Ron Alquist : Citation Profile

Are you Ron Alquist?

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15

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1457

Citations

RESEARCH PRODUCTION:

14

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 66
   Journals where Ron Alquist has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 26 (1.75 %)

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   Permalink: http://citec.repec.org/pal453
   Updated: 2024-11-04    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Mukherjee, Rahul (2)

Berman, Nicolas (2)

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

Is cited by:

Kilian, Lutz (135)

Baumeister, Christiane (77)

Vespignani, Joaquin (43)

Manera, Matteo (33)

Zhou, Xiaoqing (32)

Ratti, Ronald (27)

Razafindrabe, Tovonony (23)

Joëts, Marc (23)

Wang, Yudong (23)

Filis, George (23)

Sévi, Benoît (22)

Cites to:

Kilian, Lutz (72)

Rogoff, Kenneth (18)

Baumeister, Christiane (15)

Hamilton, James (14)

Rossi, Barbara (11)

West, Kenneth (10)

Shleifer, Andrei (9)

Campbell, John (8)

Diebold, Francis (8)

Antras, Pol (7)

Watson, Mark (7)

Main data

Where Ron Alquist has published?

Journals with more than one article published# docs
Journal of International Economics4
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada7
NBER Working Papers / National Bureau of Economic Research, Inc5
Working Papers / Research Seminar in International Economics, University of Michigan3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Paper Series / Federal Reserve Bank of Chicago2

Recent works citing Ron Alquist (2024 and 2023)

YearTitle of citing document
2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2023The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2023The bribe rate and long run differences in sovereign borrowing costs. (2023). Johri, Alok ; Cotoc, Johnny ; Alamgir, Farzana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000684.

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2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2024Measuring Innovativeness: A ranking of the ordinal utility from consumption is more robust than either of ‘outcomes of commercialization’ or patent counts. (2024). Obrimah, Oghenovo A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:603-616.

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2023Does foreign direct investment promote political stability? Evidence from developing economies. (2023). Okara, Assi. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000615.

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2023Impact of cultural trade on foreign direct investment: Evidence from China. (2023). Chu, Baoju ; Yang, Lianxing ; Wang, Chu ; Li, Chang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000930.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Energy price volatility affects decisions to purchase energy using capital: Motor vehicles. (2023). Kaufmann, Robert K. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004139.

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2023What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

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2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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2023The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005285.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Global commodity prices and macroeconomic fluctuations in a low interest rate environment. (2023). Ahmed, Rashad. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006126.

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2023Asymmetric influence of oil demand and supply shocks on meat commodities. (2023). Baek, Jungho ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006734.

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2024Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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2023Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Gözgör, Giray ; Yarovaya, Larisa ; Khalfaoui, Rabeh ; Gozgor, Giray. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642.

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2023Commodity price shocks, supply chain disruptions and U.S. inflation. (2023). de Gracia, Fernando Perez ; Cunado, Juncal ; Diaz, Elena Maria. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300867x.

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2024The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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2024Financial spillovers of foreign direct investment: Evidence from China. (2024). Ye, Haichun ; Lin, Shu ; Ding, Haoyuan ; Wu, Shujie. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s002219962400014x.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038.

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2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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2023Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

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2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

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2024Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894.

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2024Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Cao, Jin ; Zhang, Xinyu ; Lyu, Yongjian ; Yang, MO ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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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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2023Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678.

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2023Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model. (2023). Hoffman, Linwood ; Adam, Brian ; Farhangdoost, Sara ; Etienne, Xiaoli L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000235.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

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2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023A novel hybrid model based on deep learning and error correction for crude oil futures prices forecast. (2023). Dou, Wanting ; Hu, Yuan ; Wang, Zhaocai ; Dong, Jinghan ; Wu, Junhao. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003136.

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2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784.

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2023“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

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2023A novel non-ferrous metal price hybrid forecasting model based on data preprocessing and error correction. (2023). Huang, Jianhua ; He, Zhichao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009005.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Oil futures volatility prediction: Bagging or combination?. (2023). Zhang, Jixiang ; Ma, Feng ; Lyu, Zhichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2023Weathering storms – Technological exploration of MNCs in times of financial crisis. (2023). Zander, Ivo ; Kappen, Philip ; Blomkvist, Katarina. In: Journal of World Business. RePEc:eee:worbus:v:58:y:2023:i:2:s1090951622001079.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Do Futures Prices Help Forecast Spot Prices? Evidence from China’s New Live Hog Futures. (2023). Cao, Jia ; Li, Miao ; Xiong, Tao. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1663-:d:1223105.

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2024.

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2023Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2024Forecasting Oil Prices with Non-Linear Dynamic Regression Modeling. (2024). Muoz, Antonio ; Figuerola-Ferretti, Isabel ; Moreno, Pedro. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:9:p:2182-:d:1387880.

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2023.

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2023.

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2023.

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2023The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759.

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2023Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models. (2023). Tran, Minh-Ngoc ; Nguyen, Hoang ; Virbickaite, Audrone. In: Working Papers. RePEc:hhs:oruesi:2023_007.

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2023Swings in Crude Oil Valuations: Analyzing Their Bearing on China’s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Coronel, Anibal ; He, Yugang ; Wu, Renhong ; Teng, Zhuoqi. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6695727.

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2024Macroeconomic uncertainty and earnings management: evidence from commodity firms. (2024). Greco, Giulio ; Pierotti, Mariarita ; Capocchi, Alessandro ; Rigamonti, Alessandro Paolo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01246-8.

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2023Is acquisition-FDI during an economic crisis detrimental for domestic innovation?. (2023). Kneller, Richard ; Gupta, Apoorva ; Garcia-Vega, Maria. In: Discussion Papers. RePEc:not:notgep:2023-03.

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2023Identifying Risk Factors and Their Premia: A Study on Electricity Prices*. (2023). Lunde, Asger ; Wei, Wei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1647-1679..

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2023Understanding Commodity Investments: Factor Analysis and Bibliometric Findings. (2023). Mirea, Marioara ; Munteanu, Ionela. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxiii:y:2023:i:1:p:438-443.

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2023Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2023Barbarians at the gate? FDI and target firms’ management quality. (2023). Pisicoli, Beniamino ; Vocalelli, Giorgio ; Beccari, Gabriele. In: MPRA Paper. RePEc:pra:mprapa:117242.

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2024A dynamic carbon tax on gasoline. (2024). di Cosmo, Valeria ; Verde, Stefano F. In: MPRA Paper. RePEc:pra:mprapa:120485.

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2024Developing and impulse response matching estimation of the DSGE model for the Russian economy. (2024). Polbin, Andrey ; Sinelnikov-Murylev, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0489.

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2023.

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

Works by Ron Alquist:

YearTitleTypeCited
2013The Role of Financial Speculation in Driving the Price of Crude Oil In: The Energy Journal.
[Full Text][Citation analysis]		article81
2011The Role of Financial Speculation in Driving the Price of Crude Oil.(2011) In: Discussion Papers.
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2018Financial Constraints, Institutions, and Foreign Ownership In: AMSE Working Papers.
[Full Text][Citation analysis]		paper24
2018Financial constraints, institutions, and foreign ownership.(2018) In: CEPR Discussion Papers.
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2019Financial constraints, institutions, and foreign ownership.(2019) In: Journal of International Economics.
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2019Financial constraints, institutions, and foreign ownership.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 24		paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2018Financial Constraints, Institutions, and Foreign Ownership.(2018) In: NBER Working Papers.
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2010Crude Oil Futures: A Crystal Ball? In: Bank of Canada Review.
[Full Text][Citation analysis]		article3
2008How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange In: Staff Working Papers.
[Full Text][Citation analysis]		paper16
2010How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange.(2010) In: Journal of International Economics.
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2011Forecasting the Price of Oil In: Staff Working Papers.
[Full Text][Citation analysis]		paper462
2011Forecasting the Price of Oil.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 462		paper
2013Forecasting the Price of Oil.(2013) In: Handbook of Economic Forecasting.
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This paper has nother version. Agregated cites: 462		chapter
2011Forecasting the price of oil.(2011) In: International Finance Discussion Papers.
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2013Fire-Sale FDI or Business as Usual? In: Staff Working Papers.
[Full Text][Citation analysis]		paper30
2016Fire-sale FDI or business as usual?.(2016) In: Journal of International Economics.
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2015Fire-Sale FDI or Business as Usual?.(2015) In: Working Papers.
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2013Fire-sale FDI or Business as Usual?.(2013) In: NBER Working Papers.
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2013A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market In: Staff Working Papers.
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2014A blessing in disguise: The implications of high global oil prices for the North American market.(2014) In: Energy Policy.
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2014Commodity Price Co-Movement and Global Economic Activity In: Staff Working Papers.
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2020Commodity-price comovement and global economic activity.(2020) In: Journal of Monetary Economics.
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2014Commodity-Price Comovement and Global Economic Activity.(2014) In: NBER Working Papers.
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2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News In: Staff Working Papers.
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2020The effect of oil price shocks on asset markets: Evidence from oil inventory news.(2020) In: Journal of Futures Markets.
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2000Tracking the Euros Progress In: International Finance.
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2007What Do We Learn from the Price of Crude Oil Futures? In: CEPR Discussion Papers.
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2010What do we learn from the price of crude oil futures?.(2010) In: Journal of Applied Econometrics.
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2022The price of property rights: Institutions, finance, and economic growth In: Journal of International Economics.
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2011Did gold-standard adherence reduce sovereign capital costs? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article19
2010Did adhering to the gold standard reduce the cost of capital? In: Working Paper Series.
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2012Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market In: Working Paper Series.
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2022Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege In: Research Working Paper.
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2014Liquidity-Driven FDI In: IHEID Working Papers.
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2015Greek Budget Realities: No Easy Options.(2015) In: Working Papers.
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2015Liquidity-Driven FDI.(2015) In: 2015 Meeting Papers.
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2008Conventional and unconventional approaches to exchange rate modelling and assessment In: International Journal of Finance & Economics.
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2006Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment.(2006) In: NBER Working Papers.
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2013The Comovement in Commodity Prices: Sources and Implications In: IMF Working Papers.
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2002Productivity and the Euro-Dollar Exchange Rate Puzzle In: NBER Working Papers.
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