Ron Alquist : Citation Profile


Are you Ron Alquist?

14

H index

15

i10 index

1465

Citations

RESEARCH PRODUCTION:

14

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 66
   Journals where Ron Alquist has often published
   Relations with other researchers
   Recent citing documents: 138.    Total self citations: 26 (1.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal453
   Updated: 2024-12-03    RAS profile: 2024-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Mukherjee, Rahul (2)

Berman, Nicolas (2)

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

Is cited by:

Kilian, Lutz (135)

Baumeister, Christiane (77)

Vespignani, Joaquin (43)

Manera, Matteo (33)

Zhou, Xiaoqing (32)

Ratti, Ronald (27)

Wang, Yudong (26)

Razafindrabe, Tovonony (23)

Filis, George (23)

Joëts, Marc (23)

Sévi, Benoît (22)

Cites to:

Kilian, Lutz (72)

Rogoff, Kenneth (18)

Baumeister, Christiane (15)

Hamilton, James (14)

Rossi, Barbara (11)

West, Kenneth (10)

Shleifer, Andrei (9)

Campbell, John (8)

Diebold, Francis (8)

Chinn, Menzie (7)

Rey, Helene (7)

Main data


Where Ron Alquist has published?


Journals with more than one article published# docs
Journal of International Economics4
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada7
NBER Working Papers / National Bureau of Economic Research, Inc5
Working Papers / Research Seminar in International Economics, University of Michigan3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Paper Series / Federal Reserve Bank of Chicago2

Recent works citing Ron Alquist (2024 and 2023)


YearTitle of citing document
2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

Full description at Econpapers || Download paper

2023The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

Full description at Econpapers || Download paper

2023The bribe rate and long run differences in sovereign borrowing costs. (2023). Johri, Alok ; Cotoc, Johnny ; Alamgir, Farzana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000684.

Full description at Econpapers || Download paper

2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

Full description at Econpapers || Download paper

2024Measuring Innovativeness: A ranking of the ordinal utility from consumption is more robust than either of ‘outcomes of commercialization’ or patent counts. (2024). Obrimah, Oghenovo A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:603-616.

Full description at Econpapers || Download paper

2023Does foreign direct investment promote political stability? Evidence from developing economies. (2023). Okara, Assi. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000615.

Full description at Econpapers || Download paper

2023Impact of cultural trade on foreign direct investment: Evidence from China. (2023). Chu, Baoju ; Yang, Lianxing ; Wang, Chu ; Li, Chang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000930.

Full description at Econpapers || Download paper

2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

Full description at Econpapers || Download paper

2023Oil 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

2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

Full description at Econpapers || Download paper

2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

Full description at Econpapers || Download paper

2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

Full description at Econpapers || Download paper

2023A 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

2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

Full description at Econpapers || Download paper

2023Oil 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

2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

Full description at Econpapers || Download paper

2023The 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

2023Energy price volatility affects decisions to purchase energy using capital: Motor vehicles. (2023). Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004139.

Full description at Econpapers || Download paper

2023What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

Full description at Econpapers || Download paper

2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

Full description at Econpapers || Download paper

2023The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005285.

Full description at Econpapers || Download paper

2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

Full description at Econpapers || Download paper

2023Global commodity prices and macroeconomic fluctuations in a low interest rate environment. (2023). Ahmed, Rashad. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006126.

Full description at Econpapers || Download paper

2023Asymmetric influence of oil demand and supply shocks on meat commodities. (2023). Baek, Jungho ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006734.

Full description at Econpapers || Download paper

2024Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990.

Full description at Econpapers || Download paper

2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

Full description at Econpapers || Download paper

2024A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521.

Full description at Econpapers || Download paper

2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

Full description at Econpapers || Download paper

2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

Full description at Econpapers || Download paper

2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

Full description at Econpapers || Download paper

2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

Full description at Econpapers || Download paper

2023Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Gözgör, Giray ; Yarovaya, Larisa ; Khalfaoui, Rabeh ; Gozgor, Giray. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642.

Full description at Econpapers || Download paper

2023Commodity price shocks, supply chain disruptions and U.S. inflation. (2023). de Gracia, Fernando Perez ; Cunado, Juncal ; Diaz, Elena Maria. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300867x.

Full description at Econpapers || Download paper

2024The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

Full description at Econpapers || Download paper

2024Financial spillovers of foreign direct investment: Evidence from China. (2024). Ye, Haichun ; Lin, Shu ; Ding, Haoyuan ; Wu, Shujie. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s002219962400014x.

Full description at Econpapers || Download paper

2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

Full description at Econpapers || Download paper

2023Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038.

Full description at Econpapers || Download paper

2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

Full description at Econpapers || Download paper

2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

Full description at Econpapers || Download paper

2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

Full description at Econpapers || Download paper

2024Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894.

Full description at Econpapers || Download paper

2024Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Cao, Jin ; Zhang, Xinyu ; Lyu, Yongjian ; Yang, MO ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900.

Full description at Econpapers || Download paper

2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

Full description at Econpapers || Download paper

2024Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Ma, Jun ; Liao, Wenting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

Full description at Econpapers || Download paper

2023Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678.

Full description at Econpapers || Download paper

2023Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model. (2023). Hoffman, Linwood ; Adam, Brian ; Farhangdoost, Sara ; Etienne, Xiaoli L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000235.

Full description at Econpapers || Download paper

2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

Full description at Econpapers || Download paper

2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

Full description at Econpapers || Download paper

2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

Full description at Econpapers || Download paper

2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

Full description at Econpapers || Download paper

2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

Full description at Econpapers || Download paper

2023A novel hybrid model based on deep learning and error correction for crude oil futures prices forecast. (2023). Dou, Wanting ; Hu, Yuan ; Wang, Zhaocai ; Dong, Jinghan ; Wu, Junhao. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003136.

Full description at Econpapers || Download paper

2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784.

Full description at Econpapers || Download paper

2023“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

Full description at Econpapers || Download paper

2023A novel non-ferrous metal price hybrid forecasting model based on data preprocessing and error correction. (2023). Huang, Jianhua ; He, Zhichao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009005.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

Full description at Econpapers || Download paper

2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

Full description at Econpapers || Download paper

2023Oil futures volatility prediction: Bagging or combination?. (2023). Zhang, Jixiang ; Ma, Feng ; Lyu, Zhichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467.

Full description at Econpapers || Download paper

2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

Full description at Econpapers || Download paper

2023Weathering storms – Technological exploration of MNCs in times of financial crisis. (2023). Zander, Ivo ; Kappen, Philip ; Blomkvist, Katarina. In: Journal of World Business. RePEc:eee:worbus:v:58:y:2023:i:2:s1090951622001079.

Full description at Econpapers || Download paper

2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

Full description at Econpapers || Download paper

2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

Full description at Econpapers || Download paper

2023Do Futures Prices Help Forecast Spot Prices? Evidence from China’s New Live Hog Futures. (2023). Cao, Jia ; Li, Miao ; Xiong, Tao. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1663-:d:1223105.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Oil 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

2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

Full description at Econpapers || Download paper

2024Forecasting Oil Prices with Non-Linear Dynamic Regression Modeling. (2024). Muoz, Antonio ; Figuerola-Ferretti, Isabel ; Moreno, Pedro. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:9:p:2182-:d:1387880.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797.

Full description at Econpapers || Download paper

2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759.

Full description at Econpapers || Download paper

2023Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models. (2023). Tran, Minh-Ngoc ; Nguyen, Hoang ; Virbickaite, Audrone. In: Working Papers. RePEc:hhs:oruesi:2023_007.

Full description at Econpapers || Download paper

2023Swings in Crude Oil Valuations: Analyzing Their Bearing on China’s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Coronel, Anibal ; He, Yugang ; Wu, Renhong ; Teng, Zhuoqi. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6695727.

Full description at Econpapers || Download paper

2024Macroeconomic uncertainty and earnings management: evidence from commodity firms. (2024). Greco, Giulio ; Pierotti, Mariarita ; Capocchi, Alessandro ; Rigamonti, Alessandro Paolo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01246-8.

Full description at Econpapers || Download paper

2023Is acquisition-FDI during an economic crisis detrimental for domestic innovation?. (2023). Kneller, Richard ; Gupta, Apoorva ; Garcia-Vega, Maria. In: Discussion Papers. RePEc:not:notgep:2023-03.

Full description at Econpapers || Download paper

2023Identifying Risk Factors and Their Premia: A Study on Electricity Prices*. (2023). Lunde, Asger ; Wei, Wei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1647-1679..

Full description at Econpapers || Download paper

2023Understanding Commodity Investments: Factor Analysis and Bibliometric Findings. (2023). Mirea, Marioara ; Munteanu, Ionela. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxiii:y:2023:i:1:p:438-443.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Ron Alquist:


YearTitleTypeCited
2013The Role of Financial Speculation in Driving the Price of Crude Oil In: The Energy Journal.
[Full Text][Citation analysis]
article82
2011The Role of Financial Speculation in Driving the Price of Crude Oil.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82
article
2018Financial Constraints, Institutions, and Foreign Ownership In: AMSE Working Papers.
[Full Text][Citation analysis]
paper24
2018Financial constraints, institutions, and foreign ownership.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2019Financial constraints, institutions, and foreign ownership.(2019) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
article
2019Financial constraints, institutions, and foreign ownership.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2010Crude Oil Futures: A Crystal Ball? In: Bank of Canada Review.
[Full Text][Citation analysis]
article3
2008How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange In: Staff Working Papers.
[Full Text][Citation analysis]
paper16
2010How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange.(2010) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2011Forecasting the Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]
paper464
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 464
paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 464
chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 464
paper
2013Fire-Sale FDI or Business as Usual? In: Staff Working Papers.
[Full Text][Citation analysis]
paper30
2016Fire-sale FDI or business as usual?.(2016) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2015Fire-Sale FDI or Business as Usual?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2013Fire-sale FDI or Business as Usual?.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2013A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market In: Staff Working Papers.
[Full Text][Citation analysis]
paper24
2014A blessing in disguise: The implications of high global oil prices for the North American market.(2014) In: Energy Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
article
2014Commodity Price Co-Movement and Global Economic Activity In: Staff Working Papers.
[Full Text][Citation analysis]
paper92
2020Commodity-price comovement and global economic activity.(2020) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92
article
2014Commodity-Price Comovement and Global Economic Activity.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92
paper
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
[Full Text][Citation analysis]
paper16
2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers.
[Full Text][Citation analysis]
paper22
2020The effect of oil price shocks on asset markets: Evidence from oil inventory news.(2020) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
article
2000Tracking the Euros Progress In: International Finance.
[Full Text][Citation analysis]
article4
2007What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper503
2010What do we learn from the price of crude oil futures?.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 503
article
2022The price of property rights: Institutions, finance, and economic growth In: Journal of International Economics.
[Full Text][Citation analysis]
article4
2011Did gold-standard adherence reduce sovereign capital costs? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article19
2010Did adhering to the gold standard reduce the cost of capital? In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2012Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2022Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege In: Research Working Paper.
[Full Text][Citation analysis]
paper0
2014Liquidity-Driven FDI In: IHEID Working Papers.
[Full Text][Citation analysis]
paper12
2015Greek Budget Realities: No Easy Options.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015Liquidity-Driven FDI.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2008Conventional and unconventional approaches to exchange rate modelling and assessment In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article73
2006Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73
paper
2013The Comovement in Commodity Prices: Sources and Implications In: IMF Working Papers.
[Full Text][Citation analysis]
paper21
2002Productivity and the Euro-Dollar Exchange Rate Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]
paper52

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team