Neil Michael Kellard : Citation Profile

University of Essex

12

H index

16

i10 index

645

Citations

RESEARCH PRODUCTION:

37

Articles

20

Papers

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 23
   Journals where Neil Michael Kellard has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 16 (2.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke322
   Updated: 2026-01-17    RAS profile: 2023-06-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Coakley, Jerry (2)

Banti, Chiara (2)

Vlastakis, Nikolaos (2)

Vinogradov, Dmitri (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Neil Michael Kellard.

Is cited by:

Ghoshray, Atanu (23)

Frankel, Jeffrey (17)

Corbet, Shaen (14)

arezki, rabah (13)

Makhlouf, Yousef (10)

GUPTA, RANGAN (10)

Gil-Alana, Luis (9)

Wohar, Mark (9)

Hadri, Kaddour (8)

Kim, Hyeongwoo (8)

Nielsen, Morten (8)

Cites to:

Perron, Pierre (35)

Kilian, Lutz (25)

Phillips, Peter (18)

Wohar, Mark (17)

Reinhart, Carmen (16)

Diebold, Francis (15)

O'Rourke, Kevin (13)

Weron, Rafał (13)

Bollerslev, Tim (13)

Velasco, Carlos (12)

Campbell, John (12)

Main data

Where Neil Michael Kellard has published?

Journals with more than one article published# docs
Journal of Empirical Finance5
Journal of Futures Markets4
Journal of Banking & Finance3
Journal of International Money and Finance3
Applied Financial Economics2
Journal of Agricultural Economics2
The European Journal of Finance2
Economics Letters2
International Review of Financial Analysis2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School8
Computing in Economics and Finance 2006 / Society for Computational Economics3

Recent works citing Neil Michael Kellard (2025 and 2024)

YearTitle of citing document
2024Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239.

Full description at Econpapers || Download paper

2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

Full description at Econpapers || Download paper

2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

Full description at Econpapers || Download paper

2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

Full description at Econpapers || Download paper

2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

Full description at Econpapers || Download paper

2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

Full description at Econpapers || Download paper

2024Africa in Global Public Policy: Theoretical Perspectives and the Role of International Law in Shaping Public Policy in Africa. (2024). Odhiambo, Owilli Mathews ; Kasera, Odhiambo Alphonce ; Oloo, Bruno Charles. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:910-937.

Full description at Econpapers || Download paper

2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

Full description at Econpapers || Download paper

2025Foods and Non-foods: Relative Prices and Economic Disruptions in Modern and Contemporary History of Bulgaria. (2025). Simeonova-Ganeva, Ralitsa ; Ivanov, Martin. In: Proceedings of the Centre for Economic History Research. RePEc:ceh:journl:y:2025:v:10:p:25-38.

Full description at Econpapers || Download paper

2024Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

Full description at Econpapers || Download paper

2024Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Qu, YI ; Su, Yaya ; Dong, Liang ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x.

Full description at Econpapers || Download paper

2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

Full description at Econpapers || Download paper

2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135.

Full description at Econpapers || Download paper

2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

Full description at Econpapers || Download paper

2025Does monetary policy fuel energy consumption across the world? Focus on inflation targeting. (2025). Zogo, Thrse Elomo ; Samba, Cyrille Michel ; Mbassi, Christophe Martial. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002415.

Full description at Econpapers || Download paper

2024Volatility 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

2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

Full description at Econpapers || Download paper

2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

Full description at Econpapers || Download paper

2024Understanding climate policy uncertainty: Evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004149.

Full description at Econpapers || Download paper

2024A simulated electronic market with speculative behaviour and bubble formation. (2024). Cofre, Nicolas ; Mosionek-Schweda, Magdalena. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400775x.

Full description at Econpapers || Download paper

2025Interest rate fluctuations and corporate financial leverage. (2025). Zhao, Jiawei ; Han, Yibo. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006075.

Full description at Econpapers || Download paper

2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

Full description at Econpapers || Download paper

2025The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets. (2025). Zhou, Ivy Z ; Xu, Yahua ; Bouri, Elie ; Ma, Gaoping. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000110.

Full description at Econpapers || Download paper

2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024UK Foreign Direct Investment in uncertain economic times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001190.

Full description at Econpapers || Download paper

2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

Full description at Econpapers || Download paper

2024Inflation effects of oil and gas prices in the UK: Symmetries and asymmetries. (2024). Mamman, Suleiman ; Karimu, Suale ; Abubakar, Attahir B. In: Utilities Policy. RePEc:eee:juipol:v:90:y:2024:i:c:s0957178724000961.

Full description at Econpapers || Download paper

2024Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices. (2024). He, Zhifang ; Xu, Wei ; Qian, Wanchuan ; Dong, Tianqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004714.

Full description at Econpapers || Download paper

2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

Full description at Econpapers || Download paper

2024Drivers of inflationary shocks and spillovers between Europe and the United States. (2024). Rambaud, Salvador Cruz ; Gomez, Emilio Galdeano ; Garcia, Javier Sanchez. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001769.

Full description at Econpapers || Download paper

2025Stress-testing Inflation Exposure: Systemically significant prices and asymmetric shock propagation in the EU. (2025). Schulz, Jan ; Aminian, Armin ; Ipsen, Leonhard. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:713-724.

Full description at Econpapers || Download paper

2024Women’s empowerment and child mortality. (2024). Makhlouf, Yousef ; Kellard, Neil M ; Vinogradov, Dmitri V ; Sarkisyan, Anna. In: World Development. RePEc:eee:wdevel:v:183:y:2024:i:c:s0305750x24001827.

Full description at Econpapers || Download paper

2024Ra?l Prebisch?s Influence on Contemporary Development Studies: A Review of Recent Literature (2010-2021). (2024). Garca-Quero, Fernando. In: HISTORY OF ECONOMIC THOUGHT AND POLICY. RePEc:fan:spespe:v:html10.3280/spe2024-002001.

Full description at Econpapers || Download paper

2024A Political Economy Analysis of Changes and Continuities in Iran-Africa Trade Relations: A Case of South-South Dependency?. (2024). YILMAZKUDAY, HAKAN ; Lob, Eric. In: Working Papers. RePEc:fiu:wpaper:2405.

Full description at Econpapers || Download paper

2025Macroeconomic Conditions, Speculation, and Commodity Futures Returns. (2025). Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:5-:d:1562677.

Full description at Econpapers || Download paper

2025An Examination of G10 Carry Trade and Covered Interest Arbitrage Before, During, and After Financial Crises. (2025). Refalo, James ; Danso, Charles Armah. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:190-:d:1626308.

Full description at Econpapers || Download paper

2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

Full description at Econpapers || Download paper

2024The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality. (2024). Pullaykkodi, Sreekha ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09424-9.

Full description at Econpapers || Download paper

2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

Full description at Econpapers || Download paper

2025Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?. (2025). Mohamad, Azhar. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-025-10998-x.

Full description at Econpapers || Download paper

2024An empirical assessment of the role of trade in services in export product diversification in Sub-Saharan Africa. (2024). Ouedraogo, Idrissa ; Takpara, Moukaila Mouzamilou ; Djiogap, Constant Fouopi ; Sawadogo, Bouraima. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:61:y:2024:i:3:d:10.1007_s11123-023-00685-0.

Full description at Econpapers || Download paper

2024UK Foreign Direct Investment in Uncertain Economic Times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_04.

Full description at Econpapers || Download paper

2025Empirical Analysis of the Determinants of Structural Transformation in the MENA Region. (2025). Gabsi, Foued Badr ; Frikha, Nihel. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:2:p:378-403.

Full description at Econpapers || Download paper

2024UK Foreign Direct Investment in Uncertain Economic Times. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas. In: Working Paper series. RePEc:rim:rimwps:24-09.

Full description at Econpapers || Download paper

2024Short-term Forecasting Ability of Hybrid Models for BRIC Currencies. (2024). Sayed, Samie Ahmed ; Sreeram, Latha. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:3:p:585-605.

Full description at Econpapers || Download paper

2024Imperialism in the Financial Capital Era: Forgotten Contributions from Marxist Dependency Theory. (2024). Nunes, Dbora Machado. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:56:y:2024:i:1:p:5-22.

Full description at Econpapers || Download paper

2024Least Developed Countries: A Review of Worldwide Research. (2024). Martnez-Vzquez, Rosa Mara ; Navarro-Pabsdorf, Margarita ; de Pablo-Valenciano, Jaime. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241253952.

Full description at Econpapers || Download paper

2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

Full description at Econpapers || Download paper

2025Impacts of investor heterogeneity and interactions on price discovery in futures markets: Based on dynamical system and stability analysis. (2025). Gong, Qingbin ; Yang, Zhe ; Diao, Xundi. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:3:d:10.1007_s10479-025-06676-8.

Full description at Econpapers || Download paper

2024Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior. (2024). Nie, Zixin ; Ma, Mengzhong ; Chen, Erdong. In: Electronic Markets. RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00715-1.

Full description at Econpapers || Download paper

2025Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data. (2025). Österholm, Pär ; Karlsson, Sune ; Edvinsson, Rodney. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02684-y.

Full description at Econpapers || Download paper

2025Whither the price of coffee? An analysis of trends and shocks since the coffee crisis. (2025). Ghoshray, Atanu ; Mise, Emi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02716-1.

Full description at Econpapers || Download paper

2024The Impact of Foreign Trade in the Graduation Process of Asian Least-Developed Countries (LDCs). (2024). Cuenca-Garcia, Eduardo ; Navarro-Pabsdorf, Margarita ; Quiros-Gonzalez, Estela. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01630-0.

Full description at Econpapers || Download paper

2025Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2025). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00889-0.

Full description at Econpapers || Download paper

2025What Makes the Oil Pricing Center? The Impact of Futures Markets and Production. (2025). Nagayasu, Jun ; Gong, Junlian. In: TUPD Discussion Papers. RePEc:toh:tupdaa:71.

Full description at Econpapers || Download paper

2024The S&P 500 index inclusion effect: Evidence from the options market. (2024). Coakley, Jerry ; Dotsis, George ; Psychoyios, Dimitris ; Kourtis, Apostolos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:1157-1171.

Full description at Econpapers || Download paper

2024The finance–inequality nexus in the era of financialisation: Evidence for Portugal. (2024). Lakhani, Rishi ; Barradas, Ricardo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3510-3544.

Full description at Econpapers || Download paper

2025Banks, financial markets, and income inequality. (2025). Vinogradov, Dmitri V ; Kellard, Neil M ; Makhlouf, Yousef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:117-133.

Full description at Econpapers || Download paper

2025Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model. (2025). Xu, Wen ; Aschakulporn, Pakorn ; Zhang, Jin E. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:5:p:1638-1657.

Full description at Econpapers || Download paper

2024Can night trading reduce price volatility? Evidence from Chinas corn and corn starch futures markets. (2024). Xia, Weiyi ; Xiong, Tao ; Li, Miao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:585-604.

Full description at Econpapers || Download paper

2024Financialization of commodity markets: New evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1357-1382.

Full description at Econpapers || Download paper

2024The Ethics of Price Variation. (2024). Jackson, William. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:300528.

Full description at Econpapers || Download paper

Works by Neil Michael Kellard:

YearTitleTypeCited
2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
[Full Text][Citation analysis]		paper4
2020FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT In: Economic Inquiry.
[Full Text][Citation analysis]		article7
2000Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices In: Journal of Agricultural Economics.
[Full Text][Citation analysis]		article4
2002Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? In: Journal of Agricultural Economics.
[Full Text][Citation analysis]		article9
2015Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2008THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* In: Manchester School.
[Full Text][Citation analysis]		article3
2003Trends and Persistence in Primary Commodity Prices In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper3
2008The role of long memory in hedging effectiveness In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article12
2006On the prevalence of trends in primary commodity prices In: Journal of Development Economics.
[Full Text][Citation analysis]		article105
2015Trade openness, export diversification, and political regimes In: Economics Letters.
[Full Text][Citation analysis]		article18
2005The PPP debate: Price matters! In: Economics Letters.
[Full Text][Citation analysis]		article16
2008Can exchange rate volatility explain persistence in the forward premium? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2010Predicting the equity premium with dividend ratios: Reconciling the evidence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article31
2016Special issue of the Journal of Empirical Finance Guest Editors introduction In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2016Bubbling over! The behaviour of oil futures along the yield curve In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2023Using covariates to improve the efficacy of univariate bubble detection methods In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
1998Two puzzles in the analysis of foreign exchange market efficiency In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article24
1996Two Puzzles in the Analysis of Foreign Exchange Market Efficiency..(1996) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2022Index tracking and beta arbitrage effects in comovement In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2020The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives In: Finance Research Letters.
[Full Text][Citation analysis]		article48
2006On the robustness of cointegration tests when assessing market efficiency In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2010Foreign exchange, fractional cointegration and the implied-realized volatility relation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2013Forecasting EUR–USD implied volatility: The case of intraday data In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2013Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2022Risk, financial stability and FDI In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2018Risk, Financial Stability and FDI.(2018) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022Prime money market funds regulation, global liquidity, and the crude oil market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2015Spurious long memory, uncommon breaks and the implied–realized volatility puzzle In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2017Child mortality, commodity price volatility and the resource curse In: Social Science & Medicine.
[Full Text][Citation analysis]		article8
2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development.
[Full Text][Citation analysis]		article23
2017Close communications: hedge funds, brokers and the emergence of herding In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper5
2015Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2018Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures.(2018) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018Credit Default Swap Spreads: Funding Liquidity Matters! In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2019Oil Price Uncertainty and the Macroeconomy In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Oil price uncertainty as a predictor of stock market volatility In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Measuring Oil Price Shocks In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2021How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2023Long-Run Movements in Real Exchange Rates: 1264 to 2020 In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2005The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]		paper1
2007Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
1996Testing for Efficiency in Commodity Futures Markets. In: Discussion Papers.
[Citation analysis]		paper0
1997Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? In: Discussion Papers.
[Citation analysis]		paper0
1997Is the Dollar/ECU Exchange A Random Walk? In: Discussion Papers.
[Citation analysis]		paper0
2006Threshold Autoregressive Models of the Commodities Futures Basis In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2006The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2006Long Memory and Structural Breaks in Commodity Futures Basis and Market In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2001Evaluating currency market efficiency: are cointegration tests appropriate? In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
1998Is the dollar/ECU exchange rate a random walk? In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2016Commodity futures returns: more memory than you might think! In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2020Banks and financial markets in times of uncertainty In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2016Is news related to GDP growth a risk factor for commodity futures returns? In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article162
2022Multistage optimization filter for trend‐based short‐term forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
1999The relative efficiency of commodity futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article25
2011Long memory and structural breaks in commodity futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article13
2020Night trading and market quality: Evidence from Chinese and US precious metal futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team