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Andre Plourde

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. Plourde, André, 2010. "On Properties of Royalty and Tax Regimes in Alberta's Oil Sands," Working Papers 2010-6, University of Alberta, Department of Economics.

    Cited by:

    1. Gonzalez, Patrick, 2013. "Taxing a Natural Resource with a Minimum Revenue Requirement," Working Papers 158572, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
    2. Frederic Berger & Philipp Blum, 2022. "Who owns the German subsurface? Ownership and sustainable governance of the subsurface in Germany," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(2), pages 2962-2981, February.

  2. Galvani, Valentina & Plourde, Andre, 2009. "Portfolio Diversification in Energy Markets," Working Papers 2009-6, University of Alberta, Department of Economics.

    Cited by:

    1. Yan, Lei & Garcia, Philip, 2017. "Portfolio investment: Are commodities useful?," Journal of Commodity Markets, Elsevier, vol. 8(C), pages 43-55.
    2. Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020. "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, vol. 85(C).
    3. Mohammad Isleimeyyeh, 2020. "The role of financial investors in determining the commodity futures risk premium," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1375-1397, September.
    4. Galvani, Valentina & Landon, Stuart, 2011. "Riding the Yield Curve: A Spanning Analysis," Working Papers 2011-19, University of Alberta, Department of Economics.
    5. Bessler, Wolfgang & Wolff, Dominik, 2015. "Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 1-20.
    6. Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019. "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, vol. 78(C), pages 535-545.
    7. Henriques, Irene & Sadorsky, Perry, 2011. "The effect of oil price volatility on strategic investment," Energy Economics, Elsevier, vol. 33(1), pages 79-87, January.
    8. Chen, Xiangyu & Tongurai, Jittima, 2021. "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, vol. 49(C).
    9. Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers 2020-009, Department of Research, Ipag Business School.
    10. Daskalaki, Charoula & Skiadopoulos, George, 2011. "Should investors include commodities in their portfolios after all? New evidence," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2606-2626, October.
    11. Yang, Yingkui & Solgaard, Hans Stubbe & Haider, Wolfgang, 2016. "Wind, hydro or mixed renewable energy source: Preference for electricity products when the share of renewable energy increases," Energy Policy, Elsevier, vol. 97(C), pages 521-531.
    12. Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real, 2013. "Mean-variance portfolio methods for energy policy risk management," Documentos de Trabajo del ICAE 2013-41, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    13. Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022. "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, vol. 313(1), pages 401-439, June.
    14. Belousova, Julia & Dorfleitner, Gregor, 2012. "On the diversification benefits of commodities from the perspective of euro investors," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2455-2472.
    15. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019. "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, vol. 42(C).
    16. Galvani, Valentina & Plourde, André, 2013. "Spanning with futures contracts," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 61-72.
    17. Galvani, Valentina & Behnamian, Aslan, 2009. "A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds," Working Papers 2009-7, University of Alberta, Department of Economics.
    18. Galvani, Valentina & Plourde, Andre, 2009. "Spanning with Zero-Price Investment Assets," Working Papers 2009-5, University of Alberta, Department of Economics.
    19. Baltuttis, Dennik & Töppel, Jannick & Tränkler, Timm & Wiethe, Christian, 2020. "Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
    20. de Oliveira, Francisco Alexandre & de Paiva, Anderson Paulo & Lima, José Wanderley Marangon & Balestrassi, Pedro Paulo & Mendes, Ronã Rinston Amaury, 2011. "Portfolio optimization using Mixture Design of Experiments: Scheduling trades within electricity markets," Energy Economics, Elsevier, vol. 33(1), pages 24-32, January.
    21. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada," Review of International Economics, Wiley Blackwell, vol. 30(1), pages 1-33, February.

  3. Galvani, Valentina & Plourde, Andre, 2009. "Spanning with Zero-Price Investment Assets," Working Papers 2009-5, University of Alberta, Department of Economics.

    Cited by:

    1. Galvani, Valentina & Plourde, Andre, 2009. "Portfolio Diversification in Energy Markets," Working Papers 2009-6, University of Alberta, Department of Economics.
    2. Galvani, Valentina & Behnamian, Aslan, 2009. "A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds," Working Papers 2009-7, University of Alberta, Department of Economics.

  4. Plourde, A., 1993. "Natural Gas Trade in North America: Building Up to the NAFTA," Working Papers 9313e, University of Ottawa, Department of Economics.

    Cited by:

    1. Jayadevappa, Ravishankar & Chhatre, Sumedha, 2000. "International trade and environmental quality: a survey," Ecological Economics, Elsevier, vol. 32(2), pages 175-194, February.
    2. Rodriguez-Padilla, Victor & Vargas, Rosio, 1996. "Energy reform in Mexico. A new development model or modernization of statism?," Energy Policy, Elsevier, vol. 24(3), pages 265-274, March.
    3. Yu Xiang & Jing Zheng & Xunhua Tu, 2022. "The Impact of Intermediate Goods Imports on Energy Efficiency: Empirical Evidence from Chinese Cities," IJERPH, MDPI, vol. 19(20), pages 1-23, October.

  5. Plourde, A., 1990. "Canada'S International Obligations In Energy And The Free- Trade Aggeement," Working Papers 9002, University of Ottawa, Department of Economics.

    Cited by:

    1. Pierre-Oliver Pineau, 2003. "International Trade Agreements and the Peruvian Electricity Sector," Working Papers 13, Osinergmin, Gerencia de Políticas y Análisis Económico.

Articles

  1. Galvani, Valentina & Plourde, André, 2010. "Portfolio diversification in energy markets," Energy Economics, Elsevier, vol. 32(2), pages 257-268, March.
    See citations under working paper version above.
  2. Plourde, André, 2010. "On properties of royalty and tax regimes in Alberta's oil sands," Energy Policy, Elsevier, vol. 38(8), pages 4652-4662, August.
    See citations under working paper version above.
  3. Andre Plourde, 2009. "Oil Sands Royalties and Taxes in Alberta: An Assessment of Key Developments since the mid-1990s," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 111-140.

    Cited by:

    1. Margaret Insley, 2013. "On the timing of non-renewable resource extraction with regime switching prices: an optimal stochastic control approach," Working Papers 1302, University of Waterloo, Department of Economics, revised Aug 2013.
    2. Schaufele, Brandon, 2019. "Demand Shocks Change the Excess Burden From Carbon Taxes," MPRA Paper 92132, University Library of Munich, Germany.
    3. Plourde, André, 2010. "On Properties of Royalty and Tax Regimes in Alberta's Oil Sands," Working Papers 2010-6, University of Alberta, Department of Economics.
    4. Brandon Schaufele, 2022. "Curvature and competitiveness: Carbon taxes in cattle markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(4), pages 1268-1292, August.

  4. Ryan, David L. & Plourde, Andre, 2002. "Smaller and smaller? The price responsiveness of nontransport oil demand," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(2), pages 285-317.

    Cited by:

    1. Liddle, Brantley, 2023. "Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying," Energy Economics, Elsevier, vol. 124(C).
    2. Liddle, Brantley & Huntington, Hillard, 2020. "‘On the Road Again’: A 118 country panel analysis of gasoline and diesel demand," Transportation Research Part A: Policy and Practice, Elsevier, vol. 142(C), pages 151-167.
    3. Christiane Baumeister & Gert Peersman, 2013. "Time-Varying Effects of Oil Supply Shocks on the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 1-28, October.
    4. Hunt, Lester C. & Ryan, David L., 2015. "Economic modelling of energy services: Rectifying misspecified energy demand functions," Energy Economics, Elsevier, vol. 50(C), pages 273-285.
    5. G. Peersman & I. Van Robays & -, 2009. "Cross-Country Differences in the Effects of Oil Shocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/629, Ghent University, Faculty of Economics and Business Administration.
    6. Brantley Liddle, 2022. "What Is the Temporal Path of the GDP Elasticity of Energy Consumption in OECD Countries? An Assessment of Previous Findings and New Evidence," Energies, MDPI, vol. 15(10), pages 1-12, May.
    7. Reza Darisavi Bahmanshir & Ali Akbar Naji Meidani & Mahdi Khodaparast Mashhadi & Narges Salehnia, 2018. "Reversibility Test of Oil Demand Function of OECD Countries Importing Oil from Iran with an Emphasis on Technological and Environmental Considerations: Symmetric and Asymmetric Models," International Journal of Energy Economics and Policy, Econjournals, vol. 8(2), pages 132-139.
    8. Erdogdu, Erkan, 2010. "Natural gas demand in Turkey," Applied Energy, Elsevier, vol. 87(1), pages 211-219, January.
    9. Erdogdu, Erkan, 2007. "Electricity demand analysis using cointegration and ARIMA modelling: A case study of Turkey," Energy Policy, Elsevier, vol. 35(2), pages 1129-1146, February.
    10. Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles, 2013. "How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?," Energy Economics, Elsevier, vol. 40(C), pages 90-109.
    11. Wadud, Zia, 2014. "The asymmetric effects of income and fuel price on air transport demand," Transportation Research Part A: Policy and Practice, Elsevier, vol. 65(C), pages 92-102.
    12. Huntington, Hillard G., 2010. "Short- and long-run adjustments in U.S. petroleum consumption," Energy Economics, Elsevier, vol. 32(1), pages 63-72, January.
    13. Hillard Huntington, 2010. "Oil demand and technical progress," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1747-1751.
    14. Huntington, Hillard G., 2011. "Backcasting U.S. oil demand over a turbulent decade," Energy Policy, Elsevier, vol. 39(9), pages 5674-5680, September.

  5. Plourde, André & Watkins, G. C., 1998. "Crude oil prices between 1985 and 1994: how volatile in relation to other commodities?," Resource and Energy Economics, Elsevier, vol. 20(3), pages 245-262, September.

    Cited by:

    1. Chiroma, Haruna & Abdulkareem, Sameem & Herawan, Tutut, 2015. "Evolutionary Neural Network model for West Texas Intermediate crude oil price prediction," Applied Energy, Elsevier, vol. 142(C), pages 266-273.
    2. Wang, Gang & Sharma, Paritosh & Jain, Vipin & Shukla, Avanish & Shahzad Shabbir, Malik & Tabash, Mosab I. & Chawla, Chanchal, 2022. "The relationship among oil prices volatility, inflation rate, and sustainable economic growth: Evidence from top oil importer and exporter countries," Resources Policy, Elsevier, vol. 77(C).
    3. Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien, 2019. "On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model," Energy Economics, Elsevier, vol. 80(C), pages 876-889.
    4. Sari, Ramazan & Hammoudeh, Shawkat & Soytas, Ugur, 2010. "Dynamics of oil price, precious metal prices, and exchange rate," Energy Economics, Elsevier, vol. 32(2), pages 351-362, March.
    5. Chai, Jian & Lu, Quanying & Hu, Yi & Wang, Shouyang & Lai, Kin Keung & Liu, Hongtao, 2018. "Analysis and Bayes statistical probability inference of crude oil price change point," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 271-283.
    6. Philippe Charlot & Vêlayoudom Marimoutou, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers hal-00980125, HAL.
    7. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-668, CIRJE, Faculty of Economics, University of Tokyo.
    8. Khalfaoui, Rabeh & Tiwari, Aviral Kumar & Kablan, Sandrine & Hammoudeh, Shawkat, 2021. "Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches," Energy Economics, Elsevier, vol. 101(C).
    9. Talbot, Edward & Artiach, Tracy & Faff, Robert, 2013. "What drives the commodity price beta of oil industry stocks?," Energy Economics, Elsevier, vol. 37(C), pages 1-15.
    10. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
    11. Muhammad Shafiullah & Sajid M. Chaudhry & Muhammad Shahbaz & Juan C. Reboredo, 2021. "Quantile causality and dependence between crude oil and precious metal prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6264-6280, October.
    12. Wong, Kit Pong, 2008. "Does market demand volatility facilitate collusion?," Economic Modelling, Elsevier, vol. 25(4), pages 696-703, July.
    13. Rihab Bedoui & Sana Braeik & Stéphane Goutte & Khaled Guesmi, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," Post-Print halshs-02148924, HAL.
    14. Kaijian He & Rui Zha & Jun Wu & Kin Keung Lai, 2016. "Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price," Sustainability, MDPI, vol. 8(4), pages 1-11, April.
    15. Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
    16. He, Kaijian & Tso, Geoffrey K.F. & Zou, Yingchao & Liu, Jia, 2018. "Crude oil risk forecasting: New evidence from multiscale analysis approach," Energy Economics, Elsevier, vol. 76(C), pages 574-583.
    17. Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    18. Alexopoulos, Thomas A., 2018. "To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds," Energy Economics, Elsevier, vol. 72(C), pages 97-107.
    19. Igor LEBRUN & Ludovic DOBBELAERE, 2010. "A Macro-econometric Model for the Economy of Lesotho," EcoMod2010 259600102, EcoMod.
    20. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010. "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," CIRJE F-Series CIRJE-F-741, CIRJE, Faculty of Economics, University of Tokyo.
    21. Ramos, Sofia B. & Veiga, Helena, 2009. "Risk factors in oil and gas industry returns: international evidence," DES - Working Papers. Statistics and Econometrics. WS ws096920, Universidad Carlos III de Madrid. Departamento de Estadística.
    22. Ufuk Çelik & Çağatay Başarır, 2017. "The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 5(1), pages 45-54, June.
    23. Araujo-Enciso, Sergio Rene, 2012. "The relationship between trade and price volatility in the Mexican and US maize markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122544, European Association of Agricultural Economists.
    24. Alvarez-Ramirez, Jose & Alvarez, Jesus & Rodriguez, Eduardo, 2008. "Short-term predictability of crude oil markets: A detrended fluctuation analysis approach," Energy Economics, Elsevier, vol. 30(5), pages 2645-2656, September.
    25. Cooray, Arusha & Paradiso, Antonio & Truglia, Francesco Giovanni, 2013. "Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countries," Economic Modelling, Elsevier, vol. 33(C), pages 772-779.
    26. Kaijian He & Kin Keung Lai & Guocheng Xiang, 2012. "Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach," Energies, MDPI, vol. 5(4), pages 1-26, April.
    27. Tanattrin Bunnag, 2015. "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 105-120.
    28. Soytas, Ugur & Sari, Ramazan & Hammoudeh, Shawkat & Hacihasanoglu, Erk, 2009. "World oil prices, precious metal prices and macroeconomy in Turkey," Energy Policy, Elsevier, vol. 37(12), pages 5557-5566, December.
    29. He, Kaijian & Lai, Kin Keung & Yen, Jerome, 2011. "Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach," Energy Economics, Elsevier, vol. 33(5), pages 903-911, September.
    30. Sari, Ramazan & Soytas, Ugur & Hacihasanoglu, Erk, 2011. "Do global risk perceptions influence world oil prices?," Energy Economics, Elsevier, vol. 33(3), pages 515-524, May.
    31. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2020. "Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management," Resources Policy, Elsevier, vol. 69(C).
    32. Xuan Hoi Bui, 2021. "World Oil Crisis and its Impacts on the Petroleum Market and the Economy of Vietnam," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 40-48.
    33. Plourde, A. & Watkins, G.C., 1993. "Crude Oil Prices: How Volatile in relation to Other Commodities?," Working Papers 9304e, University of Ottawa, Department of Economics.
    34. Hassan, Shakill, 2006. "Optimal timing of defections from price-setting cartels in volatile markets," Economic Modelling, Elsevier, vol. 23(5), pages 792-804, September.
    35. Ashima Goyal & Shruti Tripathi, 2012. "Regulations and price discovery: oil spot and futures markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2012-016, Indira Gandhi Institute of Development Research, Mumbai, India.
    36. James Ming Chen & Mobeen Ur Rehman, 2021. "A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities," Energies, MDPI, vol. 14(19), pages 1-58, September.
    37. Chen, Yufeng & Qu, Fang, 2019. "Leverage effect and dynamics correlation between international crude oil and China’s precious metals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    38. Chen, James Ming & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning," Resources Policy, Elsevier, vol. 73(C).
    39. Ma, Qiang & Zhang, Mei & Ali, Sher & Kirikkaleli, Dervis & Khan, Zeeshan, 2021. "Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19," Resources Policy, Elsevier, vol. 74(C).
    40. Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018. "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers 201813, University of Pretoria, Department of Economics.
    41. Liao, Huei-Chu & Lee, Yi-Huey & Suen, Yu-Bo, 2008. "Electronic trading system and returns volatility in the oil futures market," Energy Economics, Elsevier, vol. 30(5), pages 2636-2644, September.
    42. He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
    43. Auer, Benjamin R., 2015. "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 142-150.
    44. Ahmed Ghorbel & Wajdi Hamma & Anis Jarboui, 2017. "Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(9), pages 1509-1542, July.
    45. Fen Li & Zhehao Huang & Junhao Zhong & Khaldoon Albitar, 2020. "Do Tense Geopolitical Factors Drive Crude Oil Prices?," Energies, MDPI, vol. 13(16), pages 1-20, August.
    46. Wang, Yudong & Wei, Yu & Wu, Chongfeng, 2010. "Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5759-5768.
    47. Giray GOZGOR & Baris KABLAMACI, 2014. "The linkage between oil and agricultural commodity prices in the light of the perceived global risk," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(7), pages 332-342.
    48. Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong, 2013. "Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 719-738.
    49. Rania Jammazi & Duc Khuong Nguyen, 2017. "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(11), pages 1352-1362, November.
    50. Christos Floros & Georgios Galyfianakis, 2020. "Bubbles in Crude Oil and Commodity Energy Index: New Evidence," Energies, MDPI, vol. 13(24), pages 1-11, December.
    51. Das, Debojyoti & Kannadhasan, M., 2020. "The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 563-581.
    52. He, Kaijian & Xu, Yang & Zou, Yingchao & Tang, Ling, 2015. "Electricity price forecasts using a Curvelet denoising based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 425(C), pages 1-9.
    53. Natanelov, Valeri & Alam, Mohammad Jahangir & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011. "Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114626, European Association of Agricultural Economists.
    54. Arif, Asma & Minh Vu, Hieu & Cong, Ma & Hon Wei, Leow & Islam, Md. Monirul & Niedbała, Gniewko, 2022. "Natural resources commodity prices volatility and economic performance: Evaluating the role of green finance," Resources Policy, Elsevier, vol. 76(C).
    55. Nikhil Kaushik, 2018. "Do global oil price shocks affect Indian metal market?," Energy & Environment, , vol. 29(6), pages 891-904, September.
    56. Cheng, Wan-Hsiu & Hung, Jui-Cheng, 2011. "Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 160-173, January.
    57. Kakade, Kshitij Abhay & Mishra, Aswini Kumar, 2021. "The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 30-50.
    58. brayek, Angham ben & Sebai, Saber & Naoui, Kamel, 2015. "A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 173-189.
    59. Eregha, Bright & Mesagan, Ekundayo & Ayoola, Olawale, 2015. "Petroleum Products Prices and Inflationary Dynamics in Nigeria," MPRA Paper 70251, University Library of Munich, Germany.
    60. Aloui, Chaker & Jammazi, Rania, 2015. "Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 62-86.
    61. Mohamed Osman, 2015. "Dynamic Asymmetries in the Electric Consumption of the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 461-467.
    62. Narayan, Paresh Kumar & Narayan, Seema, 2007. "Modelling oil price volatility," Energy Policy, Elsevier, vol. 35(12), pages 6549-6553, December.
    63. Sun, Li & Wang, Yang, 2021. "Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era," Resources Policy, Elsevier, vol. 74(C).
    64. Beckman, Jayson & Hertel, Thomas & Tyner, Wallace, 2011. "Validating energy-oriented CGE models," Energy Economics, Elsevier, vol. 33(5), pages 799-806, September.
    65. Regnier, Eva, 2007. "Oil and energy price volatility," Energy Economics, Elsevier, vol. 29(3), pages 405-427, May.
    66. Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Jammazi, Rania, 2019. "Spillovers from oil to precious metals: Quantile approaches," Resources Policy, Elsevier, vol. 61(C), pages 508-521.
    67. Alomari, Mohammad & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management," Resources Policy, Elsevier, vol. 79(C).
    68. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, vol. 99(C).
    69. Huntington, Hillard G., 2003. "Energy disruptions, interfirm price effects and the aggregate economy," Energy Economics, Elsevier, vol. 25(2), pages 119-136, March.
    70. Pablo Cansado-Bravo & Carlos Rodríguez-Monroy, 2018. "Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices," Energies, MDPI, vol. 11(12), pages 1-17, December.
    71. van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.

  6. David L. Ryan & Yu Wang & Andre Plourde, 1996. "Asymmetric Price Responses of Residential Energy Demand in Ontario," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 317-323, April.

    Cited by:

    1. Genc, Talat S., 2016. "Measuring demand responses to wholesale electricity prices using market power indices," Energy Economics, Elsevier, vol. 56(C), pages 247-260.
    2. Jonathan Haughton & David Tuerck, 2006. "The Incidence of State Taxes on Oil and Gas," Public Finance Review, , vol. 34(5), pages 527-550, September.
    3. Jordi Perdiguero-García, 2010. "“Symmetric or asymmetric gasoline prices? A metaanalysis approach”," IREA Working Papers 201013, University of Barcelona, Research Institute of Applied Economics, revised Nov 2010.
    4. Jan Jacobs & Gerard H. Kuper & Daan P. van Soest, 2000. "Threshold Effects of Energy Price Changes," Econometric Society World Congress 2000 Contributed Papers 0339, Econometric Society.
    5. Kuper, Gerard H. & Soest, D.P. van, 1999. "Asymmetric adaptations to energy price changes," Research Report 99C21, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    6. Tajudeen, Ibrahim A., 2021. "The underlying drivers of economy-wide energy efficiency and asymmetric energy price responses," Energy Economics, Elsevier, vol. 98(C).
    7. Frondel, Manuel & Vance, Colin, 2013. "Re-Identifying the Rebound: What About Asymmetry?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(4), pages 42-54.
    8. Muhammad Akmal & David I. Stern, 2001. "Residential energy demand in Australia: an application of dynamic OLS," Working Papers in Ecological Economics 0104, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
    9. Muhammad, Akmal, 2002. "The structure of consumer energy demand in Australia: an application of a dynamic almost ideal demand system," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125050, Australian Agricultural and Resource Economics Society.
    10. Miller, Mark & Alberini, Anna, 2016. "Sensitivity of price elasticity of demand to aggregation, unobserved heterogeneity, price trends, and price endogeneity: Evidence from U.S. Data," Energy Policy, Elsevier, vol. 97(C), pages 235-249.
    11. Benjamin Volland & Ivan Tilov, 2018. "Price elasticities of electricity demand in Switzerland: Results from a household panel," IRENE Working Papers 18-03, IRENE Institute of Economic Research.
    12. Ferreira, Paula & Soares, Isabel & Araujo, Madalena, 2005. "Liberalisation, consumption heterogeneity and the dynamics of energy prices," Energy Policy, Elsevier, vol. 33(17), pages 2244-2255, November.
    13. Mark Miller & Anna Alberini, 2015. "Sensitivity of price elasticity of demand to aggregation, unobserved heterogeneity, price trends, and price endogeneity: Evidence from U.S. Data," CER-ETH Economics working paper series 15/223, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    14. Muhammad Akmal & David I. Stern, 2001. "The structure of Australian residential energy demand," Working Papers in Ecological Economics 0101, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
    15. Joachim Schleich & Thomas Hillenbrand, 2019. "Residential water demand responds asymmetrically to rising and falling prices," Applied Economics, Taylor & Francis Journals, vol. 51(45), pages 4973-4981, September.
    16. Schleich, Joachim & Hillenbrand, Thomas, 2019. "Water demand responds asymmetrically to rising and falling prices," Working Papers "Sustainability and Innovation" S03/2019, Fraunhofer Institute for Systems and Innovation Research (ISI).

  7. Chantale LaCasse & Andre Plourde, 1995. "On the Renewal of Concern for the Security of Oil Supply," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 1-24.

    Cited by:

    1. Xu-guang, Zuo & Xue-hong, Zhu & Jin-yu, Chen, 2022. "Trade dependence network structure of tantalum trade goods and its effect on trade prices: An industry chain perspective," Resources Policy, Elsevier, vol. 79(C).
    2. Tang, Qianyong & Li, Huajiao & Qi, Yajie & Li, Yang & Liu, Haiping & Wang, Xingxing, 2023. "The reliability of the trade dependence network in the tungsten industry chain based on percolation," Resources Policy, Elsevier, vol. 82(C).
    3. Yang, Yuying & Li, Jianping & Sun, Xiaolei & Chen, Jianming, 2014. "Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports," Energy, Elsevier, vol. 68(C), pages 930-938.
    4. Huntington, Hillard G., 2018. "Measuring oil supply disruptions: A historical perspective," Energy Policy, Elsevier, vol. 115(C), pages 426-433.
    5. Beccue, Phillip C. & Huntington, Hillard G. & Leiby, Paul N. & Vincent, Kenneth R., 2018. "An updated assessment of oil market disruption risks," Energy Policy, Elsevier, vol. 115(C), pages 456-469.
    6. An, Qier & Wang, Lang & Qu, Debin & Zhang, Hujun, 2018. "Dependency network of international oil trade before and after oil price drop," Energy, Elsevier, vol. 165(PA), pages 1021-1033.
    7. Oberndorfer, Ulrich & Ulbricht, Dirk, 2007. "Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis," ZEW Discussion Papers 07-030, ZEW - Leibniz Centre for European Economic Research.
    8. Javed Anwar, 2014. "The Role of Renewable Energy Supply and Carbon Tax in the Improvement of Energy Security: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 53(4), pages 347-370.
    9. Greene, David L & Jones, Donald W & Leiby, Paul N, 1998. "The outlook for US oil dependence," Energy Policy, Elsevier, vol. 26(1), pages 55-69, January.
    10. Liu, Litao & Cao, Zhi & Liu, Xiaojie & Shi, Lei & Cheng, Shengkui & Liu, Gang, 2020. "Oil security revisited: An assessment based on complex network analysis," Energy, Elsevier, vol. 194(C).
    11. Cohen, Gail & Joutz, Frederick & Loungani, Prakash, 2011. "Measuring energy security: Trends in the diversification of oil and natural gas supplies," Energy Policy, Elsevier, vol. 39(9), pages 4860-4869, September.
    12. Zhao, Yiran & Gao, Xiangyun & An, Haizhong & Xi, Xian & Sun, Qingru & Jiang, Meihui, 2020. "The effect of the mined cobalt trade dependence Network's structure on trade price," Resources Policy, Elsevier, vol. 65(C).
    13. Huntington, Hillard G., 2003. "Energy disruptions, interfirm price effects and the aggregate economy," Energy Economics, Elsevier, vol. 25(2), pages 119-136, March.
    14. Paul Ojeaga & Odejimi Deborah, 2014. "Demand for Energy and Energy Generation: Does Regional Energy Policy Play a Role?," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 2(1), pages 5-20, June.

  8. Andre Plourde, 1993. "Natural Gas Trade in North America: Building up to the NAFTA," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 51-74.
    See citations under working paper version above.
  9. André Plourde, 1991. "The NEP Meets the FTA," Canadian Public Policy, University of Toronto Press, vol. 17(1), pages 14-24, March.

    Cited by:

    1. Wenguo Cai & Sarah Geddes, 2003. "Energy Trade Issues: Canadian Experiences and Implications for Bangladesh," CPD Working Paper 31, Centre for Policy Dialogue (CPD).

  10. Lipumba, Nguyuru & Ndulu, Benno & Horton, Sue & Plourde, Andre, 1988. "A supply constrained macroeconometric model of Tanzania," Economic Modelling, Elsevier, vol. 5(4), pages 354-376, October.

    Cited by:

    1. Ameyaw, Samuel Donyina, 2004. "A Small Macroeconometric Model of Trade and Inflation in Ghana," Economic Research Papers 269590, University of Warwick - Department of Economics.
    2. Donyina-Ameyaw, Samuel, 2004. "A Small Macroeconmetric Model Of Trade And Inflation In Ghana," The Warwick Economics Research Paper Series (TWERPS) 696, University of Warwick, Department of Economics.
    3. Hodd, Michael., 1994. "Employment planning within the context of economic reforms: a Tanzanian case study," ILO Working Papers 992990443402676, International Labour Organization.
    4. Sverre Grepperud & Henrik Wiig & Finn Roar Aune, 1999. "Maize Trade Liberalization vs. Fertilizer Subsidies in Tanzania: A CGE Model Analysis with Endogenous Soil Fertility," Discussion Papers 249, Statistics Norway, Research Department.

  11. Helliwell, John F. & MacGregor, Mary E. & McRae, Robert N. & Plourde, Andre & Chung, Alan, 1987. "Supply oriented macroeconomics : The MACE model of Canada," Economic Modelling, Elsevier, vol. 4(3), pages 318-340, July.

    Cited by:

    1. Plourde, André, 1990. "Les enjeux de la politique énergétique canadienne des années quatre-vingt," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(4), pages 381-402, décembre.
    2. André Plourde, 1987. "The Impact of $(US)15 Oil on the Canadian Economy: Evidence from the MACE Model," Canadian Public Policy, University of Toronto Press, vol. 13(1), pages 19-25, March.
    3. Jean-Guy Devezeaux de Lavergne, 1990. "Chocs pétroliers et industrie : apports récents de l'économétrie de la production," Économie et Prévision, Programme National Persée, vol. 96(5), pages 21-32.

  12. André Plourde, 1987. "The Impact of $(US)15 Oil on the Canadian Economy: Evidence from the MACE Model," Canadian Public Policy, University of Toronto Press, vol. 13(1), pages 19-25, March.

    Cited by:

    1. J. S. Rogers, 1987. "Some Long-term Impacts of $(US)15 Oil on Energy Policy and on Engineering R&D Policy: Results from the EMCAN Model," Canadian Public Policy, University of Toronto Press, vol. 13(1), pages 41-48, March.

  13. John F. Helliwell & Mary E. MacGregor & Robert N. McRae & André Plourde, 1986. "The Western Accord and Lower World Oil Prices," Canadian Public Policy, University of Toronto Press, vol. 12(2), pages 341-355, June.

    Cited by:

    1. Robert N. McRae, 1990. "Blueprint for Future Energy Policy? A Review of Energy and Canadians into the 21st Century," Canadian Public Policy, University of Toronto Press, vol. 16(2), pages 200-208, June.
    2. André Plourde, 1987. "The Impact of $(US)15 Oil on the Canadian Economy: Evidence from the MACE Model," Canadian Public Policy, University of Toronto Press, vol. 13(1), pages 19-25, March.
    3. A Scott, 1987. "Wiseman on Federalism: A Critical Comment," Environment and Planning C, , vol. 5(4), pages 411-415, December.

  14. Andre Plourde & David Ryan, 1985. "On the Use of Double-Log Forms in Energy Demand Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 105-113.

    Cited by:

    1. Ryan, David L. & Plourde, Andre, 2002. "Smaller and smaller? The price responsiveness of nontransport oil demand," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(2), pages 285-317.
    2. Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019. "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, vol. 82(C), pages 26-41.
    3. Kiran B Krishnamurthy, Chandra & Kriström, Bengt, 2013. "A cross-country analysis of residential electricity demand in 11 OECD-countries," CERE Working Papers 2013:5, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
    4. World Bank, 2011. "A New Slant on Slopes : Measuring the Benefits of Increased Electricity Access in Developing Countries," World Bank Publications - Reports 2742, The World Bank Group.
    5. Silk, Julian I. & Joutz, Frederick L., 1997. "Short and long-run elasticities in US residential electricity demand: a co-integration approach," Energy Economics, Elsevier, vol. 19(4), pages 493-513, October.
    6. Krishnamurthy, Chandra Kiran B. & Kriström, Bengt, 2015. "A cross-country analysis of residential electricity demand in 11 OECD-countries," Resource and Energy Economics, Elsevier, vol. 39(C), pages 68-88.
    7. Holtedahl, Pernille & Joutz, Frederick L., 2004. "Residential electricity demand in Taiwan," Energy Economics, Elsevier, vol. 26(2), pages 201-224, March.
    8. Dingding Li & Thanasis Stengos, 2003. "Testing Serial Correlation in Semiparametric Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 311-335, May.

  15. John F. Helliwell & Mary E. MacGregor & André Plourde, 1983. "The National Energy Program Meets Falling World Oil Prices," Canadian Public Policy, University of Toronto Press, vol. 9(3), pages 284-296, September.

    Cited by:

    1. Brian L. Scarfe, 1984. "The New Oil Price Scenario and the Chretien-Zaozirny Agreement: A Comment [Symposium on the New Oil Price Scenario]," Canadian Public Policy, University of Toronto Press, vol. 10(3), pages 340-346, September.
    2. John F. Helliwell & Mary E. MacGregor & André Plourde, 1984. "Energy Policy and Industrial Activity: A Reply [The National Energy Program Meets Falling World Energy Prices]," Canadian Public Policy, University of Toronto Press, vol. 10(4), pages 476-480, December.

Chapters

  1. David L. Ryan & André Plourde, 2009. "Empirical Modelling of Energy Demand," Chapters, in: Joanne Evans & Lester C. Hunt (ed.), International Handbook on the Economics of Energy, chapter 6, Edward Elgar Publishing.

    Cited by:

    1. David C Broadstock & Lester C Hunt, 2009. "Quantifying the Impact of Exogenous Non-Economic Factors on UK Transport Oil Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 123, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
    2. Ibrahim Abada & Vincent Briat & Olivier Massol, 2011. "Construction of a fuel demand function portraying interfuel substitution, a system dynamics approach," Working Papers hal-02472342, HAL.
    3. J. Wesley Burnett & Xueting Zhao, 2014. "Forecasting U.S. State-Level Carbon Dioxide Emissions," The Review of Regional Studies, Southern Regional Science Association, vol. 44(3), pages 223-240, Winter.
    4. Chitnis, Mona & Sorrell, Steve, 2015. "Living up to expectations: Estimating direct and indirect rebound effects for UK households," Energy Economics, Elsevier, vol. 52(S1), pages 100-116.
    5. Ackah, Ishmael, 2015. "On the relationship between energy consumption, productivity and economic growth: Evidence from Algeria, Ghana, Nigeria and South Africa," MPRA Paper 64887, University Library of Munich, Germany.
    6. Kiran B Krishnamurthy, Chandra & Kriström, Bengt, 2013. "A cross-country analysis of residential electricity demand in 11 OECD-countries," CERE Working Papers 2013:5, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.
    7. Aliyu Barde Abdullahi, 2014. "Modeling Petroleum Product Demand in Nigeria Using Structural Time Series Model (STSM) Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 427-441.
    8. Krishnamurthy, Chandra Kiran B. & Kriström, Bengt, 2015. "A cross-country analysis of residential electricity demand in 11 OECD-countries," Resource and Energy Economics, Elsevier, vol. 39(C), pages 68-88.
    9. Javid, Muhammad & Khan, Farzana Naheed & Arif, Umaima, 2022. "Income and price elasticities of natural gas demand in Pakistan: A disaggregated analysis," Energy Economics, Elsevier, vol. 113(C).

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