Details about Jason Stevens

Access statistics for papers by Jason Stevens.

Last updated 2016-07-19. Update your information in the RePEc Author Service.

Short-id: pst649

Journal Articles

2016

1. Predicting events with an unidentified time horizon
   Economics Bulletin, 2016, 36, (2), 729-735

2015

2. Do transaction costs prevent arbitrage in the market for crude oil? Evidence from a threshold autoregression
   Applied Economics Letters, 2015, 22, (3), 169-172 View citations (2)

2014

3. Identification problems in Granger causality tests based on the net oil price increase
   Applied Economics, 2014, 46, (1), 102-110 View citations (1)
4. Testing the efficiency of the futures market for crude oil in the presence of a structural break
   Applied Economics, 2014, 46, (33), 4053-4059 View citations (5)

2013

5. Testing the efficiency of the futures market for crude oil using weighted least squares
   Applied Economics Letters, 2013, 20, (18), 1611-1613 View citations (3)
6. The benefits of storage and non-renewable resource price dynamics
   Canadian Journal of Economics, 2013, 46, (1), 239-265

2012

7. A simple in-sample test of futures market efficiency based on rolling regressions
   Applied Economics Letters, 2012, 19, (9), 897-900