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 0 1 4 136
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 1 44 4 5 6 302
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 0 1 1 75 0 1 2 237
Total Working Papers 0 1 3 300 4 7 13 1,165

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 2 198
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 0 1 132 0 0 4 330
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 0 1 6 298
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 0 1 2 153
Canadian industry level production and energy prices 0 0 0 3 1 1 3 19
Corporate Governance and Liquidity 0 0 1 96 0 1 3 255
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 1 1 1 12 1 1 1 62
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 0 2 2 65
F versus t tests for unit roots 0 0 1 192 0 1 3 859
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 0 1 5 114
INTRODUCTION TO OIL PRICE SHOCKS 0 0 1 50 0 1 4 131
Impact of macroeconomic news on metal futures 0 0 3 68 2 3 11 256
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 0 1 9
Liquidity and Information Flow around Monetary Policy Announcement 0 0 1 12 0 2 4 76
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 0 1 7 15
Long memory in energy futures prices 0 1 2 78 0 2 5 232
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 1 3 5 147
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 2 5 40
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 1 23 0 0 1 79
Oil Price Uncertainty 0 0 5 36 11 16 38 140
Oil Price Uncertainty 0 0 0 285 2 4 17 774
Oil price uncertainty in Canada 0 0 2 141 0 0 10 421
Oil price volatility and real options: 35 years of evidence 0 0 1 9 1 2 4 20
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 0 1 1 112
On fractional integrating dynamics in the US stock market 0 0 0 2 0 0 4 18
Persistence in the return and volatility of home price indices 0 0 0 9 0 2 2 96
Price discovery in crude oil futures 1 1 1 23 1 2 5 131
Racial and ethnic disparities in unemployment and oil price uncertainty 0 1 1 6 0 1 2 11
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 8 348 0 0 17 653
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 0 2 4 11
Uncertainty and investment: Evidence from domestic oil rigs 0 0 0 2 0 2 2 6
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 1 57 0 1 5 125
Total Journal Articles 2 4 34 1,958 21 56 200 6,475

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Statistics updated 2025-10-06