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 8 143
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 86 0 4 8 321
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 44 1 4 19 316
Oil volatility and the option value of waiting: an analysis of the G-7 0 0 7 7 2 4 27 27
Social Protection in Low Income Countries and Fragile Situations: Challenges and Future Directions 0 0 0 0 0 2 4 4
The Effects of Uncertainty about Oil Prices in G-7 0 0 0 74 1 4 15 192
US Oil Price Exposure: The Industry Effects 0 0 1 75 0 4 8 244
Total Working Papers 0 0 8 307 4 25 89 1,247


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 1 1 6 220
A reexamination of fractional integrating dynamics in foreign currency markets 0 0 0 17 0 3 7 118
A simple bivariate count data regression model 0 0 1 65 1 3 11 209
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 0 0 132 1 2 13 343
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 1 3 6 303
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 0 0 8 160
Canadian industry level production and energy prices 0 0 1 4 0 2 14 32
Corporate Governance and Liquidity 0 0 1 97 1 6 15 269
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 0 1 12 0 0 3 64
Drilling and DUCs in the Permian Basin 1 1 3 3 1 3 12 12
Employment and energy uncertainty 0 0 0 4 1 3 7 28
Estimating the arbitrage pricing theory with observed macro factors 0 0 0 20 0 2 9 72
F versus t tests for unit roots 0 0 1 193 2 5 15 872
Flexible Bivariate Count Data Regression Models 0 0 0 12 0 0 2 42
Fractional Integration in Commodity Futures Returns 0 0 0 10 0 0 3 46
Fractional differencing in discrete time 0 0 0 4 0 6 10 29
Generalized bivariate count data regression models 0 0 0 43 0 3 9 121
INTRODUCTION TO OIL PRICE SHOCKS 0 0 1 51 0 0 3 133
Impact of macroeconomic news on metal futures 0 1 5 72 0 5 23 273
Jumps in Oil Prices: The Role of Economic News 0 0 1 2 0 1 5 7
Liquidity and Information Flow around Monetary Policy Announcement 0 0 1 2 0 5 10 19
Liquidity and Information Flow around Monetary Policy Announcement 0 0 0 12 0 1 10 83
Long memory in commodity futures volatility: A wavelet perspective 0 0 0 3 1 4 10 32
Long memory in energy futures prices 0 0 0 1 0 0 10 24
Long memory in energy futures prices 0 0 1 78 0 2 9 238
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 1 2 16 158
More on F versus t tests for unit roots when there is no trend 0 0 0 11 0 8 14 61
OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES 0 0 1 14 0 1 11 49
Oil Price Forecasts and Trends: Interviews with the Experts 1 1 1 24 3 5 5 84
Oil Price Uncertainty 0 0 0 285 1 5 24 794
Oil Price Uncertainty 1 2 4 39 5 16 57 178
Oil price uncertainty in Canada 0 2 2 143 1 5 9 430
Oil price uncertainty shocks and the gender gap in U.S. unemployment 0 0 0 3 1 8 18 27
Oil price volatility and real options: 35 years of evidence 0 0 1 10 2 6 12 30
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 2 4 7 118
On fractional integrating dynamics in the US stock market 0 0 0 2 0 4 8 25
Persistence in the return and volatility of home price indices 0 0 0 9 2 2 9 103
Price discovery in crude oil futures 0 1 3 25 10 45 64 192
Racial and ethnic disparities in unemployment and oil price uncertainty 0 0 2 7 1 24 29 39
Some empirical evidence on the real effects of nominal volatility 0 0 0 3 0 3 7 19
Testing for Unit Roots: What Should Students Be Taught? 0 1 2 350 0 9 21 672
The reaction of security prices to tracking stock announcements 0 0 0 3 3 5 9 27
Uncertainty and energy extraction 0 0 0 3 0 2 13 22
Uncertainty and investment: Evidence from domestic oil rigs 0 0 0 2 1 4 14 18
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 0 57 0 0 5 128
Total Journal Articles 3 9 34 1,970 43 218 582 6,923
1 registered items for which data could not be found


Statistics updated 2026-06-04