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Details about John Elder

E-mail:
Homepage:https://sites.google.com/a/rams.colostate.edu/jelder/
Workplace:Department of Finance and Real Estate, Colorado State University, (more information at EDIRC)

Access statistics for papers by John Elder.

Last updated 2016-04-04. Update your information in the RePEc Author Service.

Short-id: pel72


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Working Papers

2011

  1. US Oil Price Exposure: The Industry Effects
    Working Papers, Geary Institute, University College Dublin Downloads View citations (3)

2010

  1. Oil Volatility and the Option Value of Waiting: An analysis of the G-7
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    Also in Working Papers, Geary Institute, University College Dublin (2010) Downloads View citations (5)

    See also Journal Article in Journal of Futures Markets (2011)
  2. The Effects of Uncertainty about Oil Prices in G-7
    Working Papers, Geary Institute, University College Dublin Downloads View citations (4)

2004

  1. 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) Downloads
    See also Journal Article in International Review of Economics & Finance (2006)

Journal Articles

2014

  1. Price discovery in crude oil futures
    Energy Economics, 2014, 46, (S1), S18-S27 Downloads View citations (10)

2013

  1. Fractional differencing in discrete time
    Quantitative Finance, 2013, 13, (2), 195-204 Downloads
  2. Jumps in Oil Prices: The Role of Economic News
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (23)
  3. Liquidity and Information Flow around Monetary Policy Announcement
    Journal of Money, Credit and Banking, 2013, 45, (5), 781-820 Downloads View citations (5)
  4. Oil Price Forecasts and Trends: Interviews with the Experts
    Review of Environment, Energy and Economics - Re3, 2013 Downloads

2012

  1. Impact of macroeconomic news on metal futures
    Journal of Banking & Finance, 2012, 36, (1), 51-65 Downloads View citations (46)
  2. Persistence in the return and volatility of home price indices
    Applied Financial Economics, 2012, 22, (22), 1855-1868 Downloads View citations (2)

2011

  1. Flexible Bivariate Count Data Regression Models
    Journal of Business & Economic Statistics, 2011, 30, (2), 265-274 Downloads View citations (2)
  2. INTRODUCTION TO OIL PRICE SHOCKS
    Macroeconomic Dynamics, 2011, 15, (S3), 327-336 Downloads View citations (8)
  3. Oil volatility and the option value of waiting: An analysis of the G‐7
    Journal of Futures Markets, 2011, 31, (7), 679-702 Downloads View citations (16)
    See also Working Paper (2010)
  4. VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
    Macroeconomic Dynamics, 2011, 15, (S3), 379-395 Downloads View citations (14)

2010

  1. Corporate Governance and Liquidity
    Journal of Financial and Quantitative Analysis, 2010, 45, (02), 265-291 Downloads View citations (93)
  2. Oil Price Uncertainty
    Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 Downloads View citations (176)

2009

  1. Fractional Integration in Commodity Futures Returns
    The Financial Review, 2009, 44, (4), 583-602 Downloads View citations (5)
  2. Macroeconomic Uncertainty and Performance in Asian Countries *
    Review of Development Economics, 2009, 13, (2), 215-229 Downloads View citations (13)
  3. Oil price uncertainty in Canada
    Energy Economics, 2009, 31, (6), 852-856 Downloads View citations (26)

2008

  1. A bivariate zero-inflated count data regression model with unrestricted correlation
    Economics Letters, 2008, 100, (2), 245-248 Downloads View citations (8)
  2. Long memory in energy futures prices
    Review of Financial Economics, 2008, 17, (2), 146-155 Downloads View citations (67)

2007

  1. A simple bivariate count data regression model
    Economics Bulletin, 2007, 3, (11), 1-10 Downloads View citations (2)
  2. Long memory in commodity futures volatility: A wavelet perspective
    Journal of Futures Markets, 2007, 27, (5), 411-437 Downloads View citations (10)

2006

  1. A reexamination of fractional integrating dynamics in foreign currency markets
    International Review of Economics & Finance, 2006, 15, (1), 120-135 Downloads View citations (9)
    See also Working Paper (2004)

2005

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

2004

  1. Another Perspective on the Effects of Inflation Uncertainty
    Journal of Money, Credit and Banking, 2004, 36, (5), 911-28 View citations (82)
  2. More on F versus t tests for unit roots when there is no trend
    Economics Bulletin, 2004, 3, (37), 1-6 Downloads
  3. Some empirical evidence on the real effects of nominal volatility
    Journal of Economics and Finance, 2004, 28, (1), 1-13 Downloads View citations (1)

2003

  1. An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
    Economics Letters, 2003, 79, (1), 21-26 Downloads View citations (23)

2001

  1. 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 Downloads View citations (3)
  2. F versus t tests for unit roots
    Economics Bulletin, 2001, 3, (3), 1-6 Downloads View citations (6)
  3. Testing for Unit Roots: What Should Students Be Taught?
    The Journal of Economic Education, 2001, 32, (2), 137-146 Downloads View citations (41)

2000

  1. Generalized bivariate count data regression models
    Economics Letters, 2000, 68, (1), 31-36 Downloads View citations (12)
  2. The reaction of security prices to tracking stock announcements
    Journal of Economics and Finance, 2000, 24, (1), 36-55 Downloads View citations (1)

1997

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

Books

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