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 0 21 1 2 5 138
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 86 1 1 2 314
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 1 44 2 7 13 309
The Effects of Uncertainty about Oil Prices in G-7 0 0 0 74 1 5 5 182
US Oil Price Exposure: The Industry Effects 0 0 1 75 0 0 2 237
Total Working Papers 0 0 2 300 5 15 27 1,180

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 1 1 77 1 3 6 217
A reexamination of fractional integrating dynamics in foreign currency markets 0 0 0 17 2 2 2 113
A simple bivariate count data regression model 0 1 1 65 2 5 6 203
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 0 1 132 3 5 8 335
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 0 1 5 299
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 1 4 6 157
Canadian industry level production and energy prices 1 1 1 4 5 7 8 26
Corporate Governance and Liquidity 0 1 2 97 1 2 5 257
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 0 1 12 0 0 1 62
Employment and energy uncertainty 0 0 0 4 0 0 3 21
Estimating the arbitrage pricing theory with observed macro factors 0 0 0 20 1 5 7 70
F versus t tests for unit roots 0 0 1 192 0 1 4 860
Flexible Bivariate Count Data Regression Models 0 0 0 12 0 1 1 41
Fractional Integration in Commodity Futures Returns 0 0 0 10 1 2 3 45
Fractional differencing in discrete time 0 0 0 4 0 1 1 20
Generalized bivariate count data regression models 0 0 1 43 1 2 6 116
INTRODUCTION TO OIL PRICE SHOCKS 0 1 1 51 0 2 5 133
Impact of macroeconomic news on metal futures 0 2 5 70 1 10 19 266
Jumps in Oil Prices: The Role of Economic News 0 0 0 20 0 2 4 74
Liquidity and Information Flow around Monetary Policy Announcement 0 0 1 12 2 3 7 79
Liquidity and Information Flow around Monetary Policy Announcement 0 1 1 2 0 2 3 11
Long memory in commodity futures volatility: A wavelet perspective 0 0 0 3 1 3 3 25
Long memory in energy futures prices 0 0 0 1 1 4 9 19
Long memory in energy futures prices 0 0 2 78 0 1 5 233
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 2 4 9 151
More on F versus t tests for unit roots when there is no trend 0 0 0 11 0 1 2 48
OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES 1 1 2 14 2 5 9 45
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 0 23 0 0 0 79
Oil Price Uncertainty 1 1 4 37 4 12 44 152
Oil Price Uncertainty 0 0 0 285 0 7 17 781
Oil price uncertainty in Canada 0 0 2 141 0 1 9 422
Oil price volatility and real options: 35 years of evidence 0 1 1 10 1 2 4 22
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 0 1 2 113
On fractional integrating dynamics in the US stock market 0 0 0 2 1 1 5 19
Persistence in the return and volatility of home price indices 0 0 0 9 1 2 4 98
Price discovery in crude oil futures 0 0 1 23 5 6 10 137
Racial and ethnic disparities in unemployment and oil price uncertainty 0 1 2 7 1 3 4 14
Some empirical evidence on the real effects of nominal volatility 0 0 0 3 0 1 1 13
Testing for Unit Roots: What Should Students Be Taught? 0 1 6 349 1 4 14 657
The reaction of security prices to tracking stock announcements 0 0 0 3 1 1 2 19
Uncertainty and energy extraction 0 0 0 3 1 3 6 14
Uncertainty and investment: Evidence from domestic oil rigs 0 0 0 2 0 0 2 6
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 1 57 1 1 6 126
Total Journal Articles 3 13 38 1,971 44 123 277 6,598

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Statistics updated 2026-01-09