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Wing Hong Chan

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017. "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper 80555, University Library of Munich, Germany.

    Cited by:

    1. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "A functional time series analysis of forward curves derived from commodity futures," International Journal of Forecasting, Elsevier, vol. 36(2), pages 646-665.
    2. Qingjing Zhang & Taufiq Choudhry & Jing-Ming Kuo & Xiaoquan Liu, 2021. "Does liquidity drive stock market returns? The role of investor risk aversion," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 929-958, October.

  2. Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong, 2014. "From Fixed to Float: A Competing Risks Analysis," MPRA Paper 60824, University Library of Munich, Germany.

    Cited by:

    1. Menna Bizuneh, 2022. "Are We Floating Yet? Duration of Fixed Exchange Rate Regimes," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(1), pages 63-89, January.
    2. Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019. "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 162-183.

  3. Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014. "Price Limits and Stock Market Volatility in China," MPRA Paper 54146, University Library of Munich, Germany.

    Cited by:

    1. Chong, Terence Tai Leung & Kwok, Stanley, 2019. "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper 92185, University Library of Munich, Germany.
    2. Imtiaz Mohammad Sifat & Azhar Mohamad, 2019. "Circuit breakers as market stability levers: A survey of research, praxis, and challenges," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 1130-1169, July.
    3. Seza Danışoğlu & Z. Nuray Güner, 2018. "Do price limits help control stock price volatility?," Annals of Operations Research, Springer, vol. 260(1), pages 129-157, January.

  4. Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.

    Cited by:

    1. Roque Montero & Javier García-Cicco, 2012. "Modelo y Pronóstico del Precio del Cobre: Un Enfoque de Cambio de Regímenes," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(2), pages 099-116, August.
    2. Chang, Kuang-Liang & Yu, Shih-Ti, 2013. "Does crude oil price play an important role in explaining stock return behavior?," Energy Economics, Elsevier, vol. 39(C), pages 159-168.
    3. Javier García-Cicco & Roque Montero, 2011. "Modeling Copper Price: A Regime-Switching Approach," Working Papers Central Bank of Chile 613, Central Bank of Chile.

  5. Peter C. Boxall, Wing H. Chan, and Melville L. McMillan, 2005. "The Impact of Oil and Natural Gas Facilities on Rural Residential Property," Working Papers eg0039, Wilfrid Laurier University, Department of Economics, revised 2005.

    Cited by:

    1. Muehlenbachs, Lucija & Spiller, Elisheba & Timmins, Christopher, "undated". "The Housing Market Impacts of Shale Gas Development," RFF Working Paper Series dp-13-39-rev, Resources for the Future.
    2. Tedds, Lindsay M. & Euper, Brock, 2019. "The Costs of Energy-related Linear Property on Local Governments in Canada and the Role of That Local Government Revenue Tool Can Play in Addressing these Costs," MPRA Paper 96918, University Library of Munich, Germany.
    3. Haiyong Zhang & Xinyu Wang, 2018. "The impact of structural adjustment on housing prices in China," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 108-119, May.
    4. Céline Grislain-Letrémy & Arthur Katossky, 2014. "The Impact of Hazardous Industrial Facilities on Housing Prices : A Comparison of Parametric and Semiparametric Hedonic Price Models," Working Papers 2014-13, Center for Research in Economics and Statistics.
    5. Grislain-Letrémy, Céline & Villeneuve, Bertrand, 2020. "The ground for negotiation: Zoning for risk reduction around hazardous plants," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 657-677.
    6. Victoria Goodday & Braeden Larson, 2021. "The Surface Owner’S Burden: Landowner Rights And Alberta’S Oil And Gas Well Liabilities Crisis," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 14(16), May.
    7. Tapsuwan, Sorada & Polyakov, Maksym & Bark, Rosalind & Nolan, Martin, 2015. "Valuing the Barmah–Millewa Forest and in stream river flows: A spatial heteroskedasticity and autocorrelation consistent (SHAC) approach," Ecological Economics, Elsevier, vol. 110(C), pages 98-105.
    8. Popkin, Jennifer H. & Duke, Joshua M. & Borchers, Allison M. & Ilvento, Thomas, 2013. "Social costs from proximity to hydraulic fracturing in New York State," Energy Policy, Elsevier, vol. 62(C), pages 62-69.
    9. Todd H. Kuethe, 2012. "Spatial Fragmentation and the Value of Residential Housing," Land Economics, University of Wisconsin Press, vol. 88(1), pages 16-27.
    10. Balthrop, Andrew T. & Hawley, Zackary, 2017. "I can hear my neighbors' fracking: The effect of natural gas production on housing values in Tarrant County, TX," Energy Economics, Elsevier, vol. 61(C), pages 351-362.
    11. Lee, Michelle H.W. & Clark, Ashley & Rupp, John & Wietelman, Derek C. & Graham, John D., 2019. "Public opinion toward hydraulic fracturing: The effect of beyond compliance and voluntary third-party certification," Energy Policy, Elsevier, vol. 128(C), pages 306-315.
    12. Savage, Jeffrey & Ifft, Jennifer, 2013. "Does Pumping Pay: Groundwater Management Institutions and Cropland Values in Nebraska?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150581, Agricultural and Applied Economics Association.
    13. Tsvetkova, Alexandra & Partridge, Mark D., 2016. "Economics of modern energy boomtowns: Do oil and gas shocks differ from shocks in the rest of the economy?," Energy Economics, Elsevier, vol. 59(C), pages 81-95.
    14. Allison L. Ricket & G. Jason Jolley & Faith Beale Knutsen & Sarah C. Davis, 2023. "Rural Sustainable Prosperity: Social Enterprise Ecosystems as a Framework for Sustainable Rural Development," Sustainability, MDPI, vol. 15(14), pages 1-18, July.
    15. Tapsuwan, Sorada & Ingram, Gordon & Burton, Michael P. & Brennan, Donna C., 2009. "Capitalized amenity value of urban wetlands: a hedonic property price approach to urban wetlands in Perth, Western Australia," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 53(4), pages 1-19.
    16. Hernán Enríquez Sierra & Carlos Barreto Nieto & Carolina Correa Caro & Jacobo Campo Robledo, 2013. "Precio del suelo y regalías en Colombia: un análisis espacial para los municipios productores de petróleo," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, June.
    17. Stefania Tonin & Margherita Turvani, 2011. "Environmental contamination and industrial real estate market: an application of hedonic price method in Italy," ERSA conference papers ersa10p511, European Regional Science Association.
    18. Cesur, Resul & Tekin, Erdal & Ulker, Aydogan, 2013. "Air Pollution and Infant Mortality: Evidence from the Expansion of Natural Gas Infrastructure," IZA Discussion Papers 7179, Institute of Labor Economics (IZA).
    19. Brown, Jason P. & Weber, Jeremy G. & Wojan, Timothy R., 2013. "Emerging Energy Industries and Rural Growth," Economic Research Report 262215, United States Department of Agriculture, Economic Research Service.
    20. Guiying Cao & Junlian Gao & Ming Ren & Tatiana Ermolieva & Xiangyang Xu & Elena Rovenskaya, 2017. "Societal Dimension of Energy Consumption ¨C Exploring Environmental Inequality in China," Research in World Economy, Research in World Economy, Sciedu Press, vol. 8(2), pages 66-77, December.
    21. Le, Canh Quang & Li, Dong, 2008. "Double-Length Regression tests for testing functional forms and spatial error dependence," Economics Letters, Elsevier, vol. 101(3), pages 253-257, December.
    22. James R. Meldrum, 2016. "Floodplain Price Impacts by Property Type in Boulder County, Colorado: Condominiums Versus Standalone Properties," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 64(4), pages 725-750, August.
    23. Sugra Ingilab Humbatova & Natig Gadim-Ogli Hajiyev, 2021. "The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 341-354.
    24. Hess, Joshua H. & Manning, Dale T. & Iverson, Terry & Cutler, Harvey, 2019. "Uncertainty, learning, and local opposition to hydraulic fracturing," Resource and Energy Economics, Elsevier, vol. 55(C), pages 102-123.
    25. Kelsey L. Conley & Brian E. Whitacre, 2020. "Home Is Where the Internet Is? High-speed Internet’s Impact on Rural Housing Values," International Regional Science Review, , vol. 43(5), pages 501-530, September.
    26. Olivier JOALLAND & Tina RAMBONILAZA, 2017. "Assessing the impact of renewable energy infrastructure on the “tourist value” in rural landscapes: a spatial hedonic approach," Cahiers du GREThA (2007-2019) 2017-10, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    27. Farren, Michael D., 2014. "Boomtowns and the Nimbleness of the Housing Market: The Impact of Shale Oil and Gas Drilling on Local Housing Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170644, Agricultural and Applied Economics Association.
    28. Nepal, Mani & Rai, Rajesh K. & Khadayat, Madan S. & Somanathan, E., 2020. "Value of cleaner neighborhoods: Application of hedonic price model in low income context," World Development, Elsevier, vol. 131(C).
    29. Weber, Jeremy G., 2012. "The effects of a natural gas boom on employment and income in Colorado, Texas, and Wyoming," Energy Economics, Elsevier, vol. 34(5), pages 1580-1588.
    30. Cao, Y. & Swallow, B. & Qiu, F., 2018. "Does Municipal Development Policy Affect Property Values: A Quasi-Experimental Hedonic Model Approach in Alberta, Canada," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277044, International Association of Agricultural Economists.
    31. Juan Durango-Cordero & Mehdi Saqalli & Christophe Laplanche & Marine Locquet & Arnaud Elger, 2018. "Spatial Analysis of Accidental Oil Spills Using Heterogeneous Data: A Case Study from the North-Eastern Ecuadorian Amazon," Sustainability, MDPI, vol. 10(12), pages 1-13, December.
    32. Richard J. Vyn & Ryan M. McCullough, 2014. "The Effects of Wind Turbines on Property Values in Ontario: Does Public Perception Match Empirical Evidence?," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 62(3), pages 365-392, September.
    33. Claudio A. Agostini & Gastón Palmucci, 2008. "Capitalización Heterogénea de un Bien Semipúblico: El Metro de Santiago," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(131), pages 105-128.
    34. Nathaly M. Rivera, 2020. "Is Mining an Environmental Disamenity? Evidence from Resource Extraction Site Openings," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 485-528, March.
    35. Grislain-Letrémy, Céline, 2012. "Assurance et prévention des catastrophes naturelles et technologiques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/9073 edited by Villeneuve, Bertrand.
    36. Friso de Vor & Henri L.F. de Groot, 0000. "The Impact of Industrial Sites on Residential Property Values," Tinbergen Institute Discussion Papers 09-035/3, Tinbergen Institute.
    37. Lipscomb, Clifford & Wang, Yongsheng & Kilpatrick, Sarah J., 2012. "Unconvensional Shale Gas Development and Real Estate Valuation Issues," The Review of Regional Studies, Southern Regional Science Association, vol. 42(2), pages 161-175, Summer.
    38. Bell, Kathleen P. & Dalton, Timothy J., 2006. "Spatial Economic Analysis in Data-Rich Environments," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25241, International Association of Agricultural Economists.
    39. Caffera, Marcelo & Vásquez Lavín, Felipe & Rodríguez Anza, Daniel & Carrasco-Letelier, Leonidas & Hernández, José Ignacio & Buonomo, Mariela, 2019. "Spatial Spillovers in the Implicit Market Price of Soil Erosion: An Estimation using a Spatio-temporal Hedonic Model," MPRA Paper 93589, University Library of Munich, Germany.
    40. Jianu Daniel Muresan & Mihail Vincentiu Ivan, 2015. "Controversies Regarding Costs, Uncertainties and Benefits Specific to Shale Gas Development," Sustainability, MDPI, vol. 7(3), pages 1-17, March.
    41. Chuanwang Sun & Xiaochun Meng & Shuijun Peng, 2017. "Effects of Waste-to-Energy Plants on China’s Urbanization: Evidence from a Hedonic Price Analysis in Shenzhen," Sustainability, MDPI, vol. 9(3), pages 1-18, March.
    42. Céline Grislain-Letrémy & Arthur Katossky, 2013. "Les risques industriels et le prix des logements," Économie et Statistique, Programme National Persée, vol. 460(1), pages 79-106.
    43. Masha Maslianskaia-Pautrel & Catherine Baumont pba148, 2016. "The nature and impacts of environmental spillovers on housing prices: A spatial hedonic analysis," Working Papers 2016.04, FAERE - French Association of Environmental and Resource Economists.
    44. Nasiru Yunusa & Ismail Tijjani Idris & Adamu Garba Zango & Muhammad Umar Kibiya, 2016. "Gas Flaring Effects and Revenue Made from Crude Oil in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 617-620.
    45. McCollum, Meagan & Upton, Gregory B., 2018. "Local labor market shocks and residential mortgage payments: Evidence from shale oil and gas booms," Resource and Energy Economics, Elsevier, vol. 53(C), pages 162-197.
    46. Blundell, Wesley & Kokoza, Anatolii, 2022. "Natural gas flaring, respiratory health, and distributional effects," Journal of Public Economics, Elsevier, vol. 208(C).
    47. Mueller, Julie M. & Loomis, John B., 2008. "Spatial Dependence in Hedonic Property Models: Do Different Corrections For Spatial Dependence Result in Economically Significant Differences in Estimated Implicit Prices?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(2), pages 1-20.
    48. Keeler, Zachary T. & Stephens, Heather M., 2020. "Valuing shale gas development in resource-dependent communities," Resources Policy, Elsevier, vol. 69(C).
    49. Grant D. Jacobsen, 2019. "Who Wins In An Energy Boom? Evidence From Wage Rates And Housing," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 9-32, January.
    50. Qinna Zhao & Robert A. Simons & Zhong Fen, 2016. "The Effect of Three Incineration Plants on Residential Property Values in Hangzhou, China," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 515-546.
    51. Theodore Connell-Variy & Björn Berggren & Tony McGough, 2021. "Housing Markets and Resource Sector Fluctuations: A Cross-Border Comparative Analysis," Sustainability, MDPI, vol. 13(16), pages 1-19, August.
    52. Jason Brown & John Pender & Jeremy G. Weber, 2013. "Rural wealth creation and emerging energy industries: lease and royalty payments to farm households and businesses," Research Working Paper RWP 13-07, Federal Reserve Bank of Kansas City.
    53. Vissing, Ashley, 2015. "Private Contracts as Regulation: A Study of Private Lease Negotiations Using the Texas Natural Gas Industry," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 44(2), pages 1-18, August.
    54. Julie Mueller & John Loomis & Armando González-Cabán, 2009. "Do Repeated Wildfires Change Homebuyers’ Demand for Homes in High-Risk Areas? A Hedonic Analysis of the Short and Long-Term Effects of Repeated Wildfires on House Prices in Southern California," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 155-172, February.
    55. Lucija Muehlenbachs & Elisheba Spiller & Christopher Timmins, 2012. "Shale Gas Development and Property Values: Differences Across Drinking Water Sources," Working Papers 12-14, Duke University, Department of Economics.
    56. Stock, James H. & Bradt, Jacob T., 2020. "Analysis of proposed 20-year mineral leasing withdrawal in Superior National Forest," Ecological Economics, Elsevier, vol. 174(C).
    57. Muriel Travers & Emmanuel Bonnet & Morgane Chevé & Gildas Appéré, 2009. "Perception des risques industriels dans une zone estuarienne : une analyse hédoniste spatiale," Économie et Prévision, Programme National Persée, vol. 190(4), pages 135-158.
    58. Chad Lawley, 2021. "Hog Barns and Neighboring House Prices: Anticipation and Post‐Establishment Impacts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1099-1121, May.
    59. Boslett, Andrew & Hill, Elaine, 2019. "Shale gas transmission and housing prices," Resource and Energy Economics, Elsevier, vol. 57(C), pages 36-50.
    60. Kuethe, Todd H. & Foster, Kenneth A. & Florax, Raymond J.G.M., 2008. "A Spatial Hedonic Model with Time-Varying Parameters: A New Method Using Flexible Least Squares," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6306, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    61. Olivier JOALLAND & Tina RAMBONILAZA, 2017. "Valeur touristique des aménités environnementales et nuisances associées aux infrastructures d’énergie renouvelable : une approche hédonique spatiale," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 46, pages 93-115.
    62. John L. Pender & Jeremy G. Weber & Jason P. Brown, 2014. "Sustainable Rural Development and Wealth Creation," Economic Development Quarterly, , vol. 28(1), pages 73-86, February.
    63. Cheung, Ron & Wetherell, Daniel & Whitaker, Stephan, 2018. "Induced earthquakes and housing markets: Evidence from Oklahoma," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 153-166.
    64. Jellicoe, Michaela & Delgado, Michael S., 2015. "Quantifying the Effects of Underground Natural Gas Storage on Nearby Residents," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 44(2), pages 1-24, August.
    65. Douglas H. Wrenn & H. Allen Klaiber & Edward C. Jaenicke, 2016. "Unconventional Shale Gas Development, Risk Perceptions, and Averting Behavior: Evidence from Bottled Water Purchases," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(4), pages 779-817.

  6. M.L. McMillan, W. Chan, 2005. "University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods," Working Papers eg0040, Wilfrid Laurier University, Department of Economics, revised 2005.

    Cited by:

    1. Lucia Buzzigoli & Antonio Giusti & Alessandro Viviani, 2010. "The Evaluation of University Departments. A Case Study for Firenze," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 24-38, February.
    2. Daghbashyan, Zara, 2009. "Do university units differ in the efficiency of resource utilization?," Working Paper Series in Economics and Institutions of Innovation 176, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, revised 17 Dec 2012.

Articles

  1. Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019. "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 107-113.

    Cited by:

    1. Huang, Yingying & Duan, Kun & Urquhart, Andrew, 2023. "Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    2. Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
    3. Alhonita Yatie, 2022. "Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices," Working Papers hal-03579957, HAL.
    4. Walid Bakry & Audil Rashid & Somar Al-Mohamad & Nasser El-Kanj, 2021. "Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach," JRFM, MDPI, vol. 14(7), pages 1-24, June.
    5. Ben Khelifa, Soumaya & Guesmi, Khaled & Urom, Christian, 2021. "Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
    6. Helder Miguel Correia Virtuoso Sebastião & Paulo José Osório Rupino Da Cunha & Pedro Manuel Cortesão Godinho, 2021. "Cryptocurrencies and blockchain. Overview and future perspectives," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 21(3), pages 305-342.
    7. López-Cabarcos, M. Ángeles & Pérez-Pico, Ada M. & Piñeiro-Chousa, Juan & Šević, Aleksandar, 2021. "Bitcoin volatility, stock market and investor sentiment. Are they connected?," Finance Research Letters, Elsevier, vol. 38(C).
    8. Senarathne Chamil W. & Šoja Tijana, 2019. "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(3), pages 35-45, September.
    9. Ángeles Cebrián-Hernández & Enrique Jiménez-Rodríguez, 2021. "Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models," Mathematics, MDPI, vol. 9(3), pages 1-16, January.
    10. Almaqableh, Laith & Reddy, Krishna & Pereira, Vijay & Ramiah, Vikash & Wallace, Damien & Francisco Veron, Jose, 2022. "An investigative study of links between terrorist attacks and cryptocurrency markets," Journal of Business Research, Elsevier, vol. 147(C), pages 177-188.
    11. Matkovskyy, Roman & Jalan, Akanksha & Dowling, Michael & Bouraoui, Taoufik, 2021. "From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks," Finance Research Letters, Elsevier, vol. 38(C).
    12. Senarathne Chamil W., 2019. "Possible Impact of Facebook’s Libra on Volatility of Bitcoin: Evidence from Initial Coin Offer Funding Data," Management of Organizations: Systematic Research, Sciendo, vol. 81(1), pages 87-100, June.
    13. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2021. "Bitcoin versus high-performance technology stocks in diversifying against global stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
    14. Osman, Myriam Ben & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2023. "Diversification in financial and crypto markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
    15. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023. "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
    16. Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Kang, Sang Hoon, 2019. "Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    17. Caferra, Rocco & Vidal-Tomás, David, 2021. "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 43(C).
    18. Li, Xingyi & Gan, Kai & Zhou, Qi, 2023. "Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 51(C).
    19. Piñeiro-Chousa, Juan & Šević, Aleksandar & González-López, Isaac, 2023. "Impact of social metrics in decentralized finance," Journal of Business Research, Elsevier, vol. 158(C).
    20. Okorie, David Iheke & Lin, Boqiang, 2020. "Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy," Energy Economics, Elsevier, vol. 87(C).
    21. Brajaballav Kar & Chandrabhanu Das, 2022. "Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis," Springer Proceedings in Business and Economics, in: Rabi Narayan Subudhi & Sumita Mishra & Abu Saleh & Dariush Khezrimotlagh (ed.), Future of Work and Business in Covid-19 Era, pages 9-18, Springer.
    22. Dwita Mariana, Christy & Ekaputra, Irwan Adi & Husodo, Zaäfri Ananto, 2021. "Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?," Finance Research Letters, Elsevier, vol. 38(C).
    23. Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021. "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, vol. 95(C), pages 21-34.
    24. Mizerka, Jacek & Stróżyńska-Szajek, Agnieszka & Mizerka, Piotr, 2020. "The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis," Finance Research Letters, Elsevier, vol. 35(C).
    25. Wang, Peijin & Zhang, Hongwei & Yang, Cai & Guo, Yaoqi, 2021. "Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges," Research in International Business and Finance, Elsevier, vol. 58(C).
    26. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?," Research in International Business and Finance, Elsevier, vol. 64(C).
    27. Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min, 2022. "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    28. Daniel Tut, 2022. "Bitcoin: Future or Fad?," Springer Books, in: Thomas Walker & Frederick Davis & Tyler Schwartz (ed.), Big Data in Finance, pages 133-157, Springer.
    29. Artem Meshcheryakov & Stoyu Ivanov, 2020. "Ethereum as a Hedge: The intraday analysis," Economics Bulletin, AccessEcon, vol. 40(1), pages 101-108.
    30. Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021. "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, vol. 74(C).
    31. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    32. Alhonita Yatie, 2022. "Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices," Papers 2202.10760, arXiv.org.
    33. Say Keat Ooi & Chai Aun Ooi & Jasmine A. L. Yeap & Tok Hao Goh, 2021. "Embracing Bitcoin: users’ perceived security and trust," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(4), pages 1219-1237, August.
    34. Prateek Saxena, 2020. "Comments on “Cellular Structure for a Digital Fiat Currency” — Cellular DFC Design: Technological Perspectives," World Scientific Book Chapters, in: Bernard Yeung (ed.), DIGITAL CURRENCY ECONOMICS AND POLICY, chapter 11, pages 103-109, World Scientific Publishing Co. Pte. Ltd..
    35. Ivanovski, Kris & Hailemariam, Abebe, 2023. "Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 97-111.
    36. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2021. "How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
    37. Kołodziejczyk, Hanna, 2023. "Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    38. Demiralay, Sercan & Golitsis, Petros, 2021. "On the dynamic equicorrelations in cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 524-533.
    39. Akihiko Noda, 2021. "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Papers 2109.02933, arXiv.org, revised Sep 2021.
    40. Umar, Muhammad & Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Shao, Xue-Feng, 2021. "Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
    41. Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021. "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, vol. 42(C).
    42. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2019. "A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series," Papers 1909.10957, arXiv.org, revised Jul 2021.
    43. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2020. "Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 54(C).

  2. Wing Hong Chan & Bryce Shelton & Yan Wendy Wu, 2018. "Volatility Spillovers Arising from the Financialization of Commodities," JRFM, MDPI, vol. 11(4), pages 1-12, October.

    Cited by:

    1. Naeem, Muhammad Abubakr & Peng, Zhe & Suleman, Mouhammed Tahir & Nepal, Rabindra & Shahzad, Syed Jawad Hussain, 2020. "Time and frequency connectedness among oil shocks, electricity and clean energy markets," Energy Economics, Elsevier, vol. 91(C).
    2. Luca J. Liebi, 2020. "The effect of ETFs on financial markets: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 165-178, June.
    3. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    4. Ruano, Fábio & Barros, Victor, 2022. "Commodities and portfolio diversification: Myth or fact?," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 281-295.

  3. Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017. "Factor pricing in commodity futures and the role of liquidity," Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
    See citations under working paper version above.
  4. Terence Tai-Leung Chong & Qing He & Wing Hong Chan, 2016. "From Fixed to Float: A Competing Risks Analysis," International Economic Journal, Taylor & Francis Journals, vol. 30(4), pages 488-503, October.
    See citations under working paper version above.
  5. Wing Hong Chan & Liling Feng, 2012. "Time‐varying jump risk premia in stock index futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 639-659, July.

    Cited by:

    1. John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012. "Do Jumps Contribute to the Dynamics of the Equity Premium?," Working Paper series 47_12, Rimini Centre for Economic Analysis.
    2. Chang, Jui-Chuan Della & Chang, Kuang-Liang, 2018. "The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 15-28.
    3. Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020. "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 257-273, March.
    4. Jie-Cao He & Hsing-Hua Chang & Ting-Fu Chen & Shih-Kuei Lin, 2023. "Upside and downside correlated jump risk premia of currency options and expected returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
    5. Kam Fong Chan & Philip Gray, 2017. "Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(1), pages 71-89, January.
    6. Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013. "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 166-173.

  6. Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012. "Long-range dependence in the international diamond market," Economics Letters, Elsevier, vol. 116(3), pages 401-403.

    Cited by:

    1. Rita Laura D’Ecclesia & Vera Jotanovic, 2018. "Are diamonds a safe haven?," Review of Managerial Science, Springer, vol. 12(4), pages 937-968, October.
    2. Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020. "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 257-273, March.
    3. Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert, 2016. "Diamonds vs. precious metals: What shines brightest in your investment portfolio?," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 1-14.

  7. Wing Hong Chan, 2010. "Optimal hedge ratios in the presence of common jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(8), pages 801-807, August.

    Cited by:

    1. Kotkatvuori-Örnberg, Juha, 2016. "Dynamic conditional copula correlation and optimal hedge ratios with currency futures," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 60-69.

  8. Wing Hong Chan & Ranjini Jha & Madhu Kalimipalli, 2009. "The Economic Value Of Using Realized Volatility In Forecasting Future Implied Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 32(3), pages 231-259, September.

    Cited by:

    1. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Post-Print hal-01385863, HAL.
    2. Ramos-Requena, J.P. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A., 2017. "Introducing Hurst exponent in pair trading," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 488(C), pages 39-45.
    3. Camille Cornand & Céline Gimet, 2011. "The 2007-2008 financial crisis : Is there evidence of disaster myopia ?," Working Papers 1125, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    4. Andy Fodor & Kevin Krieger & Nathan Mauck & Greg Stevenson, 2013. "Predicting Extreme Returns And Portfolio Management Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(4), pages 471-492, December.
    5. Josifidis, Kosta & Allegret, Jean-Pierre & Gimet, Céline & Pucar, Emilija Beker, 2014. "Macroeconomic policy responses to financial crises in emerging European economies," Economic Modelling, Elsevier, vol. 36(C), pages 577-591.
    6. Radovan Parrák, 2013. "The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach," Working Papers IES 2013/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2013.

  9. Fernández, M.E. & Gonzales, A. & Tortolero-Luna, G. & Williams, J. & Saavedra-Embesi, M. & Chan, W. & Vernon, S.W., 2009. "Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women," American Journal of Public Health, American Public Health Association, vol. 99(5), pages 936-943.

    Cited by:

    1. Chelsea Salyer & Ashlyn Lipnicky & Meredith Bagwell-Gray & Jennifer Lorvick & Karen Cropsey & Megha Ramaswamy, 2021. "Abnormal Pap Follow-Up among Criminal-Legal Involved Women in Three U.S. Cities," IJERPH, MDPI, vol. 18(12), pages 1-11, June.
    2. S. Ayca Erdogan & Tracey L. Krupski & Jennifer Mason Lobo, 2018. "Optimization of Telemedicine Appointments in Rural Areas," Service Science, INFORMS, vol. 10(3), pages 261-276, September.

  10. Chan Wing Hong, 2008. "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-25, May.

    Cited by:

    1. Chang, Kuang-Liang, 2012. "The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model," Economic Modelling, Elsevier, vol. 29(6), pages 2298-2309.
    2. Kuttu, Saint, 2017. "Time-varying conditional discrete jumps in emerging African equity markets," Global Finance Journal, Elsevier, vol. 32(C), pages 35-54.
    3. Kuttu, Saint & Aboagye, Anthony Q.Q. & Bokpin, Godfred A., 2018. "Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 211-226.
    4. Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE 2011-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    5. He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020. "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, vol. 34(C).
    6. Chang, Kuang-Liang & Lee, Chingnun, 2020. "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 374-388.

  11. Wing H. Chan & Denise Young, 2006. "Jumping hedges: An examination of movements in copper spot and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(2), pages 169-188, February.

    Cited by:

    1. Cagli, Efe Caglar & Taskin, Dilvin & Evrim Mandaci, Pınar, 2019. "The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models," Energy Economics, Elsevier, vol. 84(C).
    2. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014. "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp460, IIIS.
    3. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," ifo Working Paper Series 75, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    4. Marc Gronwald & Janina Ketterer, 2009. "Evaluating emissions trading as a policy instrument," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(11), pages 22-25, June.
    5. Laib, Fodil & Laib, M.S., 2007. "Some mathematical properties of the futures market platform," MPRA Paper 6126, University Library of Munich, Germany.
    6. Cifarelli, Giulio & Paladino, Giovanna, 2015. "A dynamic model of hedging and speculation in the commodity futures markets," Journal of Financial Markets, Elsevier, vol. 25(C), pages 1-15.
    7. Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020. "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 257-273, March.
    8. Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.
    9. Marc Gronwald, 2011. "A Characterization of Oil Price Behavior - Evidence from Jump Models," CESifo Working Paper Series 3644, CESifo.
    10. Wan-Hsiu Cheng, 2008. "Overestimation in the Traditional GARCH Model During Jump Periods," Economics Bulletin, AccessEcon, vol. 3(68), pages 1-20.
    11. Ubukata, Masato, 2018. "Dynamic hedging performance and downside risk: Evidence from Nikkei index futures," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 270-281.
    12. Hamed Ghoddusi, 2010. "Dynamic Investment In Extraction Capacity Of Exhaustible Resources," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(3), pages 359-373, July.
    13. Uddin, Gazi Salah & Shahzad, Syed Jawad Hussain & Boako, Gideon & Hernandez, Jose Areola & Lucey, Brian M., 2019. "Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis," Resources Policy, Elsevier, vol. 64(C).
    14. Kunlapath Sukcharoen & Hankyeung Choi & David J. Leatham, 2015. "Optimal gasoline hedging strategies using futures contracts and exchange-traded funds," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3482-3498, July.
    15. He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020. "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, vol. 34(C).
    16. Chang, Kuang-Liang & Lee, Chingnun, 2020. "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 374-388.
    17. Marc Gronwald & Janina Ketterer, 2012. "What Moves the European Carbon Market? - Insights from Conditional Jump Models," CESifo Working Paper Series 3795, CESifo.
    18. Hsiang-Hsi Liu & Yu-Cheng Lin, 2021. "Relationships among US S&P500 Stock Index, its Futures and NASDAQ Index Futures with Volatility Spillover and Jump Diffusion: Modeling and Hedging Performance," Bulletin of Applied Economics, Risk Market Journals, vol. 8(1), pages 121-148.
    19. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2010. "The macroeconomic determinants of volatility in precious metals markets," Resources Policy, Elsevier, vol. 35(2), pages 65-71, June.
    20. Liu, Yuna, 2016. "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies 926, Umeå University, Department of Economics.
    21. Carol Alexander & Andreza Barbosa, 2006. "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2006-04, Henley Business School, University of Reading, revised Sep 2006.
    22. Li, Jie & Li, Guangzhong & Zhou, Yinggang, 2015. "Do securitized real estate markets jump? International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 31(C), pages 13-35.
    23. Cifarelli, Giulio & Paladino, Giovanna, 2011. "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper 28229, University Library of Munich, Germany.
    24. Yu, Hui & Ding, Yinghui & Sun, Qingru & Gao, Xiangyun & Jia, Xiaoliang & Wang, Xinya & Guo, Sui, 2021. "Multi-scale comovement of the dynamic correlations between copper futures and spot prices," Resources Policy, Elsevier, vol. 70(C).
    25. Liu, Yuna, 2016. "Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers," Umeå Economic Studies 925, Umeå University, Department of Economics.
    26. Hung, Jui-Cheng, 2015. "Evaluation of realized multi-power variations in minimum variance hedging," Economic Modelling, Elsevier, vol. 51(C), pages 672-679.
    27. Jing-Yi Lai, 2012. "An empirical study of the impact of skewness and kurtosis on hedging decisions," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1827-1837, December.
    28. Marc Gronwald & Janina Ketterer, 2009. "Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models," CESifo Working Paper Series 2682, CESifo.
    29. Alper Kara & Dilem Yildirim & G. Ipek Tunc, 2023. "Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 279-290, June.

  12. Wing H. Chan & Daniel P. Rich, 2006. "Occupational Labour Demand and the Sources of Non‐neutral Technical Change," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 23-43, February.

    Cited by:

    1. Rich, Daniel P., 2004. "6. Productivity, Technical Change And Labor Relations In Transportation Industries," Research in Transportation Economics, Elsevier, vol. 10(1), pages 109-135, January.

  13. Melville McMillan & Wing Chan, 2006. "University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods," Education Economics, Taylor & Francis Journals, vol. 14(1), pages 1-30.

    Cited by:

    1. Lee, Boon L. & Worthington, Andrew C., 2016. "A network DEA quantity and quality-orientated production model: An application to Australian university research services," Omega, Elsevier, vol. 60(C), pages 26-33.
    2. Mad Ithnin Salleh & Nurul Fadly Habidin & Abdul Halim Masnan & Nordin Mamat, 2017. "Estimating Technical Efficiency and Bootstrapping Malmquist Indices: Analysis of Malaysian Preschool Sector," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(3), pages 440-457, March.
    3. Yaisawarng, Suthathip & Ng, Ying Chu, 2014. "The impact of higher education reform on research performance of Chinese universities," China Economic Review, Elsevier, vol. 31(C), pages 94-105.
    4. Kristof De Witte & Laura López-Torres, 2017. "Efficiency in education: a review of literature and a way forward," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(4), pages 339-363, April.
    5. Gianni De Fraja & Paola Valbonesi, 2009. "The Design of the University System," Discussion Papers in Economics 09/19, Division of Economics, School of Business, University of Leicester.
    6. Amara, Nabil & Rhaiem, Mehdi & Halilem, Norrin, 2020. "Assessing the research efficiency of Canadian scholars in the management field: Evidence from the DEA and fsQCA," Journal of Business Research, Elsevier, vol. 115(C), pages 296-306.
    7. Mad Ithnin Salleh & Shariffah Nur Illiana Syed Ismail & Nurul Fadly Habidin & Nor Azrin Md Latip, 2016. "Efficiency and Productivity Changes of the Malaysian Community Colleges," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(12), pages 407-424, December.
    8. Stylianos Gr. Margaritis & Constantinos P. Tsamadias & Elias E. Argyropoulos, 2022. "Investigating the Relative Efficiency and Productivity Change of Upper Secondary Schools: the Case of Schools in the Region of Central Greece," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(1), pages 128-160, March.
    9. Dimitrios Sotiriadis & Georgios Menexes & Constantinos Tsamadias, 2018. "Investigating the Efficiency of Senior Secondary Schools: Evidence from Schools in the Greek region of Central Macedonia," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 11(2), pages 36-43, September.
    10. Berbegal-Mirabent, Jasmina & Lafuente, Esteban & Solé, Francesc, 2013. "The pursuit of knowledge transfer activities: An efficiency analysis of Spanish universities," Journal of Business Research, Elsevier, vol. 66(10), pages 2051-2059.
    11. Johnes, Jill, 2015. "Operational Research in education," European Journal of Operational Research, Elsevier, vol. 243(3), pages 683-696.
    12. Jill Johnes, 2014. "Efficiency and Mergers in English Higher Education 1996/97 to 2008/9: Parametric and Non-parametric Estimation of the Multi-input Multi-output Distance Function," Manchester School, University of Manchester, vol. 82(4), pages 465-487, July.
    13. Gralka, Sabine, 2018. "Stochastic frontier analysis in higher education: A systematic review," CEPIE Working Papers 05/18, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
    14. Drebee, Hayder Abbas & Abdul Razak, Nor Azam, 2018. "Measuring the Efficiency of Colleges at the University of Al-Qadisiyah-Iraq: A Data Envelopment Analysis Approach," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(3), pages 153-166.
    15. Néstor Duch-Brown & Montserrat Vilalta, 2010. "Can better governance increase university efficiency?," Working Papers 2010/52, Institut d'Economia de Barcelona (IEB).
    16. G. Thomas Sav, 2013. "Effects of Financial Source Dependency on Public University Operating Efficiencies: Data Envelopment Single-Stage and Tobit Two-Stage Evaluations," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 63-73, February.
    17. Gnewuch, Matthias & Wohlrabe, Klaus, 2018. "Super-efficiency of education institutions: an application to economics departments," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 26, pages 610-623.
    18. Shukhrat Kholmuminov & Robert E Wright, 2017. "Cost efficiency analysis of public higher education institutions in Uzbekistan," Working Papers 1704, University of Strathclyde Business School, Department of Economics.
    19. Ahmed, Elsadig Musa & Krishnasamy, Geeta, 2013. "Are Asian technology gaps due to human capital quality differences?," Economic Modelling, Elsevier, vol. 35(C), pages 51-58.
    20. Herrero, Inés & Algarrada, Inmaculada, 2010. "Is the new ECTS system better than the traditional one? An application to the ECTS pilot-project at the University Pablo de Olavide," European Journal of Operational Research, Elsevier, vol. 204(1), pages 164-172, July.
    21. Stephanie McWhinnie & Kofi Otumawu-Apreku, 2013. "Profit Efficiency of the South Australian Rock Lobster Fishery: Nerlovian and Directional Distance Function Approach," School of Economics and Public Policy Working Papers 2013-13, University of Adelaide, School of Economics and Public Policy.
    22. Stephanie McWhinnie & Kofi Otumawu-Apreku, 2013. "Evaluating Profit Efficiency of the South Australian Rock Lobster Fishery: Nerlovian and Directional Distance Function Approach," School of Economics and Public Policy Working Papers 2013-18, University of Adelaide, School of Economics and Public Policy.
    23. G. Thomas Sav, 2012. "Stochastic Cost Inefficiency Estimates and Rankings of Public and Private Research and Doctoral Granting Universities," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 2(3), pages 1-13, June.
    24. Yauheniya Varabyova & Jonas Schreyögg, 2018. "Integrating quality into the nonparametric analysis of efficiency: a simulation comparison of popular methods," Annals of Operations Research, Springer, vol. 261(1), pages 365-392, February.
    25. Mehdi Rhaiem, 2017. "Measurement and determinants of academic research efficiency: a systematic review of the evidence," Scientometrics, Springer;Akadémiai Kiadó, vol. 110(2), pages 581-615, February.
    26. Marvin A. Titus & Adriana Vamosiu & Kevin R. McClure, 2017. "Are Public Master’s Institutions Cost Efficient? A Stochastic Frontier and Spatial Analysis," Research in Higher Education, Springer;Association for Institutional Research, vol. 58(5), pages 469-496, August.
    27. C.J. O'Donnell & S. Fallah-Fini & K, Triantis, 2011. "Comparing Firm Performance Using Transitive Productivity Index Numbers in a Meta-frontier Framework," CEPA Working Papers Series WP082011, School of Economics, University of Queensland, Australia.
    28. BERBEGAL MIRABENT, Jasmina & SOLÉ PARELLADA, Francesc, 2012. "What Are We Measuring When Evaluating Universities’ Efficiency?," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 12(3).
    29. Fatih KARASAÇ, 2020. "Efficiency Analysis of Turkish Higher Education Institutions: Stochastic Frontier Model," Sosyoekonomi Journal, Sosyoekonomi Society.
    30. Shamsul Arifeen Khan Mamun, 2011. "Are Public Universities of Bangladesh Cost Efficient? An Empirical Evidence," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 12(2), pages 221-237, September.
    31. Berbegal-Mirabent, Jasmina & Gil-Doménech, Dolors & de la Torre, Rocío, 2019. "Dealing with heterogeneity: An analysis of Spanish universities," TEC Empresarial, School of Business, Costa Rica Institute of Technology (ITCR), vol. 13(3), pages 58-77.
    32. Irina V. Abankina & Fuad T. Aleskerov & Veronika Yu. Belousova & Leonid M. Gokhberg & Kirill V. Zinkovsky & Sofya G. Kiselgof & Vsevolod Petrushchenko & Sergey V. Shvydun, 2015. "Performance-Based Typology Of Universities: Evidence From Russia," HSE Working papers WP BRP 33/STI/2015, National Research University Higher School of Economics.
    33. G. Thomas Sav, 2012. "Efficiency Estimates and Rankings Employing Data Envelopment and Stochastic Frontier Analyses: Evaluating the Management of U.S. Public Colleges," Information Management and Business Review, AMH International, vol. 4(8), pages 444-452.
    34. Renato A. Villano & Carolyn‐Dung T. T. Tran, 2021. "Survey on technical efficiency in higher education: A meta‐fractional regression analysis," Pacific Economic Review, Wiley Blackwell, vol. 26(1), pages 110-135, February.
    35. Melo-Becerra, Ligia Alba & Hahn-De-Castro, Lucas Wilfried & Ariza, Dalma Sofía & Carmona, Cristian Oswaldo, 2020. "Efficiency of local public education in a decentralized context," International Journal of Educational Development, Elsevier, vol. 76(C).
    36. Orosco Gavilán, Juan Carlos & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter, 2023. "Measuring efficiency of Peruvian universities: a stochastic frontier analysis," DES - Working Papers. Statistics and Econometrics. WS 36250, Universidad Carlos III de Madrid. Departamento de Estadística.
    37. G. Sav, 2012. "Stochastic Cost Frontier and Inefficiency Estimates of Public and Private Universities: Does Government Matter?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(2), pages 187-198, May.
    38. Ghimire, Sarad & Amin, Saman Hassanzadeh & Wardley, Leslie J., 2021. "Developing new data envelopment analysis models to evaluate the efficiency in Ontario Universities," Journal of Informetrics, Elsevier, vol. 15(3).
    39. Ariel Gustavo Letti & Mauricio Vaz Lobo Bittencourt & Luis E. Vila, 2022. "Stochastic vs. deterministic frontier distance output function: Evidence from Brazilian higher education institutions," Journal of Productivity Analysis, Springer, vol. 58(1), pages 55-74, August.
    40. G. Thomas Sav, 2012. "Cost Efficiencies and Rankings of Flagship Universities," American Journal of Economics and Business Administration, Science Publications, vol. 3(4), pages 596-603, January.
    41. Sahoo, Biresh K. & Singh, Ramadhar & Mishra, Bineet & Sankaran, Krithiga, 2017. "Research productivity in management schools of India during 1968-2015: A directional benefit-of-doubt model analysis," Omega, Elsevier, vol. 66(PA), pages 118-139.
    42. Abankina, Irina & Aleskerov, Fuad & Belousova, Veronika & Gokhberg, Leonid & Kiselgof, Sofya & Petrushchenko, Vsevolod & Shvydun, Sergey & Zinkovsky, Kirill, 2016. "From equality to diversity: Classifying Russian universities in a performance oriented system," Technological Forecasting and Social Change, Elsevier, vol. 103(C), pages 228-239.
    43. Bolli, Thomas & Olivares, Maria & Bonaccorsi, Andrea & Daraio, Cinzia & Aracil, Adela Garcia & Lepori, Benedetto, 2016. "The differential effects of competitive funding on the production frontier and the efficiency of universities," Economics of Education Review, Elsevier, vol. 52(C), pages 91-104.

  14. Boxall, Peter C. & Chan, Wing H. & McMillan, Melville L., 2005. "The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis," Resource and Energy Economics, Elsevier, vol. 27(3), pages 248-269, October.

    Cited by:

    1. Muehlenbachs, Lucija & Spiller, Elisheba & Timmins, Christopher, "undated". "The Housing Market Impacts of Shale Gas Development," RFF Working Paper Series dp-13-39-rev, Resources for the Future.
    2. Tedds, Lindsay M. & Euper, Brock, 2019. "The Costs of Energy-related Linear Property on Local Governments in Canada and the Role of That Local Government Revenue Tool Can Play in Addressing these Costs," MPRA Paper 96918, University Library of Munich, Germany.
    3. Haiyong Zhang & Xinyu Wang, 2018. "The impact of structural adjustment on housing prices in China," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(1), pages 108-119, May.
    4. Céline Grislain-Letrémy & Arthur Katossky, 2014. "The Impact of Hazardous Industrial Facilities on Housing Prices : A Comparison of Parametric and Semiparametric Hedonic Price Models," Working Papers 2014-13, Center for Research in Economics and Statistics.
    5. Grislain-Letrémy, Céline & Villeneuve, Bertrand, 2020. "The ground for negotiation: Zoning for risk reduction around hazardous plants," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 657-677.
    6. Victoria Goodday & Braeden Larson, 2021. "The Surface Owner’S Burden: Landowner Rights And Alberta’S Oil And Gas Well Liabilities Crisis," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 14(16), May.
    7. Kilian, Lutz & Zhou, Xiaoqing, 2018. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," CEPR Discussion Papers 12845, C.E.P.R. Discussion Papers.
    8. Tapsuwan, Sorada & Polyakov, Maksym & Bark, Rosalind & Nolan, Martin, 2015. "Valuing the Barmah–Millewa Forest and in stream river flows: A spatial heteroskedasticity and autocorrelation consistent (SHAC) approach," Ecological Economics, Elsevier, vol. 110(C), pages 98-105.
    9. Popkin, Jennifer H. & Duke, Joshua M. & Borchers, Allison M. & Ilvento, Thomas, 2013. "Social costs from proximity to hydraulic fracturing in New York State," Energy Policy, Elsevier, vol. 62(C), pages 62-69.
    10. Todd H. Kuethe, 2012. "Spatial Fragmentation and the Value of Residential Housing," Land Economics, University of Wisconsin Press, vol. 88(1), pages 16-27.
    11. Balthrop, Andrew T. & Hawley, Zackary, 2017. "I can hear my neighbors' fracking: The effect of natural gas production on housing values in Tarrant County, TX," Energy Economics, Elsevier, vol. 61(C), pages 351-362.
    12. Lee, Michelle H.W. & Clark, Ashley & Rupp, John & Wietelman, Derek C. & Graham, John D., 2019. "Public opinion toward hydraulic fracturing: The effect of beyond compliance and voluntary third-party certification," Energy Policy, Elsevier, vol. 128(C), pages 306-315.
    13. Savage, Jeffrey & Ifft, Jennifer, 2013. "Does Pumping Pay: Groundwater Management Institutions and Cropland Values in Nebraska?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150581, Agricultural and Applied Economics Association.
    14. Tsvetkova, Alexandra & Partridge, Mark D., 2016. "Economics of modern energy boomtowns: Do oil and gas shocks differ from shocks in the rest of the economy?," Energy Economics, Elsevier, vol. 59(C), pages 81-95.
    15. Allison L. Ricket & G. Jason Jolley & Faith Beale Knutsen & Sarah C. Davis, 2023. "Rural Sustainable Prosperity: Social Enterprise Ecosystems as a Framework for Sustainable Rural Development," Sustainability, MDPI, vol. 15(14), pages 1-18, July.
    16. Tapsuwan, Sorada & Ingram, Gordon & Burton, Michael P. & Brennan, Donna C., 2009. "Capitalized amenity value of urban wetlands: a hedonic property price approach to urban wetlands in Perth, Western Australia," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 53(4), pages 1-19.
    17. Hernán Enríquez Sierra & Carlos Barreto Nieto & Carolina Correa Caro & Jacobo Campo Robledo, 2013. "Precio del suelo y regalías en Colombia: un análisis espacial para los municipios productores de petróleo," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, June.
    18. Stefania Tonin & Margherita Turvani, 2011. "Environmental contamination and industrial real estate market: an application of hedonic price method in Italy," ERSA conference papers ersa10p511, European Regional Science Association.
    19. Cesur, Resul & Tekin, Erdal & Ulker, Aydogan, 2013. "Air Pollution and Infant Mortality: Evidence from the Expansion of Natural Gas Infrastructure," IZA Discussion Papers 7179, Institute of Labor Economics (IZA).
    20. Brown, Jason P. & Weber, Jeremy G. & Wojan, Timothy R., 2013. "Emerging Energy Industries and Rural Growth," Economic Research Report 262215, United States Department of Agriculture, Economic Research Service.
    21. Guiying Cao & Junlian Gao & Ming Ren & Tatiana Ermolieva & Xiangyang Xu & Elena Rovenskaya, 2017. "Societal Dimension of Energy Consumption ¨C Exploring Environmental Inequality in China," Research in World Economy, Research in World Economy, Sciedu Press, vol. 8(2), pages 66-77, December.
    22. Le, Canh Quang & Li, Dong, 2008. "Double-Length Regression tests for testing functional forms and spatial error dependence," Economics Letters, Elsevier, vol. 101(3), pages 253-257, December.
    23. James R. Meldrum, 2016. "Floodplain Price Impacts by Property Type in Boulder County, Colorado: Condominiums Versus Standalone Properties," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 64(4), pages 725-750, August.
    24. Sugra Ingilab Humbatova & Natig Gadim-Ogli Hajiyev, 2021. "The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 341-354.
    25. Hess, Joshua H. & Manning, Dale T. & Iverson, Terry & Cutler, Harvey, 2019. "Uncertainty, learning, and local opposition to hydraulic fracturing," Resource and Energy Economics, Elsevier, vol. 55(C), pages 102-123.
    26. Olivier JOALLAND & Tina RAMBONILAZA, 2017. "Assessing the impact of renewable energy infrastructure on the “tourist value” in rural landscapes: a spatial hedonic approach," Cahiers du GREThA (2007-2019) 2017-10, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    27. Farren, Michael D., 2014. "Boomtowns and the Nimbleness of the Housing Market: The Impact of Shale Oil and Gas Drilling on Local Housing Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170644, Agricultural and Applied Economics Association.
    28. Nepal, Mani & Rai, Rajesh K. & Khadayat, Madan S. & Somanathan, E., 2020. "Value of cleaner neighborhoods: Application of hedonic price model in low income context," World Development, Elsevier, vol. 131(C).
    29. Weber, Jeremy G., 2012. "The effects of a natural gas boom on employment and income in Colorado, Texas, and Wyoming," Energy Economics, Elsevier, vol. 34(5), pages 1580-1588.
    30. Cao, Y. & Swallow, B. & Qiu, F., 2018. "Does Municipal Development Policy Affect Property Values: A Quasi-Experimental Hedonic Model Approach in Alberta, Canada," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277044, International Association of Agricultural Economists.
    31. Juan Durango-Cordero & Mehdi Saqalli & Christophe Laplanche & Marine Locquet & Arnaud Elger, 2018. "Spatial Analysis of Accidental Oil Spills Using Heterogeneous Data: A Case Study from the North-Eastern Ecuadorian Amazon," Sustainability, MDPI, vol. 10(12), pages 1-13, December.
    32. Richard J. Vyn & Ryan M. McCullough, 2014. "The Effects of Wind Turbines on Property Values in Ontario: Does Public Perception Match Empirical Evidence?," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 62(3), pages 365-392, September.
    33. Nathaly M. Rivera, 2020. "Is Mining an Environmental Disamenity? Evidence from Resource Extraction Site Openings," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 485-528, March.
    34. Grislain-Letrémy, Céline, 2012. "Assurance et prévention des catastrophes naturelles et technologiques," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/9073 edited by Villeneuve, Bertrand.
    35. Friso de Vor & Henri L.F. de Groot, 0000. "The Impact of Industrial Sites on Residential Property Values," Tinbergen Institute Discussion Papers 09-035/3, Tinbergen Institute.
    36. Lipscomb, Clifford & Wang, Yongsheng & Kilpatrick, Sarah J., 2012. "Unconvensional Shale Gas Development and Real Estate Valuation Issues," The Review of Regional Studies, Southern Regional Science Association, vol. 42(2), pages 161-175, Summer.
    37. Caffera, Marcelo & Vásquez Lavín, Felipe & Rodríguez Anza, Daniel & Carrasco-Letelier, Leonidas & Hernández, José Ignacio & Buonomo, Mariela, 2019. "Spatial Spillovers in the Implicit Market Price of Soil Erosion: An Estimation using a Spatio-temporal Hedonic Model," MPRA Paper 93589, University Library of Munich, Germany.
    38. Jianu Daniel Muresan & Mihail Vincentiu Ivan, 2015. "Controversies Regarding Costs, Uncertainties and Benefits Specific to Shale Gas Development," Sustainability, MDPI, vol. 7(3), pages 1-17, March.
    39. Chuanwang Sun & Xiaochun Meng & Shuijun Peng, 2017. "Effects of Waste-to-Energy Plants on China’s Urbanization: Evidence from a Hedonic Price Analysis in Shenzhen," Sustainability, MDPI, vol. 9(3), pages 1-18, March.
    40. Céline Grislain-Letrémy & Arthur Katossky, 2013. "Les risques industriels et le prix des logements," Économie et Statistique, Programme National Persée, vol. 460(1), pages 79-106.
    41. Masha Maslianskaia-Pautrel & Catherine Baumont pba148, 2016. "The nature and impacts of environmental spillovers on housing prices: A spatial hedonic analysis," Working Papers 2016.04, FAERE - French Association of Environmental and Resource Economists.
    42. Nasiru Yunusa & Ismail Tijjani Idris & Adamu Garba Zango & Muhammad Umar Kibiya, 2016. "Gas Flaring Effects and Revenue Made from Crude Oil in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 617-620.
    43. McCollum, Meagan & Upton, Gregory B., 2018. "Local labor market shocks and residential mortgage payments: Evidence from shale oil and gas booms," Resource and Energy Economics, Elsevier, vol. 53(C), pages 162-197.
    44. Blundell, Wesley & Kokoza, Anatolii, 2022. "Natural gas flaring, respiratory health, and distributional effects," Journal of Public Economics, Elsevier, vol. 208(C).
    45. Mueller, Julie M. & Loomis, John B., 2008. "Spatial Dependence in Hedonic Property Models: Do Different Corrections For Spatial Dependence Result in Economically Significant Differences in Estimated Implicit Prices?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(2), pages 1-20.
    46. Keeler, Zachary T. & Stephens, Heather M., 2020. "Valuing shale gas development in resource-dependent communities," Resources Policy, Elsevier, vol. 69(C).
    47. Grant D. Jacobsen, 2019. "Who Wins In An Energy Boom? Evidence From Wage Rates And Housing," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 9-32, January.
    48. Qinna Zhao & Robert A. Simons & Zhong Fen, 2016. "The Effect of Three Incineration Plants on Residential Property Values in Hangzhou, China," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 515-546.
    49. Theodore Connell-Variy & Björn Berggren & Tony McGough, 2021. "Housing Markets and Resource Sector Fluctuations: A Cross-Border Comparative Analysis," Sustainability, MDPI, vol. 13(16), pages 1-19, August.
    50. Jason Brown & John Pender & Jeremy G. Weber, 2013. "Rural wealth creation and emerging energy industries: lease and royalty payments to farm households and businesses," Research Working Paper RWP 13-07, Federal Reserve Bank of Kansas City.
    51. Vissing, Ashley, 2015. "Private Contracts as Regulation: A Study of Private Lease Negotiations Using the Texas Natural Gas Industry," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 44(2), pages 1-18, August.
    52. Julie Mueller & John Loomis & Armando González-Cabán, 2009. "Do Repeated Wildfires Change Homebuyers’ Demand for Homes in High-Risk Areas? A Hedonic Analysis of the Short and Long-Term Effects of Repeated Wildfires on House Prices in Southern California," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 155-172, February.
    53. Lucija Muehlenbachs & Elisheba Spiller & Christopher Timmins, 2012. "Shale Gas Development and Property Values: Differences Across Drinking Water Sources," Working Papers 12-14, Duke University, Department of Economics.
    54. Stock, James H. & Bradt, Jacob T., 2020. "Analysis of proposed 20-year mineral leasing withdrawal in Superior National Forest," Ecological Economics, Elsevier, vol. 174(C).
    55. Muriel Travers & Emmanuel Bonnet & Morgane Chevé & Gildas Appéré, 2009. "Perception des risques industriels dans une zone estuarienne : une analyse hédoniste spatiale," Économie et Prévision, Programme National Persée, vol. 190(4), pages 135-158.
    56. Chad Lawley, 2021. "Hog Barns and Neighboring House Prices: Anticipation and Post‐Establishment Impacts," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(3), pages 1099-1121, May.
    57. Boslett, Andrew & Hill, Elaine, 2019. "Shale gas transmission and housing prices," Resource and Energy Economics, Elsevier, vol. 57(C), pages 36-50.
    58. Kuethe, Todd H. & Foster, Kenneth A. & Florax, Raymond J.G.M., 2008. "A Spatial Hedonic Model with Time-Varying Parameters: A New Method Using Flexible Least Squares," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6306, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    59. Olivier JOALLAND & Tina RAMBONILAZA, 2017. "Valeur touristique des aménités environnementales et nuisances associées aux infrastructures d’énergie renouvelable : une approche hédonique spatiale," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 46, pages 93-115.
    60. John L. Pender & Jeremy G. Weber & Jason P. Brown, 2014. "Sustainable Rural Development and Wealth Creation," Economic Development Quarterly, , vol. 28(1), pages 73-86, February.
    61. Cheung, Ron & Wetherell, Daniel & Whitaker, Stephan, 2018. "Induced earthquakes and housing markets: Evidence from Oklahoma," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 153-166.
    62. Jellicoe, Michaela & Delgado, Michael S., 2015. "Quantifying the Effects of Underground Natural Gas Storage on Nearby Residents," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 44(2), pages 1-24, August.
    63. Douglas H. Wrenn & H. Allen Klaiber & Edward C. Jaenicke, 2016. "Unconventional Shale Gas Development, Risk Perceptions, and Averting Behavior: Evidence from Bottled Water Purchases," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(4), pages 779-817.

  15. Chan, Wing H., 2004. "Conditional correlated jump dynamics in foreign exchange," Economics Letters, Elsevier, vol. 83(1), pages 23-28, April.

    Cited by:

    1. Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021. "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 399-410.
    2. Xiangjun Chen & Bo Yan, 2024. "Research on jumps and volatility in China’s carbon market," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-43, February.
    3. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," ifo Working Paper Series 75, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    4. Marc Gronwald & Janina Ketterer, 2009. "Evaluating emissions trading as a policy instrument," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(11), pages 22-25, June.
    5. Meng, Juan & Nie, He & Mo, Bin & Jiang, Yonghong, 2020. "Risk spillover effects from global crude oil market to China’s commodity sectors," Energy, Elsevier, vol. 202(C).
    6. Lian, Yu-Min & Chen, Jun-Home, 2020. "Joint dynamic modeling and option pricing in incomplete derivative-security market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    7. Marc Gronwald, 2011. "A Characterization of Oil Price Behavior - Evidence from Jump Models," CESifo Working Paper Series 3644, CESifo.
    8. Chang, Charles & Fuh, Cheng-Der & Lin, Shih-Kuei, 2013. "A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3204-3217.
    9. Wan, Jer-Yuh & Kao, Chung-Wei, 2008. "The euro and pound volatility dynamics: An investigation from conditional jump process," Research in International Business and Finance, Elsevier, vol. 22(2), pages 193-207, June.
    10. Zhou, Chunyang & Wu, Chongfeng & Wang, Yudong, 2019. "Dynamic portfolio allocation with time-varying jump risk," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 113-124.
    11. Marc Gronwald & Janina Ketterer, 2012. "What Moves the European Carbon Market? - Insights from Conditional Jump Models," CESifo Working Paper Series 3795, CESifo.
    12. Chunyang Zhou & Chongfeng Wu & Weidong Xu, 2020. "Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 460-478, March.
    13. Chan Wing Hong, 2008. "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-25, May.
    14. Gong, Xu & Guan, Keqin & Chen, Liqing & Liu, Tangyong & Fu, Chengbo, 2021. "What drives oil prices? — A Markov switching VAR approach," Resources Policy, Elsevier, vol. 74(C).
    15. Marc Gronwald & Janina Ketterer, 2009. "Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models," CESifo Working Paper Series 2682, CESifo.

  16. Wing H. Chan, 2003. "A correlated bivariate Poisson jump model for foreign exchange," Empirical Economics, Springer, vol. 28(4), pages 669-685, November.

    Cited by:

    1. Yen-Hsien Lee & Chien-Liang Chiu, 2007. "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, AccessEcon, vol. 3(22), pages 1-10.
    2. Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021. "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 399-410.
    3. Xiangjun Chen & Bo Yan, 2024. "Research on jumps and volatility in China’s carbon market," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-43, February.
    4. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," ifo Working Paper Series 75, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    5. Marc Gronwald & Janina Ketterer, 2009. "Evaluating emissions trading as a policy instrument," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(11), pages 22-25, June.
    6. Lian, Yu-Min & Chen, Jun-Home, 2020. "Joint dynamic modeling and option pricing in incomplete derivative-security market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    7. Marc Gronwald, 2011. "A Characterization of Oil Price Behavior - Evidence from Jump Models," CESifo Working Paper Series 3644, CESifo.
    8. Chang, Charles & Fuh, Cheng-Der & Lin, Shih-Kuei, 2013. "A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3204-3217.
    9. Ming-Chih Lee & Wan-Hsiu Cheng, 2007. "Correlated jumps in crude oil and gasoline during the Gulf War," Applied Economics, Taylor & Francis Journals, vol. 39(7), pages 903-913.
    10. Wan, Jer-Yuh & Kao, Chung-Wei, 2008. "The euro and pound volatility dynamics: An investigation from conditional jump process," Research in International Business and Finance, Elsevier, vol. 22(2), pages 193-207, June.
    11. Yen-Hsien Lee, 2015. "Does the US Fear Gauge Impact on the Investor Fear Gauge in the Emerging Markets?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(3), pages 197-209, December.
    12. He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020. "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, vol. 34(C).
    13. Marc Gronwald & Janina Ketterer, 2012. "What Moves the European Carbon Market? - Insights from Conditional Jump Models," CESifo Working Paper Series 3795, CESifo.
    14. Sergey Belousov, 2006. "Volatility modeling with jumps: applications to Russian and American stock markets (in Russian)," Quantile, Quantile, issue 1, pages 101-110, September.
    15. Chan Wing Hong, 2008. "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-25, May.
    16. Saldaña-Zepeda, Dayna P. & Velasco-Cruz, Ciro & Torres-Preciado, Víctor H., 2020. "Mexican peso-USD exchange rate: A switching linear dynamical model application," International Economics, Elsevier, vol. 162(C), pages 80-91.
    17. Rodríguez Nava Abigail & Francisco Venegas Martínez, 2010. "Efectos del tipo de cambio sobre el déficit público: modelos de simulación Monte Carlo," Contaduría y Administración, Accounting and Management, vol. 55(3), pages 11-40, septiembr.
    18. Huang, Bor-Yi & Chiou, Jer-Shiou & Wu, Pei-Shan, 2007. "Abnormal profitability and foreign investment based on the investigation of covered interest parity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 475-484.
    19. Marc Gronwald & Janina Ketterer, 2009. "Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models," CESifo Working Paper Series 2682, CESifo.

  17. Chan, Wing H & Maheu, John M, 2002. "Conditional Jump Dynamics in Stock Market Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 377-389, July.

    Cited by:

    1. Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022. "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    2. Xiangjun Chen & Bo Yan, 2024. "Research on jumps and volatility in China’s carbon market," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-43, February.
    3. Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020. "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    4. Chang, Kuang-Liang, 2012. "The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model," Economic Modelling, Elsevier, vol. 29(6), pages 2298-2309.
    5. Kuttu, Saint, 2017. "Time-varying conditional discrete jumps in emerging African equity markets," Global Finance Journal, Elsevier, vol. 32(C), pages 35-54.
    6. Sévi, Benoît, 2015. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, vol. 44(C), pages 243-251.
    7. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," ifo Working Paper Series 75, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    8. Zhang, Chuanguo & Chen, Xiaoqing, 2011. "The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model," Energy, Elsevier, vol. 36(11), pages 6627-6633.
    9. Filip Žikeš & Jozef Baruník, 2016. "Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 185-226.
    10. Basel M. A. Awartani, 2008. "Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 267-278.
    11. Benito, Francis & Leon, Angel & Nave, Juan, 2007. "Modeling the Euro overnight rate," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 756-782, December.
    12. Boudt, Kris & Daníelsson, Jón & Laurent, Sébastien, 2013. "Robust forecasting of dynamic conditional correlation GARCH models," International Journal of Forecasting, Elsevier, vol. 29(2), pages 244-257.
    13. Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei, 2016. "How is China's coke price related with the world oil price? The role of extreme movements," Economic Modelling, Elsevier, vol. 58(C), pages 22-33.
    14. Kuttu, Saint & Aboagye, Anthony Q.Q. & Bokpin, Godfred A., 2018. "Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 211-226.
    15. Lee, Ming-Chih & Chiu, Chien-Liang & Lee, Yen-Hsien, 2007. "Is twin behavior of Nikkei 225 index futures the same?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 199-210.
    16. Cho-Min Lin & Yen-Hsien Lee & Chien-Liang Chiu, 2010. "Friends or enemies? Foreign investors in Taiwan," Applied Economics Letters, Taylor & Francis Journals, vol. 17(10), pages 977-982.
    17. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September.
    18. Li, Guangzhong & Zhu, Jiaqing & Li, Jie, 2016. "Understanding bilateral exchange rate risks," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 103-129.
    19. Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2017. "High-Frequency Jump Tests: Which Test Should We Use?," Papers 1708.09520, arXiv.org, revised Jan 2020.
    20. Hotta, Luiz & Trucíos, Carlos & Ruiz Ortega, Esther, 2015. "Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws1523, Universidad Carlos III de Madrid. Departamento de Estadística.
    21. Li, Chenxing & Maheu, John M, 2020. "A Multivariate GARCH-Jump Mixture Model," MPRA Paper 104770, University Library of Munich, Germany.
    22. Zhang, Chuanguo & Chen, Xiaoqing, 2014. "The impact of global oil price shocks on China’s bulk commodity markets and fundamental industries," Energy Policy, Elsevier, vol. 66(C), pages 32-41.
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    1. Sarah E. West & Roberton C. Williams III, 2002. "Estimates from a Consumer Demand System: Implications for the Incidence of Environmental Taxes," NBER Working Papers 9152, National Bureau of Economic Research, Inc.
    2. Eugene Jones & Cuma Akbay & Brian Roe & Wen S. Chern, 2003. "Analyses of consumers' dietary behavior: An application of the AIDS model to supermarket scanner data," Agribusiness, John Wiley & Sons, Ltd., vol. 19(2), pages 203-221.
    3. Tirtha Pratim Dhar & Jean-Paul Chavas & Ronald W. Cotterill & Brian W. Gould, 2002. "An Econometric Analysis of Brand Level Strategic Pricing Between Coca Cola and Pepsi Inc," Food Marketing Policy Center Research Reports 065, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    4. Dong, Diansheng & Gould, Brian W. & Kaiser, Harry M., 2002. "The Structure Of Food Demand In Mexico: An Application Of The Amemiya-Tobin Approach To The Estimation Of A Censored System," 2002 Annual meeting, July 28-31, Long Beach, CA 19830, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Asche, Frank & Guttormsen, Atle G. & Kristofersson, Dadi & Roheim, Cathy A., 2005. "Import Demand Estimation and the Generalized Composite Commodity Theorem," 2005 Annual meeting, July 24-27, Providence, RI 19432, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Ken-ichi Mizobuchi & Hisashi Tanizaki, 2014. "On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods," Empirical Economics, Springer, vol. 47(4), pages 1221-1250, December.
    7. Wildner, Susanne, 2001. "Quantifizierung der Preis– und Ausgabenelastizitäten für Nahrungsmittel in Deutschland: Schätzung eines LA/AIDS," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 50(05), pages 1-11.
    8. Lin, Biing-Hwan & Dong, Diansheng & Carlson, Andrea & Rahkovsky, Ilya, 2017. "Potential dietary outcomes of changing relative prices of healthy and less healthy foods: The case of ready-to-eat breakfast cereals," Food Policy, Elsevier, vol. 68(C), pages 77-88.
    9. Dong, Diansheng & Kaiser, Harry M. & Myrland, Oystein, 2003. "Estimation Of Censored La/Aids Model With Endogenous Unit Values," Research Bulletins 122119, Cornell University, Department of Applied Economics and Management.
    10. Renata BENDA PROKEINOVA & Martina HANOVA, 2016. "Modelling consumer's behaviour of the meat consumption in Slovakia," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 62(5), pages 235-245.
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