Clinton Watkins : Citation Profile


Are you Clinton Watkins?

Akita International University (99% share)
Kobe University (1% share)

4

H index

3

i10 index

111

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 4
   Journals where Clinton Watkins has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (1.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa618
   Updated: 2022-11-19    RAS profile: 2022-06-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Iwatsubo, Kentaro (8)

McAleer, Michael (3)

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

Is cited by:

Hammoudeh, Shawkat (13)

McAleer, Michael (9)

lucey, brian (6)

Soucek, Michael (4)

Tongurai, Jittima (4)

Triantafyllopoulos, Kostas (4)

Pierdzioch, Christian (3)

Vásquez Cordano, Arturo (3)

AROURI, Mohamed (3)

Lahiani, Amine (3)

Nguyen, Duc Khuong (3)

Cites to:

McAleer, Michael (26)

MacDonald, Ronald (9)

Caporin, Massimiliano (7)

Bekaert, Geert (6)

Bollerslev, Tim (6)

Taylor, Mark (6)

Ling, Shiqing (5)

Franses, Philip Hans (5)

French, Kenneth (4)

HARDOUVELIS, GIKAS (4)

Stulz, René (4)

Main data


Where Clinton Watkins has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)4
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Kobe University3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Clinton Watkins (2022 and 2021)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

Full description at Econpapers || Download paper

2021Herding behavior in the commodity markets of the Asia-Pacific region. (2021). Badhani, K N ; Kumar, Ashish ; Saeed, Tareq ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316275.

Full description at Econpapers || Download paper

2022An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222.

Full description at Econpapers || Download paper

2021Multi-scale comovement of the dynamic correlations between copper futures and spot prices. (2021). Guo, Sui ; Wang, Xinya ; Jia, Xiaoliang ; Gao, Xiangyun ; Sun, Qingru ; Ding, Yinghui ; Yu, Hui. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309442.

Full description at Econpapers || Download paper

2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

Full description at Econpapers || Download paper

2021Forecasting copper price by application of robust artificial intelligence techniques. (2021). Asadizadeh, Mostafa ; Najmoddini, Iraj ; Shakeri, Jamshid ; Khoshalan, Hasel Amini. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002506.

Full description at Econpapers || Download paper

2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

Full description at Econpapers || Download paper

2021Foreign institutional ownership and the effectiveness of technical analysis. (2021). Lee, Hsiu-Chuan ; Huang, Chia-Hsin ; Chien, Cheng-Yi ; Chung, Chien-Ping. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:86-96.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8.

Full description at Econpapers || Download paper

2021Realized volatility forecasting and volatility spillovers: Evidence from Chinese non?ferrous metals futures. (2021). Su, Xingze ; Chang, Xiaohui ; Xin, Yang ; Wang, Donghua. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2713-2731.

Full description at Econpapers || Download paper

2022Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH?LSTM based Approach. (2022). Gupta, Shivang ; Ghate, Kshitish ; Mishra, Aswini Kumar ; Kakade, Kshitij. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:2:p:103-117.

Full description at Econpapers || Download paper

2021Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. (2021). Lin, Boqiang ; Liu, Tangyong ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1375-1396.

Full description at Econpapers || Download paper

Works by Clinton Watkins:


YearTitleTypeCited
2008Using financial market information in monetary policy: some examples from New Zealand In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter1
2004Econometric modelling of non?ferrous metal prices In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article39
2020Who influences the fundamental value of commodity futures in Japan? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2018Who Influences the Fundamental Value of Commodity Futures in Japan?.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York In: Journal of Commodity Markets.
[Full Text][Citation analysis]
article4
2017Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York.(2017) In: Discussion papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1997The term structure of interest rates and economic activity: An empirical critique In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article1
2002Cointegration analysis of metals futures In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article9
2005Related commodity markets and conditional correlations In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article2
2008How has volatility in metals markets changed? In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article28
2021The changing role of foreign investors in Tokyo stock price formation In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article1
2021The Changing Role of Foreign Investors in Tokyo Stock Price Formation.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2022Does firm-level productivity predict stock returns? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
2018Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2019Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2019Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan.(2019) In: Sustainability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2002Volatility of a Market Index and its Components: An Application to Commodity Markets In: Computing in Economics and Finance 2002.
[Full Text][Citation analysis]
paper1
2006Pricing of non-ferrous metals futures on the London Metal Exchange In: Applied Financial Economics.
[Full Text][Citation analysis]
article23
2003Pricing of Non-ferrous Metals Futures on the London Metal Exchange.(2003) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team