Eric Olson : Citation Profile

Are you Eric Olson?

West Virginia University

9

H index

8

i10 index

365

Citations

RESEARCH PRODUCTION:

21

Articles

5

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 45
   Journals where Eric Olson has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 5 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pol201
   Updated: 2024-11-04    RAS profile: 2020-03-27    
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Relations with other researchers

Works with:

Wohar, Mark (3)

GUPTA, RANGAN (3)

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

Is cited by:

GUPTA, RANGAN (72)

Wohar, Mark (14)

Pierdzioch, Christian (14)

Balcilar, Mehmet (13)

Tiwari, Aviral (11)

Bekiros, Stelios (6)

Antonakakis, Nikolaos (6)

Lee, Chien-Chiang (5)

Demirer, Riza (5)

Mayandy, Kesavarajah (5)

Sarwar, Suleman (5)

Cites to:

GUPTA, RANGAN (17)

Wohar, Mark (14)

Sousa, Ricardo (11)

Taylor, John (11)

Balcilar, Mehmet (9)

Engle, Robert (9)

Svensson, Lars (8)

Saez, Emmanuel (7)

Mankiw, N. Gregory (6)

makram, beljid (6)

Piketty, Thomas (6)

Main data

Where Eric Olson has published?

Journals with more than one article published# docs
Journal of Macroeconomics3
Economics Letters2
Journal of International Money and Finance2
Applied Economics2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics4

Recent works citing Eric Olson (2024 and 2023)

YearTitle of citing document
2024.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution. (2023). Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2023/3.

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

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2024Forecasting the dynamics of correlations in complex systems. (2024). An, Feng ; Gao, Xiangyun ; Wu, Tao ; Kurths, Jurgen ; Xu, Xin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012341.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2023Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Ozkan, Oktay. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814.

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2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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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.

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2023Relationships between stock returns and real earnings yields over the last 150 years. (2023). Alsalman, Zeina ; Murphy, Austin. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006153.

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2024Financial shocks, investor sentiment, and heterogeneous firms’ output volatility: Evidence from credit asset securitization markets. (2024). Yang, Jianfei ; Li, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012321.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023Household indebtedness and the macroeconomic effects of tax changes. (2023). Choi, Sangyup ; Shin, Junhyeok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:22-52.

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

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2023Taxes and firm investment. (2023). Arin, Kerim ; Mazur, Mieszko ; Devereux, Kevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000174.

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2023Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417.

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2023Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007206.

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2023Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war. (2023). Tiwari, Aviral Kumar ; Waheed, Rida ; Sarwar, Suleman ; Aziz, Ghazala ; Lei, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003562.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

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2023The relationship between cash flow uncertainty and extreme risk: International evidence. (2023). Wu, Lin-Tan ; Lee, Chien-Chiang ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002220.

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2023The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594.

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2024Semantics matter: An empirical study on economic policy uncertainty index. (2024). Yang, Fang ; Huang, Yu-Lieh ; Chen, Chung-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1286-1302.

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2023.

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2023Income Inequality, Household Debt, and Consumption Growth in the United States. (2023). Yang, Ying ; Sun, Hongyuan ; Li, Meiru ; Piao, Yingai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3910-:d:1075624.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

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2023On the International Spillover Effects of Uncertainty. (2023). Wesselbaum, Dennis ; Sen, Anindya. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09694-2.

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2023Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population. (2020). Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:202023.

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2023Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020. (2023). Pacheco, Luis ; Lobo, Julio ; Costa, Tania. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00194-4.

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2024Presidential Approval Ratings and Stock Market Performance in Latin America. (2024). GUPTA, RANGAN ; van Eyden, Renee ; Jaichand, Yuvana. In: Working Papers. RePEc:pre:wpaper:202411.

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2023IsSouthAfricafallingintoafiscaldominantregime. (2023). Viegi, Nicola ; Mamburu, Mulalo ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:11041.

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2023IsSouthAfricafallingintoafiscaldominantregime. (2023). Soobyah, Luchelle ; Viegi, Nicola ; Mamburu, Mulalo. In: Working Papers. RePEc:rbz:wpaper:11046.

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2023A Short Note on Interest Rates and Household Wealth. (2023). Marinucci, Marco ; Bonis, Riccardo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:2:d:10.1007_s40797-022-00194-3.

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2023Uncertainty measures and inflation dynamics in selected global players: a wavelet approach. (2023). Anagreh, Suhaib ; Vo, Xuan Vinh ; Tabash, Mosab I ; Adeosun, Opeoluwa Adeniyi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01513-7.

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2023The effect of Economic Policy Uncertainty on the credit risk of US commercial banks. (2023). Lobo, Julio ; Paulevianez, Jessica ; Ordencruz, Carmen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3420-3436.

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2023Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475.

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Works by Eric Olson:

YearTitleTypeCited
2013Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2017A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set In: The Financial Review.
[Full Text][Citation analysis]		article4
2018Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2019Estimates of Okuns law using a new output gap measure In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2013The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model In: Economics Letters.
[Full Text][Citation analysis]		article112
2014Tax multipliers and monetary policy: Evidence from a threshold model In: Economics Letters.
[Full Text][Citation analysis]		article3
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
[Full Text][Citation analysis]		article73
2015The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis In: Journal of Financial Stability.
[Full Text][Citation analysis]		article12
2019What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal.
[Full Text][Citation analysis]		article6
2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2018Income inequality, equities, household debt, and interest rates: Evidence from a century of data In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article5
2015Asymmetric tax multipliers In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article13
2016An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2017Do commodities make effective hedges for equity investors? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article21
2012A Historical Analysis of the Taylor Curve In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article9
2015Discretionary monetary policy, quantitative easing and the decline in US labor share In: Economics and Business Letters.
[Full Text][Citation analysis]		article2
2015Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers.
[Citation analysis]		paper2
2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
[Citation analysis]		paper8
2019Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers.
[Citation analysis]		paper1
2020Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach In: Working Papers.
[Citation analysis]		paper8
2014Was the Euro good for Greece? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2015Income inequality and household debt: a cointegration test In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2013Using Romer and Romers new measure of monetary policy shocks to identify the AD and AS shocks In: Applied Economics.
[Full Text][Citation analysis]		article1
2016Presidential approval and macroeconomic conditions: evidence from a nonlinear model In: Applied Economics.
[Full Text][Citation analysis]		article8
2015The International Effects of US Uncertainty In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article24

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