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 5 137
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 1 44 3 9 11 307
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 4 4 4 181
US Oil Price Exposure: The Industry Effects 0 0 1 75 0 0 2 237
Total Working Papers 0 0 3 300 8 14 23 1,175

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 0 2 6 216
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 1 1 65 1 3 5 201
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 0 1 132 1 2 5 332
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 3 5 156
Canadian industry level production and energy prices 0 0 0 3 2 3 3 21
Corporate Governance and Liquidity 1 1 2 97 1 1 4 256
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 1 1 12 0 1 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 2 4 6 69
F versus t tests for unit roots 0 0 1 192 1 1 4 860
Flexible Bivariate Count Data Regression Models 0 0 0 12 1 1 2 41
Fractional Integration in Commodity Futures Returns 0 0 0 10 0 1 2 44
Fractional differencing in discrete time 0 0 0 4 1 1 1 20
Generalized bivariate count data regression models 0 0 1 43 0 1 5 115
INTRODUCTION TO OIL PRICE SHOCKS 1 1 2 51 1 2 6 133
Impact of macroeconomic news on metal futures 1 2 5 70 6 11 18 265
Jumps in Oil Prices: The Role of Economic News 0 0 0 20 1 2 4 74
Liquidity and Information Flow around Monetary Policy Announcement 0 0 1 12 1 1 5 77
Liquidity and Information Flow around Monetary Policy Announcement 0 1 1 2 1 2 3 11
Long memory in commodity futures volatility: A wavelet perspective 0 0 0 3 0 2 2 24
Long memory in energy futures prices 0 0 2 78 1 1 5 233
Long memory in energy futures prices 0 0 0 1 0 3 9 18
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 1 3 7 149
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 0 0 1 13 1 4 8 43
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 0 23 0 0 0 79
Oil Price Uncertainty 0 0 0 285 5 9 20 781
Oil Price Uncertainty 0 0 4 36 7 19 41 148
Oil price uncertainty in Canada 0 0 2 141 1 1 9 422
Oil price volatility and real options: 35 years of evidence 0 1 2 10 0 2 4 21
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 1 1 2 113
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 1 1 3 97
Price discovery in crude oil futures 0 1 1 23 0 2 5 132
Racial and ethnic disparities in unemployment and oil price uncertainty 0 1 2 7 1 2 4 13
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? 1 1 8 349 3 3 17 656
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 2 2 6 13
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 0 0 5 125
Total Journal Articles 4 12 41 1,968 45 100 251 6,554

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Statistics updated 2025-12-06