17
H index
22
i10 index
1826
Citations
Colorado State University | 17 H index 22 i10 index 1826 Citations RESEARCH PRODUCTION: 46 Articles 7 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Elder. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Energy Economics | 5 |
| Journal of Futures Markets | 5 |
| Economics Letters | 4 |
| Journal of Money, Credit and Banking | 3 |
| Economics Bulletin | 3 |
| Macroeconomic Dynamics | 3 |
| Journal of Money, Credit and Banking | 2 |
| Journal of Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Geary Institute, University College Dublin | 3 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354. Full description at Econpapers || Download paper | |
| 2024 | On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures. (2024). Wang, Zian ; Li, Xinshu. In: Papers. RePEc:arx:papers:2409.08355. Full description at Econpapers || Download paper | |
| 2024 | COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning. (2024). Wang, Zian ; Lu, Xinyi. In: Papers. RePEc:arx:papers:2409.08356. Full description at Econpapers || Download paper | |
| 2025 | The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232. Full description at Econpapers || Download paper | |
| 2025 | Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046. Full description at Econpapers || Download paper | |
| 2025 | FDI inflows and economic growth in north African countries: Do institutional quality and financial development matter?. (2025). Yahyaoui, Abdelkarim. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:15:y:2025:i:8:p:1290-1305:id:5552. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170. Full description at Econpapers || Download paper | |
| 2025 | Energy 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. Full description at Econpapers || Download paper | |
| 2024 | IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128. Full description at Econpapers || Download paper | |
| 2024 | Regulation, information asymmetries and the funding of new ventures. (2024). Cornelli, Giulio ; Aquilina, Matteo ; del Villar, Marina Sanchez. In: BIS Working Papers. RePEc:bis:biswps:1162. Full description at Econpapers || Download paper | |
| 2024 | The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299. Full description at Econpapers || Download paper | |
| 2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper | |
| 2024 | Does geographic or market proximity matter? Evidence from institutional investor monitoring on earnings attributes in US cross‐listed stocks. (2024). Kang, Sanggyu ; Chung, Chune Young ; Fard, Amirhossein. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:443-469. Full description at Econpapers || Download paper | |
| 2024 | Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433. Full description at Econpapers || Download paper | |
| 2025 | Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114. Full description at Econpapers || Download paper | |
| 2024 | Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992. Full description at Econpapers || Download paper | |
| 2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
| 2024 | Energy 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. Full description at Econpapers || Download paper | |
| 2024 | Oil Price Volatility and Economic Growth: Evidence from the Middle East. (2024). Al-Kasasbeh, Omar ; Almasria, Nashat Ali ; Aldboush, Hassan Hamad ; Alsheikh, Ghaith ; Alhajahmad, Fadya Burhan ; Lutfi, Abdalwali ; al Barrak, Thamir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-42. Full description at Econpapers || Download paper | |
| 2024 | Uncertainties, Employment and the Zero Lower Bound. (2024). Morshed, Maruf ; Liu, Baohui ; Brown, Xin L ; Nie, Qing. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-27. Full description at Econpapers || Download paper | |
| 2024 | Investment Amid Uncertainty: Exchange Rates and Oil Price Dynamics in Saudi Arabia. (2024). Asab, Noura Abu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-63. Full description at Econpapers || Download paper | |
| 2024 | Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332. Full description at Econpapers || Download paper | |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper | |
| 2025 | Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310. Full description at Econpapers || Download paper | |
| 2024 | The bright side of common ownership: Evidence from bank transparency. (2024). Marwick, Alex ; Stathopoulos, Konstantinos ; Pathan, Shams ; Park, Haerang. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002099. Full description at Econpapers || Download paper | |
| 2024 | The dynamic impact of monetary policy on stock market liquidity. (2024). Lyu, Xiaoyi ; Hu, Hao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489. Full description at Econpapers || Download paper | |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper | |
| 2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper | |
| 2024 | Oil price uncertainty and corporate inefficient investment: Evidence from China. (2024). Song, Xinyu ; An, Haokai ; Yang, Baochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000135. Full description at Econpapers || Download paper | |
| 2024 | Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape. (2024). Tiwari, Aviral ; Hammoudeh, Shawkat ; Tripathi, Nitya Nand ; Raj, Asha Binu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001128. Full description at Econpapers || Download paper | |
| 2025 | Does oil price uncertainty affect corporate total factor productivity? Evidence from China. (2025). Chen, Leyi ; Wu, Ziqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002274. Full description at Econpapers || Download paper | |
| 2025 | Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284. Full description at Econpapers || Download paper | |
| 2024 | The impact of corporate governance and state ownership on the default probabilities of Chinese firms. (2024). Switzer, Lorne ; Jiang, Yuehao ; Wang, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000372. Full description at Econpapers || Download paper | |
| 2024 | Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223. Full description at Econpapers || Download paper | |
| 2024 | The effects of polluting behaviour, dirty energy and electricity consumption on firm performance: Evidence from the recent crises. (2024). Pham, Huy ; Ramiah, Vikash ; Le, Hanh-Hong ; Frino, Alex. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007454. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
| 2024 | The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007. Full description at Econpapers || Download paper | |
| 2024 | More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482. Full description at Econpapers || Download paper | |
| 2024 | Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962. Full description at Econpapers || Download paper | |
| 2024 | Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207. Full description at Econpapers || Download paper | |
| 2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
| 2024 | Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894. Full description at Econpapers || Download paper | |
| 2024 | Investment decision and efficiency: Global insights on manufacturing firms amidst energy uncertainties. (2024). Anh, Nguyen Tuan ; Thieu, Nguyen Thi ; le Trang, Dao. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005012. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832. Full description at Econpapers || Download paper | |
| 2024 | Predicting the volatility of major energy commodity prices: The dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Vcha, Luk ; Barunk, Jozef. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400690x. Full description at Econpapers || Download paper | |
| 2024 | Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x. Full description at Econpapers || Download paper | |
| 2025 | The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539. Full description at Econpapers || Download paper | |
| 2025 | Pandemic, Ukraine, OPEC+ and strategic stockpiles: Taming the oil market in turbulent times. (2025). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001422. Full description at Econpapers || Download paper | |
| 2025 | Is there a robust hedging method during the COVID-19 pandemic? Evidence from Chinese crude oil futures. (2025). Geng, Qianjie. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001537. Full description at Econpapers || Download paper | |
| 2025 | Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178. Full description at Econpapers || Download paper | |
| 2025 | The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x. Full description at Econpapers || Download paper | |
| 2024 | How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Ben Salem, Leila ; Saafi, Sami ; Nouira, Ridha. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824. Full description at Econpapers || Download paper | |
| 2024 | Power constraints and firm-level total factor productivity in developing countries. (2024). Ly, Alpha ; Apeti, Ablam Estel. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224026458. Full description at Econpapers || Download paper | |
| 2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper | |
| 2025 | Energy uncertainty and energy trade: International evidence. (2025). Doan, Thang Ngoc ; Nguyen, Trung Thanh. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s0360544225006206. Full description at Econpapers || Download paper | |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper | |
| 2025 | Dynamic spillovers between Chinese oil futures market and global financial markets under geopolitical risks. (2025). Xu, Nan ; Zhang, Weiqian ; Li, Songsong ; Romanova, Valentina. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019164. Full description at Econpapers || Download paper | |
| 2025 | Study on influencing factors and forecast of global crude oil prices based on the hybrid model. (2025). Fang, Tianhui ; Wang, Donghua. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225022467. Full description at Econpapers || Download paper | |
| 2025 | Uncertainty, macroeconomic activity and commodity price: A global analysis. (2025). Shi, Xunpeng ; Zeng, Ting ; He, Jia ; Shen, Yifan. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000493. Full description at Econpapers || Download paper | |
| 2025 | Corporate social responsibility signalling under external transparency demands. (2025). Poursoleyman, Ehsan ; Nazari, Jamal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001322. Full description at Econpapers || Download paper | |
| 2025 | In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity. (2025). Ling, Chuanqi ; Yang, Jinyu ; Dong, Dayong ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500376x. Full description at Econpapers || Download paper | |
| 2025 | Local government debt and corporate stock liquidity: Evidence from China. (2025). Wang, Zhili ; Huang, Kun ; Pan, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004053. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119. Full description at Econpapers || Download paper | |
| 2025 | What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701. Full description at Econpapers || Download paper | |
| 2024 | Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Ge, Zhenyu ; Sun, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292. Full description at Econpapers || Download paper | |
| 2024 | Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777. Full description at Econpapers || Download paper | |
| 2024 | How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186. Full description at Econpapers || Download paper | |
| 2024 | Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064. Full description at Econpapers || Download paper | |
| 2024 | Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751. Full description at Econpapers || Download paper | |
| 2024 | Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173. Full description at Econpapers || Download paper | |
| 2025 | Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555. Full description at Econpapers || Download paper | |
| 2024 | Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309. Full description at Econpapers || Download paper | |
| 2024 | Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Zou, MI ; Han, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819. Full description at Econpapers || Download paper | |
| 2024 | US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668. Full description at Econpapers || Download paper | |
| 2024 | Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610. Full description at Econpapers || Download paper | |
| 2025 | Balancing the books: The role of energy-related uncertainty in corporate leverage. (2025). Yang, Lukai ; Huang, Xinhui. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000043. Full description at Econpapers || Download paper | |
| 2024 | Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193. Full description at Econpapers || Download paper | |
| 2024 | Political uncertainty and macro-financial dynamics in the BRICS. (2024). JAWADI, Fredj ; Pondie, Thierry M. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000465. Full description at Econpapers || Download paper | |
| 2024 | Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434. Full description at Econpapers || Download paper | |
| 2024 | Preopening auctions and price discovery in initial public offerings. (2024). Ramanna, Vishwanatha Saragur ; Bhurjee, Keerat. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001134. Full description at Econpapers || Download paper | |
| 2024 | Metal and energy price uncertainties and the global economy. (2024). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317. Full description at Econpapers || Download paper | |
| 2024 | Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827. Full description at Econpapers || Download paper | |
| 2024 | Oil jump tail risk as a driver of inflation dynamics. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Triantafyllou, Athanasios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000539. Full description at Econpapers || Download paper | |
| 2025 | Energy uncertainty and Firm Performance: Does ESG matter?. (2025). Mahakud, Jitendra ; Barman, Siddhartha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000131. Full description at Econpapers || Download paper | |
| 2024 | Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Wei, YU ; Lyu, Yongjian ; Ke, Rui ; Kong, Mengzhen ; Qin, Fanshu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376. Full description at Econpapers || Download paper | |
| 2024 | Unraveling 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. Full description at Econpapers || Download paper | |
| 2024 | Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305. Full description at Econpapers || Download paper | |
| 2024 | Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Hu, Zhihao ; He, Xin-Jiang ; Yue, Jia ; Yang, Ben-Zhang. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230. Full description at Econpapers || Download paper | |
| 2025 | Economic freedom and market resilience: Safeguarding liquidity in times of crisis. (2025). Kim, Jang-Chul ; Su, Qing ; Jin, Hyun Joung. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000222. Full description at Econpapers || Download paper | |
| 2024 | The impact of economic uncertainty on carbon emission: Evidence from China. (2024). Zhu, Yanjin ; Ma, Dan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010882. Full description at Econpapers || Download paper | |
| 2025 | Corporate social responsibility and stock liquidity across the globe. (2025). Dang, Tung ; Ha, Van. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003454. Full description at Econpapers || Download paper | |
| 2024 | Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215. Full description at Econpapers || Download paper | |
| 2024 | Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China. (2024). Guo, Yanfeng ; Zhao, Huanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:446-457. Full description at Econpapers || Download paper | |
| 2024 | The stabilizing effect of government guarantees in real economy investment: Evidence from China. (2024). Zhang, Xujun ; Xiong, Lingyun ; Rao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:219-240. Full description at Econpapers || Download paper | |
| 2024 | Oil price uncertainty and corporate diversification: Evidence from Chinese manufacturing firms. (2024). Zhang, Zongyi ; Fan, Zhenjun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:929-947. Full description at Econpapers || Download paper | |
| 2024 | Innovation diversity, product diversity and innovation performance. (2024). Wang, Yanzhi A ; Yang, Hsiao-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006117. Full description at Econpapers || Download paper | |
| 2025 | An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Journal | |
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| Journal of Economics and Finance |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Jumps in Oil Prices: The Role of Economic News In: The Energy Journal. [Full Text][Citation analysis] | article | 46 |
| 2013 | Jumps in Oil Prices: The Role of Economic News.(2013) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2004 | A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS In: 2004 Annual meeting, August 1-4, Denver, CO. [Full Text][Citation analysis] | paper | 11 |
| 2006 | A reexamination of fractional integrating dynamics in foreign currency markets.(2006) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2009 | Fractional Integration in Commodity Futures Returns In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
| 2005 | DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
| 2009 | Macroeconomic Uncertainty and Performance in Asian Countries* In: Review of Development Economics. [Full Text][Citation analysis] | article | 18 |
| 2010 | Corporate Governance and Liquidity In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 201 |
| 2011 | INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 14 |
| 2011 | VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 43 |
| 2018 | OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
| 2001 | F versus t tests for unit roots In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2004 | More on F versus t tests for unit roots when there is no trend In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | A simple bivariate count data regression model In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2007 | On fractional integrating dynamics in the US stock market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 11 |
| 2008 | A bivariate zero-inflated count data regression model with unrestricted correlation In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 1997 | Estimating the arbitrage pricing theory with observed macro factors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Generalized bivariate count data regression models In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2003 | An impulse-response function for a vector autoregression with multivariate GARCH-in-mean In: Economics Letters. [Full Text][Citation analysis] | article | 38 |
| 2023 | Racial and ethnic disparities in unemployment and oil price uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Oil price uncertainty shocks and the gender gap in U.S. unemployment In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Oil price uncertainty in Canada In: Energy Economics. [Full Text][Citation analysis] | article | 84 |
| 2014 | Price discovery in crude oil futures In: Energy Economics. [Full Text][Citation analysis] | article | 45 |
| 2021 | Canadian industry level production and energy prices In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2012 | Impact of macroeconomic news on metal futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 109 |
| 2001 | Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Employment and energy uncertainty In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 6 |
| 2008 | Long memory in energy futures prices In: Review of Financial Economics. [Full Text][Citation analysis] | article | 90 |
| 2008 | Long memory in energy futures prices.(2008) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
| 2013 | Oil Price Forecasts and Trends: Interviews with the Experts In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
| 2004 | Another Perspective on the Effects of Inflation Uncertainty. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 139 |
| 2010 | Oil Price Uncertainty In: Journal of Money, Credit and Banking. [Citation analysis] | article | 491 |
| 2010 | Oil Price Uncertainty.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 491 | article | |
| 2013 | Liquidity and Information Flow around Monetary Policy Announcement In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 18 |
| 2013 | Liquidity and Information Flow around Monetary Policy Announcement.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2010 | Oil Volatility and the Option Value of Waiting: An analysis of the G-7 In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 43 |
| 2009 | Oil volatility and the option value of waiting : an analysis of the G-7.(2009) In: Centre for Financial Markets Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2010 | Oil Volatility and the Option Value of Waiting: An analysis of the G-7.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2011 | Oil volatility and the option value of waiting: An analysis of the G‐7.(2011) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2000 | The reaction of security prices to tracking stock announcements In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2004 | Some empirical evidence on the real effects of nominal volatility In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2012 | Persistence in the return and volatility of home price indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Uncertainty and energy extraction In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2001 | Testing for Unit Roots: What Should Students Be Taught? In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 56 |
| 2011 | Flexible Bivariate Count Data Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Fractional differencing in discrete time In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2010 | The Effects of Uncertainty about Oil Prices in G-7 In: Working Papers. [Full Text][Citation analysis] | paper | 227 |
| 2011 | US Oil Price Exposure: The Industry Effects In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Social Protection in Low Income Countries and Fragile Situations : Challenges and Future Directions In: World Bank Publications - Reports. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Long memory in commodity futures volatility: A wavelet perspective In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
| 2019 | Oil price volatility and real options: 35 years of evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
| 2024 | Uncertainty and investment: Evidence from domestic oil rigs In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2025 | Drilling and DUCs in the Permian Basin In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team