Ron Alquist : Citation Profile

14

H index

15

i10 index

1545

Citations

RESEARCH PRODUCTION:

14

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 70
   Journals where Ron Alquist has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 26 (1.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal453
   Updated: 2026-01-17    RAS profile: 2025-02-07    
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Relations with other researchers

Works with:

Ellwanger, Reinhard (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 (138)

Baumeister, Christiane (77)

Vespignani, Joaquin (43)

Zhou, Xiaoqing (33)

Manera, Matteo (33)

Ratti, Ronald (27)

Wang, Yudong (26)

Joëts, Marc (23)

Razafindrabe, Tovonony (23)

Filis, George (23)

Sévi, Benoît (22)

Cites to:

Kilian, Lutz (72)

Rogoff, Kenneth (18)

Baumeister, Christiane (15)

Hamilton, James (14)

Shleifer, Andrei (12)

Rossi, Barbara (11)

West, Kenneth (10)

Campbell, John (10)

Diebold, Francis (8)

Chinn, Menzie (7)

Gourinchas, Pierre-Olivier (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
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / Research Seminar in International Economics, University of Michigan3
Working Paper Series / Federal Reserve Bank of Chicago2

Recent works citing Ron Alquist (2025 and 2024)

YearTitle of citing document
2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060.

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2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344060.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

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2025Cryptocurrencies as an Inflation Hedge: A Comparative Study Across High-Inflation Economies. (2025). Olugbenga, Akomolehin F. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:8526-8545.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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

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2025Windfalls for All? International Elasticities and Dutch Disease in a Commodity Exporting Economy. (2025). Stern, Mauricio. In: Working Papers. RePEc:bdm:wpaper:2025-06.

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2024Exchange Rate Volatility and Export Performance: Case of Malaysia. (2024). Hakim, Amirul. In: International Journal of Economics. RePEc:bdu:ijecon:v:9:y:2024:i:2:p:1-12:id:2445.

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2024Free market economy: Is the market or prices free? Theory and evidence from the United States. (2024). Karacan, Ridvan ; Yardimci, Mehmet Emin. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:1:p:59-74.

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2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728.

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

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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.

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2024Benefits of foreign direct investment subsidies: The role of funding sources. (2024). Wang, Xiao ; Han, Wontae. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:88-126.

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2024FDI, financial constraint and partial ownership. (2024). Tanaka, Ayumu ; Ryan, Michael ; Ito, Tadashi. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:2789-2827.

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2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters. (2024). Peersman, Gert ; Castelnuovo, Efrem ; Mori, Lorenzo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11140.

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2024Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384.

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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Quantifying predictive knowledge: Wavelet energy α-divergence measure for time series uncertainty reduction. (2024). Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010403.

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

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2025Oil price shocks and US business cycles. (2025). Qureshi, Irfan A ; Ahmad, Ghufran. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000983.

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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.

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2024Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500.

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2025Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476.

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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.

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

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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.

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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 ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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

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

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2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness. (2024). Wang, Yudong ; Fu, Ziqian ; Pan, Zhiyuan ; Dong, Qingma. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670.

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

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2025Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience. (2025). Fu, Yuxi ; Yang, Shaopeng. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001136.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2024A robust time-varying weight combined model for crude oil price forecasting. (2024). Xu, Yan ; Zhou, Suyu ; Jie, Qian ; Du, Pei ; Liu, Longlong ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011253.

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2024Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

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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.

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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.

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2024Reprint of “Unveiling the dance of commodity prices and the global financial cycle”. (2024). Petrella, Ivan ; Juvenal, Luciana. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000680.

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2024Unveiling the dance of commodity prices and the global financial cycle. (2024). Petrella, Ivan ; Juvenal, Luciana. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000370.

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2024Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016.

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2024The impact of energy prices on industrial investment location: Evidence from global firm level data. (2024). Sato, Misato ; Saussay, Aurelien. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:127:y:2024:i:c:s0095069624000664.

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2024Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212.

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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.

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

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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.

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

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2024State-dependent oil price shocks on inflation and the efficacy of inflation targeting regime. (2024). Zhu, Xiaoyang ; Hwang, Inwook. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000640.

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

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2024Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective. (2025). Gözgör, Giray ; Elsayed, Ahmed ; Khalfaoui, Rabeh ; Gozgor, Giray ; Tarchella, Salma. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000169.

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2025How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

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2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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2024Does economic and climate policy uncertainty matter the oil market?. (2024). Tao, Ran ; Lobon, Oana-Ramona ; Liu, Fangying ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005555.

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2024Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China. (2024). Yang, Xin ; Liu, Xinheng ; Pan, Sishi ; Huang, Chuangxia. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005853.

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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.

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2025Natural disaster shocks and commodity market volatility: A machine learning approach. (2025). Samitas, Aristeidis ; Mertzanis, Charilaos ; Kampouris, Ilias. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003706.

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2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Ma, Feng ; Lu, Xinjie ; Wang, Tianyang ; Guo, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

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2024Political uncertainty and revenue sharing in international contracting. (2024). Roelfsema, Hein ; Liu, Chun ; Zhang, YI. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000892.

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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.

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2024Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007159.

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2025Commodity financialization and firm investment:Implications for market efficiency and economic stability in emerging markets. (2025). Xu, Jingru ; Yang, Baochen ; Geng, Peixuan ; Zhang, Yongjie ; Dai, Yuxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001200.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2025Higher prices in a more competitive market: The paradox in the retail electricity market in the United Kingdom. (2025). Chen, Huanhuan ; Li, Jinke ; O'Leary, Nigel ; Shao, Jing. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:374-390.

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2024The impact of energy prices on industrial investment location: evidence from global firm level data. (2024). Sato, Misato ; Saussay, Aurelien. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123034.

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2025Food, Fuel, and Facts: Distributional Effects of Global Price Shocks. (2025). Bhattarai, Saroj ; Chatterjee, Arpita ; Udupa, Gautham. In: International Finance Discussion Papers. RePEc:fip:fedgif:1414.

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2024Crude Oil Price Movements and Institutional Traders. (2024). Harris, Jeffrey ; Brunetti, Celso ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:6-97:d:1349099.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2025Political Uncertainty Cycles and the Impact of Oil Shocks on Supply Chain Pressures. (2025). Williams, Corey. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:6:p:166-:d:1675114.

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

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2024An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading. (2024). de la Torre-Torres, Oscar V ; de la Cruz, Maria ; Alvarez-Garcia, Jose. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:485-:d:1332374.

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2024Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758.

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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Post-Print. RePEc:hal:journl:hal-04828849.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466.

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2025Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: IREA Working Papers. RePEc:ira:wpaper:202504.

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2024Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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2024Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Shahzad, Umer ; Si, Kamel ; Tedeschi, Marco ; Rao, Amar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10550-3.

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2024Oil price, economic policy uncertainty and food prices in oil-exporting and oil-importing developing economies. (2024). Gummi, Umar Muhammad ; Lu, Shanbing ; Chen, Ding ; Hassan, Adamu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:4:d:10.1007_s10644-024-09733-7.

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

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Zhang, Yongmin ; Sun, Yiru ; Zhao, Yingxue ; Ding, Shusheng ; Shi, Haili. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2025Sci-Tech finance, digital economy and high-quality development of regional economy: empirical evidence from 273 cities in China. (2025). Wang, Chunsheng ; Zhao, Jingting ; Chen, Haoyang ; Xu, Lan. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05033-1.

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2025Crude oil, forex, and stock markets: unveiling the higher-order moment and cross-moment risk spillovers in times of turmoil. (2025). Maghyereh, Aktham ; Cui, Jinxin ; Ziadat, Salem. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05308-7.

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2024A dynamic carbon tax on gasoline. (2024). Di Cosmo, Valeria ; Verde, Stefano F. In: MPRA Paper. RePEc:pra:mprapa:120485.

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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: MPRA Paper. RePEc:pra:mprapa:121937.

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2024Developing and impulse response matching estimation of the DSGE model for the Russian economy. (2024). Polbin, Andrey ; Sinelnikov-Murylev, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0489.

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2025A causal link analysis from oil price to the Russian stock market. (2025). Skorobogatov, Alexander ; Sviridov, Oleg. In: Applied Econometrics. RePEc:ris:apltrx:0513.

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2024Commodity Price Shocks and Global Cycles: Monetary Policy Matters. (2024). Peersman, Gert ; Castelnuovo, Efrem ; Mori, Lorenzo. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1087.

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2024Carbon emissions regulations and FDI inflow: moderating effects of bank credit availability and fiscal capacity for Chinas prefecture-level cities. (2024). Chen, Yanyun ; Wen, Xingxing ; Zhong, KE. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:4:d:10.1007_s10668-023-03080-9.

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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.
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This paper has nother version. Agregated cites: 82		paper
2013The Role of Financial Speculation in Driving the Price of Crude Oil.(2013) In: The Energy Journal.
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This paper has nother version. Agregated cites: 82		article
2018Financial Constraints, Institutions, and Foreign Ownership In: AMSE Working Papers.
[Full Text][Citation analysis]		paper28
2018Financial constraints, institutions, and foreign ownership.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 28		paper
2019Financial constraints, institutions, and foreign ownership.(2019) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 28		article
2019Financial constraints, institutions, and foreign ownership.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 28		paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2010Crude Oil Futures: A Crystal Ball? In: Bank of Canada Review.
[Full Text][Citation analysis]		article6
2008How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange In: Staff Working Papers.
[Full Text][Citation analysis]		paper20
2010How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange.(2010) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 20		article
2011Forecasting the Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper472
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 472		paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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This paper has nother version. Agregated cites: 472		chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 472		paper
2013Fire-Sale FDI or Business as Usual? In: Staff Working Papers.
[Full Text][Citation analysis]		paper32
2016Fire-sale FDI or business as usual?.(2016) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 32		article
2015Fire-Sale FDI or Business as Usual?.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 32		paper
2013Fire-sale FDI or Business as Usual?.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 32		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.
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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]		paper108
2020Commodity-price comovement and global economic activity.(2020) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 108		article
2014Commodity-Price Comovement and Global Economic Activity.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 108		paper
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
[Full Text][Citation analysis]		paper17
2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers.
[Full Text][Citation analysis]		paper26
2020The effect of oil price shocks on asset markets: Evidence from oil inventory news.(2020) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 26		article
2020Household indebtedness risks in the wake of COVID‑19 In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper7
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]		paper530
2010What do we learn from the price of crude oil futures?.(2010) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 530		article
2022The price of property rights: Institutions, finance, and economic growth In: Journal of International Economics.
[Full Text][Citation analysis]		article5
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]		paper1
2014Liquidity-Driven FDI In: IHEID Working Papers.
[Full Text][Citation analysis]		paper12
2015Greek Budget Realities: No Easy Options.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2015Liquidity-Driven FDI.(2015) In: 2015 Meeting Papers.
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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]		article75
2006Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 75		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
2022Hedge Fund Activities Can Influence the U.S. Treasury Yield Curve In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2022Hedge Funds and Treasury Market Price Impact: Evidence from Direct Exposures In: Working Papers.
[Full Text][Citation analysis]		paper0

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