5
H index
4
i10 index
116
Citations
Clinton Watkins : Citation Profile
Akita International University (99% share) | RESEARCH PRODUCTION: 12 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1997 - 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 Clinton Watkins. | Is cited by:
| Cites to:
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Main data
Where Clinton Watkins has published?
| Journals with more than one article published | # docs |
|---|---|
| Mathematics and Computers in Simulation (MATCOM) | 4 |
| Pacific-Basin Finance Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Graduate School of Economics, Kobe University | 3 |
| Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute | 2 |
Recent works citing Clinton Watkins (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022. Full description at Econpapers || Download paper |
| 2023 | Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527. Full description at Econpapers || Download paper |
| 2022 | An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222. Full description at Econpapers || Download paper |
| 2022 | Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876. Full description at Econpapers || Download paper |
| 2023 | Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432. 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 |
| 2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH?LSTM based Approach. (2022). Gupta, Shivang ; Ghate, Kshitish ; Mishra, Aswini Kumar ; Kakade, Kshitij. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:2:p:103-117. Full description at Econpapers || Download paper |
Works by Clinton Watkins:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Using financial market information in monetary policy: some examples from New Zealand In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2004 | Econometric modelling of non?ferrous metal prices In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 39 |
| 2020 | Who influences the fundamental value of commodity futures in Japan? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2018 | Who Influences the Fundamental Value of Commodity Futures in Japan?.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 5 |
| 2017 | Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York.(2017) In: Discussion papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1997 | The term structure of interest rates and economic activity: An empirical critique In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2002 | Cointegration analysis of metals futures In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 2005 | Related commodity markets and conditional correlations In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2008 | How has volatility in metals markets changed? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 30 |
| 2021 | The changing role of foreign investors in Tokyo stock price formation In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2021 | The Changing Role of Foreign Investors in Tokyo Stock Price Formation.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2022 | Does firm-level productivity predict stock returns? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2018 | Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan.(2019) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2022 | Causality between Arbitrage and Liquidity in Platinum Futures In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2002 | Volatility of a Market Index and its Components: An Application to Commodity Markets In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Pricing of non-ferrous metals futures on the London Metal Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 22 |
| 2003 | Pricing of Non-ferrous Metals Futures on the London Metal Exchange In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team