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Steve Lawford

Personal Details

First Name:Steve
Middle Name:
Last Name:Lawford
Suffix:
RePEc Short-ID:pla37
http://leea.recherche.enac.fr/Steve%20Lawford/steve_site1.html
As work address

Affiliation

Laboratoire d'Économie et Économétrie de l'Aérien (LEEA)
École Nationale de l'Aviation Civile (ENAC)

Toulouse, France
http://leea.recherche.enac.fr/

:
+33 (0) 5 62 17 40 17
7, avenue Edouard Belin, BP 54005, 31055 Toulouse cedex 4
RePEc:edi:eenacfr (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Michel Culot & Valérie Goffin & Steve Lawford & Sébastien De Meten & Yves Smeers, 2013. "Practical stochastic modelling of electricity prices," Post-Print hal-01021603, HAL.
  2. Christophe Bontemps & Steve Lawford & Nathalie Lenoir, 2013. "Productivity and efficiency of world airlines : an empirical application with order-m and alpha-frontiers," Post-Print hal-00876468, HAL.
  3. Roseline Bilina & Steve Lawford, 2012. "Python for unified research in econometrics and statistics," Post-Print hal-01021587, HAL.
  4. Ricardo Carabaña Ruiz del Árbol & Carmen Morán Córdoba & Camilo Andrés Camargo Vargas & Steve Lawford, 2010. "An empirical analysis of airline market concentration," Working Papers hal-01021529, HAL.
  5. Anthony Martin & Maximilian Martin & Steve Lawford, 2010. "Dynamic modelling of fares and passenger numbers for major U.S. carriers," Working Papers hal-01021531, HAL.
  6. BEKKER, Paul A. & LAWFORD, Steve, 2009. "Symmetry-based inference in an instrumental variable setting," CORE Discussion Papers RP 1987, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Jonathan Cobb & Nico Metzger & Steve Lawford, 2009. "Entry strategy of Southwest Airlines," Working Papers hal-01021532, HAL.
  8. Steve Lawford & Michalis P. Stamatogiannis, 2008. "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper series 13_08, Rimini Centre for Economic Analysis.
  9. Steve Lawford & Michalis P. Stamatogiannis, 2004. "The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case," Public Policy Discussion Papers 04-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. Steve Lawford, 2004. "Finite-sample quantiles of the Jarque-Bera test," Public Policy Discussion Papers 04-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  11. Steve Lawford, 2003. "A Hypergeometric Test for Omitted Nonlinearity," Public Policy Discussion Papers 03-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  12. Karim Abadir & Steve Lawford, "undated". "Asymmetric Kernels for Density Estimation," Discussion Papers 98/21, Department of Economics, University of York.
  13. Steve Lawford & Michalis P Stamatogiannis, "undated". "The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case," Discussion Papers 02/04, Department of Economics, University of York.

Articles

  1. Roseline Bilina & Steve Lawford, 2012. "Python for Unified Research in Econometrics and Statistics," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 558-591, September.
  2. Lawford, Steve & Stamatogiannis, Michalis P., 2009. "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Journal of Econometrics, Elsevier, vol. 148(2), pages 124-130, February.
  3. Bekker, Paul A. & Lawford, Steve, 2008. "Symmetry-based inference in an instrumental variable setting," Journal of Econometrics, Elsevier, vol. 142(1), pages 28-49, January.
  4. Diko Pavel & Lawford Steve & Limpens Valerie, 2006. "Risk Premia in Electricity Forward Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-24, September.
  5. Steve Lawford, 2005. "Finite-sample quantiles of the Jarque-Bera test," Applied Economics Letters, Taylor & Francis Journals, vol. 12(6), pages 351-354.
  6. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.

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. Michel Culot & Valérie Goffin & Steve Lawford & Sébastien De Meten & Yves Smeers, 2013. "Practical stochastic modelling of electricity prices," Post-Print hal-01021603, HAL.

    Cited by:

    1. Bannör, Karl & Kiesel, Rüdiger & Nazarova, Anna & Scherer, Matthias, 2016. "Parametric model risk and power plant valuation," Energy Economics, Elsevier, vol. 59(C), pages 423-434.

  2. Steve Lawford, 2004. "Finite-sample quantiles of the Jarque-Bera test," Public Policy Discussion Papers 04-03, Economics and Finance Section, School of Social Sciences, Brunel University.

    Cited by:

    1. Graham Smith, 2008. "Liquidity And The Informational Efficiency Of African Stock Markets," South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 161-175, June.

Articles

  1. Diko Pavel & Lawford Steve & Limpens Valerie, 2006. "Risk Premia in Electricity Forward Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-24, September.

    Cited by:

    1. Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
    2. Pietz, Matthäus, 2009. "Risk premia in electricity wholesale spot markets: empirical evidence from Germany," CEFS Working Paper Series 2009-11, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    3. Rafal Weron & Michal Zator, 2013. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports HSC/13/08, Hugo Steinhaus Center, Wroclaw University of Technology.
    4. Marius Paschen, 2016. "The effect of intermittent renewable supply on the forward premium in German electricity markets," Working Papers V-397-16, University of Oldenburg, Department of Economics, revised Nov 2016.
    5. Michel Culot & Valérie Goffin & Steve Lawford & Sébastien De Meten & Yves Smeers, 2013. "Practical stochastic modelling of electricity prices," Post-Print hal-01021603, HAL.
    6. Stefan Trück & Rafal Weron, 2015. "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports HSC/15/03, Hugo Steinhaus Center, Wroclaw University of Technology.
    7. Aziz Chouikh & Abdelwahed Trabelsi, 2014. "Modeling Risk Premia in Forward Foreign Exchange Rates as Unobserved Components: The Model Identification Problem," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 119-135, July.
    8. Abadie, Luis M. & Chamorro, José M., 2009. "Monte Carlo valuation of natural gas investments," Review of Financial Economics, Elsevier, vol. 18(1), pages 10-22, January.
    9. Robert Flasza & Milan Rippel & Jan Šolc, 2011. "Modelling Long-Term Electricity Contracts at EEX," Working Papers IES 2011/08, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2011.
    10. Benth, Fred Espen & Biegler-König, Richard & Kiesel, Rüdiger, 2013. "An empirical study of the information premium on electricity markets," Energy Economics, Elsevier, vol. 36(C), pages 55-77.
    11. Marckhoff, Jan & Wimschulte, Jens, 2009. "Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market," Energy Economics, Elsevier, vol. 31(2), pages 257-268, March.
    12. Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012. "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports HSC/12/02, Hugo Steinhaus Center, Wroclaw University of Technology.
    13. Daskalakis, George & Markellos, Raphael N., 2009. "Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext," Energy Policy, Elsevier, vol. 37(7), pages 2594-2604, July.
    14. Botterud, Audun & Kristiansen, Tarjei & Ilic, Marija D., 2010. "The relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 32(5), pages 967-978, September.
    15. Christian Redl & Derek Bunn, 2013. "Determinants of the premium in forward contracts," Journal of Regulatory Economics, Springer, vol. 43(1), pages 90-111, January.
    16. Carlos Pinho & Mara Madaleno, 2011. "Links between spot and futures allowances: ECX and EEX markets comparison," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 101-131.
    17. Povh, Martin & Fleten, Stein-Erik, 2009. "Modeling long-term electricity forward prices," MPRA Paper 13162, University Library of Munich, Germany.
    18. María Dolores Furió & Vicente Meneu, 2009. "Expectations and Forward Risk Premium in the Spanish Power Market," Working Papers. Serie AD 2009-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    19. George Daskalakis, Lazaros Symeonidis, Raphael N. Markellos, 2015. "Electricity futures prices in an emissions constrained economy: Evidence from European power markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    20. Pietz, Matthäus, 2009. "Risk premia in the German electricity futures market," CEFS Working Paper Series 2009-07, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    21. Chevallier, Julien, 2010. "Modelling risk premia in CO2 allowances spot and futures prices," Economic Modelling, Elsevier, vol. 27(3), pages 717-729, May.

  2. Steve Lawford, 2005. "Finite-sample quantiles of the Jarque-Bera test," Applied Economics Letters, Taylor & Francis Journals, vol. 12(6), pages 351-354.
    See citations under working paper version above.
  3. Abadir, Karim M. & Lawford, Steve, 2004. "Optimal asymmetric kernels," Economics Letters, Elsevier, vol. 83(1), pages 61-68, April.

    Cited by:

    1. Matthias HAGMANN & Olivier SCAILLET, 2003. "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series rp91, International Center for Financial Asset Management and Engineering.
    2. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
    3. Charpentier, Arthur & Flachaire, Emmanuel, 2015. "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159, Mars-Juin.
    4. Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011. "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series 557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Henderson, Daniel J. & Parmeter, Christopher F., 2012. "Canonical higher-order kernels for density derivative estimation," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1383-1387.
    6. Mohammadi, Faezeh & Izadi, Muhyiddin & Lai, Chin-Diew, 2016. "On testing whether burn-in is required under the long-run average cost," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 217-224.
    7. Marchant, Carolina & Bertin, Karine & Leiva, Víctor & Saulo, Helton, 2013. "Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data," Computational Statistics & Data Analysis, Elsevier, vol. 63(C), pages 1-15.
    8. Thornton, Michael A., 2014. "The aggregation of dynamic relationships caused by incomplete information," Journal of Econometrics, Elsevier, vol. 178(P2), pages 342-351.
    9. Spierdijk, Laura, 2008. "Nonparametric conditional hazard rate estimation: A local linear approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2419-2434, January.
    10. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2004-03-07 2004-07-11 2004-07-11
  2. NEP-ECM: Econometrics (2) 2004-03-03 2004-03-07
  3. NEP-FIN: Finance (2) 2004-07-11 2004-07-18
  4. NEP-CMP: Computational Economics (1) 2004-07-11
  5. NEP-IFN: International Finance (1) 2004-03-07
  6. NEP-PUB: Public Finance (1) 1999-02-22

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