11
H index
13
i10 index
478
Citations
Peter Sephton : Citation Profile
Queen's University | RESEARCH PRODUCTION: 54 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1982 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Sephton. | Is cited by:
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Main data
Where Peter Sephton has published?
Recent works citing Peter Sephton (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Extreme weather events and high Colombian food prices: A non-stationary extreme value approach. (2022). Parra-Amado, Daniel ; Orozco-Vanegas, Camilo Andres ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1189. Full description at Econpapers || Download paper |
| 2022 | Extreme weather events and high Colombian food prices: A non?stationary extreme value approach. (2022). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Parraamado, Daniel ; Orozcovanegas, Camilo Andres ; Melovelandia, Luis Fernando. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:s1:p:21-40. Full description at Econpapers || Download paper |
| 2022 | Contributing to carbon peak: Estimating the causal impact of eco?industrial parks on low?carbon development in China. (2022). Wang, Han ; Wu, Jianxian ; Nie, Xin ; Li, Lihua ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593. Full description at Econpapers || Download paper |
| 2022 | Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586. Full description at Econpapers || Download paper |
| 2022 | The income inequality-CO2 emissions nexus: Transmission mechanisms. (2022). Zhang, Xun ; Wang, Jinxian. In: Ecological Economics. RePEc:eee:ecolec:v:195:y:2022:i:c:s0921800922000222. Full description at Econpapers || Download paper |
| 2022 | Does oil impact gold during COVID-19 and three other recent crises?. (2022). Do, Hung Xuan ; Brooks, Robert ; Sarker, Ashutosh ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165. Full description at Econpapers || Download paper |
| 2022 | Revisiting the Environmental Kuznets Curve in the European Union countries. (2022). Miech, Sawomir ; Papie, Monika ; Frodyma, Katarzyna. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221031480. Full description at Econpapers || Download paper |
| 2023 | Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065. Full description at Econpapers || Download paper |
| 2022 | Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593. Full description at Econpapers || Download paper |
| 2022 | Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?. (2022). Roy, Saikat Sinha ; Sinharoy, Saikat. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000347. Full description at Econpapers || Download paper |
| 2022 | Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Han, Lingyu ; Liang, Ruibin ; Cao, Yan ; Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003610. Full description at Econpapers || Download paper |
| 2022 | When is gold an effective hedge against inflation?. (2022). Chiah, Mardy ; Nguyen, Jeremy ; Valadkhani, Abbas. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004524. Full description at Econpapers || Download paper |
| 2022 | Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Zuo, Xuguang ; Huang, Jiaxin ; Zhang, Hongwei ; Niu, Zibo ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005414. Full description at Econpapers || Download paper |
| 2023 | Crude oil pipeline constraints: A tale of two shales. (2023). Luong, Phat V. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006468. Full description at Econpapers || Download paper |
| 2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
| 2023 | The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727. Full description at Econpapers || Download paper |
| 2022 | Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239. Full description at Econpapers || Download paper |
| 2022 | The role of consumption of energy, fossil sources, nuclear energy, and renewable energy on environmental degradation in top-five carbon producing countries. (2022). Kartal, Mustafa Tevfik. In: Renewable Energy. RePEc:eee:renene:v:184:y:2022:i:c:p:871-880. Full description at Econpapers || Download paper |
| 2022 | The Impact of Energy Commodity Prices on Selected Clean Energy Metal Prices. (2022). Mroz, Maciej. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3051-:d:799014. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2022 | How to Trump the energy market: evidence from the WTI-Brent spread. (2022). Goutte, Stéphane ; Philippas, Dionisis ; Dragomirescu-Gaina, Catalin. In: Working Papers. RePEc:hal:wpaper:halshs-03843257. Full description at Econpapers || Download paper |
| 2022 | Connectedness in International Crude Oil Markets. (2022). Tiwari, Aviral ; Dar, Arif ; Nasreen, Samia ; Bhanja, Niyati. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10068-4. Full description at Econpapers || Download paper |
| 2022 | Environmental Performance and GDP Growth: A Non-linear Approach for the G20 Countries. (2022). Koukouritakis, Minoas. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0915. Full description at Econpapers || Download paper |
| 2022 | Convergence in per capita carbon footprint and ecological footprint for G7 countries: Evidence from panel Fourier threshold unit root test. (2022). Solarin, Sakiru Adebola ; Gorus, Muhammed Sehid ; Yilanci, Veli. In: Energy & Environment. RePEc:sae:engenv:v:33:y:2022:i:3:p:527-545. Full description at Econpapers || Download paper |
| 2022 | Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. (2022). Ftiti, Zied ; Madani, Mohamed Arbi. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04288-6. Full description at Econpapers || Download paper |
| 2023 | Unemployment persistence with an evolutionary perspective: job creation or destruction (or both)?. (2023). Liu, De-Chih. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:20:y:2023:i:1:d:10.1007_s40844-022-00246-4. Full description at Econpapers || Download paper |
| 2023 | Is the environmental Kuznets curve hypothesis valid? A global analysis for carbon dioxide emissions. (2023). Kuukefe, Bige ; Kanli, Nilufer Kaya. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02138-4. Full description at Econpapers || Download paper |
| 2023 | Why are some countries cleaner than others? New evidence from macroeconomic governance. (2023). Mashadihasanli, Tamerlan ; Iik, Ali Haydar ; Zeren, Ahmet Baran ; Vanli, Tara ; Gunduz, Halil Brahim ; Akan, Taner. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:7:d:10.1007_s10668-022-02298-3. Full description at Econpapers || Download paper |
| 2023 | Spatial differentiation and influencing factors of industrial resource and environmental pressures in China. (2023). Wang, Pengfei ; Zhou, Xiao ; Lin, Xueqin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:9:d:10.1007_s10668-022-02473-6. Full description at Econpapers || Download paper |
| 2022 | CO2 emission, economic development, fossil fuel consumption and population density in India, Pakistan and Bangladesh: A panel investigation. (2022). Muhammad, Rizwanullah ; Asmi, Fahad ; Ali, Muhammad Ubaid ; Gong, Zhimin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:18-31. Full description at Econpapers || Download paper |
| 2023 | Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present. (2023). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Roubaud, David ; Lahiani, Amine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2620-2634. Full description at Econpapers || Download paper |
| 2022 | A Markov regime?switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio. (2022). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:389-412. Full description at Econpapers || Download paper |
Works by Peter Sephton:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Fractional integration in agricultural futures price volatilities revisited In: Agricultural Economics. [Full Text][Citation analysis] | article | 6 |
| 1989 | Relative Prices and Money: Some Canadian Evidence In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 3 |
| 1998 | GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 2 |
| 2011 | Spatial Arbitrage in Sarawak Pepper Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Citation analysis] | article | 4 |
| 1987 | The Choice of Monetary Policy Instruments in Canada: An Extension. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 1993 | Optimal Hedge Ratios at the Winnipeg Commodity Exchange. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 17 |
| 1989 | Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment In: Journal of Development Economics. [Full Text][Citation analysis] | article | 2 |
| 1988 | On interest rate innovations and anticipated monetary policy In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1989 | Anticipated monetary policy in Canada : Some new evidence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1990 | A note on the efficiency of the London metal exchange In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1995 | Response surface estimates of the KPSS stationarity test In: Economics Letters. [Full Text][Citation analysis] | article | 84 |
| 2013 | Further evidence of an Environmental Kuznets Curve in Spain In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
| 2018 | Gold and crude oil prices after the great moderation In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
| 2019 | A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000) In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | El Niño, La Niña, and a cup of Joe In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 1991 | Tests of exchange market efficiency: fragile evidence from cointegration tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 100 |
| 1989 | On exchange intervention, sterilization, and bank reserve accounting In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Global relationships across crude oil benchmarks In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 13 |
| 2022 | Revisiting the inflation-hedging properties of precious metals in Africa In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2013 | Threshold Cointegration: Model Selection with an Application In: Journal of Economics and Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2001 | Forecasting recessions: can we do better on MARS? In: Review. [Full Text][Citation analysis] | article | 15 |
| 2009 | Predicting Recessions: A Regression (Probit) Model Approach In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1998 | Easyreg: version 1.12 In: Journal of Applied Econometrics. [Citation analysis] | article | 2 |
| 2000 | Financial analysis package for GAUSS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Finite Sample Critical Values of the Generalized KPSS Stationarity Test In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 1994 | Cointegration Tests on MARS. In: Computational Economics. [Citation analysis] | article | 10 |
| 2016 | Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 27 |
| 2020 | Mean Reversion in CO2 Emissions: the Need for Structural Change In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Revising Fiscal Policy and Growth in Saudi Arabia In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Commodity Prices: Policy Target or Information Variable: A Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 11 |
| 2003 | Spatial Market Arbitrage and Threshold Cointegration In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 28 |
| 1988 | World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison In: IMF Staff Papers. [Full Text][Citation analysis] | article | 1 |
| 1998 | Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 1982 | Endogenous Expectations and Economic Policy In: Working Paper. [Citation analysis] | paper | 0 |
| 2008 | Critical values of the augmented fractional Dickey–Fuller test In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Critical values for the augmented efficient Wald test for fractional unit roots In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 1989 | On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2005 | Predicting the equity premium with dividend ratios: a matter of balance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Forecasting inflation using the term structure and MARS In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | On the finite sample size and power of the generalized KPSS test in the presence of level breaks In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Market shares and rivalry in the U.S. cigarette industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | Prostate cancer: a New Brunswick tale In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | Who cut the cheese? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Breaking deterministics, test size and the efficient Wald test for fractional unit roots In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | A note on fractional cointegration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1996 | Extended critical values for a simple test of cointegration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2008 | Exchange rates and fractional integration revisited In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | Fractional cointegration: Monte Carlo estimates of critical values, with an application In: Applied Financial Economics. [Full Text][Citation analysis] | article | 15 |
| 2010 | On the empirical size of Nielsens multivariate likelihood ratio test of fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Unit roots and purchasing power parity: another kick at the can In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Persistence in U.S. State Unemployment Rates In: Southern Economic Journal. [Full Text][Citation analysis] | article | 9 |
| 2012 | Persistence in U.S. State Unemployment Rates: Errata and Extensions In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
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