Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2019

• Nsenga Dieu & Nach Mirada & Khobai Hlalefang & Moyo Clement & Phiri Andrew, 2019, "Is It the Natural Rate Hypothesis or the Hysteresis Hypothesis for Unemployment Rates in Newly Industrialized Economies?," Comparative Economic Research, Sciendo, volume 22, issue 4, pages 39-55, December, DOI: 10.2478/cer-2019-0031.
• Gričar Sergej & Baldigara Tea, 2019, "An explorative study of tourism time series: Evidence from Slovenia and Croatia," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 2, pages 101-116, December, DOI: 10.2478/crebss-2019-0015.
• Kojić Vedran & Škrinjarić Tihana, 2019, "A note on the turning point for the quadratic trend," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 2, pages 39-48, December, DOI: 10.2478/crebss-2019-0010.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Pedraza Pablo de & Visintin Stefano & Tijdens Kea & Kismihók Gábor, 2019, "Survey vs Scraped Data: Comparing Time Series Properties of Web and Survey Vacancy Data," IZA Journal of Labor Economics, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 8, issue 1, pages 1-23, June, DOI: 10.2478/izajole-2019-0004.
• Erdas Mehmet Levent, 2019, "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Sciendo, volume 19, issue 4, pages 399-428, December, DOI: 10.2478/revecp-2019-0020.
• Shehu U.R. Aliyu, 2019, "Do Presidential Elections Affect Stock Market Returns In Nigeria?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 19, issue 1, pages 40-56, June.
• Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
• Philip Arestis & Ana Rosa Gonzalez‐Martinez, 2019, "Economic precariousness: A new channel in the housing market cycle," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 1030-1043, April, DOI: 10.1002/ijfe.1716.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2019, "On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 1047-1065, July, DOI: 10.1002/ijfe.1704.
• H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel, 2019, "Cartel dating," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 1, pages 26-42, January, DOI: 10.1002/jae.2660.
• Yohei Yamamoto, 2019, "Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 247-267, March, DOI: 10.1002/jae.2659.
• Philip Hans Franses, 2019, "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 2, pages 73-80, March, DOI: 10.1002/for.2557.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
• Crafts, Nicholas & Mills, Terence C., 2019, "Is the UK Productivity Slowdown Unprecedented?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1215.
• Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
• Katarzyna Maciejowska, 2019, "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/02, Jul.
• Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.
• Xuexin Wang & Yixiao Sun, 2019, "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-05-24, May.
• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2019, "Time-Varying Mixture Copula Models with Copula Selection," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-05, Jul.
• Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2019, "Semiparametric Estimation and Variable Selection for Single-index Copula Models," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-05, Jul.
• Li Chen & Jiti Gao & Farshid Vahid, 2019, "Global temperatures and greenhouse gases - a common features approach," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-15, Jul.
• Bernard Njindan Iyke & Sin-Yu Ho, 2019, "Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana," Contemporary Economics, Vizja University, volume 13, issue 2, June.
• Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
• Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2019, "Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-154, Dec.
• Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2019, "A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters," Discussion Papers, Department of Economics, University of York, number 19/14, Sep.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019, "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 147.
• Funke, Michael & Li, Xiang & Tsang, Andrew, 2019, "Monetary policy shocks and peer-to-peer lending in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 23/2019.
• Gallegati, Marco & Giri, Federico & Fratianni, Michele, 2019, "Money growth and inflation: International historical evidence on high inflation episodes for developed countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2019.
• Assenmacher-Wesche, Katrin & Beyer, Andreas, 2019, "A cointegration model of money and wealth," CFS Working Paper Series, Center for Financial Studies (CFS), number 619.
• Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2019, "Analysis of Asymmetry in Slovak Gasoline and Diesel Retail Market," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019".
• Kholodilin, Konstantin A. & Gerasymov, Tymofiy, 2019, "Coping with the Consequences of a Housing Crisis During the Great War: The Case of Right-Bank Ukraine in 1914–1918," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, issue 1, pages 1-20, DOI: 10.1080/20514530.2019.1596455.
• Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019, "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193631.
• Obst, Thomas, 2019, "A dynamic version of Okun's law in the EU15 countries - The role of delays in the unemployment-output nexus," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 411.
• Strohsal, Till & Wolf, Elias, 2019, "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/11.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-16.
• Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
• Khan, Hameed & Khan, Umair, 2019, "Financial development and FDI inflows in China," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-54.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2019, "The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2019-.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Estimating low sampling frequency risk measure by high-frequency data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-003.
• Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019, "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-018.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2019, "SONIC: SOcial Network with Influencers and Communities," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-025.
• Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019, "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 24/2019.
• Klein, Tony & Todorova, Neda, 2019, "Night Trading with Futures in China: The Case of Aluminum and Copper," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/06, DOI: 10.2139/ssrn.3249598.
• Peter C.B. Phillips & Zhentao Shi, 2019, "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2192, May.
• Igor Kheifets & Peter C.B. Phillips, 2019, "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2210, Nov.
• Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019, "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2211, Dec.
• Peter C.B. Phillips & Zhentao Shi, 2019, "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2212, Dec.
• Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2215, Oct.
• Виктор Аврамов, 2019, "Анализ На Времевите Редове На Цените И Обема На Борсовата Търговия На Електрическа Енергия В Условията На Ниска Ликвидност," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 8-22.
• Chi Hyun Kim & Lars Other, 2019, "The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1781.
• Gilles de Truchis & Elena Ivona Dumitrescu, 2019, "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-14.
• Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019, "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-15.
• Valérie Mignon & Antonia Lopez Villavicencio, 2019, "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-16.
• Vuyokazi Pikoko & Andrew Phiri, 2019, "Is There Hysteresis in South African Unemployment? Evidence from the Post-Recessionary Period," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 15(3), pages 365-387, JUNE.
• Galina Besstremyannaya & Sergei Golovan, 2019, "Physician’s altruism in incentive contracts: Medicare’s quality race," CINCH Working Paper Series, Universitaet Duisburg-Essen, Competent in Competition and Health, number 1903, Mar.
• Jamal HUSEIN & Chuck PIER, 2019, "Long-Run Sustainability Of Current Account Balance: Evidence From Twenty North And Latin American Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 19, issue 2, pages 75-90.
• Deepak Kumar BEHERA, 2019, "An Econometric Analysis Of Determinants Of Employment Growth In India'S Industrial Sector," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 19, issue 1, pages 47-62.
• Lang, Jan Hannes & Forletta, Marco, 2019, "Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses," Macroprudential Bulletin, European Central Bank, volume 9.
• Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019, "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series, European Central Bank, number 219, Feb.
• Chudik, Alexander & Georgiadis, Georgios, 2019, "Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables," Working Paper Series, European Central Bank, number 2307, Aug.
• Yaya Keho, 2019, "Dynamic Relationship between Government Spending and Private Consumption: Evidence from Cote d'Ivoire," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 197-202.
• Zouheir Mighri & Majid Ibrahim Alsaggaf, 2019, "Volatility Spillovers among the Cryptocurrency Time Series," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 81-90.
• Onur zdemir, 2019, "Autoregressive Distributed Lag Approach to the Income Inequality and Financial Liberalization Nexus: Empirical Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 1-15.
• Adedoyin Isola Lawal & Adeniyi Olayanju & Afeez Adebare Salisu & Abiola John Asaleye & Olatunde Dahunsi & Oluwasogo Dada & Oluwasola Emmanel Omoju & Olabisi Rasheedat Popoola, 2019, "Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 166-173.
• Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019, "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 87-105.
• Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2019, "Application of ARIMA Modelling for the Forecasting of Solar, Wind, Spot and Options Electricity Prices: The Australian National Electricity Market," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 4, pages 263-272.
• Andre Assis de Salles & Ana Beatriz Mendes Campanati, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 322-330.
• Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019, "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 331-338.
• Melike Kurtaran elik & Zekiye Akta & Ahmet Kurtaran & Ayten Turan Kurtaran, 2019, "The Relationship between the Oil Prices and Stock Prices: An Application in BIST Chemical, Oil, Plastic Index," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 165-170.
• Agus Widarjono & Abdul Hakim, 2019, "Asymmetric Oil Price Pass-Through to Disaggregate Consumer Prices in Emerging Market: Evidence from Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 310-317.
• Juan Carlos Cuestas, 2019, "Changes in sovereign debt dynamics in Central and Eastern Europe," Bank of Estonia Working Papers, Bank of Estonia, number wp2018-06, Jan, DOI: 10.23656/25045520/062018/0158.
• Juan Carlos Cuestas, 2019, "On the evolution of competitiveness in Central and Eastern Europe: is it broken?," Bank of Estonia Working Papers, Bank of Estonia, number wp2019-07, Oct, revised 29 Oct 2019, DOI: 0.23656/25045520/072019/0169.
• Li, Kun & Cursio, Joseph D. & Jiang, Mengfei & Liang, Xi, 2019, "The significance of calendar effects in the electricity market," Applied Energy, Elsevier, volume 235, issue C, pages 487-494, DOI: 10.1016/j.apenergy.2018.10.124.
• Omay, Tolga & Iren, Perihan, 2019, "Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach," Journal of Asian Economics, Elsevier, volume 60, issue C, pages 85-100, DOI: 10.1016/j.asieco.2018.11.002.
• Dash, Saumya Ranjan & Maitra, Debasish, 2019, "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 135-150, DOI: 10.1016/j.jbef.2019.02.006.
• Bash, Ahmad & Alsaifi, Khaled, 2019, "Fear from uncertainty: An event study of Khashoggi and stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 54-58, DOI: 10.1016/j.jbef.2019.05.004.
• McMillan, David G., 2019, "Predicting firm level stock returns: Implications for asset pricing and economic links," The British Accounting Review, Elsevier, volume 51, issue 4, pages 333-351, DOI: 10.1016/j.bar.2019.04.001.
• Liang, Yousha & Shi, Kang & Wang, Lisheng & Xu, Juanyi, 2019, "Fluctuation and reform: A tale of two RMB markets," China Economic Review, Elsevier, volume 53, issue C, pages 30-52, DOI: 10.1016/j.chieco.2018.08.003.
• Zaevski, Tsvetelin S. & Kounchev, Ognyan & Savov, Mladen, 2019, "Two frameworks for pricing defaultable derivatives," Chaos, Solitons & Fractals, Elsevier, volume 123, issue C, pages 309-319, DOI: 10.1016/j.chaos.2019.04.025.
• Augustyniak, Maciej & Godin, Frédéric & Simard, Clarence, 2019, "A profitable modification to global quadratic hedging," Journal of Economic Dynamics and Control, Elsevier, volume 104, issue C, pages 111-131, DOI: 10.1016/j.jedc.2019.05.008.
• Bu, Di & Liao, Yin & Shi, Jing & Peng, Hongfeng, 2019, "Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons," Journal of Economic Dynamics and Control, Elsevier, volume 108, issue C, DOI: 10.1016/j.jedc.2019.103753.
• Dai, Wei & Serletis, Apostolos, 2019, "On the Markov switching welfare cost of inflation," Journal of Economic Dynamics and Control, Elsevier, volume 108, issue C, DOI: 10.1016/j.jedc.2019.103748.
• Dell’Anno, Roberto & Davidescu, Adriana AnaMaria, 2019, "Estimating shadow economy and tax evasion in Romania. A comparison by different estimation approaches," Economic Analysis and Policy, Elsevier, volume 63, issue C, pages 130-149, DOI: 10.1016/j.eap.2019.05.002.
• Gamal, Awadh Ahmed Mohammed & Rambeli, Norimah & Abdul Jalil, Norasibah & Kuperan Viswanathan, K., 2019, "A modified Currency Demand Function and the Malaysian shadow economy: Evidence from ARDL bounds testing approach," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 266-281, DOI: 10.1016/j.eap.2019.10.001.
• Chundakkadan, Radeef & Sasidharan, Subash, 2019, "Liquidity pull-back and predictability of government security yield volatility," Economic Modelling, Elsevier, volume 77, issue C, pages 124-132, DOI: 10.1016/j.econmod.2018.07.018.
• Lee, Junsoo & Tieslau, Margie, 2019, "Panel LM unit root tests with level and trend shifts," Economic Modelling, Elsevier, volume 80, issue C, pages 1-10, DOI: 10.1016/j.econmod.2017.11.001.
• López-Marmolejo, Arnoldo & Ventosa-Santaulària, Daniel, 2019, "Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials," Economic Modelling, Elsevier, volume 80, issue C, pages 158-170, DOI: 10.1016/j.econmod.2018.11.004.
• Aït-Youcef, Camille, 2019, "How index investment impacts commodities: A story about the financialization of agricultural commodities," Economic Modelling, Elsevier, volume 80, issue C, pages 23-33, DOI: 10.1016/j.econmod.2018.04.007.
• Pavlidis, Efthymios & Martínez-García, Enrique & Grossman, Valerie, 2019, "Detecting periods of exuberance: A look at the role of aggregation with an application to house prices," Economic Modelling, Elsevier, volume 80, issue C, pages 87-102, DOI: 10.1016/j.econmod.2018.07.021.
• Granville, Brigitte & Zeng, Ning, 2019, "Time variation in inflation persistence: New evidence from modelling US inflation," Economic Modelling, Elsevier, volume 81, issue C, pages 30-39, DOI: 10.1016/j.econmod.2018.12.004.
• Koubaa, Yosra & Slim, Skander, 2019, "The relationship between trading activity and stock market volatility: Does the volume threshold matter?," Economic Modelling, Elsevier, volume 82, issue C, pages 168-184, DOI: 10.1016/j.econmod.2019.01.003.
• Adewuyi, Adeolu O. & Ogebe, Joseph O., 2019, "The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)," Economic Modelling, Elsevier, volume 82, issue C, pages 229-249, DOI: 10.1016/j.econmod.2019.01.008.
• Rath, Badri Narayan & Akram, Vaseem, 2019, "A reassessment of total factor productivity convergence: Evidence from cross-country analysis," Economic Modelling, Elsevier, volume 82, issue C, pages 87-98, DOI: 10.1016/j.econmod.2019.08.002.
• Matsuki, Takashi, 2019, "Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break," Economic Modelling, Elsevier, volume 82, issue C, pages 99-118, DOI: 10.1016/j.econmod.2019.03.005.
• Si, Deng-Kui & Liu, Xi-Hua & Kong, Xianli, 2019, "The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis," Economic Modelling, Elsevier, volume 83, issue C, pages 17-30, DOI: 10.1016/j.econmod.2019.10.003.
• Clemente, Jesús & Lázaro-Alquézar, Angelina & Montañés, Antonio, 2019, "US state health expenditure convergence: A revisited analysis," Economic Modelling, Elsevier, volume 83, issue C, pages 210-220, DOI: 10.1016/j.econmod.2019.02.011.
• Fritz, Marlon, 2019, "Steady state adjusting trends using a data-driven local polynomial regression," Economic Modelling, Elsevier, volume 83, issue C, pages 312-325, DOI: 10.1016/j.econmod.2019.08.018.
• Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
• Tissaoui, Kais & Azibi, Jamel, 2019, "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 65-84, DOI: 10.1016/j.najef.2018.11.016.
• Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019, "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 1-19, DOI: 10.1016/j.najef.2019.01.008.
• Meng, Xiangcai & Huang, Chia-Hsing, 2019, "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 131-148, DOI: 10.1016/j.najef.2019.01.009.
• Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2019, "Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101036.
• Nonejad, Nima, 2019, "Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101022.
• Ahmad, Ahmad Hassan & Aworinde, Olalekan B., 2019, "Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100999.
• Moura, Guilherme V. & Noriller, Mateus R., 2019, "Maximum likelihood estimation of a TVP-VAR," Economics Letters, Elsevier, volume 174, issue C, pages 78-83, DOI: 10.1016/j.econlet.2018.10.032.
• Clarke, Damian, 2019, "A convenient omitted variable bias formula for treatment effect models," Economics Letters, Elsevier, volume 174, issue C, pages 84-88, DOI: 10.1016/j.econlet.2018.10.035.
• Xiao, Weilin & Yu, Jun, 2019, "Asymptotic theory for rough fractional Vasicek models," Economics Letters, Elsevier, volume 177, issue C, pages 26-29, DOI: 10.1016/j.econlet.2019.01.020.
• Kurita, Takamitsu, 2019, "Separate cointegration in a VAR system subject to structural breaks," Economics Letters, Elsevier, volume 179, issue C, pages 19-23, DOI: 10.1016/j.econlet.2019.03.013.
• Yao, Xingzhi & Izzeldin, Marwan & Li, Zhenxiong, 2019, "Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model," Economics Letters, Elsevier, volume 181, issue C, pages 160-163, DOI: 10.1016/j.econlet.2019.05.031.
• Gil-Alana, Luis A. & Trani, Tommaso, 2019, "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, volume 181, issue C, pages 182-185, DOI: 10.1016/j.econlet.2019.05.032.
• Delle Monache, Davide & Petrella, Ivan, 2019, "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, volume 181, issue C, pages 22-27, DOI: 10.1016/j.econlet.2019.04.012.
• Cho, Dooyeon & Rho, Seunghwa, 2019, "Time variation in the persistence of unemployment over the past century," Economics Letters, Elsevier, volume 182, issue C, pages 19-22, DOI: 10.1016/j.econlet.2019.05.035.
• Vacca, Gianmarco & Zoia, Maria Grazia, 2019, "Kurtosis analysis in GARCH models with Gram–Charlier-like innovations," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108552.
• Katsiampa, Paraskevi & Moutsianas, Konstantinos & Urquhart, Andrew, 2019, "Information demand and cryptocurrency market activity," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108714.
• Mykland, Per A. & Zhang, Lan & Chen, Dachuan, 2019, "The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 101-119, DOI: 10.1016/j.jeconom.2018.09.007.
• Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C., 2019, "The scale of predictability," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 120-140, DOI: 10.1016/j.jeconom.2018.09.008.
• Liu, Xiaohui & Yang, Bingduo & Cai, Zongwu & Peng, Liang, 2019, "A unified test for predictability of asset returns regardless of properties of predicting variables," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 141-159, DOI: 10.1016/j.jeconom.2018.09.009.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2019, "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 442-467, DOI: 10.1016/j.jeconom.2018.09.019.
• Rossi, Barbara & Sekhposyan, Tatevik, 2019, "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 638-657, DOI: 10.1016/j.jeconom.2018.07.008.
• Müller, Ulrich K. & Wang, Yulong, 2019, "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 18-34, DOI: 10.1016/j.jeconom.2018.11.016.
• Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 208-237, DOI: 10.1016/j.jeconom.2019.01.002.
• Jarociński, Marek & Marcet, Albert, 2019, "Priors about observables in vector autoregressions," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 238-255, DOI: 10.1016/j.jeconom.2018.12.023.
• Clinet, Simon & Potiron, Yoann, 2019, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 289-337, DOI: 10.1016/j.jeconom.2019.01.004.
• Lu, Ye & Park, Joon Y., 2019, "Estimation of longrun variance of continuous time stochastic process using discrete sample," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 236-267, DOI: 10.1016/j.jeconom.2018.04.006.
• Guo, Shaojun & Li, Dong & Li, Muyi, 2019, "Strict stationarity testing and GLAD estimation of double autoregressive models," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 319-337, DOI: 10.1016/j.jeconom.2019.01.012.
• Patton, Andrew J. & Ziegel, Johanna F. & Chen, Rui, 2019, "Dynamic semiparametric models for expected shortfall (and Value-at-Risk)," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 388-413, DOI: 10.1016/j.jeconom.2018.10.008.
• Kong, Xin-Bing & Liu, Zhi & Zhou, Wang, 2019, "A rank test for the number of factors with high-frequency data," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 439-460, DOI: 10.1016/j.jeconom.2019.03.004.
• Fan, Rui & Lee, Ji Hyung, 2019, "Predictive quantile regressions under persistence and conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 261-280, DOI: 10.1016/j.jeconom.2019.04.014.
• Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019, "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 30-53, DOI: 10.1016/j.jeconom.2019.04.004.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
• Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019, "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 359-397, DOI: 10.1016/j.jeconom.2019.05.019.
• La Vecchia, Davide & Ronchetti, Elvezio, 2019, "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 578-592, DOI: 10.1016/j.jeconom.2018.10.009.
• Sutton, Maxwell & Vasnev, Andrey L. & Gerlach, Richard, 2019, "Mixed interval realized variance: A robust estimator of stock price volatility," Econometrics and Statistics, Elsevier, volume 11, issue C, pages 43-62, DOI: 10.1016/j.ecosta.2018.06.001.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019, "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 1-24, DOI: 10.1016/j.ecosta.2019.05.005.
• García-Enríquez, Javier & Hualde, Javier, 2019, "Local Whittle estimation of long memory: Standard versus bias-reducing techniques," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 66-77, DOI: 10.1016/j.ecosta.2019.05.004.
• Ghysels, Eric & Qian, Hang, 2019, "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 1-16, DOI: 10.1016/j.ecosta.2018.02.001.
• Balaban, Suzana & Živkov, Dejan & Milenković, Ivan, 2019, "Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100719.
• Link, Albert N. & van Hasselt, Martijn, 2019, "On the transfer of technology from universities: The impact of the Bayh–Dole Act of 1980 on the institutionalization of university research," European Economic Review, Elsevier, volume 119, issue C, pages 472-481, DOI: 10.1016/j.euroecorev.2019.08.006.
• Yang, Qiao, 2019, "Stock returns and real growth: A Bayesian nonparametric approach," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 53-69, DOI: 10.1016/j.jempfin.2019.06.005.
• Ren, Yu & Tu, Yundong & Yi, Yanping, 2019, "Balanced predictive regressions," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 118-142, DOI: 10.1016/j.jempfin.2019.09.001.
• Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019, "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, volume 78, issue C, pages 217-234, DOI: 10.1016/j.eneco.2018.11.021.
• Cai, Yifei & Menegaki, Angeliki N., 2019, "Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies," Energy Economics, Elsevier, volume 78, issue C, pages 324-334, DOI: 10.1016/j.eneco.2018.11.012.
• Chen, Rongda & Xu, Jianjun, 2019, "Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model," Energy Economics, Elsevier, volume 78, issue C, pages 379-391, DOI: 10.1016/j.eneco.2018.11.011.
• Nusair, Salah A. & Olson, Dennis, 2019, "The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis," Energy Economics, Elsevier, volume 78, issue C, pages 44-63, DOI: 10.1016/j.eneco.2018.11.009.
• Christensen, Troels Sønderby & Pircalabu, Anca & Høg, Esben, 2019, "A seasonal copula mixture for hedging the clean spark spread with wind power futures," Energy Economics, Elsevier, volume 78, issue C, pages 64-80, DOI: 10.1016/j.eneco.2018.11.002.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, volume 79, issue C, pages 171-182, DOI: 10.1016/j.eneco.2018.02.007.
• Møller, Niels Framroze & Andersen, Laura Mørch & Hansen, Lars Gårn & Jensen, Carsten Lynge, 2019, "Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?," Energy Economics, Elsevier, volume 80, issue C, pages 1050-1058, DOI: 10.1016/j.eneco.2019.01.023.
• Chuffart, Thomas & Hooper, Emma, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, volume 80, issue C, pages 904-916, DOI: 10.1016/j.eneco.2019.02.003.
• Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019, "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, volume 81, issue C, pages 1132-1147, DOI: 10.1016/j.eneco.2019.06.002.
• Jiménez-Rodríguez, Rebeca, 2019, "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, volume 81, issue C, pages 13-24, DOI: 10.1016/j.eneco.2019.03.002.
• Lingohr, Daniel & Müller, Gernot, 2019, "Stochastic modeling of intraday photovoltaic power generation," Energy Economics, Elsevier, volume 81, issue C, pages 175-186, DOI: 10.1016/j.eneco.2019.03.007.
• Haug, Alfred A. & Ucal, Meltem, 2019, "The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships," Energy Economics, Elsevier, volume 81, issue C, pages 297-307, DOI: 10.1016/j.eneco.2019.04.006.
• Wadström, Christoffer & Wittberg, Emanuel & Uddin, Gazi Salah & Jayasekera, Ranadeva, 2019, "Role of renewable energy on industrial output in Canada," Energy Economics, Elsevier, volume 81, issue C, pages 626-638, DOI: 10.1016/j.eneco.2019.04.028.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019, "Futures-based forecasts: How useful are they for oil price volatility forecasting?," Energy Economics, Elsevier, volume 81, issue C, pages 639-649, DOI: 10.1016/j.eneco.2019.04.030.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2019, "Volatility forecasting in commodity markets using macro uncertainty," Energy Economics, Elsevier, volume 81, issue C, pages 79-94, DOI: 10.1016/j.eneco.2019.03.016.
• Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019, "Convergence of European natural gas prices," Energy Economics, Elsevier, volume 81, issue C, pages 793-811, DOI: 10.1016/j.eneco.2019.05.017.
• Kim, Jae H. & Rahman, Md Lutfur & Shamsuddin, Abul, 2019, "Can energy prices predict stock returns? An extreme bounds analysis," Energy Economics, Elsevier, volume 81, issue C, pages 822-834, DOI: 10.1016/j.eneco.2019.05.029.
• Wa̧torek, Marcin & Drożdż, Stanisław & Oświȩcimka, Paweł & Stanuszek, Marek, 2019, "Multifractal cross-correlations between the world oil and other financial markets in 2012–2017," Energy Economics, Elsevier, volume 81, issue C, pages 874-885, DOI: 10.1016/j.eneco.2019.05.015.
• Cook, Steven & Fosten, Jack, 2019, "Replicating rockets and feathers," Energy Economics, Elsevier, volume 82, issue C, pages 139-151, DOI: 10.1016/j.eneco.2017.12.021.
• Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019, "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, volume 82, issue C, pages 211-223, DOI: 10.1016/j.eneco.2018.05.022.
• Carnero, M. Angeles & Pérez, Ana, 2019, "Leverage effect in energy futures revisited," Energy Economics, Elsevier, volume 82, issue C, pages 237-252, DOI: 10.1016/j.eneco.2017.12.029.
• Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019, "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, volume 82, issue C, pages 26-41, DOI: 10.1016/j.eneco.2018.03.009.
• Mann, Janelle & Sephton, Peter, 2019, "A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000)," Energy Economics, Elsevier, volume 82, issue C, pages 78-84, DOI: 10.1016/j.eneco.2018.05.005.
• Leiva, Benjamin & Liu, Zhongyuan, 2019, "Energy and economic growth in the USA two decades later: Replication and reanalysis," Energy Economics, Elsevier, volume 82, issue C, pages 89-99, DOI: 10.1016/j.eneco.2018.02.002.
• Zerbo, Eléazar & Darné, Olivier, 2019, "On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach," Energy Economics, Elsevier, volume 83, issue C, pages 319-332, DOI: 10.1016/j.eneco.2019.07.013.
• Li, Sufang & Zhang, Hu & Yuan, Di, 2019, "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104494.
• Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019, "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104520.
• Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019, "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104553.
• Kyritsis, Evangelos & Andersson, Jonas, 2019, "Causality in quantiles and dynamic relations in energy markets: (De)tails matter," Energy Policy, Elsevier, volume 133, issue C, DOI: 10.1016/j.enpol.2019.110933.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.enpol.2019.110931.
• Morales-Lage, Rafael & Bengochea-Morancho, Aurelia & Camarero, Mariam & Martínez-Zarzoso, Inmaculada, 2019, "Club convergence of sectoral CO2 emissions in the European Union," Energy Policy, Elsevier, volume 135, issue C, DOI: 10.1016/j.enpol.2019.111019.
• Monge, Manuel & Gil-Alana, Luis A., 2019, "Automobile components: Lithium and cobalt. Evidence of persistence," Energy, Elsevier, volume 169, issue C, pages 489-495, DOI: 10.1016/j.energy.2018.12.068.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019, "Another look at the energy-growth nexus: New insights from MIDAS regressions," Energy, Elsevier, volume 174, issue C, pages 69-84, DOI: 10.1016/j.energy.2019.02.138.
• Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019, "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, volume 178, issue C, pages 234-251, DOI: 10.1016/j.energy.2019.04.162.
• Ordóñez, Javier & Monfort, Mercedes & Cuestas, Juan Carlos, 2019, "Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain," Energy, Elsevier, volume 181, issue C, pages 625-634, DOI: 10.1016/j.energy.2019.05.209.
• Nusair, Salah A., 2019, "Oil price and inflation dynamics in the Gulf Cooperation Council countries," Energy, Elsevier, volume 181, issue C, pages 997-1011, DOI: 10.1016/j.energy.2019.05.208.
• Zhang, Hanyu & Dufour, Alfonso, 2019, "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 131-146, DOI: 10.1016/j.irfa.2019.02.002.
• Bleher, Johannes & Dimpfl, Thomas, 2019, "Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 147-159, DOI: 10.1016/j.irfa.2019.03.003.
• Orlowski, Lucjan T. & Soper, Carolyne, 2019, "Market risk and market-implied inflation expectations," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101389.
• Chang, Chia-Lin & McAleer, Michael, 2019, "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, volume 28, issue C, pages 11-19, DOI: 10.1016/j.frl.2018.03.008.
• Dastgir, Shabbir & Demir, Ender & Downing, Gareth & Gozgor, Giray & Lau, Chi Keung Marco, 2019, "The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test," Finance Research Letters, Elsevier, volume 28, issue C, pages 160-164, DOI: 10.1016/j.frl.2018.04.019.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Xie, Haibin & Qi, Nan & Wang, Shouyang, 2019, "A new variant of RealGARCH for volatility modeling," Finance Research Letters, Elsevier, volume 28, issue C, pages 438-443, DOI: 10.1016/j.frl.2018.06.015.
• Phillip, Andrew & Chan, Jennifer & Peiris, Shelton, 2019, "On long memory effects in the volatility measure of Cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 95-100, DOI: 10.1016/j.frl.2018.04.003.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David, 2019, "Co-explosivity in the cryptocurrency market," Finance Research Letters, Elsevier, volume 29, issue C, pages 178-183, DOI: 10.1016/j.frl.2018.07.005.
• Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019, "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, volume 29, issue C, pages 193-199, DOI: 10.1016/j.frl.2018.07.007.
• Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, volume 29, issue C, pages 216-221, DOI: 10.1016/j.frl.2018.07.008.
• Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019, "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, volume 29, issue C, pages 266-271, DOI: 10.1016/j.frl.2018.08.009.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019, "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, volume 29, issue C, pages 280-284, DOI: 10.1016/j.frl.2018.08.007.
• Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David, 2019, "Trading volume and the predictability of return and volatility in the cryptocurrency market," Finance Research Letters, Elsevier, volume 29, issue C, pages 340-346, DOI: 10.1016/j.frl.2018.08.015.
• Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim, 2019, "Is anti-herding behavior spurious?," Finance Research Letters, Elsevier, volume 29, issue C, pages 379-383, DOI: 10.1016/j.frl.2018.09.003.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019, "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, volume 30, issue C, pages 160-169, DOI: 10.1016/j.frl.2018.09.010.
• Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019, "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, volume 30, issue C, pages 187-193, DOI: 10.1016/j.frl.2018.09.014.