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Jason Stevens

Personal Details

First Name:Jason
Middle Name:
Last Name:Stevens
Suffix:
RePEc Short-ID:pst649
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
University of Prince Edward Island

Charlottetown, Canada
http://www.upei.ca/~economic/

: (902) 566-0326
(902) 566-0302
Charlottetown, Prince Edward Island, C1A 4P3
RePEc:edi:depeica (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Patrick De lamirande & Jason Stevens, 2016. "Predicting events with an unidentified time horizon," Economics Bulletin, AccessEcon, vol. 36(2), pages 729-735.
  2. J. Stevens, 2015. "Do transaction costs prevent arbitrage in the market for crude oil? Evidence from a threshold autoregression," Applied Economics Letters, Taylor & Francis Journals, vol. 22(3), pages 169-172, February.
  3. J. Stevens, 2014. "Identification problems in Granger causality tests based on the net oil price increase," Applied Economics, Taylor & Francis Journals, vol. 46(1), pages 102-110, January.
  4. J. Stevens & P. de Lamirande, 2014. "Testing the efficiency of the futures market for crude oil in the presence of a structural break," Applied Economics, Taylor & Francis Journals, vol. 46(33), pages 4053-4059, November.
  5. Jason Stevens, 2013. "The benefits of storage and non-renewable resource price dynamics," Canadian Journal of Economics, Canadian Economics Association, vol. 46(1), pages 239-265, February.
  6. J. Stevens, 2013. "Testing the efficiency of the futures market for crude oil using weighted least squares," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1611-1613, December.
  7. Jason Stevens, 2012. "A simple in-sample test of futures market efficiency based on rolling regressions," Applied Economics Letters, Taylor & Francis Journals, vol. 19(9), pages 897-900, June.

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.

Articles

  1. J. Stevens, 2015. "Do transaction costs prevent arbitrage in the market for crude oil? Evidence from a threshold autoregression," Applied Economics Letters, Taylor & Francis Journals, vol. 22(3), pages 169-172, February.

    Cited by:

    1. Kristyna Ters & Jörg Urban, 2018. "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers 689, Bank for International Settlements.

  2. J. Stevens, 2014. "Identification problems in Granger causality tests based on the net oil price increase," Applied Economics, Taylor & Francis Journals, vol. 46(1), pages 102-110, January.

    Cited by:

    1. Patrick De lamirande & Jason Stevens, 2016. "Predicting events with an unidentified time horizon," Economics Bulletin, AccessEcon, vol. 36(2), pages 729-735.

  3. J. Stevens & P. de Lamirande, 2014. "Testing the efficiency of the futures market for crude oil in the presence of a structural break," Applied Economics, Taylor & Francis Journals, vol. 46(33), pages 4053-4059, November.

    Cited by:

    1. Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
    2. Tokic, Damir, 2015. "The 2014 oil bust: Causes and consequences," Energy Policy, Elsevier, vol. 85(C), pages 162-169.
    3. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015. "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers 201580, University of Pretoria, Department of Economics.

  4. J. Stevens, 2013. "Testing the efficiency of the futures market for crude oil using weighted least squares," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1611-1613, December.

    Cited by:

    1. Javier Garcia-Verdugo & Meliyara Sirex Consuegra, 2013. "Estimating functional efficiency in energy futures markets," Economics and Business Letters, Oviedo University Press, vol. 2(3), pages 105-115.

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