Access Statistics for John Elder

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS 0 0 1 21 1 1 4 136
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 1 1 44 0 1 1 297
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 86 0 0 1 313
The Effects of Uncertainty about Oil Prices in G-7 0 0 0 74 0 0 0 177
US Oil Price Exposure: The Industry Effects 1 1 1 75 1 1 2 237
Total Working Papers 1 2 3 300 2 3 8 1,160

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bivariate zero-inflated count data regression model with unrestricted correlation 0 0 0 76 0 0 4 214
A reexamination of fractional integrating dynamics in foreign currency markets 0 0 1 17 0 0 1 111
A simple bivariate count data regression model 0 0 0 64 0 0 3 198
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 0 1 132 0 2 4 330
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 0 2 6 297
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 1 1 3 153
Canadian industry level production and energy prices 0 0 0 3 0 0 2 18
Corporate Governance and Liquidity 0 0 1 96 1 1 3 255
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 0 0 11 0 0 0 61
Employment and energy uncertainty 0 0 0 4 0 0 4 21
Estimating the arbitrage pricing theory with observed macro factors 0 0 0 20 1 1 1 64
F versus t tests for unit roots 0 1 1 192 1 3 4 859
Flexible Bivariate Count Data Regression Models 0 0 0 12 0 0 1 40
Fractional Integration in Commodity Futures Returns 0 0 0 10 0 0 1 43
Fractional differencing in discrete time 0 0 0 4 0 0 0 19
Generalized bivariate count data regression models 0 0 1 43 1 2 5 114
INTRODUCTION TO OIL PRICE SHOCKS 0 0 1 50 1 2 5 131
Impact of macroeconomic news on metal futures 0 2 3 68 0 5 8 253
Jumps in Oil Prices: The Role of Economic News 0 0 0 20 0 0 2 72
Liquidity and Information Flow around Monetary Policy Announcement 0 0 0 1 0 1 1 9
Liquidity and Information Flow around Monetary Policy Announcement 0 0 1 12 1 2 3 75
Long memory in commodity futures volatility: A wavelet perspective 0 0 0 3 0 0 0 22
Long memory in energy futures prices 0 0 0 1 1 1 7 15
Long memory in energy futures prices 1 1 2 78 1 2 5 231
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 2 4 4 146
More on F versus t tests for unit roots when there is no trend 0 0 0 11 0 0 1 47
OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES 0 0 1 13 1 1 4 39
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 1 23 0 0 1 79
Oil Price Uncertainty 0 1 6 36 1 6 26 125
Oil Price Uncertainty 0 0 0 285 1 2 22 771
Oil price uncertainty in Canada 0 1 2 141 0 2 10 421
Oil price volatility and real options: 35 years of evidence 0 0 1 9 1 1 3 19
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 0 0 0 111
On fractional integrating dynamics in the US stock market 0 0 0 2 0 1 4 18
Persistence in the return and volatility of home price indices 0 0 0 9 0 0 0 94
Price discovery in crude oil futures 0 0 0 22 1 2 4 130
Racial and ethnic disparities in unemployment and oil price uncertainty 0 0 0 5 0 0 1 10
Some empirical evidence on the real effects of nominal volatility 0 0 0 3 0 0 0 12
Testing for Unit Roots: What Should Students Be Taught? 0 0 9 348 0 3 18 653
The reaction of security prices to tracking stock announcements 0 0 0 3 0 0 1 18
Uncertainty and energy extraction 0 0 0 3 1 1 3 10
Uncertainty and investment: Evidence from domestic oil rigs 0 0 0 2 0 0 0 4
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 2 57 0 1 5 124
Total Journal Articles 1 6 34 1,955 17 49 180 6,436

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Statistics updated 2025-08-05