J. Isaac Miller : Citation Profile

Are you J. Isaac Miller?

University of Missouri

11

H index

12

i10 index

614

Citations

RESEARCH PRODUCTION:

22

Articles

35

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 32
   Journals where J. Isaac Miller has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 27 (4.21 %)

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   Permalink: http://citec.repec.org/pmi148
   Updated: 2023-08-19    RAS profile: 2023-04-07    
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Relations with other researchers

Works with:

Nam, Kyungsik (2)

Kaufmann, Robert (2)

Yigit, Taner (2)

Choi, Yongok (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Isaac Miller.

Is cited by:

Hecq, Alain (26)

Götz, Thomas (20)

Filis, George (20)

Degiannakis, Stavros (14)

Chambers, Marcus (12)

MORANA, CLAUDIO (10)

Ratti, Ronald (10)

Guesmi, Khaled (9)

Smyth, Russell (9)

Sbrana, Giacomo (8)

Nam, Kyungsik (8)

Cites to:

Park, Joon (37)

Phillips, Peter (31)

Chang, Yoosoon (30)

Kaufmann, Robert (16)

Santa-Clara, Pedro (15)

Hansen, Bruce (10)

Engle, Robert (10)

Valkanov, Rossen (10)

Svensson, Lars (10)

Estrada, Francisco (9)

Perron, Pierre (9)

Main data

Where J. Isaac Miller has published?

Journals with more than one article published# docs
Energy Economics6
Journal of Time Series Analysis4
Journal of Econometrics3
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Missouri29
Working Papers / Rice University, Department of Economics2

Recent works citing J. Isaac Miller (2023 and 2022)

YearTitle of citing document
2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2023Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451.

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2021Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council. (2021). Alshihab, Salem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-9.

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2021Accessing the Effect of Renewables on the Wholesale Power Market. (2021). Alam, Mohammad Nure. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-42.

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2021Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2022Investigating the Impact of Oil Prices Changes on Financial Market Efficiency in Saudi Arabia for the Period (1980-2018): ARDL Approach. (2022). Sharaf-Addin, Hussein Hamood ; Alhakimi, Saif Sallam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-53.

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2022Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models. (2022). Zanini, Alexandre ; de Mattos, Rogerio Silva ; de Souza, Daniel Morais. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-35.

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2022Heterogeneity in the long-run remittance-output relationship: Theory and new evidence. (2022). Keinsley, Andrew ; Ahmad, Nazneen ; Francois, John Nana ; Nti-Addae, Akwasi . In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000396.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2022Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254.

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2021Oil price shocks and the US stock market: A nonlinear approach. (2021). Kim, Jaebeom ; Hwang, Inwook. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:23-36.

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2021The impact of oil price volatility on stock markets: Evidences from oil-importing countries. (2021). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003091.

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2021The sectorally heterogeneous and time-varying price elasticities of energy demand in China. (2021). Su, Bin ; Tan, Xiujie ; Wei, Jie ; Wang, Banban. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003728.

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2021Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

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2022Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method. (2022). Gong, XU ; Wang, You. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005983.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022The power play of natural gas and crude oil in the move towards the financialization of the energy market. (2022). Mirza, Nawazish ; Boubaker, Sabri ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002870.

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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.

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2022Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Oil shocks and stock market: Revisiting the dynamics. (2021). B, Anand ; Paul, Sunil ; Anand, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000165.

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2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

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2021On income and price elasticities for energy demand: A panel data study. (2021). Smyth, Russell ; Peng, Bin ; Gao, Jiti. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Modelling asymmetric price responses of industrial energy demand with a dynamic hierarchical model. (2021). Sharimakin, Akinsehinwa. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001602.

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2021US partisan conflict uncertainty and oil prices. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Energy Policy. RePEc:eee:enepol:v:150:y:2021:i:c:s0301421520308296.

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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.

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2023Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model. (2023). Xiao, Xinping ; Wen, Jianghui ; Zhang, Yue ; Rao, Congjun ; Goh, Mark. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222028419.

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2021Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. (2021). Basu, Sankarshan ; Bhatia, Vaneet. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300672.

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2021Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001657.

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2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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2021The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach. (2021). Khan, Muhammad Fayaz ; Jadoon, Arshad Ullah ; Teng, Jian-Zhou. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309302.

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2021Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855.

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2021Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310114.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2021The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100091x.

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2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Janczura, Joanna ; Wyomaska, Agnieszka ; Grzesiek, Aleksandra ; Bielak, Ukasz. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003184.

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2021Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901.

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2021Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market. (2021). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004335.

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2022Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004694.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2022Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach. (2022). Khanzadi, A ; Sh, M ; Zeinedini, SH. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000526.

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2022The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001921.

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2022Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215.

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2022Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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2022Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

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2022Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111.

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2022Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach. (2022). Akdeniz, Cokun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Atik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004871.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2022Stochastic RCM-driven cooling and heating energy demand analysis for residential building. (2022). Yeh, Shin-Cheng ; Piwowar, Joseph M ; Huang, Guohe ; Tian, Chuyin ; Ren, Jiayan ; Duan, Ruixin ; Lu, Chen. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:153:y:2022:i:c:s1364032121010340.

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2022A systematic review on power system resilience from the perspective of generation, network, and load. (2022). Wang, Zhaoyu ; Pan, Xueping ; Wu, Feng ; Ju, Ping. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:167:y:2022:i:c:s1364032122004658.

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2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15.

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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2021Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing. (2021). Nam, Kyungsik. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:6-:d:495518.

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2022The Impact of Soybean Futures and Crude Oil Futures on Palm Oil Indexes: Evidence from Bounds Test of Level Relationship and Causality Analysis. (2022). Jamil, Izaan ; Lily, Jaratin ; Lim, Thien Sang ; Kogid, Mori. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:237-:d:924066.

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2021Interpretable Forecasting of Energy Demand in the Residential Sector. (2021). Daskalakis, Costas ; Yfanti, Sofia ; Sakkas, Nikos ; Domnich, Marharyta ; Barbu, Eduard . In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6568-:d:654676.

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2022What Is the Temporal Path of the GDP Elasticity of Energy Consumption in OECD Countries? An Assessment of Previous Findings and New Evidence. (2022). liddle, brantley. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3802-:d:821003.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023The Role of Biogas Potential in Building the Energy Independence of the Three Seas Initiative Countries. (2023). Cierpia-Wolan, Marek ; Gobiewska, Barbara ; Twarog, Dariusz ; Lusarz, Grzegorz ; Plutecki, Philipp ; Gobiewski, Jarosaw. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1366-:d:1049176.

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2023Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108.

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2023Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey. (2023). Tuna, Gulcay ; Taha, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3103-:d:1110401.

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2023A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries. (2023). Fikru, Mahelet ; Kisswani, Khalid M. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3839-:d:1136754.

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2023Environmental, Social, and Governance Considerations in WTI Financialization through Energy Funds. (2023). Beach, Steven ; Nazlioglu, Saban ; Gormus, Alper. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:231-:d:1117640.

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2022.

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2021Shades between Black and Green Investment: Balance or Imbalance?. (2021). Miralles-Quiros, Jose Luis ; de Sousa, Vitor Manuel. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5024-:d:546607.

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2022Modeling Industrial Energy Demand in Relation to Subsector Manufacturing Output and Climate Change: Artificial Neural Network Insights. (2022). Adha, Rishan ; Yang, Su-Fen ; Shiau, Yuo-Hsien ; Muzayyanah, Syamsiyatul. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2896-:d:762295.

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2023Partially Linear Component Support Vector Machine for Primary Energy Consumption Forecasting of the Electric Power Sector in the United States. (2023). Deng, Yanqiao ; Yuan, Hong ; Cai, Yubin ; Ma, Xin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7086-:d:1131027.

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2023Could Cryptocurrency Policy Uncertainty Facilitate U.S. Carbon Neutrality?. (2023). Zhang, Weike ; Chang, Hsu-Ling ; Song, Yuru ; Su, Chi-Wei ; Qin, Meng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7479-:d:1138222.

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2021Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models. (2021). Manner, Hans ; Kielmann, Julia ; Min, Aleksey. In: Graz Economics Papers. RePEc:grz:wpaper:2021-01.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles ; Kichian, Maral ; Khalaf, Lynda. In: Post-Print. RePEc:hal:journl:hal-03528880.

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2023Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.

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2021Depth-Weighted Forecast Combination: Application to COVID-19 Cases. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:238.

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2023Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04.

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2022Stock market and cryptocurrency market volatility. (2022). Peresetsky, Anatoly ; Pogorelova, Polina ; Manevich, Vyacheslav. In: Applied Econometrics. RePEc:ris:apltrx:0439.

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2022On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443.

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2021Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800.

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2022Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach. (2022). Tiwari, Aviral ; Hille, Erik ; Kumar, Satish ; Jena, Sangram Keshari. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-021-04218-6.

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2022Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors. (2022). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02028-0.

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2022Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. (2022). Kielmann, Julia ; Min, Aleksey ; Manner, Hans. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02073-9.

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2023Does climate change affect economic data?. (2023). Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4.

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2021The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). catik, nazif ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00224-y.

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2022Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model. (2022). Sepehri, Elmira ; Yazdani, Sanaz ; Mamipour, Siab. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09587-7.

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2021Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2013). Tsang, Kwok Ping ; Ashley, Richard ; Verbrugge, Randal J.. In: Working Papers. RePEc:vpi:wpaper:e07-41.

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2021U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach. (2021). Ferrer, Roman ; Hurley, Dene ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3569-3587.

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

Works by J. Isaac Miller:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		paper0
2022Modeling and Forecasting Agricultural Commodity Support in the Developing Countries In: Commissioned Papers.
[Full Text][Citation analysis]		paper0
2018Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors In: Journal of Agricultural Economics.
[Full Text][Citation analysis]		article0
2010Cointegrating regressions with messy regressors and an application to mixed?frequency series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
2015Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2013Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2014Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 19		paper
2016Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2019Testing Cointegrating Relationships Using Irregular and Non?Contemporaneous Series with an Application to Paleoclimate Data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article4
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article16
2010Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2005How They Interact to Generate Persistency in Memory In: Working Papers.
[Full Text][Citation analysis]		paper2
2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
[Full Text][Citation analysis]		paper3
2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]		paper17
2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
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2008Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2011Testing the bounds: Empirical behavior of target zone fundamentals In: Economic Modelling.
[Full Text][Citation analysis]		article1
2009Testing the Bounds: Empirical Behavior of Target Zone Fundamentals.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2018Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series In: Econometrics and Statistics.
[Full Text][Citation analysis]		article3
2014Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2022Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions In: Energy Economics.
[Full Text][Citation analysis]		article0
2021Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009Crude oil and stock markets: Stability, instability, and bubbles In: Energy Economics.
[Full Text][Citation analysis]		article366
2009Crude Oil and Stock Markets: Stability, Instability, and Bubbles.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 366		paper
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
[Full Text][Citation analysis]		article38
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
[Full Text][Citation analysis]		article14
2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
[Full Text][Citation analysis]		article15
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2021Forecasting regional long-run energy demand: A functional coefficient panel approach In: Energy Economics.
[Full Text][Citation analysis]		article5
2019Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2014On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article0
2013On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter5
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2023Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change? In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2014Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article12
2012Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2016Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series In: Econometric Reviews.
[Full Text][Citation analysis]		article10
2012Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2022Time-varying cointegration and the Kalman filter In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2019Time-Varying Cointegration and the Kalman Filter.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Cointegrating MiDaS Regressions and a MiDaS Test In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
[Full Text][Citation analysis]		paper37
2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
[Full Text][Citation analysis]		paper9
2017Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet In: Working Papers.
[Full Text][Citation analysis]		paper1
2019Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways.(2021) In: Working Papers.
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2023Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado In: Working Papers.
[Full Text][Citation analysis]		paper0

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