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Achla Marathe

Personal Details

First Name:Achla
Middle Name:
Last Name:Marathe
Suffix:
RePEc Short-ID:pma1402
[This author has chosen not to make the email address public]
Terminal Degree:1994 Department of Economics; State University of New York-Albany (SUNY) (from RePEc Genealogy)

Affiliation

Department of Agricultural and Applied Economics
Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (United States)
http://www.aaec.vt.edu/

: (540) 231-6301
(540) 231-7417
208 Hutcheson Hall, Blacksburg, Virginia 24061
RePEc:edi:daavtus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Karla Atkins & Achla Marathe & Chris Barrett, 2006. "A Computational Approach to Modeling Commodity Markets," Computing in Economics and Finance 2006 240, Society for Computational Economics.

Articles

  1. Mozumder, Pallab & Vásquez, William F. & Marathe, Achla, 2011. "Consumers' preference for renewable energy in the southwest USA," Energy Economics, Elsevier, vol. 33(6), pages 1119-1126.
  2. Atkins, Karla & Chen, Jiangzhuo & Anil Kumar, V.S. & Macauley, Matthew & Marathe, Achla, 2009. "Locational market power in network constrained markets," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 416-430, May.
  3. Karla Atkins & Achla Marathe & Chris Barrett, 2007. "A computational approach to modeling commodity markets," Computational Economics, Springer;Society for Computational Economics, vol. 30(2), pages 125-142, September.
  4. Mozumder, Pallab & Marathe, Achla, 2007. "Causality relationship between electricity consumption and GDP in Bangladesh," Energy Policy, Elsevier, vol. 35(1), pages 395-402, January.
  5. Arciniegas Rueda, Ismael E. & Marathe, Achla, 2005. "Important variables in explaining real-time peak price in the independent power market of Ontario," Utilities Policy, Elsevier, vol. 13(1), pages 27-39, March.
  6. Lester Hadsell, Achla Marathe and Hany A. Shawky, 2004. "Estimating the Volatility of Wholesale Electricity Spot Prices in the US," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 23-40.
  7. Mozumder, Pallab & Marathe, Achla, 2004. "Gains from an integrated market for tradable renewable energy credits," Ecological Economics, Elsevier, vol. 49(3), pages 259-272, July.
  8. Achla Marathe & Hany A. Shawky, 2003. "The Structural Relation Between Mortgage and Market Interest Rates," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9-10), pages 1235-1251.
  9. Jun, Sang-Gyung & Marathe, Achla & Shawky, Hany A., 2003. "Liquidity and stock returns in emerging equity markets," Emerging Markets Review, Elsevier, vol. 4(1), pages 1-24, March.
  10. Arciniegas, Ismael & Barrett, Chris & Marathe, Achla, 2003. "Assessing the efficiency of US electricity markets," Utilities Policy, Elsevier, vol. 11(2), pages 75-86, June.
  11. Shawky, Hany A. & Marathe, Achla, 1995. "Expected stock returns and volatility in a two-regime market," Journal of Economics and Business, Elsevier, vol. 47(5), pages 409-421, December.
  12. Marathe, Achla & Shawky, Hany A., 1994. "Predictability of stock returns and real output," The Quarterly Review of Economics and Finance, Elsevier, vol. 34(4), pages 317-331.

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. Karla Atkins & Achla Marathe & Chris Barrett, 2006. "A Computational Approach to Modeling Commodity Markets," Computing in Economics and Finance 2006 240, Society for Computational Economics.

    Cited by:

    1. Dufresne, Daniel & Vázquez-Abad, Felisa, 2012. "Cobweb theorems with production lags and price forecasting," Economics Discussion Papers 2012-17, Kiel Institute for the World Economy (IfW).
    2. Gabriel Galand, 2009. "The Neutrality of Money Revisited with a Bottom-Up Approach: Decentralisation, Limited Information and Bounded Rationality," Computational Economics, Springer;Society for Computational Economics, vol. 33(4), pages 337-360, May.

Articles

  1. Karla Atkins & Achla Marathe & Chris Barrett, 2007. "A computational approach to modeling commodity markets," Computational Economics, Springer;Society for Computational Economics, vol. 30(2), pages 125-142, September.
    See citations under working paper version above.
  2. Mozumder, Pallab & Marathe, Achla, 2004. "Gains from an integrated market for tradable renewable energy credits," Ecological Economics, Elsevier, vol. 49(3), pages 259-272, July.

    Cited by:

    1. Munoz, Francisco D. & Pumarino, Bruno J. & Salas, Ignacio A., 2017. "Aiming low and achieving it: A long-term analysis of a renewable policy in Chile," Energy Economics, Elsevier, vol. 65(C), pages 304-314.
    2. Söderholm, Patrik, 2008. "The political economy of international green certificate markets," Energy Policy, Elsevier, vol. 36(6), pages 2051-2062, June.
    3. Ford, Andrew & Vogstad, Klaus & Flynn, Hilary, 2007. "Simulating price patterns for tradable green certificates to promote electricity generation from wind," Energy Policy, Elsevier, vol. 35(1), pages 91-111, January.
    4. Andres P. Perez, Enzo E. Sauma, Francisco D. Munoz, and Benjamin F. Hobbs, 2016. "The Economic Effects of Interregional Trading of Renewable Energy Certificates in the U.S. WECC," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    5. Yihsu Chen & Lizhi Wang, 2013. "Renewable Portfolio Standards in the Presence of Green Consumers and Emissions Trading," Networks and Spatial Economics, Springer, vol. 13(2), pages 149-181, June.
    6. Singh, Anoop, 2009. "A market for renewable energy credits in the Indian power sector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 13(3), pages 643-652, April.
    7. Karla Atkins & Achla Marathe & Chris Barrett, 2006. "A Computational Approach to Modeling Commodity Markets," Computing in Economics and Finance 2006 240, Society for Computational Economics.
    8. Agnolucci, Paolo, 2007. "The effect of financial constraints, technological progress and long-term contracts on tradable green certificates," Energy Policy, Elsevier, vol. 35(6), pages 3347-3359, June.
    9. Tsao, C.-C. & Campbell, J.E. & Chen, Yihsu, 2011. "When renewable portfolio standards meet cap-and-trade regulations in the electricity sector: Market interactions, profits implications, and policy redundancy," Energy Policy, Elsevier, vol. 39(7), pages 3966-3974, July.
    10. Hooi Hooi Lean & Russell Smyth, 2012. "Are fluctuations in production of renewable energy permanent or transitory?," Monash Economics Working Papers 05-12, Monash University, Department of Economics.
    11. Lean, Hooi Hooi & Smyth, Russell, 2013. "Are fluctuations in US production of renewable energy permanent or transitory?," Applied Energy, Elsevier, vol. 101(C), pages 483-488.
    12. Mozumder, Pallab & Vásquez, William F. & Marathe, Achla, 2011. "Consumers' preference for renewable energy in the southwest USA," Energy Economics, Elsevier, vol. 33(6), pages 1119-1126.
    13. Tanaka, Makoto & Chen, Yihsu, 2013. "Market power in renewable portfolio standards," Energy Economics, Elsevier, vol. 39(C), pages 187-196.

  3. Jun, Sang-Gyung & Marathe, Achla & Shawky, Hany A., 2003. "Liquidity and stock returns in emerging equity markets," Emerging Markets Review, Elsevier, vol. 4(1), pages 1-24, March.

    Cited by:

    1. Kiani, Khurshid M., 2011. "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, vol. 12(4), pages 443-459.
    2. Iatridis, George, 2010. "International Financial Reporting Standards and the quality of financial statement information," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 193-204, June.
    3. Dey, Malay K., 2005. "Turnover and return in global stock markets," Emerging Markets Review, Elsevier, vol. 6(1), pages 45-67, April.
    4. Vo, Xuan Vinh & Batten, Jonathan, 2010. "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper 29862, University Library of Munich, Germany, revised 10 Jan 2011.
    5. Kraeussl, Roman & Logher, Robin, 2010. "Emerging art markets," Emerging Markets Review, Elsevier, vol. 11(4), pages 301-318, December.
    6. Roslily Ramlee & Ruhani Ali, 2012. "Liquidity, Initial Public Offering (IPO) Long-Term Return and Government Ownership Evidence from Bursa Malaysia IPO Stocks," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 8(Supp. 1), pages 39-66.
    7. Lischewski, Judith & Voronkova, Svitlana, 2012. "Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?," Emerging Markets Review, Elsevier, vol. 13(1), pages 8-25.
    8. Rui Ma & Hamish D. Anderson & Ben R. Marshall, 2016. "International stock market liquidity: a review," Managerial Finance, Emerald Group Publishing, vol. 42(2), pages 118-135, February.
    9. Ye Bai & Christopher Green, 2011. "Determinants of cross-sectional stock return variations in emerging markets," Empirical Economics, Springer, vol. 41(1), pages 81-102, August.
    10. David McMillan & Pako Thupayagale, 2011. "Measuring volatility persistence and long memory in the presence of structural breaks: Evidence from African stock markets," Managerial Finance, Emerald Group Publishing, vol. 37(3), pages 219-241, February.
    11. Wang, Yuenan & Di Iorio, Amalia, 2007. "The cross section of expected stock returns in the Chinese A-share market," Global Finance Journal, Elsevier, vol. 17(3), pages 335-349, March.
    12. Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015. "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, vol. 22(C), pages 96-125.
    13. Joyce Hsieh & Chien-Chung Nieh, 2010. "An overview of Asian equity markets," Asian-Pacific Economic Literature, Asia Pacific School of Economics and Government, The Australian National University, vol. 24(2), pages 19-51, November.
    14. Xuan Vinh Vo & Hong Thu Bui, 2016. "Liquidity, liquidity risk and stock returns: evidence from Vietnam," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 67-89.
    15. Michael E. Drew & Alastair Marsden & Madhu Veeraraghavan, 2004. "Small Firm Effect, Liquidity and Security Returns: Australian Evidence," School of Economics and Finance Discussion Papers and Working Papers Series 172, School of Economics and Finance, Queensland University of Technology.
    16. Donadelli, Michael & Prosperi, Lorenzo, 2012. "On the role of liquidity in emerging markets stock prices," Research in Economics, Elsevier, vol. 66(4), pages 320-348.
    17. Rhee, S. Ghon & Wang, Jianxin, 2009. "Foreign institutional ownership and stock market liquidity: Evidence from Indonesia," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1312-1324, July.
    18. Assefa, Tibebe A. & Mollick, André Varella, 2014. "African stock market returns and liquidity premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 325-342.
    19. Gao, Lei & Kling, Gerhard, 2006. "Regulatory changes and market liquidity in Chinese stock markets," Emerging Markets Review, Elsevier, vol. 7(2), pages 162-175, June.
    20. Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2017. "High turnover with high price delay? Dissecting the puzzling phenomenon for China's A-shares," Finance Research Letters, Elsevier, vol. 22(C), pages 105-113.
    21. Bai, Ye & Chow, Darien Yan Pang, 2017. "Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 182-203.
    22. Collins G. Ntim & Kwaku K. Opong & Jo Danbolt & Frank Senyo Dewotor, 2011. "Testing the weak-form efficiency in African stock markets," Managerial Finance, Emerald Group Publishing, vol. 37(3), pages 195-218, February.
    23. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "Liquidity measurement in frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 1-12.
    24. Saad, Mohsen & Samet, Anis, 2015. "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, vol. 23(C), pages 124-147.

  4. Arciniegas, Ismael & Barrett, Chris & Marathe, Achla, 2003. "Assessing the efficiency of US electricity markets," Utilities Policy, Elsevier, vol. 11(2), pages 75-86, June.

    Cited by:

    1. Arciniegas, Alvaro I. & Arciniegas Rueda, Ismael E., 2008. "Forecasting short-term power prices in the Ontario Electricity Market (OEM) with a fuzzy logic based inference system," Utilities Policy, Elsevier, vol. 16(1), pages 39-48, March.
    2. Capitán Herráiz, Álvaro & Rodríguez Monroy, Carlos, 2009. "Analysis of the efficiency of the Iberian power futures market," Energy Policy, Elsevier, vol. 37(9), pages 3566-3579, September.
    3. Olga Y. Uritskaya & Vadim M. Uritsky, 2015. "Predictability of price movements in deregulated electricity markets," Papers 1505.08117, arXiv.org.
    4. Tran Dang Khoa, 2018. "Market Efficiency and Market Power in Vietnam Competitive Generation Market," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 181-189.
    5. Asan, Goksel & Tasaltin, Kamil, 2017. "Market efficiency assessment under dual pricing rule for the Turkish wholesale electricity market," Energy Policy, Elsevier, vol. 107(C), pages 109-118.
    6. Georg Zachmann, 2007. "A Markov Switching Model of the Merit Order to Compare British and German Price Formation," Discussion Papers of DIW Berlin 714, DIW Berlin, German Institute for Economic Research.
    7. Karla Atkins & Achla Marathe & Chris Barrett, 2006. "A Computational Approach to Modeling Commodity Markets," Computing in Economics and Finance 2006 240, Society for Computational Economics.
    8. Uritskaya, Olga Y. & Uritsky, Vadim M., 2015. "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, vol. 49(C), pages 72-81.
    9. Morales, Lucía & Hanly, Jim, 2018. "European power markets–A journey towards efficiency," Energy Policy, Elsevier, vol. 116(C), pages 78-85.
    10. Stratford M. Douglas & Julia N. Popova, 2011. "Econometric Estimation of Spatial Patterns in Electricity Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 81-106.
    11. Capece, Guendalina & Cricelli, Livio & Di Pillo, Francesca & Levialdi, Nathan, 2012. "New regulatory policies in Italy: Impact on financial results, on liquidity and profitability of natural gas retail companies," Utilities Policy, Elsevier, vol. 23(C), pages 90-98.
    12. Arciniegas Rueda, Ismael E. & Marathe, Achla, 2005. "Important variables in explaining real-time peak price in the independent power market of Ontario," Utilities Policy, Elsevier, vol. 13(1), pages 27-39, March.
    13. Rammerstorfer, Margarethe & Wagner, Christian, 2009. "Reforming minute reserve policy in Germany: A step towards efficient markets?," Energy Policy, Elsevier, vol. 37(9), pages 3513-3519, September.

  5. Shawky, Hany A. & Marathe, Achla, 1995. "Expected stock returns and volatility in a two-regime market," Journal of Economics and Business, Elsevier, vol. 47(5), pages 409-421, December.

    Cited by:

    1. Dimitriou, Dimitrios & Simos, Theodore, 2011. "The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi-parametric approach," MPRA Paper 37528, University Library of Munich, Germany.
    2. Paudyal, Krishna & Saldanha, Liesl, 1997. "Stock returns and volatility in two regime markets: International evidence," International Review of Financial Analysis, Elsevier, vol. 6(3), pages 209-228.
    3. Mark J. Holmes & Maghrebi Nabil, 2002. "Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets," International Economic Journal, Taylor & Francis Journals, vol. 16(4), pages 121-139.
    4. Li, Lifang & Narayan, Paresh Kumar & Zheng, Xinwei, 2010. "An analysis of inflation and stock returns for the UK," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 519-532, December.

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