Details about John Elder

Access statistics for papers by John Elder.

Last updated 2024-03-05. Update your information in the RePEc Author Service.

Short-id: pel72

Working Papers

2011

1. US Oil Price Exposure: The Industry Effects
   Working Papers, Geary Institute, University College Dublin View citations (4)

2010

2. Oil Volatility and the Option Value of Waiting: An analysis of the G-7
   Working Papers, Geary Institute, University College Dublin View citations (6)
   Also in Discussion Paper Series, Department of Economics, University of Macedonia (2010) View citations (2)
   See also Journal Article Oil volatility and the option value of waiting: An analysis of the G‐7, Journal of Futures Markets, John Wiley & Sons, Ltd. (2011) View citations (43) (2011)
3. The Effects of Uncertainty about Oil Prices in G-7
   Working Papers, Geary Institute, University College Dublin View citations (208)

2004

4. A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS
   2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (1)
   See also Journal Article A reexamination of fractional integrating dynamics in foreign currency markets, International Review of Economics & Finance, Elsevier (2006) View citations (10) (2006)

Journal Articles

2024

1. Uncertainty and investment: Evidence from domestic oil rigs
   Journal of Futures Markets, 2024, 44, (2), 323-340

2023

2. Racial and ethnic disparities in unemployment and oil price uncertainty
   Energy Economics, 2023, 119, (C) View citations (2)

2021

3. Canadian industry level production and energy prices
   Energy Economics, 2021, 99, (C) View citations (4)

2020

4. Employment and energy uncertainty
   The Journal of Economic Asymmetries, 2020, 21, (C) View citations (6)
5. Uncertainty and energy extraction
   Applied Economics, 2020, 52, (55), 6031-6044 View citations (11)

2019

6. Oil price volatility and real options: 35 years of evidence
   Journal of Futures Markets, 2019, 39, (12), 1549-1564 View citations (14)

2018

7. OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES
   Macroeconomic Dynamics, 2018, 22, (3), 640-653 View citations (18)

2014

8. Price discovery in crude oil futures
   Energy Economics, 2014, 46, (S1), S18-S27 View citations (41)

2013

9. Fractional differencing in discrete time
   Quantitative Finance, 2013, 13, (2), 195-204 View citations (1)
10. Jumps in Oil Prices: The Role of Economic News
    The Energy Journal, 2013, Volume 34, (Number 3) View citations (45)
11. Liquidity and Information Flow around Monetary Policy Announcement
    Journal of Money, Credit and Banking, 2013, 45, (5), 781-820 View citations (15)
    Also in Journal of Money, Credit and Banking, 2013, 45, (5), 781-820 (2013) View citations (8)
12. Oil Price Forecasts and Trends: Interviews with the Experts
    Review of Environment, Energy and Economics - Re3, 2013

2012

13. Impact of macroeconomic news on metal futures
    Journal of Banking & Finance, 2012, 36, (1), 51-65 View citations (108)
14. Persistence in the return and volatility of home price indices
    Applied Financial Economics, 2012, 22, (22), 1855-1868 View citations (5)

2011

15. Flexible Bivariate Count Data Regression Models
    Journal of Business & Economic Statistics, 2011, 30, (2), 265-274 View citations (2)
16. INTRODUCTION TO OIL PRICE SHOCKS
    Macroeconomic Dynamics, 2011, 15, (S3), 327-336 View citations (16)
17. Oil volatility and the option value of waiting: An analysis of the G‐7
    Journal of Futures Markets, 2011, 31, (7), 679-702 View citations (43)
    See also Working Paper Oil Volatility and the Option Value of Waiting: An analysis of the G-7, Working Papers (2010) View citations (6) (2010)
18. VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
    Macroeconomic Dynamics, 2011, 15, (S3), 379-395 View citations (42)

2010

19. Corporate Governance and Liquidity
    Journal of Financial and Quantitative Analysis, 2010, 45, (2), 265-291 View citations (185)
20. Oil Price Uncertainty
    Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 View citations (209)
    Also in Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 (2010) View citations (462)

2009

21. Fractional Integration in Commodity Futures Returns
    The Financial Review, 2009, 44, (4), 583-602 View citations (7)
22. Macroeconomic Uncertainty and Performance in Asian Countries*
    Review of Development Economics, 2009, 13, (2), 215-229 View citations (18)
23. Oil price uncertainty in Canada
    Energy Economics, 2009, 31, (6), 852-856 View citations (83)

2008

24. A bivariate zero-inflated count data regression model with unrestricted correlation
    Economics Letters, 2008, 100, (2), 245-248 View citations (9)
25. Long memory in energy futures prices
    Review of Financial Economics, 2008, 17, (2), 146-155 View citations (87)
    Also in Review of Financial Economics, 2008, 17, (2), 146-155 (2008) View citations (8)

2007

26. A simple bivariate count data regression model
    Economics Bulletin, 2007, 3, (11), 1-10 View citations (2)
27. Long memory in commodity futures volatility: A wavelet perspective
    Journal of Futures Markets, 2007, 27, (5), 411-437 View citations (17)
28. On fractional integrating dynamics in the US stock market
    Chaos, Solitons & Fractals, 2007, 34, (3), 777-781 View citations (9)

2006

29. A reexamination of fractional integrating dynamics in foreign currency markets
    International Review of Economics & Finance, 2006, 15, (1), 120-135 View citations (10)
    See also Working Paper A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS, 2004 Annual meeting, August 1-4, Denver, CO (2004) View citations (1) (2004)

2005

30. DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION
    Journal of Financial Research, 2005, 28, (2), 197-213 View citations (3)

2004

31. Another Perspective on the Effects of Inflation Uncertainty
    Journal of Money, Credit and Banking, 2004, 36, (5), 911-28 View citations (147)
32. More on F versus t tests for unit roots when there is no trend
    Economics Bulletin, 2004, 3, (37), 1-6
33. Some empirical evidence on the real effects of nominal volatility
    Journal of Economics and Finance, 2004, 28, (1), 1-13 View citations (4)

2003

34. An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
    Economics Letters, 2003, 79, (1), 21-26 View citations (46)

2001

35. Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?
    Journal of Macroeconomics, 2001, 23, (1), 73-97 View citations (6)
36. F versus t tests for unit roots
    Economics Bulletin, 2001, 3, (3), 1-6 View citations (12)
37. Testing for Unit Roots: What Should Students Be Taught?
    The Journal of Economic Education, 2001, 32, (2), 137-146 View citations (62)

2000

38. Generalized bivariate count data regression models
    Economics Letters, 2000, 68, (1), 31-36 View citations (25)
39. The reaction of security prices to tracking stock announcements
    Journal of Economics and Finance, 2000, 24, (1), 36-55 View citations (5)

1997

40. Estimating the arbitrage pricing theory with observed macro factors
    Economics Letters, 1997, 55, (2), 241-246

Editor

1. Journal of Economics and Finance
   Springer