Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2015

• Gupta Kapil & Kaur Mandeep, 2015, "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Sciendo, volume 10, issue 2, pages 69-88, December, DOI: 10.1515/jeb-2015-0009.
• Junko Koeda, 2015, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1506, Jul.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• Celia Melguizo, 2015, "An analysis of Okun?s law for the Spanish provinces," ERSA conference papers, European Regional Science Association, number ersa15p1558, Oct.
• Fabio Gaetano Santeramo, 2015, "Price Transmission in the European Tomatoes and Cauliflowers Sectors," Agribusiness, John Wiley & Sons, Ltd., volume 31, issue 3, pages 399-413, June.
• Mario J. Crucini & Mototsugu Shintani, 2015, "Measuring international business cycles by saving for a rainy day," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 48, issue 4, pages 1266-1290, November, DOI: 10.1111/caje.12146.
• Giovanni Caggiano & Efrem Castelnuovo & Valentina Colombo & Gabriela Nodari, 2015, "Estimating Fiscal Multipliers: News From A Non‐linear World," Economic Journal, Royal Economic Society, volume 0, issue 584, pages 746-776, May.
• Christiane Baumeister & James D. Hamilton, 2015, "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," Econometrica, Econometric Society, volume 83, issue 5, pages 1963-1999, September.
• Virginie Coudert & Karine Hervé & Pierre Mabille, 2015, "Internationalization Versus Regionalization in the Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 16-27, January.
• Yanan Li & David E. Giles, 2015, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 155-177, March.
• André K. Anundsen, 2015, "Econometric Regime Shifts and the US Subprime Bubble," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 145-169, January.
• Matteo Luciani, 2015, "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 199-218, March.
• Luca Sala, 2015, "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 219-240, March.
• Fabio Canova & Alain Schlaepfer, 2015, "Has the Euro‐Mediterranean Partnership Affected Mediterranean Business Cycles?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 241-262, March.
• Luciana Juvenal & Ivan Petrella, 2015, "Speculation in the Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 621-649, June.
• Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015, "Purchasing Power Parity and the Taylor Rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 6, pages 874-903, September.
• Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2015, "What Drives Oil Prices? Emerging Versus Developed Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1013-1028, November.
• Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015, "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 339-356, April.
• Jürgen Gaul & Erik Theissen, 2015, "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 371-384, April.
• Kevin Lee & James Morley & Kalvinder Shields, 2015, "The Meta Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 1, pages 73-98, February, DOI: 10.1111/jmcb.12169.
• Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015, "The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 6, pages 1223-1238, September, DOI: 10.1111/jmcb.12243.
• Benjamin Wong, 2015, "Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 8, pages 1673-1689, December, DOI: 10.1111/jmcb.12288.
• Ambrogio Cesa‐Bianchi & Luis Felipe Cespedes & Alessandro Rebucci, 2015, "Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S1, pages 301-335, March, DOI: 10.1111/jmcb.12204.
• Terence D. Agbeyegbe, 2015, "An inverted U‐shaped crude oil price return‐implied volatility relationship," Review of Financial Economics, John Wiley & Sons, volume 27, issue 1, pages 28-45, November, DOI: 10.1016/j.rfe.2015.08.001.
• Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2015, "The Impact of Exchange Rate Uncertainty on Exports in South Africa," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-14, DOI: 10.1142/S1793993315500040.
• Hakan Danis & Ender Demir & Mehmet Huseyin Bilgin, 2015, "Conditional Jump Dynamics In Stock Returns: Evidence From Mist Stock Exchanges," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-17, DOI: 10.1142/S0217590815500058.
• Joice John, 2015, "Has Inflation Persistence In India Changed Over Time?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 04, pages 1-16, DOI: 10.1142/S0217590815500952.
• Andrej Drygalla, 2015, "Switching to Exchange Rate Flexibility? The Case of Central and Eastern European Inflation Targeters," FIW Working Paper series, FIW, number 139, Jan.
• Rajmund Mirdala, 2015, "Sources of Real Exchange Rate Fluctuations in New EU Member Countries," FIW Working Paper series, FIW, number 160, Dec.
• Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015, "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/01, Feb.
• Bidong Liu & Jiali Liu & Tao Hong, 2015, "Sister models for load forecast combination," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/02, Feb.
• Katarzyna Maciejowska & Rafal Weron, 2015, "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/04.
• Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.
• Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
• Pu Wang & Bidong Liu & Tao Hong, 2015, "Electric load forecasting with recency effect: A big data approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/08, Oct.
• Gregory Chow & Linlin Niu, 2015, "Housing Price in Urban China as Determined by Demand and Supply," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2015-03-09, Mar.
• Almeida, Daniel de & Hotta, Luiz & Ruiz Ortega, Esther, 2015, "MGARCH models: tradeoff between feasibility and flexibility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1516, Jul.
• Luya Wang & Zhongwen Liang & Juan Lin & Qi Li, 2015, "Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 353-369, November.
• Juselius, Katarina, 2015, "Haavelmo’S Probability Approach And The Cointegrated Var," Econometric Theory, Cambridge University Press, volume 31, issue 2, pages 213-232, April.
• El-Shagi, Makram & Giesen, Sebastian & Kelly, Logan J., 2015, "The Quantity Theory Revisited: A New Structural Approach," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 1, pages 58-78, January.
• Bradley, Michael D. & Jansen, Dennis W. & Sinclair, Tara M., 2015, "How Well Does “Core” Inflation Capture Permanent Price Changes?," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 4, pages 791-815, June.
• Leroi RAPUTSOANE, 2015, "Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa," Turkish Economic Review, EconSciences Journals, volume 2, issue 4, pages 210-221, December.
• Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
• Xiaohong Chen & Zhipeng Liao, 2015, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2012, Jul.
• Alfredo Marvão Pereira & Rui M. Pereira, 2015, "Is All Infrastructure Investment Created Equal? The Case of Portugal," Working Papers, Economics Department, William & Mary, number 156, Feb.
• Nektarios A. Michail, 2015, "Examining the Stability of Okun’s Coefficient," Working Papers, Central Bank of Cyprus, number 2015-2, Dec.
• Edgar Ventura Neyra & Gabriel Rodríguez, 2015, "Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 3, pages 261-292, DOI: 10.3790/aeq.61.3.261.
• Monfort, Alain (ed.), 2015, "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295.
• Helmut Lütkepohl & George Milunovich, 2015, "Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1455.
• Helmut Lütkepohl & Aleksei Netsunajev, 2015, "Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1464.
• Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1466.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1505.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1508.
• Laurent Ferrara & Pierre Guérin, 2015, "What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-12.
• Ludovic Gauvin & Cyril Rebillard, 2015, "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-21.
• Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015, "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-38.
• Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015, "Does the volatility of commodity prices reflect macroeconomic uncertainty?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-7.
• Adam Goliński & João Madeira & Dooruj Rambaccussing, 2015, "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 284, Feb.
• Dooruj Rambaccussing, 2015, "Modelling Housing Prices using a Present Value State Space Model," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 285, Feb.
• Dooruj McRambaccussing, 2015, "Moment Matching in the Present Value identity, and a New Model," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 291, Oct.
• Edward E GHARTEY, 2015, "Causal Relationship Between Financial Development And Economic Growth In South Africa," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 125-142.
• Declerck , Francis & Indjehagopian , Jean-Pierre & Bellocq , Flavien, 2015, "Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1504, Feb.
• Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1507, Jun.
• Matteo Barigozzi & Marc Hallin, 2015, "Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-22, Jun.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2015-51, Dec.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-51, Dec.
• Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015, "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series, European Central Bank, number 1773, Apr.
• D'Agostino, Antonello & Mendicino, Caterina, 2015, "Expectation-driven cycles: time-varying effects," Working Paper Series, European Central Bank, number 1776, Apr.
• De Santis, Roberto A., 2015, "A measure of redenomination risk," Working Paper Series, European Central Bank, number 1785, Apr.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
• Melolinna, Marko, 2015, "What has driven inflation dynamics in the Euro area, the United Kingdom and the United States," Working Paper Series, European Central Bank, number 1802, Jun.
• Vouldis, Angelos, 2015, "Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach," Working Paper Series, European Central Bank, number 1805, Jun.
• Ricco, Giovanni, 2015, "A new identification of fiscal shocks based on the information flow," Working Paper Series, European Central Bank, number 1813, Jun.
• Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015, "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series, European Central Bank, number 1814, Jun.
• Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, European Central Bank, number 1837, Aug.
• D'Agostino, Antonello & Cimadomo, Jacopo, 2015, "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Paper Series, European Central Bank, number 1856, Oct.
• Altavilla, Carlo & Darracq Pariès, Matthieu & Nicoletti, Giulio, 2015, "Loan supply, credit markets and the euro area financial crisis," Working Paper Series, European Central Bank, number 1861, Oct.
• Jarociński, Marek, 2015, "A note on implementing the Durbin and Koopman simulation smoother," Working Paper Series, European Central Bank, number 1867, Nov.
• McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015, "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series, European Central Bank, number 1869, Nov.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 638-646.
• Cuneyt Dumrul & Yasemin Dumrul, 2015, "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 701-708.
• Augustine C. Osigwe & Maria Chinecherem Uzonwann, 2015, "Causal Relationship among Foreign Reserves, Exchange Rate and Foreign Direct Investment: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 884-888.
• Tanattrin Bunnag, 2015, "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 105-120.
• Faris Nasif AL-Shubiri, 2015, "The Impact of Economic and Financial Variables on Cash Conversion Cycle of Energy, Oil and Gas Sectors Listed in Muscat Security Market," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 1, pages 174-181.
• Mohamed Osman, 2015, "Dynamic Asymmetries in the Electric Consumption of the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 461-467.
• Muhammad Shahbaz & Smile Dube & Ilhan Ozturk & Abdul Jalil, 2015, "Testing the Environmental Kuznets Curve Hypothesis in Portugal," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 475-481.
• Man-Keun Kim & Kangil Lee, 2015, "Dynamic Interactions between Carbon and Energy Prices in the U.S. Regional Greenhouse Gas Initiative," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 494-501.
• Augustine C. Osigwe, 2015, "Exchange Rate Fluctuations, Oil Prices and Economic Performance: Empirical Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 502-506.
• Nyakundi M. Michieka, 2015, "Short- and Long-Run Analysis of Factors Affecting Electricity Consumption in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 639-646.
• Tanattrin Bunnag, 2015, "Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 647-659.
• Lee Lian Ivy-Yap & Hussain Ali Bekhet, 2015, "Examining the Feedback Response of Residential Electricity Consumption towards Changes in its Determinants: Evidence from Malaysia," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 772-781.
• Khalid Zaman, 2015, "Determinants of Nuclear Energy Consumption in South Asia: Economic and Energy Security Issues," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 822-827.
• Anthony N. Rezitis, 2015, "Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 851-868.
• Phaisan Pattanakooha & Pongsa Pornchaiwisetgul, 2015, "The Effect of Stock, Government Policy, and Monopoly on Asymmetric Price Transmission in Thailand," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 926-933.
• Ali Matar & Hussain Ali Bekhet, 2015, "Causal Interaction among Electricity Consumption, Financial Development, Exports and Economic Growth in Jordan: Dynamic Simultaneous Equation Models," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 955-967.
• A. znur mit & Elif Bulut, 2015, "Relationship between Energy Consumption and Real Gross Domestic Production in Turkey: A Co-integration Analysis with Structural Breaks," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 968-978.
• Ali Acaravci & Sinan Erdogan & Guray Akalin, 2015, "The Electricity Consumption, Real Income, Trade Openness and Foreign Direct Investment: The Empirical Evidence from Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1050-1057.
• Nezir Kose & Sabit Baimaganbetov, 2015, "The Asymmetric Impact of Oil Price Shocks on Kazakhstan Macroeconomic Dynamics: A Structural Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1058-1064.
• Hakan BEKTAÞ & Emir KAYACAN & Ömür URAS, 2015, "Türkiye’de Planlý Kalkýnma Döneminde Ýktisadi Büyüme ile Nüfus Artýþý Ýliþkisinin Ekonometrik Analizi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 3, issue 2, pages 69-77.
• Rambaccussing, Dooruj, 2015, "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-32.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-73, Apr.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015, "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-75, Jun.
• Rambaccussing, Dooruj, 2015, "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-80, Feb.
• Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015, "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers, Bank of Estonia, number wp2015-4, Dec, revised 30 Dec 2015.
• Mohanty, Deepak & John, Joice, 2015, "Determinants of inflation in India," Journal of Asian Economics, Elsevier, volume 36, issue C, pages 86-96, DOI: 10.1016/j.asieco.2014.08.002.
• Elekdag, Selim & Han, Fei, 2015, "What drives credit growth in emerging Asia?," Journal of Asian Economics, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.asieco.2015.03.001.
• Phiromswad, Piyachart, 2015, "Measuring monetary policy with empirically grounded restrictions: An application to Thailand," Journal of Asian Economics, Elsevier, volume 38, issue C, pages 104-113, DOI: 10.1016/j.asieco.2015.04.005.
• Jin, Xiaoye, 2015, "Volatility transmission and volatility impulse response functions among the Greater China stock markets," Journal of Asian Economics, Elsevier, volume 39, issue C, pages 43-58, DOI: 10.1016/j.asieco.2015.05.004.
• Dungey, Mardi & Vehbi, Tugrul, 2015, "The influences of international output shocks from the US and China on ASEAN economies," Journal of Asian Economics, Elsevier, volume 39, issue C, pages 59-71, DOI: 10.1016/j.asieco.2015.05.003.
• He, Dong & Liao, Wei & Wu, Tommy, 2015, "Hong Kong's growth synchronization with China and the US: A trend and cycle analysis," Journal of Asian Economics, Elsevier, volume 40, issue C, pages 10-28, DOI: 10.1016/j.asieco.2015.08.003.
• Tang, Bo, 2015, "Real exchange rate and economic growth in China: A cointegrated VAR approach," China Economic Review, Elsevier, volume 34, issue C, pages 293-310, DOI: 10.1016/j.chieco.2014.12.002.
• Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola, 2015, "Oil price uncertainty and sectoral stock returns in China: A time-varying approach," China Economic Review, Elsevier, volume 34, issue C, pages 311-321, DOI: 10.1016/j.chieco.2014.09.008.
• Jarociński, Marek, 2015, "A note on implementing the Durbin and Koopman simulation smoother," Computational Statistics & Data Analysis, Elsevier, volume 91, issue C, pages 1-3, DOI: 10.1016/j.csda.2015.05.001.
• Mumtaz, Haroon & Zanetti, Francesco, 2015, "Factor adjustment costs: A structural investigation," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 341-355, DOI: 10.1016/j.jedc.2014.10.003.
• Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2015, "What does financial volatility tell us about macroeconomic fluctuations?," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 340-360, DOI: 10.1016/j.jedc.2015.01.002.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Lei, Yaoting & Xu, Jing, 2015, "Costly arbitrage through pairs trading," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 1-19, DOI: 10.1016/j.jedc.2015.04.006.
• Riggi, Marianna & Venditti, Fabrizio, 2015, "The time varying effect of oil price shocks on euro-area exports," Journal of Economic Dynamics and Control, Elsevier, volume 59, issue C, pages 75-94, DOI: 10.1016/j.jedc.2015.07.002.
• Tan, Fei & Walker, Todd B., 2015, "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 95-111, DOI: 10.1016/j.jedc.2015.07.007.
• Lo, Danny K. & Hall, Anthony D., 2015, "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 222-244, DOI: 10.1016/j.jedc.2015.09.012.
• Carmignani, Fabrizio, 2015, "Can public expenditure stabilize output? Multipliers and policy interdependence in Queensland and Australia," Economic Analysis and Policy, Elsevier, volume 47, issue C, pages 69-81, DOI: 10.1016/j.eap.2015.07.003.
• Sévi, Benoît, 2015, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, volume 44, issue C, pages 243-251, DOI: 10.1016/j.econmod.2014.10.026.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
• Friedman, Joseph & Shachmurove, Yochanan, 2015, "The responses of the prime rate to change in policies of the Federal Reserve," Economic Modelling, Elsevier, volume 46, issue C, pages 407-411, DOI: 10.1016/j.econmod.2014.12.042.
• Chang, Ming-Jen & Su, Che-Yi, 2015, "Does real interest rate parity really hold? New evidence from G7 countries," Economic Modelling, Elsevier, volume 47, issue C, pages 299-306, DOI: 10.1016/j.econmod.2015.03.005.
• Marczak, Martyna & Gómez, Víctor, 2015, "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," Economic Modelling, Elsevier, volume 47, issue C, pages 40-52, DOI: 10.1016/j.econmod.2015.02.014.
• Manalo, Josef & Perera, Dilhan & Rees, Daniel M., 2015, "Exchange rate movements and the Australian economy," Economic Modelling, Elsevier, volume 47, issue C, pages 53-62, DOI: 10.1016/j.econmod.2015.02.013.
• Allegret, Jean-Pierre & Mignon, Valérie & Sallenave, Audrey, 2015, "Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies," Economic Modelling, Elsevier, volume 49, issue C, pages 232-247, DOI: 10.1016/j.econmod.2015.04.009.
• Guay, Alain & Maurin, Alain, 2015, "Disaggregation methods based on MIDAS regression," Economic Modelling, Elsevier, volume 50, issue C, pages 123-129, DOI: 10.1016/j.econmod.2015.05.013.
• Boubaker, Heni & Sghaier, Nadia, 2015, "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, volume 50, issue C, pages 254-265, DOI: 10.1016/j.econmod.2015.06.027.
• Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2015, "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Economic Modelling, Elsevier, volume 51, issue C, pages 412-423, DOI: 10.1016/j.econmod.2015.08.030.
• Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015, "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
• Wang, Bin & Wang, Man & Chan, Ngai Hang, 2015, "Residual-based test for fractional cointegration," Economics Letters, Elsevier, volume 126, issue C, pages 43-46, DOI: 10.1016/j.econlet.2014.11.009.
• Yin, Libo & Han, Liyan, 2015, "Co-movements in commodity prices: Global, sectoral and commodity-specific factors," Economics Letters, Elsevier, volume 126, issue C, pages 96-100, DOI: 10.1016/j.econlet.2014.11.027.
• Chan, Joshua C.C. & Grant, Angelia L., 2015, "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, volume 131, issue C, pages 29-33, DOI: 10.1016/j.econlet.2015.03.036.
• Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
• Matsuki, Takashi & Sugimoto, Kimiko & Satoma, Katsuhiko, 2015, "Effects of the Bank of Japan’s current quantitative and qualitative easing," Economics Letters, Elsevier, volume 133, issue C, pages 112-116, DOI: 10.1016/j.econlet.2015.05.025.
• Darvas, Zsolt, 2015, "Does money matter in the euro area? Evidence from a new Divisia index," Economics Letters, Elsevier, volume 133, issue C, pages 123-126, DOI: 10.1016/j.econlet.2015.05.034.
• Herwartz, Helmut & Raters, Fabian H.C., 2015, "Copula-MGARCH with continuous covariance decomposition," Economics Letters, Elsevier, volume 133, issue C, pages 73-76, DOI: 10.1016/j.econlet.2015.05.023.
• Ko, Jun-Hyung & Lee, Chang-Min, 2015, "International economic policy uncertainty and stock prices: Wavelet approach," Economics Letters, Elsevier, volume 134, issue C, pages 118-122, DOI: 10.1016/j.econlet.2015.07.012.
• Rana, Ghulam Awais & Shea, Paul, 2015, "Estimating the causal relationship between foreclosures and unemployment during the great recession," Economics Letters, Elsevier, volume 134, issue C, pages 90-93, DOI: 10.1016/j.econlet.2015.06.019.
• Odaki, Mitsuhiro, 2015, "Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses," Economics Letters, Elsevier, volume 136, issue C, pages 187-189, DOI: 10.1016/j.econlet.2015.09.028.
• Stephan, Gaëtan & Lecumberry, Julien, 2015, "The German unemployment since the Hartz reforms: Permanent or transitory fall?," Economics Letters, Elsevier, volume 136, issue C, pages 49-54, DOI: 10.1016/j.econlet.2015.08.003.
• Murasawa, Yasutomo, 2015, "The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series," Economics Letters, Elsevier, volume 137, issue C, pages 157-162, DOI: 10.1016/j.econlet.2015.11.001.
• Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015, "Improved likelihood ratio tests for cointegration rank in the VAR model," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 97-110, DOI: 10.1016/j.jeconom.2014.08.007.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 280-294, DOI: 10.1016/j.jeconom.2014.08.009.
• Creal, Drew D. & Wu, Jing Cynthia, 2015, "Estimation of affine term structure models with spanned or unspanned stochastic volatility," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 60-81, DOI: 10.1016/j.jeconom.2014.10.003.
• Andreou, Elena & Werker, Bas J.M., 2015, "Residual-based rank specification tests for AR–GARCH type models," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 305-331, DOI: 10.1016/j.jeconom.2014.11.001.
• Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015, "Nonparametric predictive regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 468-494, DOI: 10.1016/j.jeconom.2014.05.015.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "Regression-based analysis of cointegration systems," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 32-50, DOI: 10.1016/j.jeconom.2014.12.007.
• Kock, Anders Bredahl & Callot, Laurent, 2015, "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 325-344, DOI: 10.1016/j.jeconom.2015.02.013.
• Bücher, Axel & Jäschke, Stefan & Wied, Dominik, 2015, "Nonparametric tests for constant tail dependence with an application to energy and finance," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 154-168, DOI: 10.1016/j.jeconom.2015.02.002.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015, "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 169-188, DOI: 10.1016/j.jeconom.2015.02.004.
• Breitung, Jörg & Demetrescu, Matei, 2015, "Instrumental variable and variable addition based inference in predictive regressions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 358-375, DOI: 10.1016/j.jeconom.2013.10.018.
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015, "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 43-56, DOI: 10.1016/j.jeconom.2015.01.003.
• Aït-Sahalia, Yacine & Amengual, Dante & Manresa, Elena, 2015, "Market-based estimation of stochastic volatility models," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 418-435, DOI: 10.1016/j.jeconom.2015.02.028.
• Asai, Manabu & McAleer, Michael, 2015, "Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 436-446, DOI: 10.1016/j.jeconom.2015.02.029.
• Chen, Xiaohong & Christensen, Timothy M., 2015, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 447-465, DOI: 10.1016/j.jeconom.2015.03.010.
• Chen, Xiaohong & Liao, Zhipeng, 2015, "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 163-186, DOI: 10.1016/j.jeconom.2015.07.001.
• Ling, Shiqing & McAleer, Michael & Tong, Howell, 2015, "Frontiers in Time Series and Financial Econometrics: An overview," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 245-250, DOI: 10.1016/j.jeconom.2015.03.019.
• Asai, Manabu & McAleer, Michael, 2015, "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 251-262, DOI: 10.1016/j.jeconom.2015.03.020.
• Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015, "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 297-312, DOI: 10.1016/j.jeconom.2015.03.024.
• Creal, Drew D. & Tsay, Ruey S., 2015, "High dimensional dynamic stochastic copula models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 335-345, DOI: 10.1016/j.jeconom.2015.03.027.
• Horváth, Lajos & Rice, Gregory, 2015, "Testing for independence between functional time series," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 371-382, DOI: 10.1016/j.jeconom.2015.03.030.
• Hsiao, Cheng & Zhou, Qiankun, 2015, "Statistical inference for panel dynamic simultaneous equations models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 383-396, DOI: 10.1016/j.jeconom.2015.03.031.
• Çatık, Abdurrahman Nazif & Gök, Barış & Akseki, Utku, 2015, "A nonlinear investigation of the twin deficits hypothesis over the business cycle: Evidence from Turkey," Economic Systems, Elsevier, volume 39, issue 1, pages 181-196, DOI: 10.1016/j.ecosys.2014.05.002.
• Lyócsa, Štefan & Baumöhl, Eduard, 2015, "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, volume 39, issue 2, pages 253-268, DOI: 10.1016/j.ecosys.2014.08.001.
• Jakubik, Petr & Moinescu, Bogdan, 2015, "Assessing optimal credit growth for an emerging banking system," Economic Systems, Elsevier, volume 39, issue 4, pages 577-591, DOI: 10.1016/j.ecosys.2015.01.004.
• Kal, Süleyman Hilmi & Arslaner, Ferhat & Arslaner, Nuran, 2015, "The dynamic relationship between stock, bond and foreign exchange markets," Economic Systems, Elsevier, volume 39, issue 4, pages 592-607, DOI: 10.1016/j.ecosys.2015.03.002.
• Pancrazi, Roberto, 2015, "The heterogeneous Great Moderation," European Economic Review, Elsevier, volume 74, issue C, pages 207-228, DOI: 10.1016/j.euroecorev.2014.12.005.
• Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong, 2015, "Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?," Emerging Markets Review, Elsevier, volume 24, issue C, pages 101-121, DOI: 10.1016/j.ememar.2015.05.007.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
• Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
• De Lira Salvatierra, Irving & Patton, Andrew J., 2015, "Dynamic copula models and high frequency data," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 120-135, DOI: 10.1016/j.jempfin.2014.11.008.
• Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2015, "Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 135-152, DOI: 10.1016/j.jempfin.2015.03.001.
• Broto, Carmen & Pérez-Quirós, Gabriel, 2015, "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 165-179, DOI: 10.1016/j.jempfin.2015.03.010.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015, "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 3-18, DOI: 10.1016/j.jempfin.2014.12.002.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2015, "Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 35-48, DOI: 10.1016/j.jempfin.2014.05.001.
• Cipollini, Andrea & Cascio, Iolanda Lo & Muzzioli, Silvia, 2015, "Volatility co-movements: A time-scale decomposition analysis," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 34-44, DOI: 10.1016/j.jempfin.2015.08.005.
• Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015, "Efficient modeling and forecasting of electricity spot prices," Energy Economics, Elsevier, volume 47, issue C, pages 98-111, DOI: 10.1016/j.eneco.2014.10.012.
• Ouyang, Xiaoling & Sun, Chuanwang, 2015, "Energy savings potential in China's industrial sector: From the perspectives of factor price distortion and allocative inefficiency," Energy Economics, Elsevier, volume 48, issue C, pages 117-126, DOI: 10.1016/j.eneco.2014.11.020.
• Bunn, Derek & Koc, Veli & Sapio, Alessandro, 2015, "Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market," Energy Economics, Elsevier, volume 48, issue C, pages 265-275, DOI: 10.1016/j.eneco.2014.12.015.
• Bjursell, Johan & Gentle, James E. & Wang, George H.K., 2015, "Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets," Energy Economics, Elsevier, volume 48, issue C, pages 336-349, DOI: 10.1016/j.eneco.2014.11.006.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015, "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
• Alizadeh, Amir H. & Huang, Chih-Yueh & van Dellen, Stefan, 2015, "A regime switching approach for hedging tanker shipping freight rates," Energy Economics, Elsevier, volume 49, issue C, pages 44-59, DOI: 10.1016/j.eneco.2015.01.004.
• Shao, Chengwu & Bhar, Ramaprasad & Colwell, David B., 2015, "A multi-factor model with time-varying and seasonal risk premiums for the natural gas market," Energy Economics, Elsevier, volume 50, issue C, pages 207-214, DOI: 10.1016/j.eneco.2015.04.013.