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

2017

• Chaohua Dong & Jiti Gao & Oliver Linton, 2017, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/17.
• Biqing Cai & Jiti Gao, 2017, "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/17.
• Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017, "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/17.
• Miguel D. Ramirez, 2017, "FDI Flows to Latin America: A Pooled and Cointegration Analysis, 1980-2014," Business and Economic Research, Macrothink Institute, volume 7, issue 2, pages 178-201, December.
• Prof. Dr. Muharrem Afsar & Assoc. Dr. Asl? Afsar & Emrah Dogan, 2017, "The Effect of Monetary Policy on Interest Rates in Turkey: A Microstructural Analysis," Business and Economic Research, Macrothink Institute, volume 7, issue 2, pages 299-310, December.
• Miguel D. Ramirez, 2017, "Economic and Institutional Determinants of FDI in the Chilean Case: An Empirical Analysis, 1960-2014," Research in Applied Economics, Macrothink Institute, volume 9, issue 3, pages 1-23, September.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1063-1080, Octubre-D.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1081-1099, Octubre-D.
• Arkadiusz Manikowski, 2017, "Analysis of the denomination structure of the Polish currency in the context of the launch of the new 500 zloty banknote," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 5, pages 495-530.
• Karol Szafranek, 2017, "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers, Narodowy Bank Polski, number 262.
• Jakub Mućk, 2017, "Elasticity of substitution between labor and capital: robust evidence from developed economies," NBP Working Papers, Narodowy Bank Polski, number 271.
• Ulrich K. Müller & Mark W. Watson, 2017, "Long-Run Covariability," NBER Working Papers, National Bureau of Economic Research, Inc, number 23186, Feb.
• James D. Hamilton, 2017, "Why You Should Never Use the Hodrick-Prescott Filter," NBER Working Papers, National Bureau of Economic Research, Inc, number 23429, May.
• Joshua D. Angrist & Victor Lavy & Jetson Leder-Luis & Adi Shany, 2017, "Maimonides Rule Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 23486, Jun.
• Catherine Hausman & David S. Rapson, 2017, "Regression Discontinuity in Time: Considerations for Empirical Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 23602, Jul.
• Perevyshin, Yu. & Skrobotov, A., 2017, "The Price Convergence of Individual Goods in the Russian Regions," Journal of the New Economic Association, New Economic Association, volume 35, issue 3, pages 71-102.
• Igor Živko & Mile BoÅ¡njak, 2017, "Time Series Modeling of Inflation and its Volatility in Croatia," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 3, pages 1-10, December.
• Abdinardo Moreira Barreto de Oliveira & Joséte Florencio dos Santos, 2017, "Previsões de razões ótimas de hedge para a manga exportada brasileira [Forecasting of optimal hedge ratios for the Brazilian exported mango]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 3, pages 671-703, September.
• Nepal Rastra Bank, 2017, "Elasticity and Buoyancy of Taxation in Nepal: A Revisit of the Empirical Evidence," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 1, pages 19-32, April.
• Hom Nath Gaire, 2017, "Forecasting NEPSE Index: An ARIMA And GARCH Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 1, pages 53-68, April.
• Andrew Harvey & Ryoko Ito, 2017, "Modeling time series with zero observations," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2017-W01, Feb.
• Hicham M. Hachem, 2017, "How Moderate was the Great Moderation and how Destabilizing is Secular Stagnation? Fiscal and monetary policy implications based on åvidence from US macro data," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 226-236, June.
• Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA, 2017, "How Important is the Contagion Effect for the Romanian Capital Market?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-282, June.
• Łukasz Rawdanowicz & Mohamed Hammouch & Makoto Kasai, 2017, "The fall in real long-term government bond yields: Disentangling different drivers," OECD Economics Department Working Papers, OECD Publishing, number 1398, Jun, DOI: 10.1787/cb1ff201-en.
• Ramona Marinela Simut & Ioana Teodora Mester, 2017, "Convergence In Government Spending. An Econometrical Aproach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 136-142, December.
• Success Abusomwan & Jessy Ezebuihe, 2017, "Gross Domestic Savings And Gross Capital: What Matters To Their Formation In An Era Of Economic Recession In Nigeria?," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 45-55, September.
• Chelariu Gabriel, 2017, "The Dynamics Of Associations And Foundations In Romania. Econometric Analysis," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 2, issue 2, pages 67-76, September.
• Jakir Hussain & Jean-Thomas Bernard, 2017, "Regional Productivity Convergence: An Analysis of the Pulp and Paper Industries in U.S., Canada, Finland and Sweden," Working Papers, University of Ottawa, Department of Economics, number 1701E.
• Ansgar Belke & Jan Wagemester, 2017, "Export Hysteresis, Capacity Constraints, and Uncertainty: A Smooth Transition Analysis for Euro Area Member Countries," CESifo Economic Studies, CESifo Group, volume 63, issue 3, pages 270-294.
• Jarmila Botev & Annabelle Mourougane, 2017, "Fiscal Consolidation: What Are the Breakeven Fiscal Multipliers?," CESifo Economic Studies, CESifo Group, volume 63, issue 3, pages 295-316.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & André Lucas, 2017, "Testing for Parameter Instability across Different Modeling Frameworks," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 223-246.
• Niklas Ahlgren & Jan Antell, 2017, "Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 286-301.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.
• Christian Brownlees & Robert F. Engle, 2017, "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 48-79.
• Ian Dew-Becker, 2017, "How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 631-666.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2017, "Deflation Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2719-2760.
• Hall, Stephen G. & Swamy, P. A. V. B. & Tavlas, George S., 2017, "Time-Varying Coefficient Models: A Proposal For Selecting The Coefficient Driver Sets," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 5, pages 1158-1174, July.
• Komain JIRANYAKUL, 2017, "The Response of Industrial Production to the Price of Oil: New Evidence for Thailand," Turkish Economic Review, EconSciences Journals, volume 4, issue 2, pages 193-204, June.
• Oyakhilome IBHAGUI, 2017, "Understanding the sources of high current account fluctuations in 5 developed economies," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 250-274, September.
• Muhammad AJMAIR & Khadim HUSSAIN & Sabahat AKRAM & Ambreen ZEB, 2017, "What determines the growth of services sector in Pakistan? A comparison of ARDL bound testing and time varying parametric estimation with general to specific approach," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 308-319, September.
• Yun WANG & Wenhsiang LAI, 2017, "Exploring the Influential Factors of Cluster Cooperation in Taiwan’s Biotechnology Industry," Journal of Social and Administrative Sciences, EconSciences Journals, volume 4, issue 2, pages 146-165, June.
• Igor Kheifets & Carlos Velasco, 2017, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924R, Jun.
• Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2107, Sep.
• Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2108, Sep.
• Degui Li & Peter C.B. Phillips & Jiti Gao, 2017, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2109, Sep.
• Offer Lieberman & Peter C.B. Phillips, 2017, "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2113, Nov.
• Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2114, Dec.
• Wang Tsung-Li & Hung-Pin Lin & Cheng-Lang Yang, 2017, "Causality on Outward Foreign Direct Investment and Domestic Investment in Newly Industrialized Asian Countries," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 2, pages 267-280.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1647.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1648.
• Konstantin A. Kholodilin & Julien Licheron, 2017, "Macroeconomic Effects of Rental Housing Regulations: The Case of Germany in 1950-2015," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1649.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1667.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1668.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1670.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1695.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1703.
• Antonia Lopez-Villavicencio & Valérie Mignon, 2017, "On the seemingly incompleteness of exchange rate pass-through to import prices: Do globalization and/or regional trade matter?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-32.
• Capucine Nobletz, 2017, "L’impact des biocarburants sur les prix des matières premières agricoles," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-41.
• Ekaterina Y. ARAPOVA, 2017, "Ex-Post Analysis Of The Influence Of Tariff Liberalisation On Asean Exports," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 2, pages 135-154.
• Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.
• Nickel, Christiane & Bobeica, Elena & Lis, Eliza & Sun, Yiqiao, 2017, "Demographics and inflation," Working Paper Series, European Central Bank, number 2006, Jan.
• Nocera, Andrea & Roma, Moreno, 2017, "House prices and monetary policy in the euro area: evidence from structural VARs," Working Paper Series, European Central Bank, number 2073, Jun.
• Ifedolapo Olabisi Olanipekun & Seyi Saint Akadiri & Osundina Olawumi & Festus Victor Bekun, 2017, "Does Labor Market Hysteresis Hold in Low Income Countries?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 19-23.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017, "Shareholders' Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 97-105.
• Baher Mohamed Atlam & Ahmed Ashour Soltan & Noha Mohey Mohamed, 2017, "The Impact of National Private Investment on Manufacturing in Egypt," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 192-200.
• Patrick Mumo Muinde & James Mwangi Karanja, 2017, "Kenya Commercial Banks are Star Performers: Myth or Truth? Exploratory Empirical Evidence from Nairobi Securities Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 340-350.
• Hanan Naser, 2017, "Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 470-475.
• Aviral Kumar Tiwari & Faridul Islam & Suleyman Bolat & Phouphet Kyophilavong & Byoungki Kim, 2017, "The Stationary of Productivity Shocks: Evidence from 25 OECD and Big-7 Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 613-618.
• Mosab I. Tabash, 2017, "The Role of Tourism Sector in Economic Growth: An Empirical Evidence From Palestine," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 103-108.
• Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017, "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 166-174.
• Chantha Hor & Pheara Pheang, 2017, "Analysis Determinant Factors Effect on Migrant Workers' Remittances Flow to the CLMV Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 202-207.
• Zi-Yi Guo, 2017, "Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 507-512.
• Jonathan E. Ogbuabor & Cynthia A. Nwosu, 2017, "The Impact of Deposit Money Bank's Agricultural Credit on Agricultural Productivity in Nigeria: Evidence from an Error Correction Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 513-517.
• Richardson Kojo Edeme & Evelyn Osaretin Ogbeide & A. Ifelunini Innocent & Sam Ugwu, 2017, "Exam nat on of the Dynam c Relationship Between Poverty and Inequal ty: Ev dence from N ger a M cro Data," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 518-523.
• Richardson Kojo Edeme & Nelson C. Nkalu & Chisom Emecheta & Sam Ugwu, 2017, "Trade Policies, Exchange Rate and Developing Country's Real Sector Export Performance," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 601-607.
• Hasan Gungor & Salim Hamza Ringim, 2017, "Linkage between Foreign Direct Investment, Domestic Investment and Economic Growth: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 97-104.
• Salsa Dilla & Noer Azam Achsani & Lukytawati Anggraeni, 2017, "Do Inflation Targeting Really Reduced Exchange Rate Pass-through?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 444-452.
• Chor Foon Tang & Ilhan Ozturk, 2017, "Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 453-460.
• Hashmat Ali & Wang Qingshi & Irfan Ullah & Zulfiqar Ali, 2017, "How Terrorism Affects Foreign Direct Investment in Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 625-631.
• Moayad Al Rasasi & Goblan Algahtani & Abdulrahman Alqahtani, 2017, "The Effects of Global Commodity Prices on Domestic Prices in Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 590-594.
• Zahra Naoar Masih, 2017, "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 169-177.
• Samih Antoine Azar & Angelic Salha, 2017, "The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 44-54.
• Jonathan E. Ogbuabor & Emmanuel I. Egwuchukwu, 2017, "The Impact of Climate Change on the Nigerian Economy," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 2, pages 217-223.
• Mohammad A. Dharmawan & Dominicus S. Priyarsono & Bagus Sartono, 2017, "Impacts of Oil Price Shock on Sector Returns with Regime-Switching Approach: New Evidence from Indonesian Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 44-59.
• Kashif Zaheer Malik & Haram Ajmal & Muhammad Umer Zahid, 2017, "Oil Price Shock and its Impact on the Macroeconomic Variables of Pakistan: A Structural Vector Autoregressive Approach," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 83-92.
• Tarek Tawfik Yousef Alkhateeb & Zafar Ahmad Sultan & Haider Mahmood, 2017, "Oil Revenue, Public Spending, Gross Domestic Product and Employment in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 27-31.
• Shahriyar Mukhtarov & Jeyhun I. Mikayilov & V qar smay lov, 2017, "The Relationship between Energy Consumption and Economic Growth: Evidence from Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 32-38.
• Sinem Kutlu & Ýpek Melahat Yurttagüler, 2017, "Ýþsizlikte Histerisiz Etkisinin Uzun Hafýza Modeli ile Ýncelenmesi: Türkiye Üzerine bir Uygulama," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 5, issue 4, pages 68-78.
• Triches, Divanildo & Correa da Silveira, Eduarda Martins & Dias Samsonescu, Jorge Augusto, 2017, "Los determinantes de la inversión extranjera directa en el Brasil: análisis empírico del período 2001-2013," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Triches, Divanildo & Correa da Silveira, Eduarda Martins & Dias Samsonescu, Jorge Augusto, 2017, "The determinants of foreign direct investment in Brazil: empirical analysis for 2001-2013," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Hirashima, Ashley & Jones, James & Bonham, Carl S. & Fuleky, Peter, 2017, "Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism," Annals of Tourism Research, Elsevier, volume 63, issue C, pages 191-202, DOI: 10.1016/j.annals.2017.01.007.
• Wali, Muammer & Chan, Felix & Manzur, Meher, 2017, "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 62-72, DOI: 10.1016/j.asieco.2017.04.002.
• Hossain, Akhand Akhtar & Arwatchanakarn, Popkarn, 2017, "Does Money Have a Role in Monetary Policy for Price Stability under Inflation Targeting in Thailand?," Journal of Asian Economics, Elsevier, volume 53, issue C, pages 37-55, DOI: 10.1016/j.asieco.2017.10.003.
• Hanabusa, Kunihiro, 2017, "Japan’s quantitative monetary easing policy: Effect on the level and volatility of yield spreads," Journal of Asian Economics, Elsevier, volume 53, issue C, pages 56-66, DOI: 10.1016/j.asieco.2017.10.004.
• Maitra, Debasish & Dash, Saumya Ranjan, 2017, "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 74-91, DOI: 10.1016/j.jbef.2017.07.009.
• Liu, Ping & James Hueng, C., 2017, "Measuring real business condition in China," China Economic Review, Elsevier, volume 46, issue C, pages 261-274, DOI: 10.1016/j.chieco.2017.10.004.
• Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017, "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, volume 108, issue C, pages 97-120, DOI: 10.1016/j.csda.2016.10.024.
• Bermperoglou, Dimitrios & Pappa, Evi & Vella, Eugenia, 2017, "The government wage bill and private activity," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 21-47, DOI: 10.1016/j.jedc.2017.03.006.
• Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017, "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 66-78, DOI: 10.1016/j.jedc.2017.03.015.
• Hommes, Cars & in ’t Veld, Daan, 2017, "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 101-124, DOI: 10.1016/j.jedc.2017.05.006.
• Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017, "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, volume 61, issue C, pages 12-26, DOI: 10.1016/j.econmod.2016.11.020.
• Wei, Yu & Cao, Yang, 2017, "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, volume 61, issue C, pages 147-155, DOI: 10.1016/j.econmod.2016.12.002.
• Nonejad, Nima, 2017, "Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market," Economic Modelling, Elsevier, volume 61, issue C, pages 388-408, DOI: 10.1016/j.econmod.2016.11.003.
• el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017, "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, volume 62, issue C, pages 145-160, DOI: 10.1016/j.econmod.2016.11.023.
• Szafranek, Karol, 2017, "Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy," Economic Modelling, Elsevier, volume 63, issue C, pages 334-348, DOI: 10.1016/j.econmod.2017.01.009.
• Marques, André M. & Lima, Gilberto Tadeu & Troster, Victor, 2017, "Unemployment persistence in OECD countries after the Great Recession," Economic Modelling, Elsevier, volume 64, issue C, pages 105-116, DOI: 10.1016/j.econmod.2017.03.014.
• Todorova, Neda, 2017, "The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis," Economic Modelling, Elsevier, volume 64, issue C, pages 221-230, DOI: 10.1016/j.econmod.2017.03.022.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017, "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, volume 64, issue C, pages 26-39, DOI: 10.1016/j.econmod.2017.03.003.
• Reed, W. Robert & Zhu, Min, 2017, "On estimating long-run effects in models with lagged dependent variables," Economic Modelling, Elsevier, volume 64, issue C, pages 302-311, DOI: 10.1016/j.econmod.2017.04.006.
• Ma, Feng & Liu, Jing & Huang, Dengshi & Chen, Wang, 2017, "Forecasting the oil futures price volatility: A new approach," Economic Modelling, Elsevier, volume 64, issue C, pages 560-566, DOI: 10.1016/j.econmod.2017.04.020.
• Uddin, Md Akther & Ali, Md Hakim & Masih, Mansur, 2017, "Political stability and growth: An application of dynamic GMM and quantile regression," Economic Modelling, Elsevier, volume 64, issue C, pages 610-625, DOI: 10.1016/j.econmod.2017.04.028.
• Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
• Dewandaru, Ginanjar & Masih, Rumi & Masih, Mansur, 2017, "Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis," Economic Modelling, Elsevier, volume 65, issue C, pages 30-40, DOI: 10.1016/j.econmod.2017.04.026.
• Pontines, Victor, 2017, "The financial cycles in four East Asian economies," Economic Modelling, Elsevier, volume 65, issue C, pages 51-66, DOI: 10.1016/j.econmod.2017.05.005.
• Banerjee, Piyali & Arčabić, Vladimir & Lee, Hyejin, 2017, "Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market," Economic Modelling, Elsevier, volume 67, issue C, pages 114-124, DOI: 10.1016/j.econmod.2016.11.004.
• Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2017, "Reserve modelling and the aggregation of risks using time varying copula models," Economic Modelling, Elsevier, volume 67, issue C, pages 149-158, DOI: 10.1016/j.econmod.2016.11.016.
• Clements, Adam & Hurn, Stan & Shi, Shuping, 2017, "An empirical investigation of herding in the U.S. stock market," Economic Modelling, Elsevier, volume 67, issue C, pages 184-192, DOI: 10.1016/j.econmod.2016.12.015.
• Siliverstovs, Boriss, 2017, "Dissecting models' forecasting performance," Economic Modelling, Elsevier, volume 67, issue C, pages 294-299, DOI: 10.1016/j.econmod.2017.01.008.
• Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017, "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, volume 67, issue C, pages 300-306, DOI: 10.1016/j.econmod.2017.01.018.
• Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017, "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, volume 67, issue C, pages 88-101, DOI: 10.1016/j.econmod.2016.10.008.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017, "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 38-55, DOI: 10.1016/j.najef.2016.10.015.
• Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017, "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 103-115, DOI: 10.1016/j.najef.2017.02.002.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017, "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 172-192, DOI: 10.1016/j.najef.2017.06.004.
• Wu, Yang-Che & Huang, Yi-Ting & Lin, Shih-Kuei & Chuang, Ming-Che, 2017, "Fair valuation of mortgage insurance under stochastic default and interest rates," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 433-447, DOI: 10.1016/j.najef.2017.08.003.
• Dimitrakopoulos, Stefanos, 2017, "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, volume 150, issue C, pages 10-14, DOI: 10.1016/j.econlet.2016.10.035.
• Ginker, Tim & Lieberman, Offer, 2017, "Robustness of binary choice models to conditional heteroscedasticity," Economics Letters, Elsevier, volume 150, issue C, pages 130-134, DOI: 10.1016/j.econlet.2016.11.024.
• Reed, W. Robert & Smith, Aaron, 2017, "A time series paradox: Unit root tests perform poorly when data are cointegrated," Economics Letters, Elsevier, volume 151, issue C, pages 71-74, DOI: 10.1016/j.econlet.2016.12.005.
• Hassler, Uwe, 2017, "Ergodic for the mean," Economics Letters, Elsevier, volume 151, issue C, pages 75-78, DOI: 10.1016/j.econlet.2016.12.013.
• Leschinski, Christian, 2017, "On the memory of products of long range dependent time series," Economics Letters, Elsevier, volume 153, issue C, pages 72-76, DOI: 10.1016/j.econlet.2017.01.025.
• Bürgi, Constantin, 2017, "Bias, rationality and asymmetric loss functions," Economics Letters, Elsevier, volume 154, issue C, pages 113-116, DOI: 10.1016/j.econlet.2017.03.002.
• Dimitrakopoulos, Stefanos & Dey, Dipak K., 2017, "Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target," Economics Letters, Elsevier, volume 154, issue C, pages 20-23, DOI: 10.1016/j.econlet.2017.02.012.
• Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017, "Dissecting US recoveries," Economics Letters, Elsevier, volume 154, issue C, pages 59-63, DOI: 10.1016/j.econlet.2017.02.027.
• Li, Meiyu & Gençay, Ramazan, 2017, "Tests for serial correlation of unknown form in dynamic least squares regression with wavelets," Economics Letters, Elsevier, volume 155, issue C, pages 104-110, DOI: 10.1016/j.econlet.2017.03.021.
• Dimitrakopoulos, Stefanos, 2017, "The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation," Economics Letters, Elsevier, volume 155, issue C, pages 14-18, DOI: 10.1016/j.econlet.2017.02.039.
• Shang, Yuhuang & Liu, Lulu, 2017, "An extension of stochastic volatility model with mixed frequency information," Economics Letters, Elsevier, volume 155, issue C, pages 144-148, DOI: 10.1016/j.econlet.2017.04.003.
• Yang, Yang & Wang, Shaoping, 2017, "Two simple tests of the trend hypothesis under time-varying variance," Economics Letters, Elsevier, volume 156, issue C, pages 123-128, DOI: 10.1016/j.econlet.2017.04.030.
• Dias, Gustavo Fruet, 2017, "The time-varying GARCH-in-mean model," Economics Letters, Elsevier, volume 157, issue C, pages 129-132, DOI: 10.1016/j.econlet.2017.06.005.
• Capehart, Kevin W., 2017, "Inequality and top income cyclicality," Economics Letters, Elsevier, volume 157, issue C, pages 152-154, DOI: 10.1016/j.econlet.2017.06.019.
• Su, Zhi & Fang, Tong & Yin, Libo, 2017, "The role of news-based implied volatility among US financial markets," Economics Letters, Elsevier, volume 157, issue C, pages 24-27, DOI: 10.1016/j.econlet.2017.05.028.
• Fosten, Jack, 2017, "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, volume 157, issue C, pages 71-74, DOI: 10.1016/j.econlet.2017.05.034.
• Katsiampa, Paraskevi, 2017, "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, volume 158, issue C, pages 3-6, DOI: 10.1016/j.econlet.2017.06.023.
• Urquhart, Andrew, 2017, "Price clustering in Bitcoin," Economics Letters, Elsevier, volume 159, issue C, pages 145-148, DOI: 10.1016/j.econlet.2017.07.035.
• Snaith, Stuart & Termprasertsakul, Santi & Wood, Andrew, 2017, "The exchange rate exposure puzzle: The long and the short of it," Economics Letters, Elsevier, volume 159, issue C, pages 204-207, DOI: 10.1016/j.econlet.2017.08.005.
• Kang, Jiwon & Song, Junmo, 2017, "Score test for parameter change in Poisson autoregressive models," Economics Letters, Elsevier, volume 160, issue C, pages 33-37, DOI: 10.1016/j.econlet.2017.08.021.
• Jansen, Dennis W. & Zervou, Anastasia, 2017, "The time varying effect of monetary policy on stock returns," Economics Letters, Elsevier, volume 160, issue C, pages 54-58, DOI: 10.1016/j.econlet.2017.08.022.
• Arvanitis, Stelios & Louka, Alexandros, 2017, "Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model," Economics Letters, Elsevier, volume 161, issue C, pages 135-137, DOI: 10.1016/j.econlet.2017.09.035.
• Karaki, Mohamad B., 2017, "Nonlinearities in the response of real GDP to oil price shocks," Economics Letters, Elsevier, volume 161, issue C, pages 146-148, DOI: 10.1016/j.econlet.2017.09.034.
• Chang, Chia-Lin & McAleer, Michael, 2017, "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, volume 161, issue C, pages 52-55, DOI: 10.1016/j.econlet.2017.09.017.
• Jiang, Shifu, 2017, "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, volume 161, issue C, pages 66-70, DOI: 10.1016/j.econlet.2017.09.022.
• Kim, Jihyun & Park, Joon Y., 2017, "Asymptotics for recurrent diffusions with application to high frequency regression," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 37-54, DOI: 10.1016/j.jeconom.2015.12.019.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 55-67, DOI: 10.1016/j.jeconom.2016.03.006.
• Lieberman, Offer & Phillips, Peter C.B., 2017, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 99-110, DOI: 10.1016/j.jeconom.2016.05.019.
• Hallin, Marc & La Vecchia, Davide, 2017, "R-estimation in semiparametric dynamic location-scale models," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 233-247, DOI: 10.1016/j.jeconom.2016.08.002.
• Ergemen, Yunus Emre & Velasco, Carlos, 2017, "Estimation of fractionally integrated panels with fixed effects and cross-section dependence," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 248-258, DOI: 10.1016/j.jeconom.2016.05.020.
• Hounyo, Ulrich, 2017, "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 130-152, DOI: 10.1016/j.jeconom.2016.11.002.
• Potiron, Yoann & Mykland, Per A., 2017, "Estimation of integrated quadratic covariation with endogenous sampling times," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 20-41, DOI: 10.1016/j.jeconom.2016.10.004.
• Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2017, "A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 298-322, DOI: 10.1016/j.jeconom.2016.11.008.
• Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017, "Chasing volatility," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 122-145, DOI: 10.1016/j.jeconom.2017.01.005.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017, "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 165-188, DOI: 10.1016/j.jeconom.2017.01.008.
• Haldrup, Niels & Vera Valdés, J. Eduardo, 2017, "Long memory, fractional integration, and cross-sectional aggregation," Journal of Econometrics, Elsevier, volume 199, issue 1, pages 1-11, DOI: 10.1016/j.jeconom.2017.03.001.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2017, "Realized stochastic volatility with general asymmetry and long memory," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 202-212, DOI: 10.1016/j.jeconom.2017.05.010.
• Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017, "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 104-117, DOI: 10.1016/j.jeconom.2017.05.016.
• Kheifets, Igor & Velasco, Carlos, 2017, "New goodness-of-fit diagnostics for conditional discrete response models," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 135-149, DOI: 10.1016/j.jeconom.2017.05.017.
• Hu, Yingyao, 2017, "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, volume 200, issue 2, pages 154-168, DOI: 10.1016/j.jeconom.2017.06.002.
• Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil, 2017, "Scenario generation for long run interest rate risk assessment," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 333-347, DOI: 10.1016/j.jeconom.2017.08.012.
• Psaradakis, Zacharias & Vávra, Marián, 2017, "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, volume 2, issue C, pages 50-60, DOI: 10.1016/j.ecosta.2016.11.005.
• Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017, "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 70-90, DOI: 10.1016/j.ecosta.2017.04.004.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017, "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1085-1096, DOI: 10.1016/j.ejor.2016.11.045.
• Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled, 2017, "Commodity price cycles and financial pressures in African commodities exporters," Emerging Markets Review, Elsevier, volume 30, issue C, pages 215-231, DOI: 10.1016/j.ememar.2016.05.005.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017, "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, volume 30, issue C, pages 66-95, DOI: 10.1016/j.ememar.2016.09.002.
• Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017, "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, volume 33, issue C, pages 90-101, DOI: 10.1016/j.ememar.2017.09.001.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert, 2017, "Improving the accuracy of asset price bubble start and end date estimators," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2016.11.001.
• Nonejad, Nima, 2017, "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 131-154, DOI: 10.1016/j.jempfin.2017.03.003.
• Han, Xing & Li, Youwei, 2017, "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 212-239, DOI: 10.1016/j.jempfin.2017.04.001.
• Xyngis, Georgios, 2017, "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 43-65, DOI: 10.1016/j.jempfin.2017.06.001.
• Joo, Young C. & Park, Sung Y., 2017, "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, volume 61, issue C, pages 42-51, DOI: 10.1016/j.eneco.2016.10.017.
• Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
• Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017, "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, volume 62, issue C, pages 139-154, DOI: 10.1016/j.eneco.2016.11.023.
• Atalla, Tarek & Bean, Patrick, 2017, "Determinants of energy productivity in 39 countries: An empirical investigation," Energy Economics, Elsevier, volume 62, issue C, pages 217-229, DOI: 10.1016/j.eneco.2016.12.003.
• Rintamäki, Tuomas & Siddiqui, Afzal S. & Salo, Ahti, 2017, "Does renewable energy generation decrease the volatility of electricity prices? An analysis of Denmark and Germany," Energy Economics, Elsevier, volume 62, issue C, pages 270-282, DOI: 10.1016/j.eneco.2016.12.019.
• Apergis, Emmanuel & Apergis, Nicholas, 2017, "The role of rare earth prices in renewable energy consumption: The actual driver for a renewable energy world," Energy Economics, Elsevier, volume 62, issue C, pages 33-42, DOI: 10.1016/j.eneco.2016.12.015.
• Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017, "Stochastic convergence in per capita fossil fuel consumption in U.S. states," Energy Economics, Elsevier, volume 62, issue C, pages 382-395, DOI: 10.1016/j.eneco.2016.03.023.
• Mohammadi, Hassan & Ram, Rati, 2017, "Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods," Energy Economics, Elsevier, volume 62, issue C, pages 404-410, DOI: 10.1016/j.eneco.2016.07.002.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017, "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, volume 63, issue C, pages 213-226, DOI: 10.1016/j.eneco.2017.01.015.
• Bennedsen, Mikkel, 2017, "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, volume 63, issue C, pages 301-313, DOI: 10.1016/j.eneco.2017.02.007.
• Borovkova, Svetlana & Schmeck, Maren Diane, 2017, "Electricity price modeling with stochastic time change," Energy Economics, Elsevier, volume 63, issue C, pages 51-65, DOI: 10.1016/j.eneco.2017.01.002.
• Kakeu, Johnson & Bouaddi, Mohammed, 2017, "Empirical evidence of news about future prospects in the risk-pricing of oil assets," Energy Economics, Elsevier, volume 64, issue C, pages 458-468, DOI: 10.1016/j.eneco.2015.10.018.
• Fallahi, Firouz, 2017, "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, volume 65, issue C, pages 228-239, DOI: 10.1016/j.eneco.2017.04.029.
• Kozminski, Kate & Baek, Jungho, 2017, "Can an oil-rich economy reduce its income inequality? Empirical evidence from Alaska's Permanent Fund Dividend," Energy Economics, Elsevier, volume 65, issue C, pages 98-104, DOI: 10.1016/j.eneco.2017.04.021.
• Campos, I. & Cortazar, G. & Reyes, T., 2017, "Modeling and predicting oil VIX: Internet search volume versus traditional mariables," Energy Economics, Elsevier, volume 66, issue C, pages 194-204, DOI: 10.1016/j.eneco.2017.06.009.
• Salim, Ruhul & Yao, Yao & Chen, George & Zhang, Lin, 2017, "Can foreign direct investment harness energy consumption in China? A time series investigation," Energy Economics, Elsevier, volume 66, issue C, pages 43-53, DOI: 10.1016/j.eneco.2017.05.026.
• Taylor, Nick, 2017, "Timing strategy performance in the crude oil futures market," Energy Economics, Elsevier, volume 66, issue C, pages 480-492, DOI: 10.1016/j.eneco.2017.07.019.