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 3 135
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 86 1 1 2 313
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 0 43 0 0 0 296
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 0 0 74 0 1 1 236
Total Working Papers 0 0 1 298 1 3 6 1,157

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 2 3 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 1 4 198
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 0 1 2 132 0 1 3 328
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 0 1 4 295
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 0 0 2 152
Canadian industry level production and energy prices 0 0 0 3 0 0 3 18
Corporate Governance and Liquidity 0 0 1 96 0 1 4 254
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 0 0 11 0 0 0 61
Employment and energy uncertainty 0 0 0 4 2 3 4 21
Estimating the arbitrage pricing theory with observed macro factors 0 0 0 20 0 0 0 63
F versus t tests for unit roots 0 0 0 191 0 0 1 856
Flexible Bivariate Count Data Regression Models 0 0 0 12 0 0 2 40
Fractional Integration in Commodity Futures Returns 0 0 0 10 0 1 1 43
Fractional differencing in discrete time 0 0 0 4 0 0 0 19
Generalized bivariate count data regression models 0 1 1 43 0 2 4 112
INTRODUCTION TO OIL PRICE SHOCKS 0 0 1 50 1 1 3 129
Impact of macroeconomic news on metal futures 0 0 1 66 0 0 6 248
Jumps in Oil Prices: The Role of Economic News 0 0 0 20 1 1 2 72
Liquidity and Information Flow around Monetary Policy Announcement 0 0 0 1 0 0 0 8
Liquidity and Information Flow around Monetary Policy Announcement 0 1 1 12 0 1 1 73
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 2 6 14
Long memory in energy futures prices 0 1 2 77 0 1 4 229
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 0 44 0 0 0 142
More on F versus t tests for unit roots when there is no trend 0 0 0 11 0 1 1 47
OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES 0 1 1 13 0 2 3 38
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 1 23 0 0 1 79
Oil Price Uncertainty 0 0 0 285 4 4 31 769
Oil Price Uncertainty 1 2 9 35 3 9 29 119
Oil price uncertainty in Canada 0 0 1 140 1 4 9 419
Oil price volatility and real options: 35 years of evidence 0 0 1 9 0 0 2 18
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 8 0 0 0 111
On fractional integrating dynamics in the US stock market 0 0 0 2 0 2 3 17
Persistence in the return and volatility of home price indices 0 0 0 9 0 0 0 94
Price discovery in crude oil futures 0 0 0 22 0 1 5 128
Racial and ethnic disparities in unemployment and oil price uncertainty 0 0 0 5 0 0 1 10
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? 3 3 13 348 4 5 20 650
The reaction of security prices to tracking stock announcements 0 0 0 3 0 1 1 18
Uncertainty and energy extraction 0 0 0 3 0 1 3 9
Uncertainty and investment: Evidence from domestic oil rigs 0 0 1 2 0 0 1 4
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 1 2 57 1 3 4 123
Total Journal Articles 4 11 39 1,949 19 52 173 6,387

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Statistics updated 2025-05-12