Clinton Watkins : Citation Profile


Are you Clinton Watkins?

Kobe University

4

H index

3

i10 index

79

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 3
   Journals where Clinton Watkins has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (2.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa618
   Updated: 2020-05-16    RAS profile: 2020-04-13    
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Relations with other researchers


Works with:

Iwatsubo, Kentaro (5)

McAleer, Michael (5)

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 (4)

Soucek, Michael (4)

Triantafyllopoulos, Kostas (4)

Lahiani, Amine (3)

AROURI, Mohamed (3)

Worthington, Andrew (3)

Pierdzioch, Christian (3)

Nguyen, Duc Khuong (3)

Vásquez Cordano, Arturo (3)

Cites to:

McAleer, Michael (13)

Ling, Shiqing (6)

Bollerslev, Tim (6)

MacDonald, Ronald (4)

Johansen, Soren (4)

Taylor, Mark (4)

Franses, Philip Hans (3)

Ito, Takatoshi (3)

McInish, Thomas (3)

Sephton, Peter (2)

Krehbiel, Tim (2)

Main data


Where Clinton Watkins has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)4

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Kobe University2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico2

Recent works citing Clinton Watkins (2020 and 2019)


YearTitle of citing document
2019The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models. (2019). Mandaci, Pinar Evrim ; Taskin, Dilvin ; Cagli, Efe Caglar. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303354.

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2019China’s crude oil futures: Introduction and some stylized facts. (2019). Zhang, Dayong ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:376-380.

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2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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2017Forecasting copper prices by decision tree learning. (2017). Liu, Chang ; Hu, Zhenhua . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:427-434.

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2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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2018The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124.

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2019Unfolding the price effects of non-ferrous industry chain on economic development: A case study of Yunnan province. (2019). Wang, Limao ; Qu, Qiushi ; Xiong, Chenran ; Sun, Yanzhi ; Mou, Chufu ; Zhong, Shuai ; Cao, Zhi. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:1-20.

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2019The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313445.

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2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

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2018Determining the chaotic behaviour of copper prices in the long-term using annual price data. (2018). Tapia, C A ; Saydam, S ; Sammut, C ; Coulton, J. In: Palgrave Communications. RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-017-0060-x.

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2017Investigating the effect of price process selection on the value of a metal mining asset portfolio. (2017). Collan, Mikael ; Luukka, Pasi ; Savolainen, Jyrki. In: Mineral Economics. RePEc:spr:minecn:v:30:y:2017:i:2:d:10.1007_s13563-017-0102-2.

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Works by Clinton Watkins:


YearTitleTypeCited
2008Using financial market information in monetary policy: some examples from New Zealand In: BIS Papers chapters.
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chapter1
2004Econometric modelling of non-ferrous metal prices In: Journal of Economic Surveys.
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article30
2020Who influences the fundamental value of commodity futures in Japan? In: International Review of Financial Analysis.
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article0
2018Who Influences the Fundamental Value of Commodity Futures in Japan?.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York In: Journal of Commodity Markets.
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article2
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: 2
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: 2
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).
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article4
2005Related commodity markets and conditional correlations In: Mathematics and Computers in Simulation (MATCOM).
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article1
2008How has volatility in metals markets changed? In: Mathematics and Computers in Simulation (MATCOM).
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article22
2018Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers.
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paper0
2019Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan.(2019) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2019Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers.
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paper0
2019Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan.(2019) In: Sustainability.
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This paper has another version. Agregated cites: 0
article
2019Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan.(2019) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
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]
article17
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: 17
paper

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