Jason Stevens : Citation Profile


Are you Jason Stevens?

University of Prince Edward Island

2

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

7

Articles

RESEARCH ACTIVITY:

   4 years (2012 - 2016). See details.
   Cites by year: 1
   Journals where Jason Stevens has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst649
   Updated: 2018-09-15    RAS profile: 2016-07-19    
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Relations with other researchers


Works with:

de Lamirande, Patrick (2)

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

Is cited by:

GUPTA, RANGAN (1)

Gil-Alana, Luis (1)

Olubusoye, Olusanya (1)

YAYA, OLAOLUWA (1)

Lau, Wee-Yeap (1)

Cites to:

Saikkonen, Pentti (1)

Taamouti, Abderrahim (1)

Tkacz, Greg (1)

Dufour, Jean-Marie (1)

MacKinnon, James (1)

Hansen, Bruce (1)

Kauppi, Heikki (1)

Atta-Mensah, Joseph (1)

Andrews, Donald (1)

Chauvet, Marcelle (1)

Chen, Shiu-Sheng (1)

Main data


Where Jason Stevens has published?


Journals with more than one article published# docs
Applied Economics Letters3
Applied Economics2

Recent works citing Jason Stevens (2018 and 2017)


YearTitle of citing document
2018Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. (2018). Ters, Kristyna ; Urban, Jorg. In: BIS Working Papers. RePEc:bis:biswps:689.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

Full description at Econpapers || Download paper

Works by Jason Stevens:


YearTitleTypeCited
2013The benefits of storage and non-renewable resource price dynamics In: Canadian Journal of Economics.
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article0
2016Predicting events with an unidentified time horizon In: Economics Bulletin.
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article0
2012A simple in-sample test of futures market efficiency based on rolling regressions In: Applied Economics Letters.
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article0
2013Testing the efficiency of the futures market for crude oil using weighted least squares In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2015Do transaction costs prevent arbitrage in the market for crude oil? Evidence from a threshold autoregression In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2014Identification problems in Granger causality tests based on the net oil price increase In: Applied Economics.
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article0
2014Testing the efficiency of the futures market for crude oil in the presence of a structural break In: Applied Economics.
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article3

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