16
H index
21
i10 index
1571
Citations
Colorado State University | 16 H index 21 i10 index 1571 Citations RESEARCH PRODUCTION: 43 Articles 5 Papers EDITOR: Series edited RESEARCH ACTIVITY: 27 years (1997 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pel72 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Elder. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 4 |
Energy Economics | 4 |
Journal of Futures Markets | 4 |
Journal of Money, Credit and Banking | 3 |
Macroeconomic Dynamics | 3 |
Economics Bulletin | 3 |
Journal of Money, Credit and Banking | 2 |
Journal of Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Geary Institute, University College Dublin | 3 |
Year | Title of citing document |
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2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper |
2023 | Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415. Full description at Econpapers || Download paper |
2023 | The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276. Full description at Econpapers || Download paper |
2023 | Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x. Full description at Econpapers || Download paper |
2023 | Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1320-1341. Full description at Econpapers || Download paper |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper |
2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. Full description at Econpapers || Download paper |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper |
2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper |
2023 | Oil uncertainty and the price-cost markup: Evidence from U.S. data. (2023). Ma, Xiaohan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002268. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers || Download paper |
2023 | The asymmetric effects of oil price shocks on green innovation. (2023). Zhong, Angel ; Yu, Jing ; Hu, Xiaolu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003882. Full description at Econpapers || Download paper |
2023 | Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948. Full description at Econpapers || Download paper |
2023 | Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936. Full description at Econpapers || Download paper |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper |
2023 | Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty, workplace misconduct, and cash holding. (2023). Amin, Md Ruhul ; Mazumder, Sharif ; Rahman, Md Showaib. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002739. Full description at Econpapers || Download paper |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper |
2023 | The effects of mandatory ESG disclosure on price discovery efficiency around the world. (2023). Zhang, Xiaoxiang ; Chen, Ding ; Ding, Rong. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003277. Full description at Econpapers || Download paper |
2023 | Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290. Full description at Econpapers || Download paper |
2023 | Stock liquidity and firm-level political risk. (2023). Yaghoubi, Mona ; Das, Kuntal K. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005967. Full description at Econpapers || Download paper |
2023 | How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective. (2023). Liu, Boyang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000570. Full description at Econpapers || Download paper |
2023 | Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers || Download paper |
2023 | Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849. Full description at Econpapers || Download paper |
2023 | Customer concentration and stock liquidity. (2023). Le, Anh-Tuan ; Huang, Henry Hongren ; Do, Trung K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001401. Full description at Econpapers || Download paper |
2023 | Tournament-based incentives and media sentiment. (2023). Gupta, Kartick ; Hossain, Md Safayat ; Chowdhury, Hasibul ; Zheng, Jiayi. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:2:s1815566923000036. Full description at Econpapers || Download paper |
2023 | Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. (2023). Karadimitropoulou, Aikaterini ; Alshalahi, Jebreel ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000630. Full description at Econpapers || Download paper |
2023 | Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x. Full description at Econpapers || Download paper |
2023 | Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749. Full description at Econpapers || Download paper |
2023 | Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of oil price shocks on the demand for money in Algeria. (2023). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:1-11. Full description at Econpapers || Download paper |
2023 | The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532. Full description at Econpapers || Download paper |
2023 | The impact of bank loan announcements on stock liquidity. (2023). Pham, Thu Phuong ; Vu, Van Hoang ; Singh, Harminder. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:848-864. Full description at Econpapers || Download paper |
2023 | Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685. Full description at Econpapers || Download paper |
2023 | EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun Chen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118826. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822. Full description at Econpapers || Download paper |
2023 | Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3. Full description at Econpapers || Download paper |
2023 | The impact of bank loan announcements on stock liquidity. (2023). Vu, Van Hoang ; Singh, Harminder ; Pham, Thu Phuong. In: MPRA Paper. RePEc:pra:mprapa:116398. Full description at Econpapers || Download paper |
2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper |
2023 | Analysis of the dynamic of inflation process in Nigeria: An application of GARCH modelling. (2023). Ekpeyong, Paul. In: MPRA Paper. RePEc:pra:mprapa:118128. Full description at Econpapers || Download paper |
2023 | تÙكيك اثرات منشأ شوك‌هاي Ù†Ùتي بر همبستگی پویای بین رشد بخش صنعت Ùˆ معدن Ùˆ قیمت Ù†Ùت خام در ایران. (2013). Ebrahimi Torki, Mahyar ; Babaei Balderlou, Saharnaz ; Heidari, Hassan. In: MPRA Paper. RePEc:pra:mprapa:79257. Full description at Econpapers || Download paper |
2023 | The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202302. Full description at Econpapers || Download paper |
2023 | An equilibrium analysis of the impact of real estate price volatility on macroeconomics based on ant colony algorithm. (2023). Qi, Chai Hua ; Jie, Zhou. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:45:y:2023:i:2:d:10.1007_s10878-023-00995-x. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty and climate risks. (2023). Serletis, Apostolos ; Xu, Libo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09611-w. Full description at Econpapers || Download paper |
2023 | Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7. (2023). Usman, Ojonugwa ; Olasehinde-Williams, Godwin O ; Olanipekun, Ifedolapo O ; Alao, Saheed ; Alhassan, Abdul Kareem. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00325-z. Full description at Econpapers || Download paper |
2023 | Parametric test of liquidity wavering in response to the dynamic equity constituents. (2023). Sharif, Meskat Ibne. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-023-00419-2. Full description at Econpapers || Download paper |
2023 | The Impact of Social Norms on Stock Liquidity. (2023). Andrei, Dimcea. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:78-99:n:5. Full description at Econpapers || Download paper |
2023 | Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287. Full description at Econpapers || Download paper |
2023 | Long?run co?variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Belaid, Fateh ; Sharif, Arshian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326. Full description at Econpapers || Download paper |
2023 | Volatility dynamics of the Tunisian stock market before and during the COVID?19 outbreak: Evidence from the GARCH family models. (2023). ben Salem, Marwa ; Jeribi, Ahmed ; Fakhfekh, Mohamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1653-1666. Full description at Econpapers || Download paper |
2023 | Trade openness, financial development and economic growth in North African countries. (2023). Sghaier, Imen Mohamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1729-1740. Full description at Econpapers || Download paper |
2023 | Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Rojas, Omar ; Nazlioglu, Saban ; Gupta, Rangan ; Coronado, Semei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247. Full description at Econpapers || Download paper |
2023 | Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Fayaz ; Teng, Jianzhou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448. Full description at Econpapers || Download paper |
2023 | Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219. Full description at Econpapers || Download paper |
2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801. Full description at Econpapers || Download paper |
2023 | Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904. Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
2023 | The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419. Full description at Econpapers || Download paper |
Journal | |
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Journal of Economics and Finance |
Year | Title | Type | Cited |
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2013 | Jumps in Oil Prices: The Role of Economic News In: The Energy Journal. [Full Text][Citation analysis] | article | 41 |
2004 | A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS In: 2004 Annual meeting, August 1-4, Denver, CO. [Full Text][Citation analysis] | paper | 11 |
2006 | A reexamination of fractional integrating dynamics in foreign currency markets.(2006) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2009 | Fractional Integration in Commodity Futures Returns In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
2005 | DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2009 | Macroeconomic Uncertainty and Performance in Asian Countries* In: Review of Development Economics. [Full Text][Citation analysis] | article | 18 |
2010 | Corporate Governance and Liquidity In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 168 |
2011 | INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 13 |
2011 | VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 41 |
2018 | OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 14 |
2001 | F versus t tests for unit roots In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
2004 | More on F versus t tests for unit roots when there is no trend In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2007 | A simple bivariate count data regression model In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2007 | On fractional integrating dynamics in the US stock market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 9 |
2008 | A bivariate zero-inflated count data regression model with unrestricted correlation In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
1997 | Estimating the arbitrage pricing theory with observed macro factors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2000 | Generalized bivariate count data regression models In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
2003 | An impulse-response function for a vector autoregression with multivariate GARCH-in-mean In: Economics Letters. [Full Text][Citation analysis] | article | 38 |
2023 | Racial and ethnic disparities in unemployment and oil price uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2009 | Oil price uncertainty in Canada In: Energy Economics. [Full Text][Citation analysis] | article | 70 |
2014 | Price discovery in crude oil futures In: Energy Economics. [Full Text][Citation analysis] | article | 33 |
2021 | Canadian industry level production and energy prices In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2012 | Impact of macroeconomic news on metal futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 97 |
2001 | Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2020 | Employment and energy uncertainty In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 4 |
2008 | Long memory in energy futures prices In: Review of Financial Economics. [Full Text][Citation analysis] | article | 88 |
2008 | Long memory in energy futures prices.(2008) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2013 | Oil Price Forecasts and Trends: Interviews with the Experts In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
2004 | Another Perspective on the Effects of Inflation Uncertainty. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 135 |
2010 | Oil Price Uncertainty In: Journal of Money, Credit and Banking. [Citation analysis] | article | 418 |
2010 | Oil Price Uncertainty.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 418 | article | |
2013 | Liquidity and Information Flow around Monetary Policy Announcement In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
2013 | Liquidity and Information Flow around Monetary Policy Announcement.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2010 | Oil Volatility and the Option Value of Waiting: An analysis of the G-7 In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 41 |
2010 | Oil Volatility and the Option Value of Waiting: An analysis of the G-7.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2011 | Oil volatility and the option value of waiting: An analysis of the G?7.(2011) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2000 | The reaction of security prices to tracking stock announcements In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2004 | Some empirical evidence on the real effects of nominal volatility In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2012 | Persistence in the return and volatility of home price indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
2020 | Uncertainty and energy extraction In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2001 | Testing for Unit Roots: What Should Students Be Taught? In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 54 |
2011 | Flexible Bivariate Count Data Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
2013 | Fractional differencing in discrete time In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2010 | The Effects of Uncertainty about Oil Prices in G-7 In: Working Papers. [Full Text][Citation analysis] | paper | 162 |
2011 | US Oil Price Exposure: The Industry Effects In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Long memory in commodity futures volatility: A wavelet perspective In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 16 |
2019 | Oil price volatility and real options: 35 years of evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
2024 | Uncertainty and investment: Evidence from domestic oil rigs In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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