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Ronald D. Ripple

Personal Details

First Name:Ronald
Middle Name:D.
Last Name:Ripple
Suffix:
RePEc Short-ID:pri87
c/o Curtin Business School Curtin University of Technology GPO Box 1987 Perth, WA 6845 Australia
618 9266 3935

Affiliation

Faculty of Business and Law
Curtin University

Perth, Australia
https://www.curtin.edu.au/about/learning-teaching/business-and-law/
RePEc:edi:cbscuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. George Milunovich & Ronald D. Ripple, 2006. "Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil," Research Papers 0607, Macquarie University, Department of Economics.
  2. Ronald Ripple, 2006. "Energy Futures Market Trading Versus Physical Commodity Usage: A playground for manipulation or a miscalculation?," Research Papers 0603, Macquarie University, Department of Economics.
  3. Ronald Ripple & Imad Moosa, 2005. "Futures Maturity and Hedging Effectiveness - The Case of Oil Futures," Research Papers 0513, Macquarie University, Department of Economics.
  4. Roselyne Joyeux & Ronald D. Ripple, 2004. "The Evaluation of Standard of Living and the Role of Household Electricity Consumption - A Panel Cointegration Analysis," Research Papers 0410, Macquarie University, Department of Economics.

Articles

  1. George Milunovich & Ronald Ripple, 2010. "Crude Oil Volatility: Hedgers or Investors," Economics Bulletin, AccessEcon, vol. 30(4), pages 2877-2883.
  2. Ripple, Ronald D. & Moosa, Imad A., 2009. "The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility," Global Finance Journal, Elsevier, vol. 20(3), pages 209-219.
  3. Ronald D. Ripple & Imad A. Moosa, 2007. "Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures," Applied Financial Economics, Taylor & Francis Journals, vol. 17(9), pages 683-689.
  4. Joyeux, Roselyne & Ripple, Ronald D., 2007. "Household energy consumption versus income and relative standard of living: A panel approach," Energy Policy, Elsevier, vol. 35(1), pages 50-60, January.
  5. Adrangi, Bahram & Chatrath, Arjun & Raffiee, Kambiz & D. Ripple, Ronald, 2001. "Alaska North Slope crude oil price and the behavior of diesel prices in California," Energy Economics, Elsevier, vol. 23(1), pages 29-42, January.
    RePEc:aen:journl:2010v31-03-a10 is not listed on IDEAS
    RePEc:aen:journl:2011v32-02-a05 is not listed on IDEAS

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. Ronald Ripple & Imad Moosa, 2005. "Futures Maturity and Hedging Effectiveness - The Case of Oil Futures," Research Papers 0513, Macquarie University, Department of Economics.

    Cited by:

    1. Shashi Gupta & Himanshu Choudhary & D.R. Agarwal, 2017. "Hedging Efficiency of Indian Commodity Futures," Paradigm, , vol. 21(1), pages 1-20, June.

Articles

  1. Ripple, Ronald D. & Moosa, Imad A., 2009. "The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility," Global Finance Journal, Elsevier, vol. 20(3), pages 209-219.

    Cited by:

    1. Toshiko Matsui & Ali Al-Ali & William J. Knottenbelt, 2022. "On the Dynamics of Solid, Liquid and Digital Gold Futures," Papers 2202.09845, arXiv.org.
    2. Souček, Michael, 2013. "Crude oil, equity and gold futures open interest co-movements," Energy Economics, Elsevier, vol. 40(C), pages 306-315.
    3. Haukvik, Nicole & Cheraghali, Hamid & Molnár, Peter, 2024. "The role of investors’ fear in crude oil volatility forecasting," Research in International Business and Finance, Elsevier, vol. 70(PB).
    4. Jena, Sangram Keshari & Lahiani, Amine & Tiwari, Aviral Kumar & Roubaud, David, 2021. "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Resources Policy, Elsevier, vol. 74(C).
    5. Chen, Xiangyu & Tongurai, Jittima, 2023. "Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    6. Liu, 2014. "Do futures prices exhibit maturity effect? A nonparametric revisit," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 813-825, March.
    7. Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle, 2008. "Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 213-230, December.
    8. Woradee Jongadsayakul, 2015. "Determinants Of Silver Futures Price Volatility: Evidence From The Thailand Futures Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 9(4), pages 81-87.
    9. Ren Zhang & Arnold Polanski, 2016. "Volatility–volume co-movements: evidence from China metal markets," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4312-4336, September.
    10. Elina Pradkhan, 2016. "Information Content of Trading Activity in Precious Metals Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(5), pages 421-456, May.
    11. Doojin RYU & Hyein SHIM, 2017. "Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 45-61, June.
    12. Joseph, Anto & Sisodia, Garima & Tiwari, Aviral Kumar, 2014. "A frequency domain causality investigation between futures and spot prices of Indian commodity markets," Economic Modelling, Elsevier, vol. 40(C), pages 250-258.
    13. ebrahimi, mohsen & babaei agh esmaili, Majid & kafili, vahid, 2017. "بررسی رژیم های قیمتی دو شاخص عمده بازار جهانی نفت(برنت و Wti) قبل و بعد از بحران مالی:کاربردی از رویکرد مارکف سوئیچینگ [Investigate price regimes of two prime index in the world oil market(Brent and WTI) before and after the financial crisis: Evid," MPRA Paper 98739, University Library of Munich, Germany.
    14. Saurabh Gupta & Prabina Rajib, 2012. "Samuelson Hypothesis & Indian Commodity Derivatives Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 19(4), pages 331-352, November.
    15. Hoang‐Long Phan & Ralf Zurbruegg, 2020. "The time‐to‐maturity pattern of futures price sensitivity to news," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 126-144, January.
    16. Zhang, Yue-Jun & Zhang, Lu, 2015. "Interpreting the crude oil price movements: Evidence from the Markov regime switching model," Applied Energy, Elsevier, vol. 143(C), pages 96-109.
    17. Walid Matar & Saud M. Al-Fattah & Tarek Atallah & Axel Pierru, 2013. "An introduction to oil market volatility analysis," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(3), pages 247-269, September.
    18. Alizadeh, Amir H. & Tamvakis, Michael, 2016. "Market conditions, trader types and price–volume relation in energy futures markets," Energy Economics, Elsevier, vol. 56(C), pages 134-149.
    19. Edward Curran & Jack Hunt & Vito Mollica, 2020. "Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(11), pages 1793-1806, November.
    20. Sania Wadud & Robert D. Durand & Marc Gronwald, 2021. "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series 9202, CESifo.

  2. Ronald D. Ripple & Imad A. Moosa, 2007. "Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures," Applied Financial Economics, Taylor & Francis Journals, vol. 17(9), pages 683-689.

    Cited by:

    1. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.
    2. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics 10/18, University of Canterbury, Department of Economics and Finance.
    3. Michael Ye & John Zyren & Joanne Shore & Thomas Lee, 2010. "Crude Oil Futures as an Indicator of Market Changes: A Graphical Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(3), pages 257-268, August.
    4. Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    5. Mara Madaleno & Carlos Pinho, 2010. "Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets," JRFM, MDPI, vol. 3(1), pages 1-37, December.
    6. Shashi Gupta & Himanshu Choudhary & D.R. Agarwal, 2017. "Hedging Efficiency of Indian Commodity Futures," Paradigm, , vol. 21(1), pages 1-20, June.
    7. Turner, Peter A. & Lim, Siew Hoon, 2015. "Hedging jet fuel price risk: The case of U.S. passenger airlines," Journal of Air Transport Management, Elsevier, vol. 44, pages 54-64.
    8. James S. Doran & Ehud I. Ronn, 2021. "Hedging Long-Dated Oil Futures and Options Using Short-Dated Securities—Revisiting Metallgesellschaft," JRFM, MDPI, vol. 14(8), pages 1-10, August.
    9. Peter Sinka & Peter J. Zeitsch, 2022. "Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1375-1412, December.
    10. Lim, Siew Hoon & Turner, Peter A., . "Airline Fuel Hedging: Do Hedge Horizon and Contract Maturity Matter?," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 55(01).
    11. John Hua Fan & Eduardo Roca & Alexandr Akimov, 2010. "Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme," Discussion Papers in Finance finance:201009, Griffith University, Department of Accounting, Finance and Economics.
    12. Асатуров К.Г. & Теплова Т.В., 2014. "Построение Коэффициентов Хеджирования Для Высоколиквидных Акций Российского Рынка На Основе Моделей Класса Garch," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 50(1), pages 37-54, январь.
    13. Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013. "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 164-182.
    14. Babu Jose & Nithin Jose, 2023. "Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 189-210, March.
    15. Ghoddusi, Hamed & Emamzadehfard, Sahar, 2017. "Optimal hedging in the US natural gas market: The effect of maturity and cointegration," Energy Economics, Elsevier, vol. 63(C), pages 92-105.
    16. John Hua Fan & Eduardo Roca & Alexandr Akimov, 2014. "Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 73-91, February.
    17. Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018. "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, vol. 71(C), pages 253-272.
    18. Jim Hanly, 2017. "Managing Energy Price Risk using Futures Contracts: A Comparative Analysis," The Energy Journal, , vol. 38(3), pages 93-112, May.
    19. Partha Sarathi Roy & Tanupa Chakraborty, 2023. "Efficiency of Indian Equity Futures Market—An Empirical Analysis with reference to National Stock Exchange," Global Business Review, International Management Institute, vol. 24(6), pages 1326-1352, December.
    20. Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
    21. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, February.
    22. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011. "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, vol. 33(5), pages 912-923, September.
    23. Weiping Li & Wenwen Liu, 2021. "Investor sentiment‐styled index in index futures market," Review of Financial Economics, John Wiley & Sons, vol. 39(1), pages 51-72, January.
    24. Hilal, Sawsan & Poon, Ser-Huang & Tawn, Jonathan, 2011. "Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2374-2387, September.
    25. Hao Chen & Zhixin Liu & Yinpeng Zhang & You Wu, 2020. "The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase," Sustainability, MDPI, vol. 12(6), pages 1-18, March.

  3. Joyeux, Roselyne & Ripple, Ronald D., 2007. "Household energy consumption versus income and relative standard of living: A panel approach," Energy Policy, Elsevier, vol. 35(1), pages 50-60, January.

    Cited by:

    1. Chen, Feifei & Qiu, Huanguang & Zhang, Jun, 2022. "Energy consumption and income of the poor in rural China: Inference for poverty measures," Energy Policy, Elsevier, vol. 163(C).
    2. Yue Fu & Long Xue & Yixin Yan & Yao Pan & Xiaofang Wu & Ying Shao, 2021. "Energy Network Embodied in Trade along the Belt and Road: Spatiotemporal Evolution and Influencing Factors," Sustainability, MDPI, vol. 13(19), pages 1-29, September.
    3. Nguyen, Trung Thanh & Nguyen, Thanh-Tung & Hoang, Viet-Ngu & Wilson, Clevo & Managi, Shunsuke, 2019. "Energy transition, poverty and inequality in Vietnam," Energy Policy, Elsevier, vol. 132(C), pages 536-548.
    4. Belbute, José, 2013. "Does final demand for energy in Portugal exhibit long memory?," MPRA Paper 45717, University Library of Munich, Germany.
    5. Lean, Hooi Hooi & Smyth, Russell, 2009. "Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration," Energy Policy, Elsevier, vol. 37(8), pages 3205-3211, August.
    6. Narayan, Paresh Kumar & Smyth, Russell, 2009. "Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries," Energy Policy, Elsevier, vol. 37(1), pages 229-236, January.
    7. Wang, Na & Fu, Xiaodong & Wang, Shaobin & Yang, Hao & Li, Zhen, 2022. "Convergence characteristics and distribution patterns of residential electricity consumption in China: An urban-rural gap perspective," Energy, Elsevier, vol. 254(PB).
    8. Maslyuk, Svetlana & Smyth, Russell, 2009. "Non-linear unit root properties of crude oil production," Energy Economics, Elsevier, vol. 31(1), pages 109-118, January.
    9. Wei-Bin Zhang, 2015. "Oscillations in a Growth Model with Endogenous Wealth, Resource, Housing, and Elastic Labour Supply," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(9), pages 458-472, September.
    10. Herwartz, Helmut & Maxand, Simone & Walle, Yabibal M., 2017. "Heteroskedasticity-robust unit root testing for trending panels," University of Göttingen Working Papers in Economics 314, University of Goettingen, Department of Economics.
    11. Nayeem ul Hassan Ansari & Anwar Irshad Burney, 2018. "Pakistan’S Energy Choice: What Determines The Economic Growth?," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 14(1), pages 1-9.
    12. Ke Chen & Runze Li & Yang Wang, 2022. "Influence of Nature Reserves on the Energy Consumption Structure of Local Farmers," IJERPH, MDPI, vol. 19(19), pages 1-20, September.
    13. Yongxia Ding & Wei Qu & Shuwen Niu & Man Liang & Wenli Qiang & Zhenguo Hong, 2016. "Factors Influencing the Spatial Difference in Household Energy Consumption in China," Sustainability, MDPI, vol. 8(12), pages 1-20, December.
    14. Islam, Md. Monirul & Irfan, Muhammad & Shahbaz, Muhammad & Vo, Xuan Vinh, 2022. "Renewable and non-renewable energy consumption in Bangladesh: The relative influencing profiles of economic factors, urbanization, physical infrastructure and institutional quality," Renewable Energy, Elsevier, vol. 184(C), pages 1130-1149.
    15. Zhang, Jing & Deng, Shihuai & Shen, Fei & Yang, Xinyao & Liu, Guodong & Guo, Hang & Li, Yuanwei & Hong, Xiao & Zhang, Yanzong & Peng, Hong & Zhang, Xiaohong & Li, Li & Wang, Yingjun, 2011. "Modeling the relationship between energy consumption and economy development in China," Energy, Elsevier, vol. 36(7), pages 4227-4234.
    16. Nguyen, Trung Thanh & Nguyen, Thanh-Tung & Hoang, Viet-Ngu & Wilson, Clevo, 2019. "Energy transition, poverty and inequality: panel evidence from Vietnam," MPRA Paper 107182, University Library of Munich, Germany, revised 10 May 2019.
    17. Mishra, Vinod & Sharma, Susan & Smyth, Russell, 2009. "Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries," Energy Policy, Elsevier, vol. 37(6), pages 2318-2326, June.
    18. Streimikiene, Dalia & Kasperowicz, Rafał, 2016. "Review of economic growth and energy consumption: A panel cointegration analysis for EU countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 1545-1549.
    19. Zhou, Hui & Bukenya, James O., 2016. "Information inefficiency and willingness-to-pay for energy-efficient technology: A stated preference approach for China Energy Label," Energy Policy, Elsevier, vol. 91(C), pages 12-21.
    20. Chen, Pei-Fen & Lee, Chien-Chiang, 2007. "Is energy consumption per capita broken stationary? New evidence from regional-based panels," Energy Policy, Elsevier, vol. 35(6), pages 3526-3540, June.
    21. Huan Liu & Tiantian Hu, 2024. "Energy poverty alleviation and its implications for household energy consumption and health," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(4), pages 10063-10083, April.
    22. Hooi Hooi Lean & Russell Smyth, 2009. "Co2 Emissions, Electricity Consumption And Output In Asean," Development Research Unit Working Paper Series 13-09, Monash University, Department of Economics.
    23. Kim, Young Se, 2015. "Electricity consumption and economic development: Are countries converging to a common trend?," Energy Economics, Elsevier, vol. 49(C), pages 192-202.
    24. Narayan, Paresh Kumar & Smyth, Russell & Prasad, Arti, 2007. "Electricity consumption in G7 countries: A panel cointegration analysis of residential demand elasticities," Energy Policy, Elsevier, vol. 35(9), pages 4485-4494, September.
    25. Rodriguez-Oreggia, Eduardo & Yepez-Garcia, Rigoberto Ariel, 2014. "Income and energy consumption in Mexican households," Policy Research Working Paper Series 6864, The World Bank.
    26. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.
    27. Zhang, Yijing & Zhang, Duxun & Shen, Jinyu & Duan, Wei, 2025. "Spatial effects of ecological cognition on firewood collection by households in protected areas: An analysis based on the giant panda nature reserves," Forest Policy and Economics, Elsevier, vol. 170(C).
    28. KARGI, Bilal, 2014. "Electricity Consumption and Economic Growth: A Long-Term Co-integrated Analysis for Turkey," MPRA Paper 55699, University Library of Munich, Germany.
    29. Hsu, Yi-Chung & Lee, Chien-Chiang & Lee, Chi-Chuan, 2008. "Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach," Energy Economics, Elsevier, vol. 30(5), pages 2314-2330, September.
    30. Cheong, Tsun Se & Li, Victor Jing & Shi, Xunpeng, 2019. "Regional disparity and convergence of electricity consumption in China: A distribution dynamics approach," China Economic Review, Elsevier, vol. 58(C).
    31. Narayan, Paresh Kumar & Smyth, Russell, 2008. "Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks," Energy Economics, Elsevier, vol. 30(5), pages 2331-2341, September.
    32. Okajima, Shigeharu & Okajima, Hiroko, 2013. "Analysis of energy intensity in Japan," Energy Policy, Elsevier, vol. 61(C), pages 574-586.
    33. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, vol. 30(3), pages 919-936, May.
    34. Gao, Jingxin & Duan, Changzan & Song, Jinbo & Cai, Weiguang, 2024. "Now or later: The long tail effect of household income on energy consumption," Energy Economics, Elsevier, vol. 129(C).
    35. Narayan, Paresh Kumar & Popp, Stephan, 2009. "Can the electricity market be characterised by asymmetric behaviour?," Energy Policy, Elsevier, vol. 37(11), pages 4364-4372, November.
    36. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Energy demand convergence in APEC: An empirical analysis," Energy Economics, Elsevier, vol. 65(C), pages 32-41.
    37. Wu, X.F. & Chen, G.Q., 2019. "Global overview of crude oil use: From source to sink through inter-regional trade," Energy Policy, Elsevier, vol. 128(C), pages 476-486.
    38. Aleksandra Matuszewska-Janica & Dorota Żebrowska-Suchodolska & Agnieszka Mazur-Dudzińska, 2021. "The Situation of Households on the Energy Market in the European Union: Consumption, Prices, and Renewable Energy," Energies, MDPI, vol. 14(19), pages 1-21, October.
    39. Niu, Shuwen & Zhang, Xin & Zhao, Chunsheng & Niu, Yunzhu, 2012. "Variations in energy consumption and survival status between rural and urban households: A case study of the Western Loess Plateau, China," Energy Policy, Elsevier, vol. 49(C), pages 515-527.
    40. Yang, Xiaojun & Xu, Jintao & Xu, Xiaojie & Yi, Yuanyuan & Hyde, William F., 2020. "Collective forest tenure reform and household energy consumption: A case study in Yunnan Province, China," China Economic Review, Elsevier, vol. 60(C).
    41. Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015. "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, vol. 50(C), pages 359-363.
    42. Grottera, Carolina & Barbier, Carine & Sanches-Pereira, Alessandro & Abreu, Mariana Weiss de & Uchôa, Christiane & Tudeschini, Luís Gustavo & Cayla, Jean-Michel & Nadaud, Franck & Pereira Jr, Amaro Ol, 2018. "Linking electricity consumption of home appliances and standard of living: A comparison between Brazilian and French households," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 877-888.
    43. Maza, Adolfo & Villaverde, José, 2008. "The world per capita electricity consumption distribution: Signs of convergence?," Energy Policy, Elsevier, vol. 36(11), pages 4255-4261, November.
    44. Xu, Jintao & Hyde, William F., 2019. "China's second round of forest reforms: Observations for China and implications globally," Forest Policy and Economics, Elsevier, vol. 98(C), pages 19-29.
    45. Aleksandra Matuszewska-Janica & Dorota Żebrowska-Suchodolska & Mariola E. Zalewska & Urszula Ala-Karvia & Marta Hozer-Koćmiel, 2023. "Differences in the Structure of Household Electricity Prices in EU Countries," Energies, MDPI, vol. 16(18), pages 1-23, September.
    46. Najm, Sarah, 2019. "The green paradox and budgetary institutions," Energy Policy, Elsevier, vol. 133(C).
    47. Mirza, Bilal & Kemp, Rene, 2009. "Why Rural Rich Remain Energy Poor," MERIT Working Papers 2009-024, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    48. Ouedraogo, Nadia S., 2013. "Energy consumption and human development: Evidence from a panel cointegration and error correction model," Energy, Elsevier, vol. 63(C), pages 28-41.
    49. Apergis, Nicholas & Tsoumas, Chris, 2011. "Integration properties of disaggregated solar, geothermal and biomass energy consumption in the U.S," Energy Policy, Elsevier, vol. 39(9), pages 5474-5479, September.

  4. Adrangi, Bahram & Chatrath, Arjun & Raffiee, Kambiz & D. Ripple, Ronald, 2001. "Alaska North Slope crude oil price and the behavior of diesel prices in California," Energy Economics, Elsevier, vol. 23(1), pages 29-42, January.

    Cited by:

    1. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2018. "U.S. Diesel Fuel Price Responses To The Global Crude Oil Supply And Demand," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-25, December.
    2. Wang, Xiaofei & Liu, Chuangeng & Chen, Shaojie & Chen, Lei & Li, Ke & Liu, Na, 2020. "Impact of coal sector’s de-capacity policy on coal price," Applied Energy, Elsevier, vol. 265(C).
    3. Lurion M. De Mello & Ronald D. Ripple, 2017. "Polypropylene Price Dynamics: Input Costs or Downstream Demand?," The Energy Journal, , vol. 38(4), pages 129-144, July.
    4. José Carlos Vides & Julia Feria & Antonio A. Golpe & Juan Manuel Martín-Álvarez, 2024. "How do supply or demand shocks affect the US oil market?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
    5. Pastor, Daniel J. & Ewing, Bradley T., 2022. "Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?," Energy Economics, Elsevier, vol. 114(C).
    6. Papusson Chaiwat & Nantarat Tangvitoontham, 2014. "Petroleum s Price Transmission and Imported Demand for Crude Oil in Thailand," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 476-483.
    7. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
    8. Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol," MPRA Paper 48788, University Library of Munich, Germany.
    9. Hengyun Ma & Les Oxley & John Gibson, 2008. "Testing for Energy Market Integration in China," Working Papers in Economics 08/12, University of Canterbury, Department of Economics and Finance.
    10. Toan Luu Duc Huynh & Muhammad Shahbaz & Muhammad Ali Nasir & Subhan Ullah, 2022. "Financial modelling, risk management of energy instruments and the role of cryptocurrencies," Annals of Operations Research, Springer, vol. 313(1), pages 47-75, June.
    11. Lanza, Alessandro & Manera, Matteo & Giovannini, Massimo, 2005. "Modeling and forecasting cointegrated relationships among heavy oil and product prices," Energy Economics, Elsevier, vol. 27(6), pages 831-848, November.
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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 4 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-ENE: Energy Economics (4) 2006-03-05 2006-05-20 2006-07-21 2007-01-14
  2. NEP-FMK: Financial Markets (3) 2006-03-05 2006-07-21 2007-01-14
  3. NEP-RMG: Risk Management (1) 2006-03-05

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