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Harold Glenn A. Valera

Personal Details

First Name:Harold Glenn
Middle Name:A.
Last Name:Valera
Suffix:
RePEc Short-ID:pva1048
Terminal Degree:2017 Department of Economics; Waikato Management School; University of Waikato (from RePEc Genealogy)

Affiliation

Bangko Sentral Ng Pilipinas

Manilla, Philippines
http://www.bsp.gov.ph/
RePEc:edi:bspgvph (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Valera, Harold Glenn & Yamano, Takashi & Pede, Valerien, 2021. "Impact of Rice Trade Policy in Southeast Asia," 2021 Conference, August 17-31, 2021, Virtual 315265, International Association of Agricultural Economists.
  2. Minot, Nicholas & Balie, Jean & Valera, Harold Glenn A., 2021. "Prioritizing yield-increasing crop research for poverty impact: An application of microsimulation in the Philippines," 2021 Annual Meeting, August 1-3, Austin, Texas 313976, Agricultural and Applied Economics Association.
  3. Valera, Harold Glenn & Yamano, Takashi & Pede, Valerien & Puskur, Ranjitha & Habib, Muhammad Ashraful & Bashar, Khairul, 2021. "Impact of Nutrition Training on Long-Term Adoption of High Zinc Rice: A Randomized Control Trial Study Among Female Farmers in Bangladesh," 2021 Conference, August 17-31, 2021, Virtual 315165, International Association of Agricultural Economists.
  4. Gotor, Elisabetta & Nedumaran, Swamikannu & Cenacchi, Nicola & Tran, Nhuong & Dunston, Shahnila & Dermawan, Ahmad & Valera, Harold Glenn & Wiberg, David & Tesfaye, Kindie & Mausch, Kai, 2021. "Land and Water Systems: Looking to the future and a more resilient and sustainable society and environment," SocArXiv ajs6q, Center for Open Science.
  5. Valera, Harold Glenn & Balie, Jean & Pede, Valerien, 2021. "The Future of Cereal Prices," SocArXiv mrfu6, Center for Open Science.
  6. Balie, Jean & Valera, Harold Glenn A. & Narayanan Gopalakrishnan, Badri & Pede, Valerien O., 2021. "The impacts of reforming agricultural policy support on cereal prices: A CGE modeling approach," 2021 Annual Meeting, August 1-3, Austin, Texas 313939, Agricultural and Applied Economics Association.
  7. Chan, Chin Yee & Prager, Steven & Balie, Jean & Kozicka, Marta & Hareau, Guy & Valera, Harold Glenn & Tran, Nhuong & Wiebe, Keith & Diagne, Mandiaye & Alene, Arega, 2021. "The Future of Food Security, Nutrition and Health for Agri-food Systems Transformation," SocArXiv qgn9u, Center for Open Science.
  8. Balié, Jean & Minot, Nicholas & Valera, Harold Glenn, 2020. "Distributional impact of the rice tariffication policy in the Philippines," IFPRI discussion papers 1962, International Food Policy Research Institute (IFPRI).
  9. Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.
  10. Valera, Harold Glenn A. & Habib, M. Ashraful & Yamano, Takashi, 2019. "Is micronutrient training effective in creating demand for zinc rice? A randomized control trial study and panel data analysis for Bangladesh," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 290834, Agricultural and Applied Economics Association.
  11. Harold Glenn A. Valera & Takashi Yamano & Ranjitha Puskur & Prakashan Chellattan Veettil & Ishika Gupta & Phoeba Ricarte & Rohini Ram Mohan, 2018. "Women’s Land Title Ownership and Empowerment: Evidence from India," Working Papers id:12926, eSocialSciences.
  12. Aisa O. Manlosa & Harold Glenn A. Valera, 2016. "Socio-economic Approach to Microscale Flood Damage Assessment in a Lakeshore Community," Agriculture and Development Discussion Paper Series 2016-1, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA).
  13. Pede, Valerien O. & Valera, Harold Glenn A. & Alam, Mohammad Jahangir & McKenzie, Andrew M., 2013. "Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150246, Agricultural and Applied Economics Association.
  14. Mottaleb, Khondoker A. & Rejesus, Roderick M. & Mohanty, Samarendu & Murty, M.V.R. & Li, Tao & Valera, Harold Glenn & Gumma, Murali Krishna, 2012. "Ex Ante Impact Assessment of a Drought Tolerant Rice Variety in the Presence of Climate Change," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124745, Agricultural and Applied Economics Association.
  15. Valera, Harold Glenn & Tonini, Axel & Molina, Imelda & Fider, Mary Joanne & Mohanty, Samarendu, 2011. "Effects of Global Economic Slowdown on Rice Food Security in Asia," 2011 ASAE 7th International Conference, October 13-15, Hanoi, Vietnam 290556, Asian Society of Agricultural Economists (ASAE).
  16. Molina, Imelda R. & Valera, Harold Glenn & Mohanty, Samarendu, 2011. "Implications of lifting the rice subsidy on consumption and food security in India," 2011 ASAE 7th International Conference, October 13-15, Hanoi, Vietnam 290617, Asian Society of Agricultural Economists (ASAE).
  17. Jamora, Nelissa & Valera, Harold Glenn & Matriz, Mary Joanne & Molina, Imelda & Mohanty, Samarendu, 2010. "The Role of Exchange Rates and Domestic Policies on Global Rice Food Security," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61681, Agricultural and Applied Economics Association.
  18. Jamora, Nelissa & Valera, Harold Glenn & Molina, Imelda & Matriz, Mary Joanne & Mohanty, Samarendu, 2010. "Can we keep up with the demand? Emerging trends in global rice consumption," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61680, Agricultural and Applied Economics Association.

Articles

  1. Harold Glenn A. Valera & Badri Narayanan Gopalakrishnan & Sumathi Chakravarthy & Sindhu Bharathi & Jean Balié & Valerien Olivier Pede, 2023. "The impacts of reforming agricultural policy support on cereal prices: a CGE modeling approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(1), pages 202-221, June.
  2. Harold Glenn A. Valera & Mark J. Holmes & Valerien O. Pede & Jean Balié, 2023. "How convergent are rice export prices in the international market?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 127-141, January.
  3. Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021. "Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
  4. Balié, Jean & Minot, Nicholas & Valera, Harold Glenn A., 2021. "Distributional impacts of the rice tariffication policy in the Philippines," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 289-306.
  5. Balié, Jean & Valera, Harold Glenn, 2020. "Domestic and international impacts of the rice trade policy reform in the Philippines," Food Policy, Elsevier, vol. 92(C).
  6. Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019. "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, vol. 31(C), pages 138-145.
  7. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
  8. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Does inflation targeting matter for the behavior of inflation and output growth? Some regime-based evidence for Asian economies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(5), pages 932-955, October.
  9. Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017. "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, vol. 60(C), pages 194-210.
  10. Harold Glenn A. Valera & Mark J. Holmes & Gazi Hassan, 2017. "Stock market uncertainty and interest rate behaviour: a panel GARCH approach," Applied Economics Letters, Taylor & Francis Journals, vol. 24(11), pages 732-735, June.
  11. Harold Glenn A. Valera & Jim Lee, 2016. "Do rice prices follow a random walk? Evidence from Markov switching unit root tests for Asian markets," Agricultural Economics, International Association of Agricultural Economists, vol. 47(6), pages 683-695, November.
  12. Jim Lee & Harold Glenn A. Valera, 2016. "Price transmission and volatility spillovers in Asian rice markets: Evidence from MGARCH and panel GARCH models," The International Trade Journal, Taylor & Francis Journals, vol. 30(1), pages 14-32, January.
    RePEc:sag:seapbr:2016:347 is not listed on IDEAS

Books

  1. Tobias, Annette & Molina, Imelda & Valera, Harold Glenn & Mottaleb, Khondoker Abdul & Mohanty, Samarendu, 2012. "Handbook on Rice Policy for Asia," IRRI Books, International Rice Research Institute (IRRI), number 164450.
    • Tobias, Annette & Molina, Imelda & Valera, Harold Glenn & Mottaleb, Khondoker Abdul & Mohanty, Samarendu, 2012. "Handbook on Rice Policy for Asia," IRRI Books, International Rice Research Institute (IRRI), number 281810.

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. Gotor, Elisabetta & Nedumaran, Swamikannu & Cenacchi, Nicola & Tran, Nhuong & Dunston, Shahnila & Dermawan, Ahmad & Valera, Harold Glenn & Wiberg, David & Tesfaye, Kindie & Mausch, Kai, 2021. "Land and Water Systems: Looking to the future and a more resilient and sustainable society and environment," SocArXiv ajs6q, Center for Open Science.

    Cited by:

    1. Prager, Steven D. & Wiebe, Keith D., 2022. "Strategic foresight in One CGIAR: Gaps and needs in approaches and capacity," Other briefs January 2022, International Food Policy Research Institute (IFPRI).

  2. Balie, Jean & Valera, Harold Glenn A. & Narayanan Gopalakrishnan, Badri & Pede, Valerien O., 2021. "The impacts of reforming agricultural policy support on cereal prices: A CGE modeling approach," 2021 Annual Meeting, August 1-3, Austin, Texas 313939, Agricultural and Applied Economics Association.

    Cited by:

    1. Valera, Harold Glenn & Balie, Jean & Pede, Valerien, 2021. "The Future of Cereal Prices," SocArXiv mrfu6, Center for Open Science.

  3. Chan, Chin Yee & Prager, Steven & Balie, Jean & Kozicka, Marta & Hareau, Guy & Valera, Harold Glenn & Tran, Nhuong & Wiebe, Keith & Diagne, Mandiaye & Alene, Arega, 2021. "The Future of Food Security, Nutrition and Health for Agri-food Systems Transformation," SocArXiv qgn9u, Center for Open Science.

    Cited by:

    1. Prager, Steven D. & Wiebe, Keith D., 2022. "Strategic foresight in One CGIAR: Gaps and needs in approaches and capacity," Other briefs January 2022, International Food Policy Research Institute (IFPRI).
    2. Diakité, Zakary, 2023. "Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada," MPRA Paper 120115, University Library of Munich, Germany.

  4. Balié, Jean & Minot, Nicholas & Valera, Harold Glenn, 2020. "Distributional impact of the rice tariffication policy in the Philippines," IFPRI discussion papers 1962, International Food Policy Research Institute (IFPRI).

    Cited by:

    1. Valera, Harold Glenn A. & Yamano, Takashi & Pede, Valerien O., 2021. "Potential trade policy reforms in Southeast Asian rice markets: Domestic and international impacts," 2021 Annual Meeting, August 1-3, Austin, Texas 313904, Agricultural and Applied Economics Association.
    2. Valera, Harold Glenn & Yamano, Takashi & Pede, Valerien, 2021. "Impact of Rice Trade Policy in Southeast Asia," 2021 Conference, August 17-31, 2021, Virtual 315265, International Association of Agricultural Economists.
    3. Hoang, Hoa T.K. & Thompson, Wyatt & Kwon, Sanguk, 2021. "Low-Income Household Food Consumption Consequences of Rice Policy and Pandemic Impacts on Income and Price in Thailand," Journal of Food Distribution Research, Food Distribution Research Society, vol. 52(2), July.

  5. Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.

    Cited by:

    1. Cho-Hoi Hui & Chi-Fai Lo & Chi-Hei Liu, 2023. "Equity Price Dynamics under Shocks: In Distress or Short Squeeze," Risks, MDPI, vol. 12(1), pages 1-19, December.

  6. Valera, Harold Glenn A. & Habib, M. Ashraful & Yamano, Takashi, 2019. "Is micronutrient training effective in creating demand for zinc rice? A randomized control trial study and panel data analysis for Bangladesh," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 290834, Agricultural and Applied Economics Association.

    Cited by:

    1. Herrington, Caitlin L. & Maredia, Mywish & Ortega, David L. & Taleon, Victor & Birol, Ekin & Sarkar, Abdur Rouf & Rahaman, Shajedur, 2021. "Rural Bangladeshi Consumers' Willingness to Pay for Rice with Improved Nutrition via Zinc Biofortified Rice and Decreased Milling Practices," 2021 Conference, August 17-31, 2021, Virtual 315079, International Association of Agricultural Economists.
    2. Caitlin L. Herrington & Mywish K. Maredia & David L. Ortega & Victor Taleon & Ekin Birol & Md Abdur Rouf Sarkar & Md Shajedur Rahaman, 2023. "Rural Bangladeshi consumers’ (un)willingness to pay for low‐milled rice: Implications for zinc biofortification," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 5-22, January.

  7. Pede, Valerien O. & Valera, Harold Glenn A. & Alam, Mohammad Jahangir & McKenzie, Andrew M., 2013. "Nonlinearities in Regional Rice Prices in the Philippines: Evidence from a Smooth Transition Autoregressive (STAR) Approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150246, Agricultural and Applied Economics Association.

    Cited by:

    1. Bairagi, S. & Mohanty, S., 2018. "Analysis of Price Transmission along the Cambodian Rice Value Chain," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277022, International Association of Agricultural Economists.

  8. Mottaleb, Khondoker A. & Rejesus, Roderick M. & Mohanty, Samarendu & Murty, M.V.R. & Li, Tao & Valera, Harold Glenn & Gumma, Murali Krishna, 2012. "Ex Ante Impact Assessment of a Drought Tolerant Rice Variety in the Presence of Climate Change," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124745, Agricultural and Applied Economics Association.

    Cited by:

    1. Arora, Anchal & Bansal, Sangeeta & Ward, Patrick S., 2015. "Eliciting farmers’ valuation for abiotic stress-tolerant rice in India:," IFPRI discussion papers 1409, International Food Policy Research Institute (IFPRI).
    2. Arora, Anchal & Bansal, Sangeeta & Ward, Patrick S., 2015. "Do farmers value rice varieties tolerant to droughts and floods? Evidence from a discrete choice experiment in Odisha, India," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204881, Agricultural and Applied Economics Association.
    3. Kotu, Bekele & Admassie, Assefa, 2015. "Potential impact of improved varieties on poverty reduction: a case study of selected cereal crops in two districts of Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 212013, International Association of Agricultural Economists.
    4. Birthal, Pratap S. & Negi, Digvijay S. & Khan, Md. Tajuddin & Agarwal, Shaily, 2015. "Is Indian agriculture becoming resilient to droughts? Evidence from rice production systems," Food Policy, Elsevier, vol. 56(C), pages 1-12.
    5. Birthal, Pratap S., 2013. "Application of Frontier Technologies for Agricultural Development," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 68(1), pages 1-19.
    6. Hansen, James & Hellin, Jon & Rosenstock, Todd & Fisher, Eleanor & Cairns, Jill & Stirling, Clare & Lamanna, Christine & van Etten, Jacob & Rose, Alison & Campbell, Bruce, 2019. "Climate risk management and rural poverty reduction," Agricultural Systems, Elsevier, vol. 172(C), pages 28-46.
    7. Ward, Patrick S. & Ortega, David L. & Spielman, David J. & Singh, Vartika, 2013. "Farmer preferences for drought tolerance in hybrid versus inbred rice: Evidence from Bihar, India:," IFPRI discussion papers 1307, International Food Policy Research Institute (IFPRI).
    8. Birthal, P.S. & Khan, T.M. & Negi, D.S. & Agarwal, S., 2014. "Impact of Climate Change on Yields of Major Food Crops in India: Implications for Food Security," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 27(2).
    9. Hoang, Hoa K. & Meyers, William H., 2015. "Price stabilization and impacts of trade liberalization in the Southeast Asian rice market," Food Policy, Elsevier, vol. 57(C), pages 26-39.
    10. Ward, Patrick S. & Ortega, David L. & Spielman, David J. & Singh, Vartika, 2014. "Heterogeneous Demand for Drought-Tolerant Rice: Evidence from Bihar, India," World Development, Elsevier, vol. 64(C), pages 125-139.
    11. Ward, Patrick S. & Ortega, David L. & Spielman, David J. & Singh, Vartika & Magnan, Nicholas, 2013. "Farmer Preferences for Abiotic Stress Tolerance in Hybrid versus Inbred Rice: Evidence from Bihar, India," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150786, Agricultural and Applied Economics Association.
    12. Zentner, Emilie, 2015. "Rice Biotechnology: Helping or Hurting Farmers in the Philippines," SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 2015, pages 1-13.

  9. Jamora, Nelissa & Valera, Harold Glenn & Matriz, Mary Joanne & Molina, Imelda & Mohanty, Samarendu, 2010. "The Role of Exchange Rates and Domestic Policies on Global Rice Food Security," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61681, Agricultural and Applied Economics Association.

    Cited by:

    1. Hoang, Hoa K. & Meyers, William H., 2015. "Price stabilization and impacts of trade liberalization in the Southeast Asian rice market," Food Policy, Elsevier, vol. 57(C), pages 26-39.

  10. Jamora, Nelissa & Valera, Harold Glenn & Molina, Imelda & Matriz, Mary Joanne & Mohanty, Samarendu, 2010. "Can we keep up with the demand? Emerging trends in global rice consumption," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61680, Agricultural and Applied Economics Association.

    Cited by:

    1. Zentner, Emilie, 2015. "Rice Biotechnology: Helping or Hurting Farmers in the Philippines," SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 2015, pages 1-13.

Articles

  1. Harold Glenn A. Valera & Badri Narayanan Gopalakrishnan & Sumathi Chakravarthy & Sindhu Bharathi & Jean Balié & Valerien Olivier Pede, 2023. "The impacts of reforming agricultural policy support on cereal prices: a CGE modeling approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(1), pages 202-221, June.
    See citations under working paper version above.
  2. Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021. "Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
    See citations under working paper version above.
  3. Balié, Jean & Minot, Nicholas & Valera, Harold Glenn A., 2021. "Distributional impacts of the rice tariffication policy in the Philippines," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 289-306.
    See citations under working paper version above.
  4. Balié, Jean & Valera, Harold Glenn, 2020. "Domestic and international impacts of the rice trade policy reform in the Philippines," Food Policy, Elsevier, vol. 92(C).

    Cited by:

    1. Valera, Harold Glenn A. & Yamano, Takashi & Pede, Valerien O., 2021. "Potential trade policy reforms in Southeast Asian rice markets: Domestic and international impacts," 2021 Annual Meeting, August 1-3, Austin, Texas 313904, Agricultural and Applied Economics Association.
    2. Charmaine Samala Guno & Casper Boongaling Agaton, 2022. "Socio-Economic and Environmental Analyses of Solar Irrigation Systems for Sustainable Agricultural Production," Sustainability, MDPI, vol. 14(11), pages 1-15, June.
    3. Balié, Jean & Minot, Nicholas & Valera, Harold Glenn A., 2021. "Distributional impacts of the rice tariffication policy in the Philippines," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 289-306.
    4. Valera, Harold Glenn & Yamano, Takashi & Pede, Valerien, 2021. "Impact of Rice Trade Policy in Southeast Asia," 2021 Conference, August 17-31, 2021, Virtual 315265, International Association of Agricultural Economists.
    5. Harold Glenn A. Valera & Mark J. Holmes & Valerien O. Pede & Jean Balié, 2023. "How convergent are rice export prices in the international market?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 127-141, January.
    6. Ginbert P. Cuaton & Laurence L. Delina, 2022. "Two decades of rice research in Indonesia and the Philippines: A systematic review and research agenda for the social sciences," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-21, December.

  5. Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019. "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, vol. 31(C), pages 138-145.

    Cited by:

    1. Brajaballav Kar & Chandrabhanu Das, 2022. "Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis," Springer Proceedings in Business and Economics, in: Rabi Narayan Subudhi & Sumita Mishra & Abu Saleh & Dariush Khezrimotlagh (ed.), Future of Work and Business in Covid-19 Era, pages 9-18, Springer.
    2. Fung, Kennard & Jeong, Jiin & Pereira, Javier, 2022. "More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies," Finance Research Letters, Elsevier, vol. 47(PA).
    3. Hu, Yang & Hou, Yang (Greg) & Oxley, Les & Corbet, Shaen, 2021. "Does blockchain patent-development influence Bitcoin risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
    4. Aslan, Aylin & Sensoy, Ahmet, 2020. "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, vol. 35(C).
    5. Tran, Vu Le & Leirvik, Thomas, 2020. "Efficiency in the markets of crypto-currencies," Finance Research Letters, Elsevier, vol. 35(C).
    6. Natalya Apopo & Andrew Phiri, 2019. "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers 1904, Department of Economics, Nelson Mandela University, revised Jun 2019.
    7. Yang Hu & Les Oxley & Chunlin Lang, 2019. "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics 19/12, University of Waikato.
    8. Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022. "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
    9. Wasiuzzaman, Shaista & Haji Abdul Rahman, Hajah Siti Wardah, 2021. "Performance of gold-backed cryptocurrencies during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 43(C).
    10. Helder Miguel Correia Virtuoso Sebastião & Paulo José Osório Rupino Da Cunha & Pedro Manuel Cortesão Godinho, 2021. "Cryptocurrencies and blockchain. Overview and future perspectives," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 21(3), pages 305-342.
    11. Ma, Yechi & Ahmad, Ferhana & Liu, Miao & Wang, Zilong, 2020. "Portfolio optimization in the era of digital financialization using cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 161(C).
    12. Şoiman, Florentina & Dumas, Jean-Guillaume & Jimenez-Garces, Sonia, 2023. "What drives DeFi market returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    13. Cheng, Hui-Pei & Yen, Kuang-Chieh, 2020. "The relationship between the economic policy uncertainty and the cryptocurrency market," Finance Research Letters, Elsevier, vol. 35(C).
    14. Mingbo Zheng & Gen-Fu Feng & Xinxin Zhao & Chun-Ping Chang, 2023. "The transaction behavior of cryptocurrency and electricity consumption," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-18, December.
    15. Apergis, Nicholas & Koutmos, Dimitrios & Payne, James E., 2021. "Convergence in cryptocurrency prices? the role of market microstructure," Finance Research Letters, Elsevier, vol. 40(C).
    16. Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021. "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 403-431, September.
    17. Colon, Francisco & Kim, Chaehyun & Kim, Hana & Kim, Wonjoon, 2021. "The effect of political and economic uncertainty on the cryptocurrency market," Finance Research Letters, Elsevier, vol. 39(C).
    18. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    19. Manahov, Viktor & Urquhart, Andrew, 2021. "The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets," International Review of Financial Analysis, Elsevier, vol. 73(C).
    20. Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022. "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 351-370, December.
    21. Onur Özdemir, 2022. "Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.

  6. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.

    Cited by:

    1. Mike K. P. So & Wing Ki Liu & Amanda M. Y. Chu, 2018. "Bayesian Shrinkage Estimation Of Time-Varying Covariance Matrices In Financial Time Series," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 369-404, December.
    2. Bruno Ferreira Frascaroli & Wellington Charles Lacerda Nobrega, 2019. "Inflation Targeting and Inflation Risk in Latin America," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(11), pages 2389-2408, September.

  7. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Does inflation targeting matter for the behavior of inflation and output growth? Some regime-based evidence for Asian economies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(5), pages 932-955, October.

    Cited by:

    1. Khan, Najib, 2022. "How Do Middle-Income Countries Fare Under an Inflation Targeting Regime," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(4), pages 79-98, December.

  8. Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017. "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, vol. 60(C), pages 194-210.

    Cited by:

    1. Roberto Duncan & Enrique Martínez García & Patricia Toledo, 2022. "Just Do IT? An Assessment of Inflation Targeting in a Global Comparative Case Study," Globalization Institute Working Papers 418, Federal Reserve Bank of Dallas.
    2. Simranjeet Kaur, 2023. "A Decade of Impact of Monetary Policy on Food Inflation: An Overview and Future Direction," Vision, , vol. 27(4), pages 498-509, August.
    3. Bedri Kamil Onur Tas & Mustafa Cagri Peker, 2017. "Inflation Target Credibility: Do the Financial Markets Find the Targets Believable?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 1125-1147, December.
    4. Junankar, Pramod N. (Raja) & Wong, Chun Yee, 2020. "The Impact of Inflation Targeting on Inflation and Growth: How Robust Is the Evidence?," IZA Discussion Papers 13284, Institute of Labor Economics (IZA).
    5. Stojanovikj, Martin & Petrevski, Goran, 2020. "Inflation targeting and disinflation costs in emerging market economies," MPRA Paper 115798, University Library of Munich, Germany.
    6. Ibrahim Mohamed Ali Ali, 2023. "Income inequality, economic growth, and structural changes in Egypt: new insights from quantile cointegration approach," Economic Change and Restructuring, Springer, vol. 56(1), pages 379-407, February.
    7. Geronikolaou, George & Spyromitros, Eleftherios & Tsintzos, Panagiotis, 2020. "Progressive taxation and human capital as determinants of inflation persistence," Economic Modelling, Elsevier, vol. 88(C), pages 82-97.
    8. Junankar, Pramod N. (Raja), 2019. "Monetary Policy, Growth and Employment in Developing Areas: A Review of the Literature," IZA Discussion Papers 12197, Institute of Labor Economics (IZA).
    9. de Oliveira, Guilherme, 2023. "On the utilization controversy in the demand-led growth literature: A quantile unit root approach," Economic Modelling, Elsevier, vol. 126(C).

  9. Harold Glenn A. Valera & Mark J. Holmes & Gazi Hassan, 2017. "Stock market uncertainty and interest rate behaviour: a panel GARCH approach," Applied Economics Letters, Taylor & Francis Journals, vol. 24(11), pages 732-735, June.

    Cited by:

    1. Ahmet Ihsan Kaya & Lutfi Erden, 2023. "Capital‐flow volatility in emerging markets: A panel GARCH approach," International Finance, Wiley Blackwell, vol. 26(2), pages 172-188, August.
    2. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022. "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, vol. 138(C).
    3. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
    4. Ruipeng Liu & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
    5. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.

  10. Harold Glenn A. Valera & Jim Lee, 2016. "Do rice prices follow a random walk? Evidence from Markov switching unit root tests for Asian markets," Agricultural Economics, International Association of Agricultural Economists, vol. 47(6), pages 683-695, November.

    Cited by:

    1. Oscar V. De la Torre-Torres & Francisco Venegas-Martínez & Mᵃ Isabel Martínez-Torre-Enciso, 2021. "Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models," Mathematics, MDPI, vol. 9(2), pages 1-22, January.
    2. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & María de la Cruz Del Río-Rama & José Álvarez-García, 2022. "Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)," Mathematics, MDPI, vol. 10(8), pages 1-28, April.
    3. Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & María de la Cruz del Río-Rama, 2020. "A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures," Mathematics, MDPI, vol. 8(6), pages 1-19, June.
    4. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & José Álvarez-García, 2019. "A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading," Energies, MDPI, vol. 13(1), pages 1-24, December.
    5. Esposti, Roberto, 2021. "On the long-term common movement of resource and commodity prices.A methodological proposal," Resources Policy, Elsevier, vol. 72(C).
    6. Harold Glenn A. Valera & Mark J. Holmes & Valerien O. Pede & Jean Balié, 2023. "How convergent are rice export prices in the international market?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 127-141, January.
    7. Kurmas Akdogan, 2018. "Mean-reversion and structural change in European food prices," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 163-173.
    8. Deniz Erer & Elif Erer & Selim Güngör, 2023. "The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.

  11. Jim Lee & Harold Glenn A. Valera, 2016. "Price transmission and volatility spillovers in Asian rice markets: Evidence from MGARCH and panel GARCH models," The International Trade Journal, Taylor & Francis Journals, vol. 30(1), pages 14-32, January.

    Cited by:

    1. Jin, Yan & Gardebroek, Cornelis & Heerink, Nico, 2021. "Price Responsiveness of Rice Farmers and the Probability of Effective Grain Support Policies in China," 2021 Conference, August 17-31, 2021, Virtual 315097, International Association of Agricultural Economists.
    2. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
    3. Harold Glenn A. Valera & Mark J. Holmes & Valerien O. Pede & Jean Balié, 2023. "How convergent are rice export prices in the international market?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 127-141, January.
    4. Pinar Deniz & Thanasis Stengos & M. Ege Yazgan, 2021. "Revisiting the link between output growth and volatility: panel GARCH analysis," Empirical Economics, Springer, vol. 61(2), pages 743-771, August.
    5. Mamman, Suleiman O. & Wang, Zhanqin & Iliyasu, Jamilu, 2023. "Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence," Finance Research Letters, Elsevier, vol. 55(PA).

Books

  1. Tobias, Annette & Molina, Imelda & Valera, Harold Glenn & Mottaleb, Khondoker Abdul & Mohanty, Samarendu, 2012. "Handbook on Rice Policy for Asia," IRRI Books, International Rice Research Institute (IRRI), number 164450.
    • Tobias, Annette & Molina, Imelda & Valera, Harold Glenn & Mottaleb, Khondoker Abdul & Mohanty, Samarendu, 2012. "Handbook on Rice Policy for Asia," IRRI Books, International Rice Research Institute (IRRI), number 281810.

    Cited by:

    1. Md. Monirul Islam & Shusuke Matsushita & Ryozo Noguchi & Tofael Ahamed, 2022. "A damage-based crop insurance system for flash flooding: a satellite remote sensing and econometric approach," Asia-Pacific Journal of Regional Science, Springer, vol. 6(1), pages 47-89, February.
    2. Dick Durevall & Roy Weide, 2017. "Importing High Food Prices by Exporting: Rice Prices in Lao PDR," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(1), pages 164-181, February.
    3. Mishra, B. & Poudel, K.L. & Mishra, D.R., 2016. "Effect of Change in Indian Rice Price on Nepalese Rice Market: A Partial Equilibrium Model," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 29(1).
    4. Nitta, Atomu & Yamamoto, Yasutaka & Kondo, Katsunobu & Sawauchi, Daisuke, 2020. "Direct payments to Japanese farmers: Do they reduce rice income inequality? Lessons for other Asian countries," Journal of Policy Modeling, Elsevier, vol. 42(5), pages 968-981.
    5. Apollo Uma, 2022. "A Historical Perspective of The Impact of Rice Policies and Strategies in Kenya," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 6(9), pages 29-35, September.
    6. Briones, Roehlano M. & Tolin, Lovely Ann C., 2015. "Options for Supporting Rice Farmers Under a Post-QR Regime: Review and Assessment," Discussion Papers DP 2015-46, Philippine Institute for Development Studies.
    7. Yeong Tey & Mark Brindal, 2014. "Adapting importation policy to global commodity markets: implications of rice import allocation in Singapore," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 19(8), pages 1277-1293, December.
    8. Durevall, Dick & van der Weide, Roy, 2014. "Importing high food prices by exporting : rice prices in Lao PDR," Policy Research Working Paper Series 7119, The World Bank.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 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-AGR: Agricultural Economics (9) 2019-08-12 2020-09-28 2021-10-11 2021-10-18 2021-11-08 2021-12-06 2022-03-07 2022-03-07 2022-03-07. Author is listed
  2. NEP-SEA: South East Asia (5) 2017-09-03 2019-12-02 2020-09-28 2021-10-18 2021-12-06. Author is listed
  3. NEP-ENV: Environmental Economics (4) 2012-06-25 2021-10-11 2022-03-07 2022-03-07
  4. NEP-CMP: Computational Economics (1) 2021-10-11
  5. NEP-DEV: Development (1) 2020-09-28
  6. NEP-ETS: Econometric Time Series (1) 2019-12-02
  7. NEP-FMK: Financial Markets (1) 2019-12-02

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