Susan Thorp : Citation Profile


Are you Susan Thorp?

University of Sydney

7

H index

6

i10 index

319

Citations

RESEARCH PRODUCTION:

27

Articles

43

Papers

2

Chapters

RESEARCH ACTIVITY:

   30 years (1987 - 2017). See details.
   Cites by year: 10
   Journals where Susan Thorp has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 22 (6.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth50
   Updated: 2017-11-23    RAS profile: 2017-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Dobrescu, Loretti (4)

Ortmann, Andreas (4)

Yang, Minxian (3)

Dungey, Mardi (3)

Silvennoinen, Annastiina (3)

Stavrunova, Olena (2)

Iskhakov, Fedor (2)

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

Is cited by:

McAleer, Michael (12)

Chang, Chia-Lin (12)

Nguyen, Duc Khuong (12)

Tansuchat, Roengchai (9)

Mitchell, Olivia (8)

Kilian, Lutz (7)

Filis, George (6)

Uddin, Gazi (6)

Guidolin, Massimo (5)

Degiannakis, Stavros (5)

Bekiros, Stelios (5)

Cites to:

Laibson, David (29)

Madrian, Brigitte (28)

Lusardi, Annamaria (25)

Keane, Michael (25)

van Rooij, Maarten (20)

Mitchell, Olivia (20)

Campbell, John (18)

Skinner, Jonathan (17)

alessie, rob (16)

Choi, James (16)

Rigobon, Roberto (14)

Main data


Where Susan Thorp has published?


Journals with more than one article published# docs
The Economic Record7
Journal of Pension Economics and Finance3
Australian Journal of Management2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney14
RBA Research Discussion Papers / Reserve Bank of Australia5
Working Paper Series / The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney4
Discussion Papers / School of Economics, The University of New South Wales2
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales2
Econometric Society 2004 Australasian Meetings / Econometric Society2
NCER Working Paper Series / National Centre for Econometric Research2

Recent works citing Susan Thorp (2017 and 2016)


YearTitle of citing document
2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

Full description at Econpapers || Download paper

2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

Full description at Econpapers || Download paper

2017An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael . In: Papers. RePEc:arx:papers:1502.00674.

Full description at Econpapers || Download paper

2016Optimal Consumption, Investment and Housing with Means-tested Public Pension in Retirement. (2016). Shevchenko, Pavel V ; Andreasson, Johan G ; Novikov, Alex . In: Papers. RePEc:arx:papers:1606.08984.

Full description at Econpapers || Download paper

2016The 2015-2017 policy changes to the means-tests of Australian Age Pension: implication to decisions in retirement. (2016). Shevchenko, Pavel V ; Andreasson, Johan G. In: Papers. RePEc:arx:papers:1611.08330.

Full description at Econpapers || Download paper

2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

Full description at Econpapers || Download paper

2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Ellwanger, Reinhard ; Baumeister, Christiane . In: Staff Working Papers. RePEc:bca:bocawp:17-35.

Full description at Econpapers || Download paper

2016Comments on Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?. (2016). Dungey, Mardi. In: BIS Papers chapters. RePEc:bis:bisbpc:88-13.

Full description at Econpapers || Download paper

2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

Full description at Econpapers || Download paper

2016Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6282.

Full description at Econpapers || Download paper

2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11740.

Full description at Econpapers || Download paper

2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:6317.

Full description at Econpapers || Download paper

2016CONDITIONAL CORRELATION COEFFICIENT AS A TOOL FOR ANALYSIS OF CONTAGION IN FINANCIAL MARKETS AND REAL ECONOMY INDEXES BASED ON THE SYNTHETIC RATIO. (2016). Siedlecki, Rafa ; Papla, Daniel . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:287-299.

Full description at Econpapers || Download paper

2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

Full description at Econpapers || Download paper

2016Correlation changes between the risk-free rate and sovereign yields of euro area countries. (2016). De Santis, Roberto ; Stein, Michael ; Desantis, Roberto . In: Working Paper Series. RePEc:ecb:ecbwps:20161979.

Full description at Econpapers || Download paper

2016Individual Choice of a Pension Fund in Russia: Are the Investment Results of the Fund Important?. (2016). Tumanyants, Karen A ; Gulyaeva, Eugenia V. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-05.

Full description at Econpapers || Download paper

2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

Full description at Econpapers || Download paper

2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

Full description at Econpapers || Download paper

2017The long and short of commodity tails and their relationship to Asian equity markets. (2017). Pham, Thach N ; Powell, Robert J ; Singh, Abhay K ; Vo, Duc H. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

Full description at Econpapers || Download paper

2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

Full description at Econpapers || Download paper

2016A high-frequency analysis of the interactions between REIT return and volatility. (2016). Zhou, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:102-108.

Full description at Econpapers || Download paper

2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

Full description at Econpapers || Download paper

2017Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

Full description at Econpapers || Download paper

2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

Full description at Econpapers || Download paper

2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

Full description at Econpapers || Download paper

2017Commodity price cycles and financial pressures in African commodities exporters. (2017). Kablan, Akassi ; Guesmi, Khaled ; Ftiti, Zied. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:215-231.

Full description at Econpapers || Download paper

2016Recent hikes in oil-equity market correlations: Transitory or permanent?. (2016). Li, Xiao-Ming ; Zhang, Bing . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:305-315.

Full description at Econpapers || Download paper

2016Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

Full description at Econpapers || Download paper

2016Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

Full description at Econpapers || Download paper

2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

Full description at Econpapers || Download paper

2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

Full description at Econpapers || Download paper

2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; Kang, Sanghoon ; McIver, Ron . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

Full description at Econpapers || Download paper

2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227.

Full description at Econpapers || Download paper

2017Crude inventory accounting and speculation in the physical oil market. (2017). Diaz-Rainey, Ivan ; Lont, David H ; Roberts, Helen. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:508-522.

Full description at Econpapers || Download paper

2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Mensi, Walid ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

Full description at Econpapers || Download paper

2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220.

Full description at Econpapers || Download paper

2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

Full description at Econpapers || Download paper

2017Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21.

Full description at Econpapers || Download paper

2016Complex Decision Making. (2016). Keane, M P ; Thorp, S. In: Handbook of the Economics of Population Aging. RePEc:eee:hapoch:v1_661.

Full description at Econpapers || Download paper

2017Optimal consumption, investment and housing with means-tested public pension in retirement. (2017). Andreasson, Johan G ; Novikov, Alex ; Shevchenko, Pavel V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:32-47.

Full description at Econpapers || Download paper

2016On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

Full description at Econpapers || Download paper

2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

Full description at Econpapers || Download paper

2016Commodities momentum: A behavioral perspective. (2016). Bianchi, Robert ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:133-150.

Full description at Econpapers || Download paper

2017Variance risk in commodity markets. (2017). Symeonidis, Lazaros ; Simen, Chardin Wese ; Prokopczuk, Marcel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:136-149.

Full description at Econpapers || Download paper

2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Nikitopoulos-Sklibosios, Christina ; Thorp, Susan ; Yeung, Danny ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

Full description at Econpapers || Download paper

2016A life-cycle model with ambiguous survival beliefs. (2016). Zimper, Alexander ; Ludwig, Alexander ; Groneck, Max . In: Journal of Economic Theory. RePEc:eee:jetheo:v:162:y:2016:i:c:p:137-180.

Full description at Econpapers || Download paper

2017A tale of two tails: Explaining extreme events in financialized agricultural markets. (2017). Algieri, Bernardina ; Koch, Nicolas ; Kalkuhl, Matthias . In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:256-269.

Full description at Econpapers || Download paper

2016Commodity returns co-movements: Fundamentals or “style” effect?. (2016). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:130-160.

Full description at Econpapers || Download paper

2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

Full description at Econpapers || Download paper

2016Increasing trends in the excess comovement of commodity prices. (2016). Ohashi, Kazuhiko ; Okimoto, Tatsuyoshi . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

Full description at Econpapers || Download paper

2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

Full description at Econpapers || Download paper

2016Economy-wide effects of means-tested pensions: The case of Australia. (2016). Kudrna, George . In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:7:y:2016:i:c:p:17-29.

Full description at Econpapers || Download paper

2017Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas . In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

Full description at Econpapers || Download paper

2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed . In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

Full description at Econpapers || Download paper

2016A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

Full description at Econpapers || Download paper

2016How to model consumer heterogeneity? Lessons from three case studies on SP and RP data. (2016). Wasi, Nada ; Keane, Michael. In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:2:p:197-231.

Full description at Econpapers || Download paper

2016Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. (2016). Uddin, Gazi ; Reboredo, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Do commodities make effective hedges for equity investors?. (2017). Vivian, Andrew ; Wohar, Mark E ; Olson, Eric. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1274-1288.

Full description at Econpapers || Download paper

2016Complexity and asset legitimacy in retirement investment. (2016). KALAYCI, Kenan ; Friesen, Lana ; Tse, Alan . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:60:y:2016:i:c:p:35-48.

Full description at Econpapers || Download paper

2016Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: CAMA Working Papers. RePEc:een:camaaa:2016-09.

Full description at Econpapers || Download paper

2017Joint tests of contagion with applications to financial crises. (2017). Martin, Vance ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2017-23.

Full description at Econpapers || Download paper

2016Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Y. In: Econometric Institute Research Papers. RePEc:ems:eureir:93116.

Full description at Econpapers || Download paper

2016Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:2:p:53-71.

Full description at Econpapers || Download paper

2017Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes. (2017). JOUINI, Jamel ; Alshogeathri, Mofleh . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:166-198.

Full description at Econpapers || Download paper

2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: Working Papers. RePEc:fem:femwpa:2016.17.

Full description at Econpapers || Download paper

2017Optimal Time to Enter a Retirement Village. (2017). Zhang, Jinhui ; Wei, Jiaqin ; Purcal, Sachi . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:20-:d:93729.

Full description at Econpapers || Download paper

2016Athens game of chicken or the conditional dependence between the Greek banks. (2016). Derbali, Abdelkader ; Hallara, Slaheddine ; Sy, Aida . In: International Journal of Economics and Accounting. RePEc:ids:ijecac:v:7:y:2016:i:1:p:1-26.

Full description at Econpapers || Download paper

2017Information intermediaries in the social care market for the older population. (2017). Albuquerque, Paula Cristina . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp172017.

Full description at Econpapers || Download paper

2016Subjective Belief Distributions and the Characterization of Economic Literacy. (2016). Lau, Morten ; Harrison, Glenn ; Swarthout, Todd J ; di Girolamo, Amalia . In: IZA Discussion Papers. RePEc:iza:izadps:dp9856.

Full description at Econpapers || Download paper

2016The characteristics of infrastructure as an investment class. (2016). De Moor, Lieven ; Thierie, Wouter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0273-9.

Full description at Econpapers || Download paper

2017Searching for a listed infrastructure asset class using mean–variance spanning. (2017). Blanc-Brude, Frederic ; Wilde, Simon ; Whittaker, Timothy . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0286-z.

Full description at Econpapers || Download paper

2017Good Consumer Information: the Information Paradigm at its (Dead) End?. (2017). Oehler, Andreas ; Wendt, Stefan . In: Journal of Consumer Policy. RePEc:kap:jcopol:v:40:y:2017:i:2:d:10.1007_s10603-016-9337-5.

Full description at Econpapers || Download paper

2017A four-factor stochastic volatility model of commodity prices. (2017). Schone, Max F ; Spinler, Stefan . In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9126-y.

Full description at Econpapers || Download paper

2017Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?. (2017). Kilian, Lutz ; Ellwanger, Reinhard . In: NBER Working Papers. RePEc:nbr:nberwo:23752.

Full description at Econpapers || Download paper

2016Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:69105.

Full description at Econpapers || Download paper

2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397.

Full description at Econpapers || Download paper

2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid ; Kang, Sang Hoon . In: MPRA Paper. RePEc:pra:mprapa:73400.

Full description at Econpapers || Download paper

2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740.

Full description at Econpapers || Download paper

2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619.

Full description at Econpapers || Download paper

2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201725.

Full description at Econpapers || Download paper

2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach. (2016). Skiadopoulos, George ; Daskalaki, Charoula ; Topaloglou, Nikolas . In: Working Papers. RePEc:qmw:qmwecw:wp797.

Full description at Econpapers || Download paper

2016The Co-Movement between Non-GM and GM Soybean Prices in China: Evidence from Dalian Futures Market (2004-2014). (2016). Houston, Jack E ; Wang, Nanying . In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:3:y:2016:i:4:p:37-47.

Full description at Econpapers || Download paper

2017Individual Survival Expectations and Actual Mortality: Evidence from Dutch Survey and Administrative Data. (2017). Kutlu-Koc, Vesile ; Kalwij, Adriaan . In: European Journal of Population. RePEc:spr:eurpop:v:33:y:2017:i:4:d:10.1007_s10680-017-9411-y.

Full description at Econpapers || Download paper

2017The changing international network of sovereign debt and financial institutions. (2017). Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23500.

Full description at Econpapers || Download paper

2016Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160047.

Full description at Econpapers || Download paper

2016Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1610.

Full description at Econpapers || Download paper

2017Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization. (2017). Adams, Zeno ; Kartsakli, Maria . In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:10.

Full description at Econpapers || Download paper

2016The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice. (2016). Pan, Wei-Ting . In: PhD Thesis. RePEc:uts:finphd:32.

Full description at Econpapers || Download paper

2016Did the renewable fuel standard shift market expectations of the price of ethanol?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Ellwanger, Reinhard . In: CFS Working Paper Series. RePEc:zbw:cfswop:563.

Full description at Econpapers || Download paper

Works by Susan Thorp:


YearTitleTypeCited
2011Financial Competence, Risk Presentation and Retirement Portfolio Preferences In: Working Papers.
[Full Text][Citation analysis]
paper3
2014Financial competence, risk presentation and retirement portfolio preferences.(2014) In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice..(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1988VAR Forecasting Models of the Australian Economy: A Preliminary Analysis. In: Australian Economic Papers.
[Citation analysis]
article6
1988VAR Forecasting Models of the Australian Economy: A Preliminary Analysis.(1988) In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005That Courage is not Inconsistent with Caution: Currency Hedging for Superannuation Funds In: The Economic Record.
[Full Text][Citation analysis]
article1
2008Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations In: The Economic Record.
[Full Text][Citation analysis]
article2
2007Choices and constraints over retirement income streams: comparing rules and regulations.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations.(2007) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Financial Competence and Expectations Formation: Evidence from Australia In: The Economic Record.
[Full Text][Citation analysis]
article3
2013Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement In: The Economic Record.
[Full Text][Citation analysis]
article6
2009Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2014Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions In: The Economic Record.
[Full Text][Citation analysis]
article2
2015Optimal Annuity Purchases for Australian Retirees In: The Economic Record.
[Full Text][Citation analysis]
article4
2016How Portfolios Evolve after Retirement: Evidence from Australia In: The Economic Record.
[Full Text][Citation analysis]
article2
2013How Portfolios Evolve After Retirement: Evidence from Australia.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015How portfolios evolve after retirement: evidence from Australia.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013How Portfolios Evolve After Retirement: Evidence From Australia.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? In: Journal of Financial Research.
[Full Text][Citation analysis]
article7
2005Annuitization and asset allocation with HARA utility In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]
article21
2004Annuitization and Asset Allocation with HARA Utlity.(2004) In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2007Decentralized investment management: an analysis of non-profit pension funds In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]
article2
2015Family, friends and framing: A cross-country study of subjective survival expectations In: DNB Working Papers.
[Full Text][Citation analysis]
paper0
2004That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper0
2015Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2006Valuing volatility spillovers In: Global Finance Journal.
[Full Text][Citation analysis]
article19
2005Valuing Volatility Spillovers.(2005) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Complex Decision Making In: Handbook of the Economics of Population Aging.
[Full Text][Citation analysis]
chapter1
2008The private value of public pensions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
2007The Private Value of Public Pensions.(2007) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Financialization, crisis and commodity correlation dynamics In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article156
2010Financialization, Crisis and Commodity Correlation Dynamics.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
paper
2010Unobservable shocks as carriers of contagion In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article22
2015Endogenous crisis dating and contagion using smooth transition structural GARCH In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article9
2012Endogenous crisis dating and contagion using smooth transition structural GARCH.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2012Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2016As easy as pie: How retirement savers use prescribed investment disclosures In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2013As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2007Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article5
2008DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2007Discounting and Consumption Over an Uncertain Horizon: Draw-Down Plans for Family Trusts.(2007) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2007Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments.(2007) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009MEANS-TESTED INCOME SUPPORT, PORTFOLIO CHOICE AND DECUMULATION IN RETIREMENT In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2009Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Financial engineering for Australian annuitants In: Chapters.
[Full Text][Citation analysis]
chapter1
2014Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
2014Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds.(2014) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2013Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing In: Economics Papers.
[Full Text][Citation analysis]
paper1
2016Risk Presentation and Portfolio Choice In: Review of Finance.
[Full Text][Citation analysis]
article0
2008Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH In: NCER Working Paper Series.
[Full Text][Citation analysis]
paper7
2015Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics In: NCER Working Paper Series.
[Full Text][Citation analysis]
paper0
2016Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics.(2016) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1987The Australian Demand Function for Money: Another Look at Stability In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper10
1987Money Demand, Own Interest Rates and Deregulation In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper11
1988Do Financial Aggregates Lead Activity?: A Preliminary Analysis In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper0
1989The Relationship between Financial Indicators and Economic Activity: Some Further Evidence In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper3
2017Default and naive diversification heuristics in annuity choice In: Australian Journal of Management.
[Full Text][Citation analysis]
article0
2017Age pensioner decumulation: Responses to incentives, uncertainty and family need In: Australian Journal of Management.
[Full Text][Citation analysis]
article0
2011Uncertain survival and time discounting: intertemporal consumption plans for family trusts In: Journal of Population Economics.
[Full Text][Citation analysis]
article1
2015Suspicious Minds (can be a good thing when saving for retirement) In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Infrastructure: Real Assets and Real Returns In: Working Paper Series.
[Full Text][Citation analysis]
paper6
2011Private Equity: Strategies for Improving Performance In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2012The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2010Hedge Fund Excess Returns Under Time-Varying Beta In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2005Asymmetric Risk and International Portfolio Choice In: Research Paper Series.
[Full Text][Citation analysis]
paper1
2005Decentralised Portfolio Management: Analysis of Australian Accumulation Funds In: Research Paper Series.
[Full Text][Citation analysis]
paper0
2006Information processing and measures of integration: New York, London and Tokyo In: Research Paper Series.
[Full Text][Citation analysis]
paper0
2012Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods In: Research Paper Series.
[Full Text][Citation analysis]
paper0
2008Piloting a Peer Feedback Program in the Faculty of Business at UTS In: Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team