16
H index
21
i10 index
1724
Citations
Colorado State University | 16 H index 21 i10 index 1724 Citations RESEARCH PRODUCTION: 43 Articles 5 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 4 |
Energy Economics | 4 |
Economics Letters | 4 |
Economics Bulletin | 3 |
Journal of Money, Credit and Banking | 3 |
Macroeconomic Dynamics | 3 |
Journal of Money, Credit and Banking | 2 |
Journal of Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Geary Institute, University College Dublin | 3 |
Year | Title of citing document |
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2025 | The 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Excess 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. Full description at Econpapers || Download paper |
2025 | Liquidity, 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. Full description at Econpapers || Download paper |
2024 | Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Investment 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. Full description at Econpapers || Download paper |
2024 | Energy 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Option 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | Connectivity 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Tail 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Shock 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Investment 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Power 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2024 | Volatility 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. Full description at Econpapers || Download paper |
2024 | Asymmetric 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. Full description at Econpapers || Download paper |
2024 | Seeking 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | Spillover 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. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2024 | Price 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. Full description at Econpapers || Download paper |
2024 | US 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2024 | Metal 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Unraveling 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. Full description at Econpapers || Download paper |
2024 | Predicting 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. Full description at Econpapers || Download paper |
2024 | Equilibrium 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Normal 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. Full description at Econpapers || Download paper |
2024 | Volatility 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2024 | Anatomy 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. Full description at Econpapers || Download paper |
2025 | Do 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | EM 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Real 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. Full description at Econpapers || Download paper |
2024 | Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Examining 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. Full description at Econpapers || Download paper |
2024 | بررسی اثرگذاری واردات کالاهای مصرÙی، واسطه‌ای Ùˆ سرمایه‌ای در روند انتقال نوسانات قیمت Ù†Ùت خام به بخش صنعت Ùˆ Ù. (2016). Babaei Balderlou, Saharnaz ; Torki, Mahyar Ebrahimi ; Heidari, Hassan. In: MPRA Paper. RePEc:pra:mprapa:79236. Full description at Econpapers || Download paper |
2024 | Factor 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149. Full description at Econpapers || Download paper |
2024 | Inventory 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
Journal | |
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Journal of Economics and Finance |
Year | Title | Type | Cited |
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2013 | Jumps in Oil Prices: The Role of Economic News In: The Energy Journal. [Full Text][Citation analysis] | article | 44 |
2004 | A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS In: 2004 Annual meeting, August 1-4, Denver, CO. [Full Text][Citation analysis] | paper | 11 |
2006 | A reexamination of fractional integrating dynamics in foreign currency markets.(2006) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2009 | Fractional Integration in Commodity Futures Returns In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
2005 | DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2009 | Macroeconomic Uncertainty and Performance in Asian Countries* In: Review of Development Economics. [Full Text][Citation analysis] | article | 18 |
2010 | Corporate Governance and Liquidity In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 183 |
2011 | INTRODUCTION TO OIL PRICE SHOCKS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 14 |
2011 | VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 42 |
2018 | OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 17 |
2001 | F versus t tests for unit roots In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
2004 | More on F versus t tests for unit roots when there is no trend In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2007 | A simple bivariate count data regression model In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2007 | On fractional integrating dynamics in the US stock market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 9 |
2008 | A bivariate zero-inflated count data regression model with unrestricted correlation In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
1997 | Estimating the arbitrage pricing theory with observed macro factors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2000 | Generalized bivariate count data regression models In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
2003 | An impulse-response function for a vector autoregression with multivariate GARCH-in-mean In: Economics Letters. [Full Text][Citation analysis] | article | 39 |
2023 | Racial and ethnic disparities in unemployment and oil price uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2009 | Oil price uncertainty in Canada In: Energy Economics. [Full Text][Citation analysis] | article | 80 |
2014 | Price discovery in crude oil futures In: Energy Economics. [Full Text][Citation analysis] | article | 41 |
2021 | Canadian industry level production and energy prices In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2012 | Impact of macroeconomic news on metal futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 107 |
2001 | Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2020 | Employment and energy uncertainty In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 4 |
2008 | Long memory in energy futures prices In: Review of Financial Economics. [Full Text][Citation analysis] | article | 88 |
2008 | Long memory in energy futures prices.(2008) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2013 | Oil Price Forecasts and Trends: Interviews with the Experts In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 0 |
2004 | Another Perspective on the Effects of Inflation Uncertainty. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 137 |
2010 | Oil Price Uncertainty In: Journal of Money, Credit and Banking. [Citation analysis] | article | 462 |
2010 | Oil Price Uncertainty.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 462 | article | |
2013 | Liquidity and Information Flow around Monetary Policy Announcement In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 15 |
2013 | Liquidity and Information Flow around Monetary Policy Announcement.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2010 | Oil Volatility and the Option Value of Waiting: An analysis of the G-7 In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 42 |
2010 | Oil Volatility and the Option Value of Waiting: An analysis of the G-7.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2011 | Oil volatility and the option value of waiting: An analysis of the G‐7.(2011) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
2000 | The reaction of security prices to tracking stock announcements In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2004 | Some empirical evidence on the real effects of nominal volatility In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2012 | Persistence in the return and volatility of home price indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
2020 | Uncertainty and energy extraction In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2001 | Testing for Unit Roots: What Should Students Be Taught? In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 55 |
2011 | Flexible Bivariate Count Data Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
2013 | Fractional differencing in discrete time In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2010 | The Effects of Uncertainty about Oil Prices in G-7 In: Working Papers. [Full Text][Citation analysis] | paper | 203 |
2011 | US Oil Price Exposure: The Industry Effects In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Long memory in commodity futures volatility: A wavelet perspective In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 16 |
2019 | Oil price volatility and real options: 35 years of evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
2024 | Uncertainty and investment: Evidence from domestic oil rigs In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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