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

2016

• Tuhkuri, Joonas, 2016, "Forecasting Unemployment with Google Searches," ETLA Working Papers, The Research Institute of the Finnish Economy, number 35, Mar.
• Richard T. Baillie & Dooyeon Cho, 2016, "Assessing Euro Crises from a Time Varying International CAPM Approach," Working Paper series, Rimini Centre for Economic Analysis, number 16-03, Feb.
• Carlos Viana de Carvalho & Ricardo Masini & Marcelo Cunha Medeiros, 2016, "ARCO: an artificial counterfactual approach for high-dimensional panel time-series data," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 653, Aug.
• Atanu Ghoshray & Madhavi Pundit, 2016, "The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks," ADB Economics Working Paper Series, Asian Development Bank, number 493, Jul.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
• Roman Arkhipov & Pavel Katyshev, 2016, "Electric power generation and GDP in Russia: Cointegration analysis," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 44, pages 38-49.
• Md. Sajib Hossain & Md. Amzad Hossain & Shabnaz Amin, 2016, "An Empirical Analysis of the Relationship between Monetary Policy Stance and Stock Price in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 39, issue 1-2, pages 27-57.
• Uğur Korkut Pata & Harun Terzi, 2016, "The Relationship between Aggregated–Disaggregated Energy Consumption and Economic Growth in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 1-15.
• Samet Evci & Nazan Şak & Gökben Adana Karaağaç, 2016, "Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 67-77.
• Georges Dionne & Xiaozhou Zhou, 2016, "The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-4, Nov.
• Heejoon Han & Na Kyeong Lee, 2016, "Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 4, pages 519-544, DOI: 10.11644/KIEP.EAER.2016.20.4.320.
• Young Wook Han, 2016, "Quantitative Comparisons on the Intrinsic Features of Foreign Exchange Rates Between the 1920s and the 2010s: Case of the USD-GBP Exchange Rate," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 3, pages 365-390, DOI: 10.11644/KIEP.EAER.2016.20.3.314.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2016, "Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 33-44.
• Smile Dube, 2016, "Exchange Rate Pass-Through (ERPT) and Inflation-Targeting (IT): Evidence from South Africa - Exchange rate pass-through and inflation targeting: evidenze dal Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 2, pages 121-150.
• Sanjay Sehgal & Priyanshi Gupta & Florent Deisting, 2016, "Integration from Retail Banking to Non-Financial Corporations in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 3, pages 674-735.
• Sami Saafi & Meriem Bel Haj Mohamed & Makram Ben Doudou, 2016, "Causal Nexus between Financial Integration and Economic Growth : Does Nonlinearity Matter?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 4, pages 817-854.
• M. Kabir Hassan & Selim Kayhana & Tayfur Bayatb, 2016, "The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 24, pages 45-76.
• Sora Chon, 2016, "A Predictive System for International Trade Growth," Working Papers, Korea Institute for International Economic Policy, number 16-3, Aug.
• Ali Rezazadeh, 2016, "The Impact of Macroeconomic Variables on Tehran Stock Market Returns Volatility: GARCH-X Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 2, pages 121-136.
• Mohsen Pourebadollahan Covich & Hossein Asgharpur & Sara Masoomzadeh, 2016, "Investigation of Convergence of Returns in Asset Markets in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 3, pages 115-132.
• Odette Virginia Delfín Ortega & Plinio Hernánez Barriga & Noemí Ramírez Sepúlveda, 2016, "La Evasión Fiscal del IVA en México 2004-2013," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 61-80.
• Weilin Xiao & Jun Yu, 2016, "Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2016, Sep.
• Cheng Liu & Ningning Xia & Jun Yu, 2016, "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2016, Nov.
• Korbinian Nagel, 2016, "A Life Course Perspective on the Income-to-Health Relationship: Macro-Empirical Evidence from Two Centuries," Working Paper, Helmut Schmidt University, Hamburg, number 171/2016, Jul.
• Hatice Gaye Gencer & Sercan Demiralay, 2016, "The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 104-121, March.
• Samet Günay & Yanlin Shi, 2016, "Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-137, March.
• Mirjana Miletić & Siniša Miletić, 2016, "Performance of VaR in Developed and CEE Countries during the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 54-75, March.
• Guochen Pan & Jingyan Guo & Qiaoling Jing, 2016, "The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 114-127, June.
• Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016, "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 50-64, December.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Oana Cristina POPOVICI, 2016, "Do Remittances Hurt Domestic Prices? New Evidence from Low, Lower-Middle and Middle–Income Groups," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 95-114, December.
• Mateescu, Dan, 2016, "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 160720, Jul.
• Daniel Stefan ARMEANU & Adrian ENCIU & Carmen OBREJA & Sorin-Iulian CIOACÃ, 2016, "The Financial Crisis’ Impact on the Central and Eastern Europe Capital Markets," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 17, issue 5, pages 420-431, December.
• Christiana Brigitte Balan & Elisabeta Jaba, 2016, "Birth Seasonality Patterns in Central and Eastern Europe during 1996-2012," Romanian Statistical Review, Romanian Statistical Review, volume 64, issue 1, pages 9-20, March.
• Turgut Tursoy & Faisal FAISAL, 2016, "Causality between stock price and GDP in Turkey: An ARDL Bounds Testing Approach," Romanian Statistical Review, Romanian Statistical Review, volume 64, issue 4, pages 3-19, December.
• Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers, 2016, "On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/917, Jan.
• Jyoti Gupta & Pramuan Bunkanwanicha & Sergey Khakimov & Philippe Spieser, 2016, "Do Financial Indicators Drive Market Value of Firms in the Transition Economies? The Russian Case," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 2, pages 225-268, August, DOI: 10.1177/0972652716645894.
• Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul, 2016, "Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets," SAGE Open, , volume 6, issue 3, pages 21582440166, July, DOI: 10.1177/2158244016659318.
• Anupam Das & Syeed Khan, 2016, "Financial Development and Output: A Synthesis of Time Series Cointegration and Causality Tests for Bangladesh," South Asian Journal of Macroeconomics and Public Finance, , volume 5, issue 2, pages 113-132, December, DOI: 10.1177/2277978716670788.
• Victor Pontines, 2016, "The Financial Cycles in Four East Asian Economies," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp17, Dec.
• Fela Özbey & Erhan ??can & Mehmet Fatih Tra?, 2016, "How Do Exchange Rate Movements Affect Stock Prices? The Case of Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3506112, Apr.
• Mustafa Kiziltan & Anna Golovko, 2016, "Testing the Saving-Investment Relationship for the Country Groups Classified by Income Levels," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006505, Aug.
• Dilip Kumar, 2016, "Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205528, Mar.
• Brajesh Kumar, 2016, "Asymmetric Volatility of Net Convenience Yield: Evidence from Indian Commodity Futures Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205752, Mar.
• Andrew Maredza & Zvikomborero Nyamazunzu, 2016, "Business Confidence in South Africa: Identifying Key Domestic Drivers and The Nature Of Their Impact," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4206138, Oct.
• Santillán-Salgado, Roberto J. & Gurrola Ríos, César & López-Herrera, Francisco, 2016, "Evaluación del grado de integración de los principales mercados de capital europeos con un modelo Cópula-GARCH," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 9-36, enero-jun.
• Michał Rubaszek, 2016, "Forecasting the Yield Curve With Macroeconomic Variables," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 1, issue 1, pages 1-21, June, DOI: 10.33119/ERFIN.2016.1.1.1.
• Dobromił Serwa, 2016, "Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 1, issue 1, pages 47-65, June, DOI: 10.33119/ERFIN.2016.1.1.3.
• Hajera Bouguerra & Besma Souissi & Salwa Benammou, 2016, "Factors Influencing Road Freight Transport Demand : Policy Instruments For Sustainable Transport In Tunisia," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 219-238.
• Riadh El Abed & Samir Maktouf, 2016, "Long Memory And Asymmetric Effect In East Asian Foreign Exchange Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 294-306.
• Evelyn Osaretin Ogbeide & Richardson Kojo Edeme & Innocent A. Ifelunini, 2016, "Can Income Inequality Reduction Be Used As An Instrument For Poverty Reduction? Dynamic Evidence From Nigeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 307-319.
• Boyan Lomev & Nikolay Netov, 2016, "Bulgarian stock market and market risk forecasting under long memory in returns," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 13, issue 1, pages 185-200, September.
• Severin Bernhard, 2016, "A real-time GDP data set for Switzerland," Economic Studies, Swiss National Bank, number 2016-09.
• Alain Galli, 2016, "Sticky consumption and wealth effects in Switzerland," Working Papers, Swiss National Bank, number 2016-14.
• Duo Qin & Qingchao Wang, 2016, "Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA," Working Papers, Department of Economics, SOAS University of London, UK, number 201, Oct.
• Mert URAL, 2016, "Modelling Crude Oil Price Volatility and the Effects of Global Financial Crisis," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(29).
• Taha Bahadır SARAÇ & Ömer İSKENDEROĞLU & Saffet AKDAĞ, 2016, "Yerli ve Yabancı Yatırımcılara Ait Risk İştahlarının İncelenmesi: Türkiye Örneği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(30).
• André M. Marques & Gilberto Tadeu Lima, Victor Troster, 2016, "Unemployment Persistence in OECD Countries after the Great Recession," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2016_16, Oct.
• Douglason G. Omotor, 2016, "Group Formation and Growth Enhancing Variables: Evidence from Selected WAMZ Countries," Advances in African Economic, Social and Political Development, Springer, in: Diery Seck, "Accelerated Economic Growth in West Africa", DOI: 10.1007/978-3-319-16826-5_4.
• Christian M. Hafner & Arie Preminger, 2016, "The effect of additive outliers on a fractional unit root test," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 100, issue 4, pages 401-420, October, DOI: 10.1007/s10182-015-0265-5.
• Federico Severino, 2016, "Isometric operators on Hilbert spaces and Wold decomposition of stationary time series," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 203-234, November, DOI: 10.1007/s10203-016-0181-5.
• Linton, Oliver & Wang, Qiying, 2016, "Nonparametric Transformation Regression With Nonstationary Data," Econometric Theory, Cambridge University Press, volume 32, issue 1, pages 1-29, February.
• Johansen, Søren & Nielsen, Morten Ørregaard, 2016, "The Role Of Initial Values In Conditional Sum-Of-Squares Estimation Of Nonstationary Fractional Time Series Models," Econometric Theory, Cambridge University Press, volume 32, issue 5, pages 1095-1139, October.
• Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016, "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1349-1375, December.
• Qian, Junhui & Su, Liangjun, 2016, "Shrinkage Estimation Of Regression Models With Multiple Structural Changes," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1376-1433, December.
• Barnett, William A. & Eryilmaz, Unal, 2016, "An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 2, pages 482-503, March.
• Damette, Olivier, 2016, "Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 6, pages 1600-1622, September.
• Anton Antonov GERUNOV, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 340-349, June.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 350-376, June.
• Issam BOUSALAM, 2016, "Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation," Turkish Economic Review, EconSciences Journals, volume 3, issue 1, pages 160-169, March.
• Leroi RAPUTSOANE, 2016, "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, EconSciences Journals, volume 3, issue 1, pages 57-68, March.
• Insukindro INSUKINDRO & Arti ADJI & Aryo ALIYUDANTO, 2016, "Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 327-341, June.
• Offer Lieberman & Peter C.B. Phillips, 2016, "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2061, Jun.
• José M. Belbute & Alfredo Marvão Pereira, 2016, "Do Global CO2 Emissions from Fossil-Fuel Consumption Exhibit Long Memory? A Fractional Integration Analysis," Working Papers, Economics Department, William & Mary, number 165, Apr.
• José M. Belbute & Alfredo Marvão Pereira, 2016, "Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption," Working Papers, Economics Department, William & Mary, number 170, May.
• Nektarios A. Michail, 2016, "Examining the Time-Variation of Inflation Persistence in Ten Euro Area Countries," Working Papers, Central Bank of Cyprus, number 2016-6, Dec.
• Vasile GEORGESCU, 2016, "Using Nature-Inspired Metaheuristics to Train Predictive Machines," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 5-24.
• Murad A. BEIN & Gulcay TUNA, 2016, "Comparing Spillover Effects Among Emerging Markets With A Higher (Lower) Share Of Commodity Exports: Evidence From The Two Major Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 265-284.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016, "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 135-150.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1590.
• Konstantin A. Kholodilin & Tymofiy Gerasymov, 2016, "Coping with Consequences of a Housing Crisis during Great War: A Case of Right-Bank Ukraine in 1914-1918," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1610.
• Virginie Coudert & Valérie Mignon, 2016, "Reassessing the empirical relationship between the oil price and the dollar," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-2.
• Anthony Paris, 2016, "The Effect of Biofuels on the Link between Oil and Agricultural Commodity Prices: A Smooth Transition Cointegration Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-5.
• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1618, Nov.
• Soares Esteves, Paulo & Prades, Elvira, 2016, "On domestic demand and export performance in the euro area countries: does export concentration matter?," Working Paper Series, European Central Bank, number 1909, May.
• Krylova, Elizaveta, 2016, "Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area," Working Paper Series, European Central Bank, number 1911, Jun.
• Krylova, Elizaveta, 2016, "Determinants of euro-denominated corporate bond spreads," Working Paper Series, European Central Bank, number 1912, Jun.
• Jung, Alexander, 2016, "A portfolio demand approach for broad money in the euro area," Working Paper Series, European Central Bank, number 1929, Jul.
• Mansoor Maitah & Petr Prochazka & Michal Cermak & Karel r dl, 2016, "Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 1, pages 176-178.
• Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016, "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 1, pages 354-360.
• Kamran Mahmodpour & Yaser Sistani Badooei & Hadiseh Mohseni & Saman Veismoradi, 2016, "The Comparative Comparison of Exchange Rate Models," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 2, pages 380-385.
• Ozge Kandemir Kocaaslan, 2016, "Regime Nonstationarity and Nonlinearity in the Turkish Output Level," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 2, pages 503-507.
• Behnam Nikbin & Saman Panahi, 2016, "Estimation of Private Consumption Function of Iran: Autoregressive Distributed Lag Approach to Co-integration," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 2, pages 653-659.
• Nessrine Hamzaoui & Boutheina Regaieg, 2016, "Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 2, pages 694-702.
• Faik Bilgili, 2016, "City Price Convergence in Turkey with Structural Breaks," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 3, pages 933-941.
• Shrutikeerti Kaushal & Amlan Ghosh, 2016, "Financial Institutions and Economic Growth: An Empirical Analysis of Indian Economy in the Post Liberalized Era," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 3, pages 1003-1013.
• O uzhan Yilmaz, 2016, "Analysis of the Relationships between Financial Development and Economic Growth through Romer's Expanding Variety of Products Model: The Case of Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 3, pages 1155-1164.
• Muhammad Azam & Muhammad Haseeb & Aznita Binti Samsi & Jimoh Olajide Raji, 2016, "Stock Market Development and Economic Growth: Evidences from Asia-4 Countries," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 3, pages 1200-1208.
• Faik Bilgili & Hayriye Hilal Ba l ta, 2016, "Testing the Permanent Income and Random Walk Hypotheses for Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1371-1378.
• Ali Bouchrika & Wajdi Bardi, 2016, "The Management of Drinking Water and Long-term Perspective: Tunisia Case," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1591-1598.
• Ivani Bora & Naliniprava Tripathy, 2016, "Random or Deterministic? Evidence from Indian Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1716-1721.
• Buerhan Saiti & Mansur Masih, 2016, "The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1895-1905.
• Evan Lau & Alvina Syn-Yee Lee, 2016, "Determinants of External Debt in Thailand and the Philippines," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1973-1980.
• Faisal Faisal & Peshraw Majid Muhamad & Turgut Tursoy, 2016, "Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 4, pages 1998-2006.
• Philip O. Alege & Oluwasogo S. Adediran & Adeyemi A. Ogundipe, 2016, "Pollutant Emissions, Energy Consumption and Economic Growth in Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 6, issue 2, pages 202-207.
• Moayad Al Rasasi & Mustafa Yilmaz, 2016, "The Effects of Oil Shocks on Turkish Macroeconomic Aggregates," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 6, issue 3, pages 471-476.
• Farzana Sharmin & Mohammed Robayet Khan & Mohammed Robayet Khan, 2016, "A Causal Relationship between Energy Consumption, Energy Prices and Economic Growth in Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 6, issue 3, pages 477-494.
• Hlalefang Khobai & Sanderson Abel & Pierre Le Roux, 2016, "An Investigation into the Electricity Supply and Economic Growth Nexus for South Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 6, issue 4, pages 701-705.
• Ayben KOY & Güldenur ÇETÝN, 2016, "Metal Vadeli Ýþlem Piyasalarý ve Doðrusal Olmayan Dinamikleri," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 4, issue 4, pages 165-176.
• Castelar, Pablo Urano De Carvalho & Irffi, Guilherme & Tabosa, Francisco José Silva, 2016, "Brasil, 1981-2013: efectos del crecimiento económico y de la desigualdad de los ingresos en la pobreza," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Castelar, Pablo Urano De Carvalho & Irffi, Guilherme & Tabosa, Francisco José Silva, 2016, "Brazil, 1981-2013: the effects of economic growth and income inequality on poverty," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Shen, Zhiwei & Ritter, Matthias, 2016, "Forecasting volatility of wind power production," Applied Energy, Elsevier, volume 176, issue C, pages 295-308, DOI: 10.1016/j.apenergy.2016.05.071.
• Dibooglu, Sel & Cevik, Emrah. I., 2016, "The effect of North Korean threats on financial markets in South Korea and Japan," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 18-26, DOI: 10.1016/j.asieco.2016.03.002.
• Long, Zhiming & Herrera, Rémy, 2016, "Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database," China Economic Review, Elsevier, volume 40, issue C, pages 33-53, DOI: 10.1016/j.chieco.2016.05.002.
• Groen, Jan J.J. & Kapetanios, George, 2016, "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 221-239, DOI: 10.1016/j.csda.2015.11.014.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016, "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 582-594, DOI: 10.1016/j.csda.2015.12.005.
• Clements, Michael P., 2016, "Real-time factor model forecasting and the effects of instability," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 661-675, DOI: 10.1016/j.csda.2015.01.011.
• de Truchis, Gilles & Keddad, Benjamin, 2016, "On the risk comovements between the crude oil market and U.S. dollar exchange rates," Economic Modelling, Elsevier, volume 52, issue PA, pages 206-215, DOI: 10.1016/j.econmod.2014.11.014.
• García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016, "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, volume 52, issue PB, pages 913-925, DOI: 10.1016/j.econmod.2015.10.029.
• Kiani, Khurshid M., 2016, "On business cycle fluctuations in USA macroeconomic time series," Economic Modelling, Elsevier, volume 53, issue C, pages 179-186, DOI: 10.1016/j.econmod.2015.11.022.
• Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016, "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, volume 53, issue C, pages 23-36, DOI: 10.1016/j.econmod.2015.11.006.
• Chen, Guojin & Hong, Zhiwu & Ren, Yu, 2016, "Durable consumption and asset returns: Cointegration analysis," Economic Modelling, Elsevier, volume 53, issue C, pages 231-244, DOI: 10.1016/j.econmod.2015.12.008.
• Shi, Wendong & Sun, Jingwei, 2016, "Aggregation and long-memory: An analysis based on the discrete Fourier transform," Economic Modelling, Elsevier, volume 53, issue C, pages 470-476, DOI: 10.1016/j.econmod.2015.10.045.
• El Ouadghiri, Imane & Uctum, Remzi, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, volume 54, issue C, pages 218-234, DOI: 10.1016/j.econmod.2015.12.025.
• Hasanov, Fakhri J. & Bulut, Cihan & Suleymanov, Elchin, 2016, "Do population age groups matter in the energy use of the oil-exporting countries?," Economic Modelling, Elsevier, volume 54, issue C, pages 82-99, DOI: 10.1016/j.econmod.2015.12.018.
• Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016, "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, volume 56, issue C, pages 162-167, DOI: 10.1016/j.econmod.2016.04.002.
• Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei, 2016, "How is China's coke price related with the world oil price? The role of extreme movements," Economic Modelling, Elsevier, volume 58, issue C, pages 22-33, DOI: 10.1016/j.econmod.2016.05.018.
• Nyberg, Henri & Pönkä, Harri, 2016, "International sign predictability of stock returns: The role of the United States," Economic Modelling, Elsevier, volume 58, issue C, pages 323-338, DOI: 10.1016/j.econmod.2016.06.013.
• Cross, Jamie & Poon, Aubrey, 2016, "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, volume 58, issue C, pages 34-51, DOI: 10.1016/j.econmod.2016.04.021.
• Eraslan, Sercan, 2016, "Safe-haven demand for housing in London," Economic Modelling, Elsevier, volume 58, issue C, pages 482-493, DOI: 10.1016/j.econmod.2015.12.022.
• Pouliot, William, 2016, "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, volume 58, issue C, pages 523-534, DOI: 10.1016/j.econmod.2016.03.011.
• Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2016, "Solvency capital requirement for a temporal dependent losses in insurance," Economic Modelling, Elsevier, volume 58, issue C, pages 588-598, DOI: 10.1016/j.econmod.2016.03.007.
• Pal, Debdatta & Mitra, Subrata K., 2016, "Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model," Economic Modelling, Elsevier, volume 59, issue C, pages 314-328, DOI: 10.1016/j.econmod.2016.08.003.
• Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R., 2016, "Forecasting macroeconomic variables in data-rich environments," Economics Letters, Elsevier, volume 138, issue C, pages 50-52, DOI: 10.1016/j.econlet.2015.11.017.
• Deng, Kaihua, 2016, "A refined asymptotic framework for dividend yield in predictive regressions," Economics Letters, Elsevier, volume 138, issue C, pages 60-63, DOI: 10.1016/j.econlet.2015.11.022.
• Silva Lopes, Artur, 2016, "A simple proposal to improve the power of income convergence tests," Economics Letters, Elsevier, volume 138, issue C, pages 92-95, DOI: 10.1016/j.econlet.2015.11.041.
• Fuleky, Peter & Ventura, Luigi, 2016, "Mean lag in general error correction models," Economics Letters, Elsevier, volume 143, issue C, pages 107-110, DOI: 10.1016/j.econlet.2016.03.028.
• Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016, "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, volume 143, issue C, pages 24-27, DOI: 10.1016/j.econlet.2016.03.009.
• Baetje, Fabian & Friedrici, Karola, 2016, "Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence," Economics Letters, Elsevier, volume 143, issue C, pages 38-43, DOI: 10.1016/j.econlet.2016.03.014.
• Demetrescu, Matei & Sibbertsen, Philipp, 2016, "Inference on the long-memory properties of time series with non-stationary volatility," Economics Letters, Elsevier, volume 144, issue C, pages 80-84, DOI: 10.1016/j.econlet.2016.04.034.
• Berriel, Tiago & Medeiros, Marcelo C. & Sena, Marcelo J., 2016, "Instrument selection for estimation of a forward-looking Phillips Curve," Economics Letters, Elsevier, volume 145, issue C, pages 123-125, DOI: 10.1016/j.econlet.2016.05.032.
• Xu, Libo & Serletis, Apostolos, 2016, "Monetary and fiscal policy switching with time-varying volatilities," Economics Letters, Elsevier, volume 145, issue C, pages 202-205, DOI: 10.1016/j.econlet.2016.06.017.
• Harvey, David I. & Leybourne, Stephen J., 2016, "Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown," Economics Letters, Elsevier, volume 145, issue C, pages 239-245, DOI: 10.1016/j.econlet.2016.06.015.
• Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016, "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, volume 145, issue C, pages 83-87, DOI: 10.1016/j.econlet.2016.05.034.
• Li, Haiqi & Zheng, Chaowen & Guo, Yu, 2016, "Estimation and test for quantile nonlinear cointegrating regression," Economics Letters, Elsevier, volume 148, issue C, pages 27-32, DOI: 10.1016/j.econlet.2016.09.014.
• Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
• Choi, Hwan-sik, 2016, "Information theory for maximum likelihood estimation of diffusion models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 110-128, DOI: 10.1016/j.jeconom.2015.10.002.
• Medeiros, Marcelo C. & Mendes, Eduardo F., 2016, "ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 255-271, DOI: 10.1016/j.jeconom.2015.10.011.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016, "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2015.10.007.
• Lee, Ji Hyung, 2016, "Predictive quantile regression with persistent covariates: IVX-QR approach," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 105-118, DOI: 10.1016/j.jeconom.2015.04.003.
• Choi, Yongok & Jacewitz, Stefan & Park, Joon Y., 2016, "A reexamination of stock return predictability," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 168-189, DOI: 10.1016/j.jeconom.2015.02.048.
• Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen, 2016, "Root-T consistent density estimation in GARCH models," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 55-63, DOI: 10.1016/j.jeconom.2015.10.009.
• Phillips, Peter C.B. & Lee, Ji Hyung, 2016, "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2016.02.009.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.
• Wang, Xiaohu & Yu, Jun, 2016, "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 35-53, DOI: 10.1016/j.jeconom.2016.02.014.
• Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 367-389, DOI: 10.1016/j.jeconom.2016.04.012.
• Li, Degui & Li, Runze, 2016, "Local composite quantile regression smoothing for Harris recurrent Markov processes," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 44-56, DOI: 10.1016/j.jeconom.2016.04.002.
• Kim, Donggyu & Wang, Yazhen, 2016, "Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 220-230, DOI: 10.1016/j.jeconom.2016.05.003.
• Mykland, Per A. & Zhang, Lan, 2016, "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 242-262, DOI: 10.1016/j.jeconom.2016.05.005.
• Conrad, Christian & Mammen, Enno, 2016, "Asymptotics for parametric GARCH-in-Mean models," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 319-329, DOI: 10.1016/j.jeconom.2016.05.010.
• Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching, 2016, "On consistency of minimum description length model selection for piecewise autoregressions," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 360-368, DOI: 10.1016/j.jeconom.2016.05.013.
• Li, Chenxu & Chen, Dachuan, 2016, "Estimating jump–diffusions using closed-form likelihood expansions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 51-70, DOI: 10.1016/j.jeconom.2016.07.001.
• Wang, Chuan-Sheng & Zhao, Zhibiao, 2016, "Conditional Value-at-Risk: Semiparametric estimation and inference," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 86-103, DOI: 10.1016/j.jeconom.2016.07.002.
• Fox, Jeremy T. & Kim, Kyoo il & Yang, Chenyu, 2016, "A simple nonparametric approach to estimating the distribution of random coefficients in structural models," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 236-254, DOI: 10.1016/j.jeconom.2016.05.018.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016, "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, volume 40, issue 3, pages 387-397, DOI: 10.1016/j.ecosys.2015.11.002.
• Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Lee, Kuei-Chiu, 2016, "Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks," Economic Systems, Elsevier, volume 40, issue 3, pages 453-460, DOI: 10.1016/j.ecosys.2015.12.002.
• Westerlund, Joakim & Thuraisamy, Kannan, 2016, "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, volume 28, issue C, pages 44-60, DOI: 10.1016/j.ememar.2016.06.003.
• Ghonghadze, Jaba & Lux, Thomas, 2016, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.02.002.
• Kim, Myeong Jun & Park, Sung Y., 2016, "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 139-156, DOI: 10.1016/j.jempfin.2016.06.002.
• Maheu, John M. & Yang, Qiao, 2016, "An infinite hidden Markov model for short-term interest rates," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 202-220, DOI: 10.1016/j.jempfin.2016.06.006.
• Marvasti, Akbar & Lamberte, Antonio, 2016, "Commodity price volatility under regulatory changes and disaster," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 355-361, DOI: 10.1016/j.jempfin.2016.07.008.
• Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016, "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 516-533, DOI: 10.1016/j.jempfin.2015.08.009.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016, "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 548-574, DOI: 10.1016/j.jempfin.2015.09.002.
• Lee, Ji Hyung & Phillips, Peter C.B., 2016, "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 590-622, DOI: 10.1016/j.jempfin.2015.11.004.
• Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016, "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 640-663, DOI: 10.1016/j.jempfin.2016.02.007.
• Linton, Oliver & Smetanina, Ekaterina, 2016, "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 664-689, DOI: 10.1016/j.jempfin.2016.02.010.
• Figuerola-Ferretti, Isabel & McCrorie, J. Roderick, 2016, "The shine of precious metals around the global financial crisis," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 717-738, DOI: 10.1016/j.jempfin.2016.02.013.
• Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory, 2016, "A compound duration model for high-frequency asset returns," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 105-128, DOI: 10.1016/j.jempfin.2016.10.003.
• Baillie, Richard T. & Cho, Dooyeon, 2016, "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 197-208, DOI: 10.1016/j.jempfin.2016.03.005.
• Ghosh, Sajal & Kanjilal, Kakali, 2016, "Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests," Energy Economics, Elsevier, volume 53, issue C, pages 111-117, DOI: 10.1016/j.eneco.2014.11.002.
• Kuper, Gerard H. & Mulder, Machiel, 2016, "Cross-border constraints, institutional changes and integration of the Dutch–German gas market," Energy Economics, Elsevier, volume 53, issue C, pages 182-192, DOI: 10.1016/j.eneco.2014.09.009.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• Reboredo, Juan C. & Ugolini, Andrea, 2016, "Quantile dependence of oil price movements and stock returns," Energy Economics, Elsevier, volume 54, issue C, pages 33-49, DOI: 10.1016/j.eneco.2015.11.015.
• Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey, 2016, "Bidding structure, market efficiency and persistence in a multi-time tariff setting," Energy Economics, Elsevier, volume 54, issue C, pages 77-87, DOI: 10.1016/j.eneco.2015.10.017.
• Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016, "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, volume 54, issue C, pages 88-95, DOI: 10.1016/j.eneco.2015.11.002.
• Bremmer, Dale S. & Kesselring, Randall G., 2016, "The relationship between U.S. retail gasoline and crude oil prices during the Great Recession: “Rockets and feathers” or “balloons and rocks” behavior?," Energy Economics, Elsevier, volume 55, issue C, pages 200-210, DOI: 10.1016/j.eneco.2015.12.014.
• Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016, "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, volume 55, issue C, pages 30-41, DOI: 10.1016/j.eneco.2015.12.027.
• Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016, "Uncertainty and crude oil returns," Energy Economics, Elsevier, volume 55, issue C, pages 92-100, DOI: 10.1016/j.eneco.2016.01.012.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016, "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, volume 56, issue C, pages 117-133, DOI: 10.1016/j.eneco.2016.03.008.