John Elder : Citation Profile


Colorado State University

16

H index

21

i10 index

1724

Citations

RESEARCH PRODUCTION:

43

Articles

5

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 63
   Journals where John Elder has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 19 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pel72
   Updated: 2025-03-08    RAS profile: 2024-03-05    
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Relations with other researchers


Works with:

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

Is cited by:

GUPTA, RANGAN (85)

Serletis, Apostolos (59)

Filis, George (29)

Salisu, Afees (27)

Degiannakis, Stavros (26)

Wohar, Mark (25)

Wang, Yudong (24)

Pierdzioch, Christian (24)

Suardi, Sandy (22)

Darné, Olivier (19)

Balcilar, Mehmet (18)

Cites to:

Serletis, Apostolos (27)

Kilian, Lutz (23)

Fountas, Stilianos (16)

Bollerslev, Tim (15)

Bredin, Don (14)

Hamilton, James (11)

Bernanke, Ben (11)

Engle, Robert (10)

bloom, nicholas (9)

Pindyck, Robert (8)

Andersen, Torben (8)

Main data


Where John Elder has published?


Journals with more than one article published# docs
Journal of Futures Markets4
Energy Economics4
Economics Letters4
Economics Bulletin3
Journal of Money, Credit and Banking3
Macroeconomic Dynamics3
Journal of Money, Credit and Banking2
Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin3

Recent works citing John Elder (2025 and 2024)


YearTitle of citing document
2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

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2024The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024.

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2024Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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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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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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2024Investment Amid Uncertainty: Exchange Rates and Oil Price Dynamics in Saudi Arabia. (2024). Asab, Noura Abu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-63.

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2024Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332.

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2024The dynamic impact of monetary policy on stock market liquidity. (2024). Hu, Hao ; Lyu, Xiaoyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Oil price uncertainty and corporate inefficient investment: Evidence from China. (2024). Song, Xinyu ; An, Haokai ; Yang, Baochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000135.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024The effects of polluting behaviour, dirty energy and electricity consumption on firm performance: Evidence from the recent crises. (2024). Pham, Huy ; Ramiah, Vikash ; Le, Hanh-Hong ; Frino, Alex. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007454.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Oil price uncertainty shocks and the gender gap in U.S. unemployment. (2024). Payne, James E ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400046x.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2024Investment decision and efficiency: Global insights on manufacturing firms amidst energy uncertainties. (2024). Anh, Nguyen Tuan ; Thieu, Nguyen Thi ; le Trang, Dao. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005012.

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2024How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2024Power constraints and firm-level total factor productivity in developing countries. (2024). Ly, Alpha ; Apeti, Ablam Estel. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224026458.

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2024Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Liu, Xiaoquan ; Jiang, Ying ; Ye, Wuyi ; Wang, Yuejing. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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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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2024How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

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2024Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Han, Lin ; Zou, MI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

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2024US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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2024Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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2024Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434.

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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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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China. (2024). Yang, Xin ; Liu, Xinheng ; Pan, Sishi ; Huang, Chuangxia. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005853.

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2024Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

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2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Yue, Jia ; He, Xin-Jiang ; Yang, Ben-Zhang ; Hu, Zhihao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230.

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2024The impact of economic uncertainty on carbon emission: Evidence from China. (2024). Zhu, Yanjin ; Ma, Dan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010882.

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2024Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wei, YU ; Zhang, Yifeng ; Wang, Zhuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

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2024Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China. (2024). Zhao, Huanyu ; Guo, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:446-457.

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2024The stabilizing effect of government guarantees in real economy investment: Evidence from China. (2024). Rao, Bin ; Xiong, Lingyun ; Zhang, Xujun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:219-240.

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2024Oil price uncertainty and corporate diversification: Evidence from Chinese manufacturing firms. (2024). Fan, Zhenjun ; Zhang, Zongyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:929-947.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024The role of tax enforcement on green innovation: Evidence from the consolidation of state and local tax bureau (CSLTB). (2024). Wu, Haitao ; Ye, Yongwei ; Li, Xiaofan. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:221-232.

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2024EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun Chen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118826.

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2024The Impact of Energy-Related Uncertainty on Corporate Investment Decisions in China. (2024). Naz, Salma ; Kumar, Suresh ; Ali, Hyder ; Xie, Zhuyun ; Ahmed, Umair. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:10:p:2368-:d:1394451.

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2024Real Options Volatility Surface for Valuing Renewable Energy Projects. (2024). Perote, Javier ; Mora-Valencia, Andres ; Molina-Muoz, Jesus ; Gonzalez-Muoz, Rosa-Isabel. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1225-:d:1350871.

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2024Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16970.

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2024Examining the impact of global uncertainty shocks on the digital economys role in Chinas energy transition and green economic recovery. (2024). Xu, Xiaojing. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09653-6.

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2024بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای Ùˆ سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت Ùˆ Ù. (2016). Babaei Balderlou, Saharnaz ; Torki, Mahyar Ebrahimi ; Heidari, Hassan. In: MPRA Paper. RePEc:pra:mprapa:79236.

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2024Factor Input Prices and Unemployment in Uganda. (2024). Katarangi, Asaph Kaburura ; Kijjambu, Frederick Nsambu ; Musiita, Benjamin. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:16:y:2024:i:1:p:52-66.

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2024How Foreign Institutional Investors€™ Ownership Affects Stock Liquidity? Evidence from China. (2024). Wu, Qiong ; Lai, Fujun ; Xiong, Deping ; Zhu, Sha. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241260509.

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2024Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149.

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2024Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533.

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2024Oil price uncertainty and the relation to tanker shipping. (2024). Bentsos, Christos ; Pouliasis, Panos K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2472-2494.

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John Elder is editor of


Journal
Journal of Economics and Finance

Works by John Elder:


YearTitleTypeCited
2013Jumps in Oil Prices: The Role of Economic News In: The Energy Journal.
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article44
2004A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS In: 2004 Annual meeting, August 1-4, Denver, CO.
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paper11
2006A reexamination of fractional integrating dynamics in foreign currency markets.(2006) In: International Review of Economics & Finance.
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This paper has nother version. Agregated cites: 11
article
2009Fractional Integration in Commodity Futures Returns In: The Financial Review.
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article6
2005DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION In: Journal of Financial Research.
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article3
2009Macroeconomic Uncertainty and Performance in Asian Countries* In: Review of Development Economics.
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article18
2010Corporate Governance and Liquidity In: Journal of Financial and Quantitative Analysis.
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article183
2011INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics.
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article14
2011VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics.
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article42
2018OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES In: Macroeconomic Dynamics.
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article17
2001F versus t tests for unit roots In: Economics Bulletin.
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article3
2004More on F versus t tests for unit roots when there is no trend In: Economics Bulletin.
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article0
2007A simple bivariate count data regression model In: Economics Bulletin.
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article1
2007On fractional integrating dynamics in the US stock market In: Chaos, Solitons & Fractals.
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article9
2008A bivariate zero-inflated count data regression model with unrestricted correlation In: Economics Letters.
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article9
1997Estimating the arbitrage pricing theory with observed macro factors In: Economics Letters.
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article0
2000Generalized bivariate count data regression models In: Economics Letters.
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article25
2003An impulse-response function for a vector autoregression with multivariate GARCH-in-mean In: Economics Letters.
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article39
2023Racial and ethnic disparities in unemployment and oil price uncertainty In: Energy Economics.
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article2
2009Oil price uncertainty in Canada In: Energy Economics.
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article80
2014Price discovery in crude oil futures In: Energy Economics.
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article41
2021Canadian industry level production and energy prices In: Energy Economics.
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article4
2012Impact of macroeconomic news on metal futures In: Journal of Banking & Finance.
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article107
2001Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? In: Journal of Macroeconomics.
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article3
2020Employment and energy uncertainty In: The Journal of Economic Asymmetries.
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article4
2008Long memory in energy futures prices In: Review of Financial Economics.
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article88
2008Long memory in energy futures prices.(2008) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 88
article
2013Oil Price Forecasts and Trends: Interviews with the Experts In: Review of Environment, Energy and Economics - Re3.
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article0
2004Another Perspective on the Effects of Inflation Uncertainty. In: Journal of Money, Credit and Banking.
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article137
2010Oil Price Uncertainty In: Journal of Money, Credit and Banking.
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article462
2010Oil Price Uncertainty.(2010) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 462
article
2013Liquidity and Information Flow around Monetary Policy Announcement In: Journal of Money, Credit and Banking.
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article15
2013Liquidity and Information Flow around Monetary Policy Announcement.(2013) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 15
article
2010Oil Volatility and the Option Value of Waiting: An analysis of the G-7 In: Discussion Paper Series.
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paper42
2010Oil Volatility and the Option Value of Waiting: An analysis of the G-7.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 42
paper
2011Oil volatility and the option value of waiting: An analysis of the G‐7.(2011) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 42
article
2000The reaction of security prices to tracking stock announcements In: Journal of Economics and Finance.
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article5
2004Some empirical evidence on the real effects of nominal volatility In: Journal of Economics and Finance.
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article4
2012Persistence in the return and volatility of home price indices In: Applied Financial Economics.
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article5
2020Uncertainty and energy extraction In: Applied Economics.
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article8
2001Testing for Unit Roots: What Should Students Be Taught? In: The Journal of Economic Education.
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article55
2011Flexible Bivariate Count Data Regression Models In: Journal of Business & Economic Statistics.
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article2
2013Fractional differencing in discrete time In: Quantitative Finance.
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article1
2010The Effects of Uncertainty about Oil Prices in G-7 In: Working Papers.
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paper203
2011US Oil Price Exposure: The Industry Effects In: Working Papers.
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paper4
2007Long memory in commodity futures volatility: A wavelet perspective In: Journal of Futures Markets.
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2019Oil price volatility and real options: 35 years of evidence In: Journal of Futures Markets.
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2024Uncertainty and investment: Evidence from domestic oil rigs In: Journal of Futures Markets.
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