Susan Thorp : Citation Profile

Are you Susan Thorp?

University of Sydney

15

H index

26

i10 index

1085

Citations

RESEARCH PRODUCTION:

45

Articles

43

Papers

2

Chapters

RESEARCH ACTIVITY:

   37 years (1987 - 2024). See details.
   Cites by year: 29
   Journals where Susan Thorp has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 34 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth50
   Updated: 2024-12-03    RAS profile: 2024-08-11    
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Relations with other researchers

Works with:

Dobrescu, Loretti (4)

Ortmann, Andreas (2)

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

Is cited by:

GUPTA, RANGAN (23)

Nguyen, Duc Khuong (19)

Filis, George (16)

Degiannakis, Stavros (13)

Chang, Chia-Lin (13)

Uddin, Gazi (12)

Mitchell, Olivia (12)

Prokopczuk, Marcel (10)

Ben Amar, Amine (9)

Tansuchat, Roengchai (9)

Joëts, Marc (8)

Cites to:

Madrian, Brigitte (57)

Laibson, David (56)

Mitchell, Olivia (49)

Lusardi, Annamaria (48)

Choi, James (38)

Brown, Jeffrey (36)

Thaler, Richard (30)

Keane, Michael (26)

Campbell, John (24)

Zeldes, Stephen (21)

Skinner, Jonathan (19)

Main data

Where Susan Thorp has published?

Journals with more than one article published# docs
The Economic Record8
Journal of Banking & Finance5
Australian Journal of Management4
Journal of Economic Behavior & Organization3
Journal of Pension Economics and Finance3
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney14
RBA Research Discussion Papers / Reserve Bank of Australia5
Working Paper Series / The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney4
Discussion Papers / School of Economics, The University of New South Wales3
NCER Working Paper Series / National Centre for Econometric Research2
Econometric Society 2004 Australasian Meetings / Econometric Society2
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales2

Recent works citing Susan Thorp (2024 and 2023)

YearTitle of citing document
2024Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023Disclosure of liquidity and cash flow statements by Australian superannuation funds before Covid?19. (2023). Tarr, Julieanne ; McCormack, Robyn ; Kent, Richard. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2653-2675.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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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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2023Gender, Financial Literacy and Pension Savings. (2023). Wright, Robert E ; Preston, Alison. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:58-83.

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2023Retail Investor Trading Intentions: New Evidence from Australia. (2023). Lim, Guay C ; Zeng, QI ; Tsiaplias, Sarantis. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2024Family structure and bequest inequalities between black and white households in the United States, 1989-2022. (2024). Alburez-Gutierrez, Diego ; Hexel, Ole ; Zagheni, Emilio. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2024-008.

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2023Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-13.

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2023Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-8.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2023Planning and saving for retirement. (2023). Sulka, Tomasz. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002374.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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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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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wang, Jiqian ; Ma, Feng ; Luo, Qin ; Wu, You. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2023Transmission mechanisms of geopolitical risks to the crude oil market——A pioneering two-stage geopolitical risk analysis approach. (2023). Yin, Jun-Ping ; Jiao, Jing-Wen ; Liu, Yuan ; Zhang, Juan ; Xu, Ping-Feng. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018431.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023The present and future of sustainability disclosure in equity investment funds’ pre-contractual documents: Mapping ESG discourse through STM. (2023). , Carlo ; Cruciani, Caterina. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004051.

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2024Optimal annuitization and asset allocation under linear habit formation. (2024). Ma, Xingjian ; Liang, Zongxia ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191.

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2023The association between intelligence and financial literacy: A conceptual and meta-analytic review. (2023). Gignac, Gilles E ; Walker, Dana L ; Gerrans, Paul ; Callis, Zoe. In: Intelligence. RePEc:eee:intell:v:100:y:2023:i:c:s0160289623000624.

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2023Hollywood, Wall Street, and Mistrusting Individual Investors. (2023). Mayer, Maximilian ; Lenz, Guido. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:117-138.

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2023Portfolio Choice with Endogenous Donations - Modeling University Endowments. (2023). Stoughton, Neal M ; Franz, Richard ; Cejnek, Georg. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300022x.

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2023Does retirement (really) increase informal caregiving? Quasi-experimental evidence from Australia. (2023). Zhu, Rong ; Onur, Ilke. In: Journal of Health Economics. RePEc:eee:jhecon:v:87:y:2023:i:c:s0167629622001278.

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2024Retirement, housing mobility, downsizing and neighbourhood quality - A causal investigation. (2024). Nguyen, Ha ; Zubrick, Stephen R ; Mitrou, Francis. In: Journal of Housing Economics. RePEc:eee:jhouse:v:63:y:2024:i:c:s1051137723000645.

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2024Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

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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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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023Revisiting the Silver Crisis. (2023). Salvador, Enrique ; Poti, Valerio ; Bredin, Don. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459.

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2023The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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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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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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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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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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2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

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2024Is copper a safe haven for oil?. (2024). Lobon, Oana-Ramona ; Qin, Meng ; Song, Xin Yue ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2023Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309.

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2023Hedging firms idiosyncratic risk from commodity financialization. (2023). Fan, Ying ; Geng, Peixuan ; Yang, Baochen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:815-842.

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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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2024Hedging precious metals with impact investing. (2024). Le, Van ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD ; Moussa, Faten. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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2024International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Ma, Feng ; Wang, Jiqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71.

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2024Working longer or working harder? Subjective survival expectations and labor supply in China. (2024). Chen, Rongda ; Ye, Zihan ; Yang, Qianqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:827-847.

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2024Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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2023The dynamic relationships between carbon prices and policy uncertainties. (2023). Wojewodzki, Michal ; Sharma, Satish ; Cai, Yifei ; Liu, Xiaoqin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162523000100.

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2024Nexus between Chat GPT usage dimensions and investment decisions making in Pakistan: Moderating role of financial literacy. (2024). Islam, Mohammad Tariqul ; Ismail, Hishamuddin Bin ; Ullah, Rafid ; Zeb, Ali. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000022.

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2024Are private investors overcompensated in infrastructure projects?. (2024). Lepech, Michael ; Ronikonmaki, Niko-Matti ; Wikstrom, Kim ; Spohr, Jonas ; In, Soh Young. In: Transport Policy. RePEc:eee:trapol:v:152:y:2024:i:c:p:1-8.

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2023.

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2023Household Economics, Information Sources and Annuity Choices: Annuitisation Preferences of Members of the Slovak Private Pension Pillar. (2023). Bala, Vladimir. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:4:p:123-:d:1125983.

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2023Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics. (2023). Okawa, Hiroyuki. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:67-:d:1045068.

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2023Indulgence, Self-Control, and Annuity Preferences: Annuity Choices by Members of the Slovak-Funded Private Pension Pillar. (2023). Bala, Vladimir. In: Social Sciences. RePEc:gam:jscscx:v:12:y:2023:i:3:p:190-:d:1103184.

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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram. In: Working Papers. RePEc:hal:wpaper:halshs-04064084.

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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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2024Optimal Retirement Age: Death Hazard Rate Approach. (2024). Linden, Mikael. In: MPRA Paper. RePEc:pra:mprapa:120786.

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2024Nekonzistentnosť časových preferencií ľudí z arginalizovaných rómskych komunít. (2015). Zelinsky, Tomas. In: Politická ekonomie. RePEc:prg:jnlpol:v:2015:y:2015:i:2:id:997:p:204-222.

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2023Stochastic modelling of the home equity access scheme. (2023). Miller, Michael ; Bruhn, Aaron ; Lamarra, Tyson. In: Australian Journal of Management. RePEc:sae:ausman:v:48:y:2023:i:3:p:652-677.

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2024How Fact Sheets affect retirement income product knowledge, perceptions and choices. (2024). Bateman, Hazel ; Eberhardt, Inka. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:119-141.

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2024Commodity and Stock Market Interlinkages: Opportunities and Challenges for Investors in Indian Market. (2024). Suresh, Sandra ; Jhunjhunwala, Shital. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s42-s58.

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2023Changing vulnerability in Asia: contagion and spillovers. (2023). Volkov, Vladimir ; Dungey, Mardi ; Kangogo, Moses. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5.

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2023Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

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2023Unexpected longevity, intergenerational policies, and fertility. (2023). Ki, Seok ; Hwang, Jisoo. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:3:d:10.1007_s00148-023-00943-3.

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2023Trust in Pension Funds, Or the Importance of Being Financially Sound. (2023). Henkens, K ; van Dalen, Hendrik Peter. In: Other publications TiSEM. RePEc:tiu:tiutis:c19152f0-083d-4271-987e-a4ccb1dab688.

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2023.

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2023Followers of the pied piper of pensioners. (2023). Sanclemente, Mario ; Bernhardt, Dan ; Cuevas, Conrado. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:4:p:1517-1550.

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2023Investment opportunities in the energy market: What can be learnt from different energy sectors. (2023). Uddin, Gazi ; Sahamkhadam, Maziar ; Tang, OU ; Yahya, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3611-3636.

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

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2023Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68.

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2023Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

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2023Do individuals accept fluctuations in pension income?. (2023). Weber, Martin ; Knebel, Caroline ; Bucher-Koenen, Tabea. In: ZEW Discussion Papers. RePEc:zbw:zewdip:23019.

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Works by Susan Thorp:

YearTitleTypeCited
2011Financial Competence, Risk Presentation and Retirement Portfolio Preferences In: Working Papers.
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2014Financial competence, risk presentation and retirement portfolio preferences*.(2014) In: Journal of Pension Economics and Finance.
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This paper has nother version. Agregated cites: 7		article
2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice In: Working Papers.
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2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice..(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2017Design of MySuper default funds: influences and outcomes In: Accounting and Finance.
[Full Text][Citation analysis]		article3
1988VAR Forecasting Models of the Australian Economy: A Preliminary Analysis. In: Australian Economic Papers.
[Citation analysis]		article11
1988VAR Forecasting Models of the Australian Economy: A Preliminary Analysis.(1988) In: RBA Research Discussion Papers.
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This paper has nother version. Agregated cites: 11		paper
2005‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds In: The Economic Record.
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2008Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations In: The Economic Record.
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2007Choices and constraints over retirement income streams: comparing rules and regulations.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2007Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations.(2007) In: Research Paper Series.
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