Vipin Arora : Citation Profile

Are you Vipin Arora?

12

H index

13

i10 index

410

Citations

RESEARCH PRODUCTION:

17

Articles

31

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 51
   Journals where Vipin Arora has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 23 (5.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par279
   Updated: 2023-11-04    RAS profile: 2020-04-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Degiannakis, Stavros (3)

Filis, George (3)

Huntington, Hillard (2)

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

Is cited by:

GUPTA, RANGAN (38)

Tyers, Rodney (28)

Balcilar, Mehmet (12)

Shi, Shuping (10)

Zhou, Yixiao (10)

Ji, Qiang (9)

Cai, Yiyong (9)

Salisu, Afees (8)

Pierdzioch, Christian (7)

Nazlioglu, Saban (7)

Shahbaz, Muhammad (7)

Cites to:

Kilian, Lutz (43)

Filis, George (16)

barsky, robert (12)

Degiannakis, Stavros (12)

Hamilton, James (11)

Ratti, Ronald (11)

Baumeister, Christiane (11)

Vespignani, Joaquin (9)

Shiller, Robert (8)

Campbell, John (8)

Hammoudeh, Shawkat (7)

Main data

Where Vipin Arora has published?

Journals with more than one article published# docs
Energy Economics2
The Energy Journal2
Applied Energy2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany14
EconStor Research Reports / ZBW - Leibniz Information Centre for Economics3
Monash Economics Working Papers / Monash University, Department of Economics2

Recent works citing Vipin Arora (2023 and 2022)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2022Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612.

Full description at Econpapers || Download paper

2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

Full description at Econpapers || Download paper

2023Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100.

Full description at Econpapers || Download paper

2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

Full description at Econpapers || Download paper

2022Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach. (2022). Adam, Anokye M ; Junior, Peterson Owusu ; Asafo-Adjei, Emmanuel ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-53.

Full description at Econpapers || Download paper

2022Oil Price Volatility and Equity Valuation of Listed Energy Companies in Nigeria: A Panel ARDL Model. (2022). Fasanu, Eyitemi Ayomikun ; Hassan, Christiana Onyohu ; Erhi, Moses Akpesiri ; Urhie, Ese ; Okodua, Henry. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-54.

Full description at Econpapers || Download paper

2023Dynamics of Industrial Electricity Demand in the State of Bahia (Brazil): Evolution of Price and Income and COVID-19 Implications. (2023). Silva, Marcelo Santana ; Bittencourt, Euclides Santos ; Matos, Bio F ; Oscar, Lu S. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-1.

Full description at Econpapers || Download paper

2023A global energy system perspective on hydrogen Trade: A framework for the market color and the size analysis. (2023). Berdysheva, Sofia A ; Scanlon, Bridget R ; Ikonnikova, Svetlana A. In: Applied Energy. RePEc:eee:appene:v:330:y:2023:i:pa:s0306261922015240.

Full description at Econpapers || Download paper

2022Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:263-279.

Full description at Econpapers || Download paper

2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

Full description at Econpapers || Download paper

2023Reforms in the natural gas sector and economic development. (2023). Zimmermann, Guilherme G ; Serrano-Quintero, Rafael ; Delalibera, Bruno R. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001700.

Full description at Econpapers || Download paper

2023Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

Full description at Econpapers || Download paper

2022Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

Full description at Econpapers || Download paper

2022The relationship between headline, core, and energy inflation: A wavelet investigation. (2022). Giri, Federico. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004584.

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

2022Strategic interactions and price dynamics in the global oil market. (2022). Alonso Alvarez, Irma ; Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alonso-Alvarez, Irma. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321005867.

Full description at Econpapers || Download paper

2022Oil shocks and corporate social responsibility. (2022). al Mamun, Mohammed Abdullah ; Wong, Jin Boon ; Hasan, Mostafa Monzur. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000639.

Full description at Econpapers || Download paper

2022Shale revolution, oil and gas prices, and drilling activities in the United States. (2022). Etienne, Xiaoli ; Li, Bingxin ; Shakya, Shishir. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000597.

Full description at Econpapers || Download paper

2022Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780.

Full description at Econpapers || Download paper

2022Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104.

Full description at Econpapers || Download paper

2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

Full description at Econpapers || Download paper

2022High-quality energy development in China: Comprehensive assessment and its impact on CO2 emissions. (2022). Dong, Kangyin ; Jiang, Qingzhe ; Zhao, Jun ; Wang, BO. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001967.

Full description at Econpapers || Download paper

2022Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x.

Full description at Econpapers || Download paper

2022Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. (2022). Tang, Guoqiang ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003929.

Full description at Econpapers || Download paper

2022Sensitivity of the U.S. economy to oil prices controlling for domestic production and imports. (2022). Bowman, David ; Uria-Martinez, Rocio ; Leiby, Paul ; Oladosu, Gbadebo. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004844.

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

2022Crude oil footprint in the rapidly changing world and implications from their income and price elasticities. (2022). Wang, Lining ; Lin, LU ; Wen, Yuli ; Liddle, Brantley ; Zheng, Xinzhu. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004244.

Full description at Econpapers || Download paper

2022Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

Full description at Econpapers || Download paper

2022Techno-economic comparison of optimized natural gas combined cycle power plants with CO2 capture. (2022). Kazemi, Abolghasem ; Moreno, Jovita ; Iribarren, Diego. In: Energy. RePEc:eee:energy:v:255:y:2022:i:c:s0360544222015201.

Full description at Econpapers || Download paper

2022Price responsiveness of commercial demand for natural gas in the US. (2022). Zarnikau, Jay ; Tishler, Asher ; Woo, Chi-Keung ; Li, Raymond. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222015134.

Full description at Econpapers || Download paper

2023Hard-linking a top-down economic model with a bottom-up energy system for an oil-exporting country with price controls. (2023). Pierru, Axel ; al Jarboua, Abdullah ; Almutairi, Hossa ; Durand-Lasserve, Olivier ; Murphy, Frederic ; Pradhan, Shreekar. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222033369.

Full description at Econpapers || Download paper

2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

Full description at Econpapers || Download paper

2022Global tail risk and oil return predictability. (2022). Ma, Feng ; Lu, Xinjie ; Zeng, Qing ; Qian, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001027.

Full description at Econpapers || Download paper

2022Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200304x.

Full description at Econpapers || Download paper

2022Stock market return predictability revisited: Evidence from a new index constructing the oil market. (2022). Zhong, Juandan ; Wang, Jiqian ; Chevallier, Julien ; Chen, Wang. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003300.

Full description at Econpapers || Download paper

2023Forecasting 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

2022Investment choices and production dynamics: The role of price expectations, financial deficit, and production constraints. (2022). Berdysheva, Sofia ; del Carpio, Victor ; Ikonnikova, Svetlana A. In: Journal of Economics and Business. RePEc:eee:jebusi:v:120:y:2022:i:c:s0148619522000236.

Full description at Econpapers || Download paper

2022Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000519.

Full description at Econpapers || Download paper

2022What is the role of the rents in energy connection with economic growth for China and the United States?. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005249.

Full description at Econpapers || Download paper

2022Do oil, coal, and natural gas consumption and rents impact economic growth? An empirical analysis of the Russian Federation. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001878.

Full description at Econpapers || Download paper

2022Price bubbles in oil & gas markets and their transfer. (2022). Kim, Man-Keun ; Wang, Zuyi. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005025.

Full description at Econpapers || Download paper

2022The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005281.

Full description at Econpapers || Download paper

2022Is Bangladesh on the right path toward sustainable development? An empirical exploration of energy sources, economic growth, and CO2 discharges nexus. (2022). Park, Donghyun ; Liu, Yang ; al Mahi, Masnun ; Uddin, Gazi Salah ; Ali, Md Sumon ; Hasan, Md Bokhtiar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005682.

Full description at Econpapers || Download paper

2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

Full description at Econpapers || Download paper

2023The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946.

Full description at Econpapers || Download paper

2022How price responsive is industrial demand for natural gas in the United States?. (2022). Li, Raymond ; Zarnikau, Jay ; Tishler, Asher ; Woo, Chi-Keung. In: Utilities Policy. RePEc:eee:juipol:v:74:y:2022:i:c:s095717872100151x.

Full description at Econpapers || Download paper

2023An experiment in own-price elasticity estimation for non-residential electricity demand in the U.S.. (2023). Li, Raymond ; Zarnikau, J ; Tishler, A ; Woo, C K ; Qi, H S ; Cao, K H. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000012.

Full description at Econpapers || Download paper

2022The coordination of pumped hydro storage, electric vehicles, and climate policy in imperfect electricity markets: Insights from China. (2022). Lin, Boqiang ; Benjamin, Nelson I ; Wesseh, Presley K. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:160:y:2022:i:c:s1364032122001952.

Full description at Econpapers || Download paper

2022Oil price shocks and yield curve dynamics in emerging markets. (2022). GUPTA, RANGAN ; Lucey, Brian ; Karahan, Cenk C ; Cepni, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623.

Full description at Econpapers || Download paper

2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

Full description at Econpapers || Download paper

2022Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

Full description at Econpapers || Download paper

2022Oil price volatility forecasting: Threshold effect from stock market volatility. (2022). Zhang, Feipeng ; Qiao, Gaoxiu ; Chen, Yan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002311.

Full description at Econpapers || Download paper

2022Oil-stock nexus: the role of oil shocks for GCC markets. (2022). McMillan, David G ; Ziadat, Salem Adel. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-12-2021-0529.

Full description at Econpapers || Download paper

2022Greater Than the Sum of the Parts: Aggregate vs. Aggregated Inflation Expectations. (2022). Rich, Robert ; Knotek, Edward ; Ove, Kristian ; Dietrich, Alexander ; Weber, Michael ; Schoenle, Raphael. In: Working Papers. RePEc:fip:fedcwq:94364.

Full description at Econpapers || Download paper

2022Price Responsiveness of Residential Demand for Natural Gas in the United States. (2022). Zarnikau, Jay ; Li, Raymond ; Tishler, Asher ; Woo, Chi-Keung. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4231-:d:834474.

Full description at Econpapers || Download paper

2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More Than A Century of Data. (2022). Gupta, Rangan ; Pierdzioch, Christian ; Balcilar, Mehmet. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

Full description at Econpapers || Download paper

2023A Review on Economic Input-Output Analysis in the Environmental Assessment of Electricity Generation. (2023). Sousa, S ; Henriques, Oliveira C. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2930-:d:1104702.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2022Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach. (2022). Grima, Simon ; DEMIRELI, Erhan ; Ayhan, Afife Duygu ; Torun, Erdost. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10566-:d:896680.

Full description at Econpapers || Download paper

2022The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Elamer, Ahmed A ; Elbialy, Bassam A ; Alsaab, Kholoud A ; Khashan, Mohamed A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14496-:d:963428.

Full description at Econpapers || Download paper

2022Projecting Saudi sectoral electricity demand in 2030 using a computable general equilibrium model. (2022). Ghersi, F ; Soummane, Salaheddine. In: Post-Print. RePEc:hal:journl:hal-03500916.

Full description at Econpapers || Download paper

2022Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns. (2022). Pijourlet, Guillaume ; Peillex, Jonathan ; Gomes, Mathieu ; Ouadghiri, Imane. In: Post-Print. RePEc:hal:journl:hal-03549713.

Full description at Econpapers || Download paper

2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005.

Full description at Econpapers || Download paper

2023Does Exchange Rate Pass-Through Change Over Time in Turkiye?. (2023). Çakır, Mustafa ; Kaya, Ahmet Ekrem. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:359-383.

Full description at Econpapers || Download paper

2022Electricity consumption variation versus economic structure during COVID-19 on metropolitan statistical areas in the US. (2022). Mingee, Trey ; Shi, Qingxin ; Cui, Hantao ; Li, Fangxing ; Wang, Jinning. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-34447-7.

Full description at Econpapers || Download paper

2022Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri. In: MPRA Paper. RePEc:pra:mprapa:116079.

Full description at Econpapers || Download paper

2022Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; Gupta, Rangan ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202217.

Full description at Econpapers || Download paper

2023The 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

2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323.

Full description at Econpapers || Download paper

2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326.

Full description at Econpapers || Download paper

2022On the identification of the oil-stock market relationship. (2022). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Working Paper series. RePEc:rim:rimwps:22-15.

Full description at Econpapers || Download paper

2023A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

Full description at Econpapers || Download paper

2022Oil price risk exposure of BRIC stock markets and hedging effectiveness. (2022). Naeem, Muhammad Abubakr ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad ; Saeed, Tareq. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04078-0.

Full description at Econpapers || Download paper

2022The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN). (2022). Chen, Jo-Hui ; Malinda, Maya. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02039-x.

Full description at Econpapers || Download paper

2023Economic analysis using higher-frequency time series: challenges for seasonal adjustment. (2023). Bundesbank, Deutsche ; Ollech, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02287-5.

Full description at Econpapers || Download paper

2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

Full description at Econpapers || Download paper

2022Time?frequency analysis of risk spillovers from oil to BRICS stock markets: A long?memory Copula?CoVaR?MODWT method. (2022). Wu, Lanxin ; Nie, HE ; Mu, Jinqi ; Jiang, Yonghong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3386-3404.

Full description at Econpapers || Download paper

2023Time?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

2023A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information. (2023). Li, Ziyang ; Chevallier, Julien ; M. I. M. Wahab, ; Ma, Feng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:60-75.

Full description at Econpapers || Download paper

2023Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy. (2023). Dietrich, Alexander M. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:157.

Full description at Econpapers || Download paper

Works by Vipin Arora:

YearTitleTypeCited
2011Arbitrage and the Price of Oil In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper14
2012Asset arbitrage and the price of oil.(2012) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2011Asset Arbitrage and the Price of Oil.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2011Asset Value, Interest Rates and Oil Price Volatility In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper3
2011Asset Value, Interest Rates and Oil Price Volatility.(2011) In: The Economic Record.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2014Natural Gas and U.S. Economic Activity In: The Energy Journal.
[Full Text][Citation analysis]		article14
2012Natural Gas and U.S. Economic Activity.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence In: The Energy Journal.
[Full Text][Citation analysis]		article100
2018Oil prices and stock markets: A review of the theory and empirical evidence.(2018) In: BAFES Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2014Aggregate impacts of recent US natural gas trends In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2013Aggregate impacts of recent U.S. natural gas trends.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013Comparisons of Chinese and Indian Energy Consumption Forecasting Models In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2013Comparisons of Chinese and Indian Energy Consumption Forecasting Models.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014U.S. natural gas exports and their global impacts In: Applied Energy.
[Full Text][Citation analysis]		article20
2014U.S. Natural Gas Exports and their Global Impacts.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2015Disaggregating electricity generation technologies in CGE models: A revised technology bundle approach with an application to the U.S. Clean Power Plan In: Applied Energy.
[Full Text][Citation analysis]		article38
2014Disaggregating Electricity Generation Technologies in CGE Models.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2012An application of models of speculative behaviour to oil prices In: Economics Letters.
[Full Text][Citation analysis]		article40
2011AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2013Do oil prices respond to real interest rates? In: Energy Economics.
[Full Text][Citation analysis]		article34
2011How important are real interest rates for oil prices?.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2016The national and international impacts of coal-to-gas switching in the Chinese power sector In: Energy Economics.
[Full Text][Citation analysis]		article11
2019Review of key international demand elasticities for major industrializing economies In: Energy Policy.
[Full Text][Citation analysis]		article27
2017Review of Key International Demand Elasticities for Major Industrializing Economies.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2019Review of Key International Demand Elasticities for Major Industrializing Economies.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2013The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article19
2011Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy.(2011) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2011Oil Price Dynamics in a Real Business Cycle Model In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2011A Repayment Model of House Prices Oil Price Dynamics in a Real Business Cycle Model.(2011) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2013A Heterogenous Agent Foundation for Tests of Asset Price Bubbles In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2014Reconstructing the Savings Glut: The Global Implications of Asian Excess Saving In: CAMA Working Papers.
[Full Text][Citation analysis]		paper20
2014Reconstructing the Savings Glut: The Global Implications of Asian Excess Saving.(2014) In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2016Consumer Credit, Oil Prices, and the U.S. Economy In: Turkish Economic Review.
[Full Text][Citation analysis]		article0
2015Consumer Credit, Oil Prices, and the U.S. Economy.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States In: MPRA Paper.
[Full Text][Citation analysis]		paper22
2014A Note on Oil and Gas Production from Shale and Long-Run U.S. Economic Growth In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012A Note on Natural Gas Market Evolution in Light of Transaction Cost Theory In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Credit and Oil Consumption In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Shale and the US Economy: Three Counterfactuals In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Natural Gas and the US Economy: Some Preliminary Rules of Thumb In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Nonlinearities and tests of asset price bubbles In: Empirical Economics.
[Full Text][Citation analysis]		article2
2016Energy consumption and economic growth in the United States In: Applied Economics.
[Full Text][Citation analysis]		article32
2018EMF32 RESULTS FROM NEMS: REVENUE RECYCLING In: Climate Change Economics (CCE).
[Full Text][Citation analysis]		article5
2016Aggregate Productivity under an Energy-Based Approach In: EconStor Research Reports.
[Full Text][Citation analysis]		paper0
2016Electricity Use as an Indicator of U.S. Economic Activity In: EconStor Research Reports.
[Full Text][Citation analysis]		paper1
2016A Network-based View of the U.S. Energy Sector In: EconStor Research Reports.
[Full Text][Citation analysis]		paper0
2015Oil prices and the US economy: Where is the boom? In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team