12
H index
13
i10 index
494
Citations
Peter Sephton : Citation Profile
Queen's University | RESEARCH PRODUCTION: 57 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1982 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Sephton. | Is cited by:
| Cites to:
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Main data
Where Peter Sephton has published?
Recent works citing Peter Sephton (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Extreme weather events and high Colombian food prices: A non?stationary extreme value approach. (2022). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Parraamado, Daniel ; Orozcovanegas, Camilo Andres ; Melovelandia, Luis Fernando. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:s1:p:21-40. Full description at Econpapers || Download paper |
| 2023 | Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047. Full description at Econpapers || Download paper |
| 2023 | Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065. Full description at Econpapers || Download paper |
| 2024 | Can the readability of an annual report forecast negative earnings surprises?. (2024). Yang, Yang ; Li, Hong-Quan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002216. Full description at Econpapers || Download paper |
| 2024 | Exchange rate dynamics and the central banks balance sheet. (2024). Granados, Camilo ; Mann, Janelle ; Gallacher, Guillermo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001438. Full description at Econpapers || Download paper |
| 2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
| 2023 | Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405. Full description at Econpapers || Download paper |
| 2023 | Crude oil pipeline constraints: A tale of two shales. (2023). Luong, Phat V. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006468. Full description at Econpapers || Download paper |
| 2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
| 2023 | The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727. Full description at Econpapers || Download paper |
| 2024 | Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?. (2024). Iglesias, Emma M ; Rivera-Alonso, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001454. Full description at Econpapers || Download paper |
| 2023 | Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289. 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 |
| 2023 | Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513. Full description at Econpapers || Download paper |
| 2024 | Does reducing income inequality promote the decoupling of economic growth from carbon footprint?. (2024). Chai, LI ; Liu, AO ; Hou, Aoyu. In: World Development. RePEc:eee:wdevel:v:173:y:2024:i:c:s0305750x23002413. Full description at Econpapers || Download paper |
| 2023 | Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8. Full description at Econpapers || Download paper |
| 2023 | Unemployment persistence with an evolutionary perspective: job creation or destruction (or both)?. (2023). Liu, De-Chih. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:20:y:2023:i:1:d:10.1007_s40844-022-00246-4. Full description at Econpapers || Download paper |
| 2023 | Convergence of GHGs emissions in the long-run: aerosol precursors, reactive gases and aerosols—a nonlinear panel approach. (2023). Omay, Tolga ; Romero-Avila, Diego. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:11:d:10.1007_s10668-022-02566-2. Full description at Econpapers || Download paper |
| 2023 | Is the environmental Kuznets curve hypothesis valid? A global analysis for carbon dioxide emissions. (2023). Kuukefe, Bige ; Kanli, Nilufer Kaya. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02138-4. Full description at Econpapers || Download paper |
| 2023 | Why are some countries cleaner than others? New evidence from macroeconomic governance. (2023). Mashadihasanli, Tamerlan ; Iik, Ali Haydar ; Zeren, Ahmet Baran ; Vanli, Tara ; Gunduz, Halil Brahim ; Akan, Taner. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:7:d:10.1007_s10668-022-02298-3. Full description at Econpapers || Download paper |
| 2023 | Spatial differentiation and influencing factors of industrial resource and environmental pressures in China. (2023). Wang, Pengfei ; Zhou, Xiao ; Lin, Xueqin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:9:d:10.1007_s10668-022-02473-6. Full description at Econpapers || Download paper |
| 2023 | Are we moving towards decarbonisation of the global economy? Lessons from the distant past to the present. (2023). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Roubaud, David ; Lahiani, Amine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2620-2634. Full description at Econpapers || Download paper |
Works by Peter Sephton:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Fractional integration in agricultural futures price volatilities revisited In: Agricultural Economics. [Full Text][Citation analysis] | article | 7 |
| 1989 | Relative Prices and Money: Some Canadian Evidence In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 3 |
| 1998 | GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 2 |
| 2011 | Spatial Arbitrage in Sarawak Pepper Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Citation analysis] | article | 4 |
| 1987 | The Choice of Monetary Policy Instruments in Canada: An Extension. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 1993 | Optimal Hedge Ratios at the Winnipeg Commodity Exchange. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 17 |
| 1989 | Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment In: Journal of Development Economics. [Full Text][Citation analysis] | article | 2 |
| 1988 | On interest rate innovations and anticipated monetary policy In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1989 | Anticipated monetary policy in Canada : Some new evidence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1990 | A note on the efficiency of the London metal exchange In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1995 | Response surface estimates of the KPSS stationarity test In: Economics Letters. [Full Text][Citation analysis] | article | 84 |
| 2013 | Further evidence of an Environmental Kuznets Curve in Spain In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
| 2018 | Gold and crude oil prices after the great moderation In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
| 2019 | A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000) In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | El Niño, La Niña, and a cup of Joe In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2023 | Threshold cointegration and asymmetries between dividends and earnings news In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 1991 | Tests of exchange market efficiency: fragile evidence from cointegration tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 100 |
| 1989 | On exchange intervention, sterilization, and bank reserve accounting In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Global relationships across crude oil benchmarks In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 16 |
| 2022 | Revisiting the inflation-hedging properties of precious metals in Africa In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
| 2013 | Threshold Cointegration: Model Selection with an Application In: Journal of Economics and Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2001 | Forecasting recessions: can we do better on MARS? In: Review. [Full Text][Citation analysis] | article | 15 |
| 2009 | Predicting Recessions: A Regression (Probit) Model Approach In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1998 | Easyreg: version 1.12 In: Journal of Applied Econometrics. [Citation analysis] | article | 2 |
| 2000 | Financial analysis package for GAUSS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Finite Sample Critical Values of the Generalized KPSS Stationarity Test In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 1994 | Cointegration Tests on MARS. In: Computational Economics. [Citation analysis] | article | 11 |
| 2023 | A note on CO2 emissions using two new tests In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2016 | Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 31 |
| 2020 | Mean Reversion in CO2 Emissions: the Need for Structural Change In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Revising Fiscal Policy and Growth in Saudi Arabia In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Commodity Prices: Policy Target or Information Variable: A Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
| 2003 | Spatial Market Arbitrage and Threshold Cointegration In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 28 |
| 1988 | World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison In: IMF Staff Papers. [Full Text][Citation analysis] | article | 1 |
| 1998 | Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 1982 | Endogenous Expectations and Economic Policy In: Working Paper. [Citation analysis] | paper | 0 |
| 2008 | Critical values of the augmented fractional Dickey–Fuller test In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Critical values for the augmented efficient Wald test for fractional unit roots In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 1989 | On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2005 | Predicting the equity premium with dividend ratios: a matter of balance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Forecasting inflation using the term structure and MARS In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | On the finite sample size and power of the generalized KPSS test in the presence of level breaks In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | Market shares and rivalry in the U.S. cigarette industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | Prostate cancer: a New Brunswick tale In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | Who cut the cheese? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Breaking deterministics, test size and the efficient Wald test for fractional unit roots In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | A note on fractional cointegration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1996 | Extended critical values for a simple test of cointegration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Fractional cointegration: Monte Carlo estimates of critical values, with an application In: Applied Financial Economics. [Full Text][Citation analysis] | article | 15 |
| 2010 | On the empirical size of Nielsens multivariate likelihood ratio test of fractional integration In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Unit roots and purchasing power parity: another kick at the can In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2009 | Persistence in U.S. State Unemployment Rates In: Southern Economic Journal. [Full Text][Citation analysis] | article | 9 |
| 2012 | Persistence in U.S. State Unemployment Rates: Errata and Extensions In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
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