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 0 3 6 140
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 1 44 1 5 16 312
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 86 0 4 5 317
Oil volatility and the option value of waiting: an analysis of the G-7 0 1 7 7 5 9 23 23
Social Protection in Low Income Countries and Fragile Situations: Challenges and Future Directions 0 0 0 0 0 1 2 2
The Effects of Uncertainty about Oil Prices in G-7 0 0 0 74 3 7 11 188
US Oil Price Exposure: The Industry Effects 0 0 1 75 1 3 4 240
Total Working Papers 0 1 9 307 10 32 67 1,222


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 1 77 0 3 8 219
A reexamination of fractional integrating dynamics in foreign currency markets 0 0 0 17 1 4 4 115
A simple bivariate count data regression model 0 0 1 65 2 5 9 206
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 0 0 132 2 9 13 341
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 0 1 5 300
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 1 4 8 160
Canadian industry level production and energy prices 0 1 1 4 2 9 12 30
Corporate Governance and Liquidity 0 0 1 97 1 7 10 263
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 0 1 12 0 2 3 64
Drilling and DUCs in the Permian Basin 0 0 2 2 3 6 9 9
Employment and energy uncertainty 0 0 0 4 0 4 6 25
Estimating the arbitrage pricing theory with observed macro factors 0 0 0 20 0 1 7 70
F versus t tests for unit roots 0 1 2 193 3 7 11 867
Flexible Bivariate Count Data Regression Models 0 0 0 12 1 1 2 42
Fractional Integration in Commodity Futures Returns 0 0 0 10 0 2 3 46
Fractional differencing in discrete time 0 0 0 4 1 3 4 23
Generalized bivariate count data regression models 0 0 0 43 0 3 6 118
INTRODUCTION TO OIL PRICE SHOCKS 0 0 1 51 0 0 5 133
Impact of macroeconomic news on metal futures 0 1 5 71 1 3 20 268
Jumps in Oil Prices: The Role of Economic News 0 0 2 2 0 1 5 6
Jumps in Oil Prices: The Role of Economic News 0 0 0 20 2 4 7 78
Liquidity and Information Flow around Monetary Policy Announcement 0 0 1 2 2 3 6 14
Liquidity and Information Flow around Monetary Policy Announcement 0 0 0 12 1 5 9 82
Long memory in commodity futures volatility: A wavelet perspective 0 0 0 3 0 4 6 28
Long memory in energy futures prices 0 0 2 78 0 3 8 236
Long memory in energy futures prices 0 0 0 1 2 6 11 24
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 0 7 14 156
More on F versus t tests for unit roots when there is no trend 0 0 0 11 0 5 6 53
OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES 0 1 1 14 0 5 10 48
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 0 23 0 0 0 79
Oil Price Uncertainty 0 0 0 285 2 8 24 789
Oil Price Uncertainty 0 1 4 37 4 14 51 162
Oil price uncertainty in Canada 0 0 1 141 2 3 10 425
Oil price uncertainty shocks and the gender gap in U.S. unemployment 0 0 0 3 1 6 11 19
Oil price volatility and real options: 35 years of evidence 0 0 1 10 2 3 6 24
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 1 1 3 114
On fractional integrating dynamics in the US stock market 0 0 0 2 0 3 4 21
Persistence in the return and volatility of home price indices 0 0 0 9 0 4 7 101
Price discovery in crude oil futures 1 1 2 24 5 15 20 147
Racial and ethnic disparities in unemployment and oil price uncertainty 0 0 2 7 0 2 5 15
Some empirical evidence on the real effects of nominal volatility 0 0 0 3 1 3 4 16
Testing for Unit Roots: What Should Students Be Taught? 0 0 4 349 0 7 17 663
The reaction of security prices to tracking stock announcements 0 0 0 3 0 4 5 22
Uncertainty and energy extraction 0 0 0 3 2 7 11 20
Uncertainty and investment: Evidence from domestic oil rigs 0 0 0 2 2 8 10 14
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 0 57 0 3 6 128
Total Journal Articles 1 6 35 1,981 47 208 421 6,783


Statistics updated 2026-03-04