ratios: a matter of balance In: Applied Economics Letters.
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2005Forecasting inflation using the term structure and MARS In: Applied Economics Letters.
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article2
2008On the finite sample size and power of the generalized KPSS test in the presence of level breaks In: Applied Economics Letters.
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2008Market shares and rivalry in the U.S. cigarette industry In: Applied Economics Letters.
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2009Prostate cancer: a New Brunswick tale In: Applied Economics Letters.
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2011Who cut the cheese? In: Applied Economics Letters.
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2012Breaking deterministics, test size and the efficient Wald test for fractional unit roots In: Applied Economics Letters.
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1996A note on fractional cointegration In: Applied Economics Letters.
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1996Extended critical values for a simple test of cointegration In: Applied Economics Letters.
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article4
2008Exchange rates and fractional integration revisited In: Applied Financial Economics Letters.
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article2
2002Fractional cointegration: Monte Carlo estimates of critical values, with an application In: Applied Financial Economics.
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article15
2010On the empirical size of Nielsens multivariate likelihood ratio test of fractional integration In: Applied Economics.
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2010Unit roots and purchasing power parity: another kick at the can In: Applied Economics.
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