Alfred A. Haug : Citation Profile


Are you Alfred A. Haug?

University of Otago

20

H index

30

i10 index

3040

Citations

RESEARCH PRODUCTION:

44

Articles

48

Papers

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 89
   Journals where Alfred A. Haug has often published
   Relations with other researchers
   Recent citing documents: 195.    Total self citations: 49 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha601
   Updated: 2024-12-03    RAS profile: 2024-07-04    
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Relations with other researchers


Works with:

Sznajderska, Anna (3)

Owen, Dorian (2)

Basher, Syed (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alfred A. Haug.

Is cited by:

Shahbaz, Muhammad (48)

Afonso, Antonio (32)

Rault, Christophe (28)

Tiwari, Aviral (26)

Lambertini, Luca (22)

Panagiotidis, Theodore (22)

GUPTA, RANGAN (20)

Lin, Boqiang (20)

Dreger, Christian (18)

Beckmann, Joscha (17)

Gillman, Max (17)

Cites to:

Kilian, Lutz (57)

Perron, Pierre (40)

Stock, James (33)

Watson, Mark (30)

Taylor, Mark (29)

MacKinnon, James (28)

Phillips, Peter (27)

Hamilton, James (25)

Simar, Leopold (21)

Ratti, Ronald (20)

Galí, Jordi (18)

Main data


Where Alfred A. Haug has published?


Journals with more than one article published# docs
Applied Economics4
Oxford Bulletin of Economics and Statistics4
Energy Economics3
Journal of Macroeconomics3
Journal of Productivity Analysis2
Journal of Business & Economic Statistics2
Journal of International Money and Finance2
Economic Modelling2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Otago, Department of Economics14
MPRA Paper / University Library of Munich, Germany9
Working Papers / York University, Department of Economics7
Working Paper Series / European Central Bank2

Recent works citing Alfred A. Haug (2024 and 2023)


YearTitle of citing document
2023Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76.

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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2023Do oligopolistic firms benefit from being forced to act non?strategically?. (2023). Esfahani, Hamideh ; Fadaee, Mehdi. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:127-147.

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2023Drivers of Fiscal Sustainability: A Time-Varying Analysis for Portugal. (2023). COELHO, JOSÉ ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10674.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2023The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789.

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2023How do economic complexity and productive capacities foster foreign direct investment flows? Evidence from the Asian economies. (2023). Arwatchanakarn, Popkarn ; Uttama, Nathapornpan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00003.

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2023Impact of Russia-Ukraine War on Sustainable Development Goals: A Study through Indian Financial Market Perspective. (2023). Virani, Shreya ; Gurbaxani, Arpita ; Thakkar, Jalpa ; Pathak, Smriti. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-42.

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2023Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests. (2023). Mounir, Amine. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-47.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Nuclear Energy Generation, Fossil Fuel Price, Energy Mix Generation, Economic Growth, FDI Inflow and CO2 Emission: A Case Study on Developed and Developing Countries in the Asia Pacific Region. (2023). Pawenary, Pawenary ; Adi, Tri Wahyu ; Prabowo, Eri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-18.

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2023The Impact of Renewable Energy Consumption and Economic Growth on Environmental Degradation in Somalia. (2023). Mohamud, Ahmed Abdirashid. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-56.

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2023Does Renewable Energy Transition in the USA and China Overcome Environmental Degradation?. (2023). Rias, Muhamad ; Haziq, Abdul Hayy ; Ab-Rahim, Rossazana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-26.

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2023Environment, Population, and Economy on CO2 Emission in Indonesia. (2023). Purnomo, Sodik Dwi ; Cahyo, Heru ; Purwendah, Elly Kristiani ; Sundari, Sri ; Surveyandini, Mayla ; Octisari, Sully Kemala. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-31.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x.

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2023Public finances solvency in the Euro Area. (2023). Afonso, Antonio ; Coelho, Jose Carlos. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:642-657.

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2023Assessment of Fiji’s exchange rate. (2023). Vuniivi, Viliame ; Prakash, Branesh ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1282-1305.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Mortgage credit and house prices: The housing market equilibrium revisited. (2023). Boelhouwer, Peter ; de Haan, Jan ; van der Drift, Rosa. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200373x.

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2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

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2023A long-run approach to money, unemployment, and equity prices. (2023). Pyun, Ju Hyun ; Mo, Kuk. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001499.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912.

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2024School productive performance and technology gaps: New evidence from PISA 2018. (2024). Kounetas, Kostantinos ; Kaisari, Maria ; Capasso, Salvatore ; Lainas, Elias. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004145.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

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2023Foreign direct investment and inclusive green growth in Africa: Energy efficiency contingencies and thresholds. (2023). Ojong, Nathanael ; Gbolonyo, Emmanuel Y ; Ofori, Isaac K. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005436.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Energy shocks and bank performance in the advanced economies. (2023). Downing, Gareth ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000154.

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2023Does monetary policy impact CO2 emissions? A GVAR analysis. (2023). Rodrigues, Mauro ; Faria, Joo Ricardo ; Attilio, Luccas Assis. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000579.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Managerial performance and oil price shocks. (2023). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002621.

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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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2023Identifying money and inflation expectation shocks to real oil prices. (2023). Gillman, Max ; Benk, Szilard. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003766.

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2023Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model. (2023). Xu, Nuo ; Feng, Chen ; Zhao, Yinglan ; Liu, Chang ; Peng, Song. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300419x.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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2024Does green technology progress have a significant impact on carbon dioxide emissions?. (2024). Gao, Weijun ; Wu, Shaomin ; Li, Tengfei ; Zeng, Shihong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002329.

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2023Industrial linkage of global carbon emissions: A heterogeneous ownership perspective. (2023). Zhou, Xing ; Li, Huajiao ; Sun, Wenli ; Ma, Ning ; Ren, BO. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005377.

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2023Greening human capital towards environmental quality in Ghana: Insight from the novel dynamic ARDL simulation approach. (2023). Tackie, Evelyn Agba ; Xu, YI ; Ahakwa, Isaac. In: Energy Policy. RePEc:eee:enepol:v:176:y:2023:i:c:s030142152300099x.

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2024The response of energy aid and natural resources consumption in load capacity factor of the Asia Pacific emerging countries. (2024). Cai, Weiyi ; Khan, Anwar ; Sun, Chuanwang. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001708.

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2023Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x.

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2023Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666.

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2023Cross-country study of the linkages between COVID-19, oil prices, and inflation in the G7 countries. (2023). Azman, Mukhriz Izraf ; Aharon, David Y ; Nor, Safwan Mohd. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005445.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic. (2023). Blau, Benjamin ; Yasin, Awaid ; Butt, Hassan A ; Baig, Ahmed S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622003247.

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2023Fossil fuel divestment and energy prices: Implications for economic agents. (2023). Urom, Christian ; Peillex, Jonathan ; el Ouadghiri, Imane ; Benlemlih, Mohammed ; Abid, Ilyes. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:1-16.

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2023Fiscal policy, macroeconomic performance and industry structure in a small open economy. (2023). Strom, Birger ; Skretting, Julia ; Kolsrud, Dag ; Hungnes, Hvard ; Hammersland, Roger ; Cappelen, Dne ; von Brasch, Thomas ; Boug, PL ; Vigtel, Trond C. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000241.

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2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

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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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2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x.

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2023Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

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2023Natural resources extraction and green finance: Dutch disease and COP27 targets for OECD countries. (2023). Wu, Tong ; Zhong, Xiangming ; Alsagr, Naif ; Ahmad, Maaz ; Alamri, Ahmad Mohammed ; Gu, Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001125.

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2023Predicting volatility in natural gas under a cloud of uncertainties. (2023). Xiao, Zuoping ; Chen, Juan ; Guo, Hongling ; Bai, Jiancheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001447.

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2023Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries. (2023). Azman, Mukhriz Izraf ; Aharon, David Y ; Kallir, Ido. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002842.

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2023The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

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2023Quantile connectedness between oil price shocks and exchange rates. (2023). Bossman, Ahmed ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690.

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2023Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets. (2023). Zhang, Jianshun ; Chen, Jianyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300586x.

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2023Role of oil shocks in US stock market volatility: A new insight from GARCH-MIDAS perspective. (2023). Akbar, Raja Danish ; Khan, Nasir ; Ghani, Maria ; Zhu, BO. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300644x.

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2023Time varying connectedness between foreign exchange markets and crude oil futures prices. (2023). Salman, Asma ; Chang, Bisharat Hussain ; Lu, Man ; Uddin, Mohammed Ahmar ; Abdul, Muthanna G. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008395.

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2023Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Cui, Luansong ; Zhao, Jing ; Zhang, Qiwen. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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2023Econometric modeling for the influence of economic variables on secondary copper production in India. (2023). Menon, Balagopal G ; Pavithran, Sagar ; Sourabh, Shalinee ; Mahanty, Biswajit. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008899.

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2023Geopolitical risk, green finance and natural resources: A novel analysis of Chinas national level data. (2023). Li, Shun ; Liu, Zhuang ; Gu, Xiao ; Shi, Guanqun ; Geng, Jiao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009327.

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2023Green recovery determination: Interlinkage of international trade, crude oil price volatility, and economic performance. (2023). Yu, Ying ; Cao, Jingsheng ; Zhou, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723010188.

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2024The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective. (2024). Meng, Juan ; Zeng, Haiyu ; Mo, Bin ; Ding, Shaokai. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011091.

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2024Crude oil price hikes and exchange rate volatility: A lesson from the Bangladesh economy. (2024). Nandi, Mohitosh Kumar ; Kabir, Md Humayun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002253.

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2024Unveiling the linkages among digital technology, economic growth, and carbon emissions: A resource management perspective. (2024). Adil, Mohd ; Ahmad, Gayas ; Subhan, Mohammad ; Chen, Yichun ; Zamir, M N. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002356.

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2024Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002472.

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2023Equity costs and risks in emerging markets: Are ESG and Sharia principles complementary?. (2023). Hassan, M. Kabir ; Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001998.

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2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques. (2023). Mellit, A ; Si, K. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:97-105.

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2023FDI inflows and income inequality: A Schumpeterian economic growth. (2023). Liu, Xiaoyi ; Xu, Tao ; Wang, Wenhao ; Sun, Yongkun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:805-820.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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

Works by Alfred A. Haug:


YearTitleTypeCited
1997Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment. In: American Economic Review.
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article21
1996Blanchards Model of Consumption: An Empirical Study. In: Journal of Business & Economic Statistics.
[Citation analysis]
article14
1991Cointegration and Government Borrowing Constraints: Evidence for the United States. In: Journal of Business & Economic Statistics.
[Citation analysis]
article111
2001Co-movement towards a Currency or Monetary Union? An Empirical Study for New Zealand. In: Australian Economic Papers.
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article4
2012MONEY, OUTPUT, AND INFLATION IN THE LONGER TERM: MAJOR INDUSTRIAL COUNTRIES, 1880–2001 In: Economic Inquiry.
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article13
2010Money, Output and Inflation in the Longer Term: Major Industrial Countries, 1880-2001.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2022Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand In: The Economic Record.
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article1
1992Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article3
2002Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study In: Oxford Bulletin of Economics and Statistics.
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article150
2012Local Linear Impulse Responses for a Small Open Economy In: Oxford Bulletin of Economics and Statistics.
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article31
2007Local linear impulse responses for a small open economy.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2007Local linear impulse responses for a small open economy.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 31
paper
2020Testing Ricardian Equivalence with the Narrative Record on Tax Changes In: Oxford Bulletin of Economics and Statistics.
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article3
2003Currency Invoicing in International Trade: an Empirical Investigation In: Review of International Economics.
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article55
2011Structural Breaks and the Fisher Effect In: The B.E. Journal of Macroeconomics.
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article8
2006The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment In: Studies in Nonlinear Dynamics & Econometrics.
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article5
1991The Closed-Loop Motive for Voluntary Export Restraints. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article18
2002TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES In: Econometric Theory.
[Full Text][Citation analysis]
article10
2004Longer-term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001 In: Working Paper Series.
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paper20
2009Structural breaks, cointegration and the Fisher effect In: Working Paper Series.
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paper15
2019Monetary and fiscal policy transmission in Poland In: Economic Modelling.
[Full Text][Citation analysis]
article7
2020What drives bilateral foreign direct investment among Asian economies? In: Economic Modelling.
[Full Text][Citation analysis]
article9
1993Residual based tests for cointegration : A Monte Carlo study of size distortions In: Economics Letters.
[Full Text][Citation analysis]
article5
1996Tests for cointegration a Monte Carlo comparison In: Journal of Econometrics.
[Full Text][Citation analysis]
article142
1992Tests for Cointegration: A Monte Carlo Comparison..(1992) In: York (Canada) - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 142
paper
2012Oil prices, exchange rates and emerging stock markets In: Energy Economics.
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article403
2010Oil Prices, Exchange Rates and Emerging Stock Markets.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 403
paper
2011Oil prices, exchange rates and emerging stock markets.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 403
paper
2016The impact of oil shocks on exchange rates: A Markov-switching approach In: Energy Economics.
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article124
2015The impact of oil shocks on exchange rates: A Markov-switching approach.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 124
paper
2019The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships In: Energy Economics.
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article68
1990Tariffs and quotas under dynamic duopolistic competition In: Journal of International Economics.
[Full Text][Citation analysis]
article27
2000European Monetary Union: a cointegration analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article52
2018The impact of oil-market shocks on stock returns in major oil-exporting countries In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article114
1991The random walk hypothesis of consumption and time aggregation In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article7
2014In the long run, US unemployment follows inflation like a faithful dog In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article17
2024Government spending multipliers: Is there a difference between government consumption and investment purchases? In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2005Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article9
2003Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union.(2003) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 9
paper
2003Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union.(2003) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2016The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach In: EcoMod2016.
[Full Text][Citation analysis]
paper131
2017Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach.(2017) In: MPRA Paper.
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This paper has nother version. Agregated cites: 131
paper
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration. In: G.R.E.Q.A.M..
[Citation analysis]
paper1132
1999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration..(1999) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1132
article
1996Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1132
paper
1991Residual Based Tests for Cointegration: A Monte Carlo Study. In: Saskatchewan - Department of Economics.
[Citation analysis]
paper0
1992Long-Run Money Demand in Canada: In Search of Stability. In: Saskatchewan - Department of Economics.
[Citation analysis]
paper27
1996Long-Run Money Demand in Canada: In Search of Stability..(1996) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
article
1992The Twin Deficits: Empirical for Canada. In: York (Canada) - Department of Economics.
[Citation analysis]
paper0
1993Has Federal Budget Deficit Policy Changed in Recent Years? In: York (Canada) - Department of Economics.
[Citation analysis]
paper74
1995Has Federal Budget Deficit Policy Changed in Recent Years?.(1995) In: Economic Inquiry.
[Citation analysis]
This paper has nother version. Agregated cites: 74
article
1995The Power of Cointegration Tests: Does the Frequency of Observations Matter? In: York (Canada) - Department of Economics.
[Citation analysis]
paper0
2008Currency invoicing of US imports In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article18
2002Currency Invoicing of U.S. Imports.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2004Mixed signals among tests for cointegration In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article33
2010A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
article44
2007A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2017Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
article4
1990Ricardian Equivalence, Rational Expectations, and the Permanent Income Hypothesis. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article18
2011Empirical Evidence on Inflation and Unemployment in the Long Run In: Department of Economics - Working Papers Series.
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paper4
2011Empirical Evidence on Inflation and Unemployment in the Long Run.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2011Empirical evidence on inflation and unemployment in the long run.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4
paper
2013Combining monetary and fiscal policy in an SVAR for a small open economy In: NBP Working Papers.
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paper11
2013Combining Monetary and Fiscal Policy in an SVAR for a Small Open Economy.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2007Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship? In: Working Papers.
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paper15
2011Linear or nonlinear cointegration in the purchasing power parity relationship?.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2008Estimating quarterly GDP Data for the South Pacific Island Nations In: Working Papers.
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paper5
2011ESTIMATING QUARTERLY GDP DATA FOR THE SOUTH PACIFIC ISLAND NATIONS.(2011) In: The Singapore Economic Review (SER).
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This paper has nother version. Agregated cites: 5
article
2013On Real Interest Rate Persistence: The Role of Breaks In: Working Papers.
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paper8
2014On real interest rate persistence: the role of breaks.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2012On real interest rate persistence: the role of breaks.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2013Efficiency Aspects of Government Secondary School Finances in New South Wales: Results from a Two-Stage Double-Bootstrap DEA at the School Level In: Working Papers.
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paper3
2013Are Courts Slow? Exposing and Measuring the Invisible Determinants of Case Disposition Time In: Working Papers.
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paper4
2014: Income Inequality and FDI: Evidence with Turkish Data In: Working Papers.
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paper25
2014Income Inequality and FDI: Evidence with Turkish Data.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2016Income inequality and FDI: evidence with Turkish data.(2016) In: Applied Economics.
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This paper has nother version. Agregated cites: 25
article
2016A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes In: Working Papers.
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paper2
2016A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2
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2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach In: Working Papers.
[Full Text][Citation analysis]
paper5
2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2019The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility In: MPRA Paper.
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paper2
1998Conflicts Among Tests For Cointegration In: Working Paper.
[Citation analysis]
paper1
2023Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment? In: Empirical Economics.
[Full Text][Citation analysis]
article0
2023Bayesian VARs of the U.S. economy before and during the pandemic In: Eurasian Economic Review.
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article1
2019Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach In: Applied Economics.
[Full Text][Citation analysis]
article5
2017Exchange rates of oil exporting countries and global oil price shocks: A nonlinear smooth-transition approach.(2017) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5
paper
2005Unit Roots, Nonlinear Cointegration and Purchasing Power Parity In: Econometrics.
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paper1
2005Unit Roots, Nonlinear Cointegration and Purchasing Power Parity.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2004The Term Spread International Evidence of Non-Linear Adjustment In: Working Papers.
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paper0
2002A Closer Look at Long Run Money Demand In: Working Papers.
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paper1
2002Canadian Money Demand Functions Cointegration¨CRank Stability In: Working Papers.
[Full Text][Citation analysis]
paper0
1999Testing linear restrictions on cointegration vectors: Sizes and powers of Wald tests in finite samples In: Technical Reports.
[Full Text][Citation analysis]
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