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John Elder

Personal Details

First Name:John
Middle Name:
Last Name:Elder
Suffix:
RePEc Short-ID:pel72
[This author has chosen not to make the email address public]
https://sites.google.com/a/rams.colostate.edu/jelder/

Affiliation

Department of Finance and Real Estate
Colorado State University

Fort Collins, Colorado (United States)
http://www.biz.colostate.edu/financeRealEstate/
RePEc:edi:dfcsuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Don Bredin & John Elder, 2011. "US Oil Price Exposure: The Industry Effects," Working Papers 201107, Geary Institute, University College Dublin.
  2. Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series 2010_05, Department of Economics, University of Macedonia, revised Apr 2010.
  3. Don Bredin & John Elder & Stilianos Fountas, 2010. "The Effects of Uncertainty about Oil Prices in G-7," Working Papers 200840, Geary Institute, University College Dublin.
  4. Elder, John & Jin, Hyun Joung & Koo, Won W., 2004. "A Reexamination Of Fractional Integrating Dynamics In Foreign Currency Markets," 2004 Annual meeting, August 1-4, Denver, CO 20004, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

Articles

  1. Asad Dossani & John Elder, 2024. "Uncertainty and investment: Evidence from domestic oil rigs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 323-340, February.
  2. Elder, John & Payne, James E., 2023. "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, vol. 119(C).
  3. Elder, John, 2021. "Canadian industry level production and energy prices," Energy Economics, Elsevier, vol. 99(C).
  4. Elder, John, 2020. "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  5. Asad Dossani & John Elder, 2020. "Uncertainty and energy extraction," Applied Economics, Taylor & Francis Journals, vol. 52(55), pages 6031-6044, November.
  6. John Elder, 2019. "Oil price volatility and real options: 35 years of evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(12), pages 1549-1564, December.
  7. Elder, John, 2018. "Oil Price Volatility: Industrial Production And Special Aggregates," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 640-653, April.
  8. Elder, John & Miao, Hong & Ramchander, Sanjay, 2014. "Price discovery in crude oil futures," Energy Economics, Elsevier, vol. 46(S1), pages 18-27.
  9. Bahattin Buyuksahin & Leo Drollas & John Elder & Wincenty Kaminski & Charles F. Mason & James Smith, 2013. "Oil Price Forecasts and Trends: Interviews with the Experts," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, June.
  10. John Elder, Hong Miao, and Sanjay Ramchander, 2013. "Jumps in Oil Prices: The Role of Economic News," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  11. John Elder & Robert J. Elliott & Hong Miao, 2013. "Fractional differencing in discrete time," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 195-204, January.
  12. Kee H. Chung & John Elder & Jang-Chul Kim, 2013. "Liquidity and Information Flow around Monetary Policy Announcement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 781-820, August.
  13. John Elder & Sriram Villupuram, 2012. "Persistence in the return and volatility of home price indices," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1855-1868, November.
  14. Elder, John & Miao, Hong & Ramchander, Sanjay, 2012. "Impact of macroeconomic news on metal futures," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 51-65.
  15. Don Bredin & John Elder & Stilianos Fountas, 2011. "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(7), pages 679-702, July.
  16. Serletis, Apostolos & Elder, John, 2011. "Introduction To Oil Price Shocks," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 327-336, November.
  17. Shiferaw Gurmu & John Elder, 2011. "Flexible Bivariate Count Data Regression Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 265-274, August.
  18. Elder, John & Serletis, Apostolos, 2011. "Volatility In Oil Prices And Manufacturing Activity: An Investigation Of Real Options," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 379-395, November.
  19. John Elder & Apostolos Serletis, 2010. "Oil Price Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1137-1159, September.
  20. Chung, Kee H. & Elder, John & Kim, Jang-Chul, 2010. "Corporate Governance and Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 265-291, April.
  21. Don Bredin & John Elder & Stilianos Fountas, 2009. "Macroeconomic Uncertainty and Performance in Asian Countries," Review of Development Economics, Wiley Blackwell, vol. 13(2), pages 215-229, May.
  22. Elder, John & Serletis, Apostolos, 2009. "Oil price uncertainty in Canada," Energy Economics, Elsevier, vol. 31(6), pages 852-856, November.
  23. John Elder & Hyun J. Jin, 2009. "Fractional Integration in Commodity Futures Returns," The Financial Review, Eastern Finance Association, vol. 44(4), pages 583-602, November.
  24. Gurmu, Shiferaw & Elder, John, 2008. "A bivariate zero-inflated count data regression model with unrestricted correlation," Economics Letters, Elsevier, vol. 100(2), pages 245-248, August.
  25. Elder, John & Serletis, Apostolos, 2008. "Long memory in energy futures prices," Review of Financial Economics, Elsevier, vol. 17(2), pages 146-155.
  26. Shiferaw Gurmu & John Elder, 2007. "A simple bivariate count data regression model," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-10.
  27. Elder, John & Serletis, Apostolos, 2007. "On fractional integrating dynamics in the US stock market," Chaos, Solitons & Fractals, Elsevier, vol. 34(3), pages 777-781.
  28. John Elder & Hyun J. Jin, 2007. "Long memory in commodity futures volatility: A wavelet perspective," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 411-437, May.
  29. Jin, Hyun J. & Elder, John & Koo, Won W., 2006. "A reexamination of fractional integrating dynamics in foreign currency markets," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 120-135.
  30. John Elder & Pankaj K. Jain & Jang‐Chul Kim, 2005. "Do Tracking Stocks Reduce Information Asymmetries? An Analysis Of Liquidity And Adverse Selection," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(2), pages 197-213, June.
  31. John Elder, 2004. "Some empirical evidence on the real effects of nominal volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(1), pages 1-13, March.
  32. Elder, John, 2004. "Another Perspective on the Effects of Inflation Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(5), pages 911-928, October.
  33. Peter E. Kennedy & John Elder, 2004. "More on F versus t tests for unit roots when there is no trend," Economics Bulletin, AccessEcon, vol. 3(37), pages 1-6.
  34. Elder, John, 2003. "An impulse-response function for a vector autoregression with multivariate GARCH-in-mean," Economics Letters, Elsevier, vol. 79(1), pages 21-26, April.
  35. Peter E. Kennedy & John Elder, 2001. "F versus t tests for unit roots," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-6.
  36. John Elder & Peter E. Kennedy, 2001. "Testing for Unit Roots: What Should Students Be Taught?," The Journal of Economic Education, Taylor & Francis Journals, vol. 32(2), pages 137-146, January.
  37. Elder, John, 2001. "Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 73-97, January.
  38. Gurmu, Shiferaw & Elder, John, 2000. "Generalized bivariate count data regression models," Economics Letters, Elsevier, vol. 68(1), pages 31-36, July.
  39. John Elder & Peter Westra, 2000. "The reaction of security prices to tracking stock announcements," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(1), pages 36-55, March.
  40. Elder, John, 1997. "Estimating the arbitrage pricing theory with observed macro factors," Economics Letters, Elsevier, vol. 55(2), pages 241-246, August.

Editorship

  1. Journal of Economics and Finance, Springer;Academy of Economics and Finance.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
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  5. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  7. Euclidian citation score
  8. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (3) 2010-04-17 2010-04-24 2011-03-26
  2. NEP-ENE: Energy Economics (3) 2010-04-17 2010-04-24 2011-03-26
  3. NEP-MAC: Macroeconomics (1) 2010-04-24

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