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Hassan Mohammadi

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper 13435, University Library of Munich, Germany.

    Cited by:

    1. Arsham Reisinezhad, 2020. "Does income inequality feed the Dutch disease?," Working Papers halshs-03012653, HAL.
    2. Barczikay, Tamás & Biedermann, Zsuzsánna & Szalai, László, 2020. "An investigation of a partial Dutch disease in Botswana," Resources Policy, Elsevier, vol. 67(C).
    3. Zhao, Yinglan & Feng, Chen & Xu, Nuo & Peng, Song & Liu, Chang, 2023. "Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model," Energy Economics, Elsevier, vol. 126(C).
    4. Nazeer Ahmed & Ma Dingchou & Abdul Qayyum, 2021. "Further Evidence on Asymmetry in the Impact of Oil Price on Exchange Rate and Stock Price in China using Daily Data," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(5), pages 1-83, May.
    5. Sugra Humbatova & Afag Huseyn & Natig Gadim-Oglu Hajiyev, 2023. "Impact of Oil Factor on Investment: The Case of Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 129-148, March.
    6. Aviral Kumar Tiwari & Ibrahim D. Raheem & Seref Bozoklu & Shawkat Hammoudeh, 2022. "The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1569-1590, January.
    7. Grant Mark Nülle & Graham A. Davis, 2018. "Neither Dutch nor disease?—natural resource booms in theory and empirics," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 35-59, May.
    8. Hasanov Fakhri, 2011. "Analyzing price level in a booming economy: the case of Azerbaijan," EERC Working Paper Series 11/02e, EERC Research Network, Russia and CIS.
    9. Benjamin Ighodalo Ehikioya & Alexander Ehimare Omankhanlen & Ayopo Abiola Babajide & Godswill Osagie Osuma & Cordelia Onyinyechi Omodero, 2020. "Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 242-249.
    10. Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini, 2016. "Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group," Discussion Papers of DIW Berlin 1581, DIW Berlin, German Institute for Economic Research.
    11. Benedictow, Andreas & Fjærtoft, Daniel & Løfsnæs, Ole, 2013. "Oil dependency of the Russian economy: An econometric analysis," Economic Modelling, Elsevier, vol. 32(C), pages 400-428.
    12. Merve Osmanbeyoglu & Nukhet Dogan & M. Hakan Berument, 2022. "Exchange rate regime, world oil prices and the Mexican economy," International Journal of Economic Policy Studies, Springer, vol. 16(1), pages 159-178, February.
    13. Salah A. Nusair & Khalid M. Kisswani, 2015. "Asian Real Exchange Rates And Oil Prices: A Cointegration Analysis Under Structural Breaks," Bulletin of Economic Research, Wiley Blackwell, vol. 67(S1), pages 1-25, December.
    14. Jean-Pierre Allegret & Mohamed Tahar Benkhodja, 2014. "The Dutch disease effect in a high versus low oil dependent countries," Post-Print hal-01385965, HAL.
    15. Kisswani, Khalid M. & Nusair, Salah A., 2013. "Non-linearities in the dynamics of oil prices," Energy Economics, Elsevier, vol. 36(C), pages 341-353.
    16. Fakhri Hasanov & Jeyhun Mikayilov & Cihan Bulut & Elchin Suleymanov & Fuzuli Aliyev, 2017. "The Role of Oil Prices in Exchange Rate Movements: The CIS Oil Exporters," Economies, MDPI, vol. 5(2), pages 1-18, April.
    17. Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
    18. Monge, Manuel & Gil-Alana, Luis A. & Pérez de Gracia, Fernando, 2017. "Crude oil price behaviour before and after military conflicts and geopolitical events," Energy, Elsevier, vol. 120(C), pages 79-91.
    19. Alssadek, Marwan & Benhin, James, 2023. "Natural resource curse: A literature survey and comparative assessment of regional groupings of oil-rich countries," Resources Policy, Elsevier, vol. 84(C).
    20. Olagbaju Ifeolu O & Akinbobola Temidayo O, 2016. "A Non-Linear Analysis of the Oil Price-Exchange Rate Nexus in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 8(4), pages 79-91.
    21. Hasanov, Fakhri & Huseynov, Fariz, 2013. "Bank credits and non-oil economic growth: Evidence from Azerbaijan," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 597-610.
    22. Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016. "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , vol. 51(2), pages 162-179, May.
    23. Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013. "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, vol. 38(4), pages 605-612.
    24. Alssadek, Marwan & Benhin, James, 2021. "Oil boom, exchange rate and sectoral output: An empirical analysis of Dutch disease in oil-rich countries," Resources Policy, Elsevier, vol. 74(C).

Articles

  1. Habibi, Hamidreza & Mohammadi, Hassan, 2022. "Return and volatility spillovers across the Western and MENA countries," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).

    Cited by:

    1. Bigerna, Simona, 2024. "Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries," Resources Policy, Elsevier, vol. 88(C).
    2. Xu, Hao & Li, Songsong, 2023. "What impacts foreign capital flows to China's stock markets? Evidence from financial risk spillover networks," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 559-577.
    3. Chiranjivi, GVS & Sensarma, Rudra, 2023. "The effects of economic and financial shocks on private investment: A wavelet study of return and volatility spillovers," International Review of Financial Analysis, Elsevier, vol. 90(C).
    4. Debalke, Negash Mulatu, 2023. "Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models," MPRA Paper 118447, University Library of Munich, Germany.
    5. Debalke, Negash Mulatu, 2023. "Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate," MPRA Paper 117491, University Library of Munich, Germany.

  2. Ohler, Adrienne & Mohammadi, Hassan & Loomis, David G., 2020. "Electricity restructuring and the relationship between fuel costs and electricity prices for industrial and residential customers," Energy Policy, Elsevier, vol. 142(C).

    Cited by:

    1. Uribe, Jorge M. & Mosquera-López, Stephania & Arenas, Oscar J., 2022. "Assessing the relationship between electricity and natural gas prices in European markets in times of distress," Energy Policy, Elsevier, vol. 166(C).
    2. Donglan Liu & Xin Liu & Kun Guo & Qiang Ji & Yingxian Chang, 2023. "Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk," IJERPH, MDPI, vol. 20(2), pages 1-18, January.

  3. Mohammadi, Hassan & Ram, Rati, 2017. "Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods," Energy Economics, Elsevier, vol. 62(C), pages 404-410.

    Cited by:

    1. Shi, Xunpeng & Yu, Jian & Cheong, Tsun Se, 2020. "Convergence and distribution dynamics of energy consumption among China's households," Energy Policy, Elsevier, vol. 142(C).
    2. Bigerna, Simona, 2018. "Estimating temperature effects on the Italian electricity market," Energy Policy, Elsevier, vol. 118(C), pages 257-269.
    3. Atanu Ghoshray & Issam Malki, 2021. "The share of the global energy mix: Signs of convergence?," Bulletin of Economic Research, Wiley Blackwell, vol. 73(1), pages 34-50, January.
    4. Apergis, Nicholas & Ewing, Bradley T. & Payne, James E., 2017. "Introduction: Symposium on Energy Sector Convergence," Energy Economics, Elsevier, vol. 62(C), pages 335-337.
    5. Yinnan He & Ruxiang Qin & Bangjun Wang, 2023. "On the Club Convergence in China’s Provincial Coal Consumptions: Evidence from a Nonlinear Time-Varying Factor Model," Sustainability, MDPI, vol. 15(3), pages 1-18, January.
    6. Mehmet Balcilar & Firat Emir, 2018. "The Dynamics of Energy Intensity Convergence in the EU-28 Countries," Working Papers 15-37, Eastern Mediterranean University, Department of Economics.
    7. Rati Ram, 2021. "Income convergence across the U.S. states: further evidence from new recent data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 372-380, April.
    8. Kassouri, Yacouba, 2022. "Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments," Energy Economics, Elsevier, vol. 111(C).
    9. Ahmed Qahtan, Anwar Saeed & Xu, Helian & Abdo, AL-Barakani, 2021. "Stochastic convergence of disaggregated energy consumption per capita and its catch-up rate: An independent analysis of MENA net oil-exporting and importing countries," Energy Policy, Elsevier, vol. 150(C).
    10. Bollino, Carlo Andrea & Galeotti, Marzio, 2021. "On the Water-Energy-Food Nexus: Is there Multivariate Convergence?," FEEM Working Papers 309919, Fondazione Eni Enrico Mattei (FEEM).
    11. Kumar, Satish, 2022. "Speed of adjustment in energy and metal prices: Evidence from India," Resources Policy, Elsevier, vol. 78(C).
    12. Vo, Duc Hong & Vo, Long Hai & Ho, Chi Minh, 2022. "Regional convergence of nonrenewable energy consumption in Vietnam," Energy Policy, Elsevier, vol. 169(C).
    13. Maria P. Pablo-Romero & Antonio Sánchez-Braza & Javier Sánchez-Rivas, 2017. "Relationships between Hotel and Restaurant Electricity Consumption and Tourism in 11 European Union Countries," Sustainability, MDPI, vol. 9(11), pages 1-14, November.
    14. de Lucas-Santos, Sonia & Delgado-Rodríguez, María Jesús & Cabezas-Ares, Alfredo, 2021. "Cyclical convergence in per capita carbon dioxide emission in US states: A dynamic unobserved component approach," Energy, Elsevier, vol. 217(C).
    15. Ivanovski, Kris & Awaworyi Churchill, Sefa & Smyth, Russell, 2018. "A club convergence analysis of per capita energy consumption across Australian regions and sectors," Energy Economics, Elsevier, vol. 76(C), pages 519-531.
    16. Hao, Yu & Peng, Hui, 2017. "On the convergence in China's provincial per capita energy consumption: New evidence from a spatial econometric analysis," Energy Economics, Elsevier, vol. 68(C), pages 31-43.
    17. Simionescu, Mihaela, 2022. "Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth," Applied Energy, Elsevier, vol. 322(C).
    18. Fallahi, Firouz, 2017. "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, vol. 65(C), pages 228-239.
    19. Wang, Na & Fu, Xiaodong & Wang, Shaobin & Yang, Hao & Li, Zhen, 2022. "Convergence characteristics and distribution patterns of residential electricity consumption in China: An urban-rural gap perspective," Energy, Elsevier, vol. 254(PB).
    20. Bhattacharya, Mita & Inekwe, John Nkwoma & Sadorsky, Perry & Saha, Anjan, 2018. "Convergence of energy productivity across Indian states and territories," Energy Economics, Elsevier, vol. 74(C), pages 427-440.
    21. Muhammad Shafiullah & Vassilios G. Papavassiliou & Muhammad Shahbaz, 2021. "Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(4), pages 795-819, December.
    22. Cheong, Tsun Se & Li, Victor Jing & Shi, Xunpeng, 2019. "Regional disparity and convergence of electricity consumption in China: A distribution dynamics approach," China Economic Review, Elsevier, vol. 58(C).
    23. Chao Bao & Hongjie Wang, 2019. "Trans-Provincial Convergence of per Capita Energy Consumption in Urban China, 1990–2015," Sustainability, MDPI, vol. 11(5), pages 1-15, March.
    24. Bello, Mufutau Opeyemi & Ch'ng, Kean Siang, 2022. "Convergence in energy intensity of GDP: Evidence from West African countries," Energy, Elsevier, vol. 254(PA).
    25. Das, Narasingha & Bera, Pinki & Panda, Deepak, 2022. "Can economic development & environmental sustainability promote renewable energy consumption in India?? Findings from novel dynamic ARDL simulations approach," Renewable Energy, Elsevier, vol. 189(C), pages 221-230.
    26. Lei Pan & Svetlana Maslyuk-Escobedo, 2017. "Stochastic convergence in per capita energy consumption and its catch-up rate: Evidence from 26 African countries," Monash Economics Working Papers 16-17, Monash University, Department of Economics.
    27. Mohamad Husam Helmi & Abdurrahman Nazif Catik & Nuran Coskun & Esra Balli & Ciler Sigeze, 2023. "Renewable Energy Consumption Convergence in G-7 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 203-210, November.
    28. Xin Guan & Xiangyi Lu & Yang Wen, 2022. "Is China’s Natural Gas Consumption Converging? Empirical Research Based on Spatial Econometrics," Energies, MDPI, vol. 15(24), pages 1-13, December.
    29. Taştan, Hüseyin & Yıldız, Hakan, 2023. "Club convergence analysis of city-level electricity consumption in Turkey," Energy, Elsevier, vol. 265(C).
    30. Zheng, Shenglin & Yuan, Rong, 2023. "Sectoral convergence analysis of China's emissions intensity and its implications," Energy, Elsevier, vol. 262(PB).

  4. Mohammadi, Hassan & Amin, Modhurima Dey, 2015. "Long-run relation and short-run dynamics in energy consumption–output relationship: International evidence from country panels with different growth rates," Energy Economics, Elsevier, vol. 52(PA), pages 118-126.

    Cited by:

    1. Chung-Wei Kao & Jer-Yuh Wan, 2017. "Energy Consumption and Economic Growth: Further Evidence from Taiwan," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(7), pages 165-178, July.
    2. Muhammad Shahbaz & Naceur Khraief & Robert L. Czudaj, 2020. "Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach," Economics Bulletin, AccessEcon, vol. 40(4), pages 2828-2843.
    3. Lu s Miguel Marques & Jos Alberto Fuinhas & Ant nio Cardoso Marques, 2017. "On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 208-215.
    4. Modhurima Dey Amin & Syed Badruddoza & Jill J. McCluskey, 2021. "Does conventional energy pricing induce innovation in renewable energy? New evidence from a nonlinear approach," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 659-679, June.
    5. Hasanov, Fakhri & Bulut, Cihan & Suleymanov, Elchin, 2017. "Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 369-386.
    6. P. Tonkovic, Michael & Hussain, Syed Azfar, 2017. "Residential and non-residential electricity dynamics," Energy Economics, Elsevier, vol. 64(C), pages 262-271.

  5. Hassan Mohammadi & Rati Ram, 2015. "Economic Development and Government Spending: An Exploration of Wagner’s Hypothesis during Fifty Years of Growth in East Asia," Economies, MDPI, vol. 3(4), pages 1-11, October.

    Cited by:

    1. Philip Arestis & Hüseyin Şen & Ayşe Kaya, 2021. "On the linkage between government expenditure and output: empirics of the Keynesian view versus Wagner’s law," Economic Change and Restructuring, Springer, vol. 54(2), pages 265-303, May.
    2. Mohd Shahrol Nizam & Norimah Rambeli, 2022. "The Development of Growth Model with the Implication of Crisis Regime," Information Management and Business Review, AMH International, vol. 13(4), pages 39-51.
    3. Mohamed Albaity & Hasan Mustafa, 2018. "International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 69-81.

  6. Hassan Mohammadi & Yuting Tan, 2015. "Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States," Econometrics, MDPI, vol. 3(2), pages 1-18, April.

    Cited by:

    1. Wang, Weishen, 2020. "Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
    2. Vincenzo Candila & Salvatore Farace, 2018. "On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets," Risks, MDPI, vol. 6(4), pages 1-16, October.
    3. Tumala, Mohammed M. & Atoi, Ngozi V. & Karimo, Tari M., 2023. "Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(2), pages 173-208.
    4. Zhou, Xinmiao & Qian, Huanhuan & Pérez-Rodríguez, Jorge. V. & González López-Valcárcel, Beatriz, 2020. "Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    5. Fowowe, Babajide & Shuaibu, Mohammed, 2016. "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, vol. 148(C), pages 59-80.
    6. Hasan, Md Abu, 2019. "Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 43-71.
    7. Marwa Ben Abdallah & Maria Fekete Farkas & Zoltan Lakner, 2020. "Analysis of meat price volatility and volatility spillovers in Finland," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 66(2), pages 84-91.
    8. Ngo Thai Hung, 2022. "Spillover Effects Between Stock Prices and Exchange Rates for the Central and Eastern European Countries," Global Business Review, International Management Institute, vol. 23(2), pages 259-286, April.
    9. Shi, Yujie & Wang, Liming & Ke, Jian, 2021. "Does the US-China trade war affect co-movements between US and Chinese stock markets?," Research in International Business and Finance, Elsevier, vol. 58(C).
    10. Narjiss Araba & Alain François-Heude, 2019. "Price discovery and volatility spillovers in the French wheat market," Post-Print hal-03088859, HAL.
    11. José Antonio Núñez-Mora & Roberto Joaquín Santillán-Salgado & Mario Iván Contreras-Valdez, 2022. "COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets," Mathematics, MDPI, vol. 10(9), pages 1-36, April.
    12. J Zhang & H Liu, 2024. "Analysis of Co-movement in Asia-Pacific Stock Markets Against the Background of the US-China Trade War," Economic Issues Journal Articles, Economic Issues, vol. 29(1), pages 35-69, March.
    13. Kashif Hamid & Muhammad Mudasar Ghafoor & Muhammad Yasir Saeed, 2020. "Emerging Markets and Volatility Spillover Effects: Empirical Evidence from Regional Emerging Economies of Pakistan, China, India, and Bangladesh," Global Economics Review, Humanity Only, vol. 5(1), pages 102-116, March.
    14. Khurram Shehzad & Xiaoxing Liu & Aviral Tiwari & Muhammad Arif & Abdul Rauf, 2021. "Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 814-833, January.
    15. Do, A. & Powell, R. & Yong, J. & Singh, A., 2020. "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).

  7. Mohammadi, Hassan & Parvaresh, Shahrokh, 2014. "Energy consumption and output: Evidence from a panel of 14 oil-exporting countries," Energy Economics, Elsevier, vol. 41(C), pages 41-46.

    Cited by:

    1. Mikhail B. Petrov & Leonid A. Serkov, 2024. "Analysis of Long-Term and Short-Term Relationships between Electricity Consumption and Economic Growth in Industrialized Regions of Russia," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 136-158.
    2. Yao, Can-Zhong & Lin, Ji-Nan & Lin, Qing-Wen & Zheng, Xu-Zhou & Liu, Xiao-Feng, 2016. "A study of causality structure and dynamics in industrial electricity consumption based on Granger network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 297-320.
    3. Abbas Ali Chandio & Abdul Rauf & Yuansheng Jiang & Ilhan Ozturk & Fayyaz Ahmad, 2019. "Cointegration and Causality Analysis of Dynamic Linkage between Industrial Energy Consumption and Economic Growth in Pakistan," Sustainability, MDPI, vol. 11(17), pages 1-18, August.
    4. Patterson C. Ekeocha & Dinci J. Penzin & Jonathan Emenike Ogbuabor, 2020. "Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications," International Journal of Energy Economics and Policy, Econjournals, vol. 10(3), pages 369-379.
    5. Shahbaz, Muhammad & Zakaria, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar, 2018. "The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach," Energy Economics, Elsevier, vol. 71(C), pages 282-301.
    6. Nasre Esfahani, Mohammad & Rasoulinezhad, Ehsan, 2016. "Revisiting the relationships between non-renewable energy consumption, CO2 emissions and economic growth in Iran," MPRA Paper 71124, University Library of Munich, Germany.
    7. Saldivia, Mauricio & Kristjanpoller, Werner & Olson, Josephine E., 2020. "Energy consumption and GDP revisited: A new panel data approach with wavelet decomposition," Applied Energy, Elsevier, vol. 272(C).
    8. Gulasekaran Rajaguru & Safdar Ullah Khan, 2021. "Causality between Energy Consumption and Economic Growth in the Presence of Growth Volatility: Multi-Country Evidence," JRFM, MDPI, vol. 14(10), pages 1-26, October.
    9. Mesbah Fathy SHARAF, 2017. "Energy consumption and economic growth in Egypt: A disaggregated causality analysis with structural breaks," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 46, pages 59-76.
    10. Rao, Congjun & Zhang, Yue & Wen, Jianghui & Xiao, Xinping & Goh, Mark, 2023. "Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model," Energy, Elsevier, vol. 263(PC).
    11. Shyh-Wei Chen & Zixiong Xie & Ying Liao, 2018. "Energy consumption promotes economic growth or economic growth causes energy use in China? A panel data analysis," Empirical Economics, Springer, vol. 55(3), pages 1019-1043, November.
    12. Mohammad Imdadul Haque, 2021. "Oil price shocks and energy consumption in GCC countries: a system-GMM approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(6), pages 9336-9351, June.
    13. Solomon P. Nathaniel & Festus V. Bekun, 2020. "Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks," Working Papers of the African Governance and Development Institute. 20/013, African Governance and Development Institute..
    14. Luís Miguel Marques & José Alberto Fuinhas & António Cardoso Marques, 2019. "Are There Spillovers from China on the Global Energy-Growth Nexus? Evidence from Four World Regions," Economies, MDPI, vol. 7(2), pages 1-19, June.
    15. Hamrita, Mohamed Essaied & Mekdam, Mejdi, 2016. "Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test," MPRA Paper 72908, University Library of Munich, Germany.
    16. Nurcan Kilinc-Ata, 2018. "Assessing the Future of Renewable Energy Consumption for United Kingdom, Turkey and Nigeria," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 12(4), pages 62-77.
    17. Fatima Zahraa Tatou & Abdellah Yousfi & Tawfiq Rahaoui, 2023. "The Relationship between Economic Growth and Energy Consumption Disaggregated by Sector: The Case of Morocco," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 538-544, May.
    18. Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022. "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    19. Lu s Miguel Marques & Jos Alberto Fuinhas & Ant nio Cardoso Marques, 2017. "On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 208-215.
    20. Sailan Hu & Rongrong Li, 2021. "Investigating the Effects of the United States’ Economic Slowdown Related to the COVID-19 Pandemic on Energy Consumption in Other Countries—A Global Vector Autoregressive Model," Energies, MDPI, vol. 14(11), pages 1-25, May.
    21. Tomas Vlcek & Martin Jirusek & James Henderson, 2015. "Risk Assessment in Construction Process in Nuclear Sector within the Central and Eastern Europe," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 482-493.
    22. Tiba, Sofien & Omri, Anis, 2017. "Literature survey on the relationships between energy, environment and economic growth," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 1129-1146.
    23. Siddique, Hafiz Muhammad Abubakar & Majeed, Muhammad Tariq, 2015. "Energy consumption, economic growth, trade and financial development nexus in south asia," MPRA Paper 71245, University Library of Munich, Germany, revised 2015.
    24. Taeyoung Jin & Jinsoo Kim, 2018. "Coal Consumption and Economic Growth: Panel Cointegration and Causality Evidence from OECD and Non-OECD Countries," Sustainability, MDPI, vol. 10(3), pages 1-15, March.
    25. Jos Alberto Fuinhas & Ant nio Cardoso Marques & Alcino Pinto Couto, 2015. "Oil-Growth Nexus in Oil Producing Countries: Macro Panel Evidence," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 148-163.
    26. Jammazi, Rania & Aloui, Chaker, 2015. "Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 110-125.
    27. Mohammadi, Hassan & Amin, Modhurima Dey, 2015. "Long-run relation and short-run dynamics in energy consumption–output relationship: International evidence from country panels with different growth rates," Energy Economics, Elsevier, vol. 52(PA), pages 118-126.
    28. Emeka Nkoro & Nenubari Ikue-John & God’sgrace I. Joshua, 2019. "Energy consumption and economic growth in Nigeria:A revisit of the energy-growth debate," Bussecon Review of Social Sciences (2687-2285), Bussecon International Academy, vol. 1(2), pages 01-09, October.
    29. Fallahi, Firouz & Karimi, Mohammad & Voia, Marcel-Cristian, 2016. "Persistence in world energy consumption: Evidence from subsampling confidence intervals," Energy Economics, Elsevier, vol. 57(C), pages 175-183.
    30. Sirin, Selahattin Murat & Uz, Dilek & Sevindik, Irem, 2022. "How do variable renewable energy technologies affect firm-level day-ahead output decisions: Evidence from the Turkish wholesale electricity market," Energy Economics, Elsevier, vol. 112(C).
    31. Mohn, Klaus, 2016. "Undressing the emperor: A critical review of IEA’s WEO," UiS Working Papers in Economics and Finance 2016/6, University of Stavanger.
    32. Skare, Marinko & Ozturk, Ilhan & Porada-Rochoń, Małgorzata & Stjepanovic, Sasa, 2024. "Energy as the new frontier: Dynamic panel data analysis revealing energy's transformative role in economic growth and technological progress," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
    33. Adams, Samuel & Klobodu, Edem Kwame Mensah & Apio, Alfred, 2018. "Renewable and non-renewable energy, regime type and economic growth," Renewable Energy, Elsevier, vol. 125(C), pages 755-767.
    34. Hasanov, Fakhri & Bulut, Cihan & Suleymanov, Elchin, 2017. "Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 369-386.
    35. Alshehry, Atef Saad & Belloumi, Mounir, 2015. "Energy consumption, carbon dioxide emissions and economic growth: The case of Saudi Arabia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 41(C), pages 237-247.
    36. Mounir Belloumi & Atef Saad Alshehry, 2015. "Sustainable Energy Development in Saudi Arabia," Sustainability, MDPI, vol. 7(5), pages 1-18, April.
    37. Sadik-Zada, Elkhan Richard & Gatto, Andrea, 2023. "Civic engagement and energy transition in the Nordic-Baltic Sea Region: Parametric and nonparametric inquiries," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
    38. José Fuinhas & António Marques & Alcino Couto, 2015. "Oil rents and economic growth in oil producing countries: evidence from a macro panel," Economic Change and Restructuring, Springer, vol. 48(3), pages 257-279, November.
    39. Atef Saad Alshehry & Mounir Belloumi, 2014. "Investigating the Causal Relationship between Fossil Fuels Consumption and Economic Growth at Aggregate and Disaggregate Levels in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 531-545.
    40. Hongyun, Han & Radwan, Amira, 2021. "Economic and social structure and electricity consumption in Egypt," Energy, Elsevier, vol. 231(C).
    41. Afees A. Salisu & Tirimisyu F. Oloko & Ismail Okunoye & Olaide Opeloyeru & Nafisat Olabisi, 2018. "Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach," Working Papers 048, Centre for Econometric and Allied Research, University of Ibadan.
    42. Mohammed AlKhars & Fazlul Miah & Hassan Qudrat-Ullah & Aymen Kayal, 2020. "A Systematic Review of the Relationship Between Energy Consumption and Economic Growth in GCC Countries," Sustainability, MDPI, vol. 12(9), pages 1-43, May.
    43. Wang, Qiang & Dong, Zequn & Li, Rongrong & Wang, Lili, 2022. "Renewable energy and economic growth: New insight from country risks," Energy, Elsevier, vol. 238(PC).
    44. Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia, 2014. "Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals," Carleton Economic Papers 14-02, Carleton University, Department of Economics.

  8. Hassan Mohammadi & Daniel Rich, 2013. "Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(4), pages 413-425, December.

    Cited by:

    1. Viktor Stojkoski & Petar Jolakoski & Igor Ivanovski, 2020. "The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia," Papers 2011.10826, arXiv.org.

  9. Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013. "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 238-256.

    Cited by:

    1. Aflatooni, Abbas & Ghaderi, Kaveh & Mansouri, Kefsan, 2022. "Sanctions against Iran, political connections and speed of adjustment," Emerging Markets Review, Elsevier, vol. 51(PB).
    2. Saeed Ghasseminejad & Mohammad R. Jahan-Parvar, 2020. "The Impact of Financial Sanctions: The Case of Iran 2011-2016," International Finance Discussion Papers 1281, Board of Governors of the Federal Reserve System (U.S.).
    3. Ghasseminejad, Saeed & Jahan-Parvar, Mohammad R., 2021. "The impact of financial sanctions: The case of Iran," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 601-621.
    4. Liu, Xiaochun, 2017. "Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 275-293.
    5. Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2018. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," CAGE Online Working Paper Series 372, Competitive Advantage in the Global Economy (CAGE).
    6. Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019. "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, vol. 60(C), pages 255-261.
    7. Liu, Xiaochun, 2017. "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 1-19.

  10. Hassan Mohammadi & Mohammad Jahan-Parvar, 2012. "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 766-779, July.

    Cited by:

    1. Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
    2. Wu, Tao & An, Feng & Gao, Xiangyun & Wang, Ze, 2023. "Hidden causality between oil prices and exchange rates," Resources Policy, Elsevier, vol. 82(C).
    3. Khalid M. Kisswani, 2016. "Does oil price variability affect ASEAN exchange rates? Evidence from panel cointegration test," Applied Economics, Taylor & Francis Journals, vol. 48(20), pages 1831-1839, April.
    4. Areli Bermudez Delgado, Nancy & Bermudez Delgado, Estefanía & Saucedo, Eduardo, 2018. "The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 266-275.
    5. Gao Wenxin & Wen Jun & Zakaria Muhammad & Mahmood Hamid, 2022. "Nonlinear and Asymmetric Impact of Oil Prices on Exchange Rates: Evidence from South Asia," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 243-256, January.
    6. Taufeeque Ahmad Siddiqui & Haseen Ahmed & Mohammad Naushad & Uzma Khan, 2023. "The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 566-578, May.
    7. Jungho Baek, 2021. "The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach," Economic Change and Restructuring, Springer, vol. 54(4), pages 975-994, November.
    8. Jungho Baek & Yoon Jung Choi, 2021. "Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia," The World Economy, Wiley Blackwell, vol. 44(1), pages 312-325, January.
    9. Narayan, Seema, 2013. "Foreign exchange markets and oil prices in Asia," Journal of Asian Economics, Elsevier, vol. 28(C), pages 41-50.
    10. Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411817, HAL.
    11. Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).
    12. Hlongwane, Nyiko Worship, 2022. "The relationship between oil prices and exchange rates in South Africa," MPRA Paper 113209, University Library of Munich, Germany.
    13. Baek, Jungho, 2022. "Does COVID-19 play any role in the asymmetric relationship between oil prices and exchange rates? Evidence from South Korea," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 553-559.
    14. Grant Mark Nülle & Graham A. Davis, 2018. "Neither Dutch nor disease?—natural resource booms in theory and empirics," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 35-59, May.
    15. Hasanov Fakhri, 2011. "Analyzing price level in a booming economy: the case of Azerbaijan," EERC Working Paper Series 11/02e, EERC Research Network, Russia and CIS.
    16. Benjamin Ighodalo Ehikioya & Alexander Ehimare Omankhanlen & Ayopo Abiola Babajide & Godswill Osagie Osuma & Cordelia Onyinyechi Omodero, 2020. "Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 242-249.
    17. Edward Nissan & Farhang Niroomand, 2015. "Economic, welfare, demographic, and gender inequalities among selected Arab countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 396-411, April.
    18. Salah A. Nusair & Khalid M. Kisswani, 2015. "Asian Real Exchange Rates And Oil Prices: A Cointegration Analysis Under Structural Breaks," Bulletin of Economic Research, Wiley Blackwell, vol. 67(S1), pages 1-25, December.
    19. Krzysztof Drachal, 2018. "Exchange Rate and Oil Price Interactions in Selected CEE Countries," Economies, MDPI, vol. 6(2), pages 1-21, May.
    20. Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
    21. Khalid M. Kisswani & Arezou Harraf & Amjad M. Kisswani, 2019. "Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries," Economic Change and Restructuring, Springer, vol. 52(3), pages 279-300, August.
    22. Sugra Humbatova & Ibrahim Guliyev Gadim & Sabuhi Tanriverdiyev Mileddin & Natig Gadim-Oglu Hajiyev, 2023. "Impact of Oil Factor on Consumer Market: The Case of Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 202-215, July.
    23. Jassim Aladwani, 2023. "Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 531-541, July.
    24. McLeod, Roger C.D. & Haughton, Andre Yone, 2018. "The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach," Energy Economics, Elsevier, vol. 70(C), pages 61-69.
    25. Ahmad, A.H. & Moran Hernandez, Ricardo, 2013. "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 306-317.
    26. Baek, Jungho, 2023. "Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?," Resources Policy, Elsevier, vol. 81(C).
    27. Ayad Hicham, 2021. "Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 1-17, June.
    28. Lv, Xin & Lien, Donald & Chen, Qian & Yu, Chang, 2018. "Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries," Energy Economics, Elsevier, vol. 76(C), pages 325-343.
    29. Zhang, Xiang & Baek, Jungho, 2022. "The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches," Energy Economics, Elsevier, vol. 112(C).
    30. Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016. "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , vol. 51(2), pages 162-179, May.
    31. Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013. "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, vol. 38(4), pages 605-612.
    32. Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad, 2020. "Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies," Energies, MDPI, vol. 13(17), pages 1-19, August.

  11. Hickey, Emily & Loomis, David G. & Mohammadi, Hassan, 2012. "Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs," Energy Economics, Elsevier, vol. 34(1), pages 307-315.

    Cited by:

    1. Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018. "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, vol. 75(C), pages 518-533.
    2. Florian Ziel & Rick Steinert & Sven Husmann, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Papers 1501.00818, arXiv.org, revised Dec 2015.
    3. Miaomiao Niu & Guohao Li, 2022. "The Impact of Climate Change Risks on Residential Consumption in China: Evidence from ARMAX Modeling and Granger Causality Analysis," IJERPH, MDPI, vol. 19(19), pages 1-15, September.
    4. Deman, Laureen & Boucher, Quentin, 2023. "Impact of renewable energy generation on power reserve energy demand," Energy Economics, Elsevier, vol. 128(C).
    5. Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
    6. Ping Jiang & Feng Liu & Yiliao Song, 2016. "A Hybrid Multi-Step Model for Forecasting Day-Ahead Electricity Price Based on Optimization, Fuzzy Logic and Model Selection," Energies, MDPI, vol. 9(8), pages 1-27, August.
    7. Erdogdu, Erkan, 2016. "Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis," Energy Economics, Elsevier, vol. 56(C), pages 398-409.
    8. Mira Watermeyer & Thomas Mobius & Oliver Grothe & Felix Musgens, 2023. "A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling," Papers 2304.09336, arXiv.org.
    9. Qu, Hui & Duan, Qingling & Niu, Mengyi, 2018. "Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets," Energy Economics, Elsevier, vol. 74(C), pages 767-776.
    10. Jesica Escobar & Alexander Poznyak, 2022. "Robust Parametric Identification for ARMAX Models with Non-Gaussian and Coloured Noise: A Survey," Mathematics, MDPI, vol. 10(8), pages 1-38, April.
    11. Xia, Yuanxing & Xu, Qingshan & Chen, Lu & Du, Pengwei, 2022. "The flexible roles of distributed energy storages in peer-to-peer transactive energy market: A state-of-the-art review," Applied Energy, Elsevier, vol. 327(C).
    12. S. Vijayalakshmi & G. P. Girish, 2015. "Artificial Neural Networks for Spot Electricity Price Forecasting: A Review," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1092-1097.
    13. Shadi Tehrani & Jesús Juan & Eduardo Caro, 2022. "Electricity Spot Price Modeling and Forecasting in European Markets," Energies, MDPI, vol. 15(16), pages 1-23, August.
    14. Barrientos Marín, Jorge Hugo & Toro Martínez, Mónica, 2017. "Sobre los fundamentales del precio de la energía eléctrica : evidencia empírica para Colombia," Borradores Departamento de Economía 17497, Universidad de Antioquia, CIE.
    15. Aurelia Rybak & Aleksandra Rybak & Jarosław Joostberens & Spas D. Kolev, 2024. "Key SDG7 Factors Shaping the Future of Clean Coal Technologies: Analysis of Trends and Prospects in Poland," Energies, MDPI, vol. 17(16), pages 1-15, August.
    16. Jeremy Lin & Alessio Saretto & Anastasia Shcherbakova, 2024. "What Fuels the Volatility of Electricity Prices?," Working Papers 2408, Federal Reserve Bank of Dallas.
    17. Frömmel, Michael & Han, Xing & Kratochvil, Stepan, 2014. "Modeling the daily electricity price volatility with realized measures," Energy Economics, Elsevier, vol. 44(C), pages 492-502.
    18. Qu, Hui & Chen, Wei & Niu, Mengyi & Li, Xindan, 2016. "Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models," Energy Economics, Elsevier, vol. 54(C), pages 68-76.
    19. Godin, Frédéric & Ibrahim, Zinatu, 2021. "An analysis of electricity congestion price patterns in North America," Energy Economics, Elsevier, vol. 102(C).
    20. Qiao, Weibiao & Yang, Zhe, 2020. "Forecast the electricity price of U.S. using a wavelet transform-based hybrid model," Energy, Elsevier, vol. 193(C).
    21. Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan & Konstandatos, Otto, 2022. "Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies," Energy Economics, Elsevier, vol. 115(C).
    22. Debnath, Kumar Biswajit & Mourshed, Monjur, 2018. "Forecasting methods in energy planning models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 88(C), pages 297-325.
    23. Joanna Janczura & Andrzej Puć, 2023. "ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation," Energies, MDPI, vol. 16(2), pages 1-28, January.
    24. Jasiński, Tomasz, 2020. "Use of new variables based on air temperature for forecasting day-ahead spot electricity prices using deep neural networks: A new approach," Energy, Elsevier, vol. 213(C).
    25. Aurelia Rybak & Jarosław Joostberens & Anna Manowska & Joachim Pielot, 2022. "The Impact of Environmental Taxes on the Level of Greenhouse Gas Emissions in Poland and Sweden," Energies, MDPI, vol. 15(12), pages 1-15, June.
    26. Ama Agyeiwaa Abrokwah, 2018. "Price and Volatility Spillovers in the Electricity Reliability Council of Texas Day-Ahead Electricity Market," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 322-330.
    27. Papaioannou, George P. & Dikaiakos, Christos & Dagoumas, Athanasios S. & Dramountanis, Anargyros & Papaioannou, Panagiotis G., 2018. "Detecting the impact of fundamentals and regulatory reforms on the Greek wholesale electricity market using a SARMAX/GARCH model," Energy, Elsevier, vol. 142(C), pages 1083-1103.
    28. Bello, Antonio & Reneses, Javier & Muñoz, Antonio & Delgadillo, Andrés, 2016. "Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniques," International Journal of Forecasting, Elsevier, vol. 32(3), pages 966-980.
    29. Keles, Dogan & Scelle, Jonathan & Paraschiv, Florentina & Fichtner, Wolf, 2016. "Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks," Applied Energy, Elsevier, vol. 162(C), pages 218-230.
    30. G P Girish & Aviral Kumar Tiwari, 2016. "A comparison of different univariate forecasting models forSpot Electricity Price in India," Economics Bulletin, AccessEcon, vol. 36(2), pages 1039-1057.
    31. Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, vol. 51(C), pages 430-444.
    32. Martina Assereto & Julie Byrne, 2020. "The Implications of Policy Uncertainty on Solar Photovoltaic Investment," Energies, MDPI, vol. 13(23), pages 1-20, November.

  12. Hassan Mohammadi & Golaleh Moshrefi, 2012. "Fiscal policy and the current account new evidence from four East Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 167-173, February.

    Cited by:

    1. Bariş Gök & Abdurrahman Nazif Çatik, 2016. "Is There Any Time-Varying Relationship between Fiscal and Trade Deficits in Turkey?," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(5), pages 607-616.
    2. Hong, Law Chee, 2016. "Sectoral Impact of Fiscal Policy in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 50(1), pages 81-98.
    3. Manamba Epaphra, 0. "The Twin Deficits Hypothesis: An Empirical Analysis for Tanzania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(65), pages 2-34, September.
    4. Yu Hsing, 2016. "Is Real Depreciation Contractionary? The Case of South Korea," Economics Bulletin, AccessEcon, vol. 36(4), pages 1951-1958.
    5. Ibrar Hussain & Umar Hayat & Md Shabbir Alam & Uzma Khan, 2024. "A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 25-52, March.

  13. Mohammadi, Hassan & Ram, Rati, 2012. "Cross-country convergence in energy and electricity consumption, 1971–2007," Energy Economics, Elsevier, vol. 34(6), pages 1882-1887.

    Cited by:

    1. Vinod Mishra & Russell Smyth, 2014. "Convergence in energy consumption per capita among ASEAN countries," Monash Economics Working Papers 22-14, Monash University, Department of Economics.
    2. Gutiérrez-Pedrero, María Jesús & Tarancón, Miguel Ángel & del Río, Pablo & Alcántara, Vicent, 2018. "Analysing the drivers of the intensity of electricity consumption of non-residential sectors in Europe," Applied Energy, Elsevier, vol. 211(C), pages 743-754.
    3. Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017. "Stochastic convergence in per capita fossil fuel consumption in U.S. states," Energy Economics, Elsevier, vol. 62(C), pages 382-395.
    4. Berk, Istemi & Kasman, Adnan & Kılınç, Dilara, 2020. "Towards a common renewable future: The System-GMM approach to assess the convergence in renewable energy consumption of EU countries," Energy Economics, Elsevier, vol. 87(C).
    5. Nektarios A. Michail, 2020. "Convergence of consumption patterns in the European Union," Empirical Economics, Springer, vol. 58(3), pages 979-994, March.
    6. Burnett, J. Wesley, 2016. "Club convergence and clustering of U.S. energy-related CO2 emissions," Resource and Energy Economics, Elsevier, vol. 46(C), pages 62-84.
    7. Mohammadi, Hassan & Ram, Rati, 2017. "Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods," Energy Economics, Elsevier, vol. 62(C), pages 404-410.
    8. Kim, Young Se, 2015. "Electricity consumption and economic development: Are countries converging to a common trend?," Energy Economics, Elsevier, vol. 49(C), pages 192-202.
    9. Prantik Bagchi & Santosh Kumar Sahu & Ajay Kumar & Kim Hua Tan, 2022. "Analysis of carbon productivity for firms in the manufacturing sector of India," Post-Print hal-03628401, HAL.
    10. Ayse Ozturk & S. Tamer Cavusgil & O. Cem Ozturk, 2021. "Consumption convergence across countries: measurement, antecedents, and consequences," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(1), pages 105-120, February.
    11. Payne, James E. & Vizek, Maruška & Lee, Junsoo, 2017. "Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 715-728.
    12. Dayong Zhang and David C. Broadstock, 2016. "Club Convergence in the Energy Intensity of China," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    13. Nicholas Apergis & Christina Christou, 2016. "Energy productivity convergence: new evidence from club converging," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 142-145, February.
    14. Akram, Vaseem & Rath, Badri Narayan & Sahoo, Pradipta Kumar, 2020. "Stochastic conditional convergence in per capita energy consumption in India," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 224-240.
    15. Ahmed Qahtan, Anwar Saeed & Xu, Helian & Abdo, AL-Barakani, 2021. "Stochastic convergence of disaggregated energy consumption per capita and its catch-up rate: An independent analysis of MENA net oil-exporting and importing countries," Energy Policy, Elsevier, vol. 150(C).
    16. Wu, Jianxin & Wu, Yanrui & Se Cheong, Tsun & Yu, Yanni, 2018. "Distribution dynamics of energy intensity in Chinese cities," Applied Energy, Elsevier, vol. 211(C), pages 875-889.
    17. Bollino, Carlo Andrea & Galeotti, Marzio, 2021. "On the Water-Energy-Food Nexus: Is there Multivariate Convergence?," FEEM Working Papers 309919, Fondazione Eni Enrico Mattei (FEEM).
    18. Grottera, Carolina & Barbier, Carine & Sanches-Pereira, Alessandro & Abreu, Mariana Weiss de & Uchôa, Christiane & Tudeschini, Luís Gustavo & Cayla, Jean-Michel & Nadaud, Franck & Pereira Jr, Amaro Ol, 2018. "Linking electricity consumption of home appliances and standard of living: A comparison between Brazilian and French households," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 877-888.
    19. Yueju Wang & Xingpeng Chen & Zilong Zhang & Bing Xue & Chenyu Lu, 2019. "Cross-City Convergence in Urban Green Space Coverage in China," Sustainability, MDPI, vol. 11(17), pages 1-11, August.
    20. Sebestyénné Szép, Tekla, 2016. "Energetikai konvergencia az Energia 2020 stratégia tükrében. A konvergenciaszámítások alkalmazásának egy alternatív lehetősége [Energy convergence in the light of the Energy 2020 strategy. An alter," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 564-587.
    21. LAWSON, Laté A. & MARTINO, Roberto & NGUYEN-VAN, Phu, 2020. "Environmental convergence and environmental Kuznets curve: A unified empirical framework," Ecological Modelling, Elsevier, vol. 437(C).
    22. Ivanovski, Kris & Awaworyi Churchill, Sefa & Smyth, Russell, 2018. "A club convergence analysis of per capita energy consumption across Australian regions and sectors," Energy Economics, Elsevier, vol. 76(C), pages 519-531.
    23. Lv, Yulan & Chen, Wei & Cheng, Jianquan, 2020. "Effects of urbanization on energy efficiency in China: New evidence from short run and long run efficiency models," Energy Policy, Elsevier, vol. 147(C).
    24. Fallahi, Firouz & Voia, Marcel-Cristian, 2015. "Convergence and persistence in per capita energy use among OECD countries: Revisited using confidence intervals," Energy Economics, Elsevier, vol. 52(PA), pages 246-253.
    25. Simionescu, Mihaela, 2022. "Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth," Applied Energy, Elsevier, vol. 322(C).
    26. Fallahi, Firouz, 2017. "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, vol. 65(C), pages 228-239.
    27. Mishra, Vinod & Smyth, Russell, 2017. "Conditional convergence in Australia's energy consumption at the sector level," Energy Economics, Elsevier, vol. 62(C), pages 396-403.
    28. Parker, Steven & Liddle, Brantley, 2017. "Economy-wide and manufacturing energy productivity transition paths and club convergence for OECD and non-OECD countries," Energy Economics, Elsevier, vol. 62(C), pages 338-346.
    29. Wang, Na & Fu, Xiaodong & Wang, Shaobin & Yang, Hao & Li, Zhen, 2022. "Convergence characteristics and distribution patterns of residential electricity consumption in China: An urban-rural gap perspective," Energy, Elsevier, vol. 254(PB).
    30. Lei Pan & Svetlana Maslyuk-Escobedo, 2019. "Stochastic convergence in per capita energy consumption and its catch-up rate: evidence from 26 African countries," Applied Economics, Taylor & Francis Journals, vol. 51(24), pages 2566-2590, May.
    31. Borozan, Djula, 2017. "Testing for convergence in electricity consumption across Croatian regions at the consumer's sectoral level," Energy Policy, Elsevier, vol. 102(C), pages 145-153.
    32. Emmanuel Anoruo & William R. DiPietro, 2014. "Convergence in Per Capita Energy Consumption among African Countries: Evidence from Sequential Panel Selection Method," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 568-577.
    33. Herrerias, M.J. & Aller, Carlos & Ordóñez, Javier, 2017. "Residential energy consumption: A convergence analysis across Chinese regions," Energy Economics, Elsevier, vol. 62(C), pages 371-381.
    34. Hurmekoski, Elias & Hetemäki, Lauri & Linden, Mika, 2015. "Factors affecting sawnwood consumption in Europe," Forest Policy and Economics, Elsevier, vol. 50(C), pages 236-248.
    35. Bhattacharya, Mita & Inekwe, John Nkwoma & Sadorsky, Perry & Saha, Anjan, 2018. "Convergence of energy productivity across Indian states and territories," Energy Economics, Elsevier, vol. 74(C), pages 427-440.
    36. Meng, Ming & Payne, James E. & Lee, Junsoo, 2013. "Convergence in per capita energy use among OECD countries," Energy Economics, Elsevier, vol. 36(C), pages 536-545.
    37. Cheong, Tsun Se & Li, Victor Jing & Shi, Xunpeng, 2019. "Regional disparity and convergence of electricity consumption in China: A distribution dynamics approach," China Economic Review, Elsevier, vol. 58(C).
    38. Zhou, D.Q. & Wang, Qunwei & Su, B. & Zhou, P. & Yao, L.X., 2016. "Industrial energy conservation and emission reduction performance in China: A city-level nonparametric analysis," Applied Energy, Elsevier, vol. 166(C), pages 201-209.
    39. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Energy demand convergence in APEC: An empirical analysis," Energy Economics, Elsevier, vol. 65(C), pages 32-41.
    40. Chao Bao & Hongjie Wang, 2019. "Trans-Provincial Convergence of per Capita Energy Consumption in Urban China, 1990–2015," Sustainability, MDPI, vol. 11(5), pages 1-15, March.
    41. Parker, Steven & Liddle, Brant, 2017. "Analysing energy productivity dynamics in the OECD manufacturing sector," Energy Economics, Elsevier, vol. 67(C), pages 91-97.
    42. Romero-Ávila, Diego & Omay, Tolga, 2022. "Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests," Energy Economics, Elsevier, vol. 111(C).
    43. Liu, Tie-Ying & Lee, Chien-Chiang, 2020. "Convergence of the world’s energy use," Resource and Energy Economics, Elsevier, vol. 62(C).
    44. Bello, Mufutau Opeyemi & Ch'ng, Kean Siang, 2022. "Convergence in energy intensity of GDP: Evidence from West African countries," Energy, Elsevier, vol. 254(PA).
    45. Zhao Liu & Ling Li & Yue-Jun Zhang, 2015. "Investigating the CO 2 emission differences among China’s transport sectors and their influencing factors," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(2), pages 1323-1343, June.
    46. Kerner, Philip & Wendler, Tobias, 2022. "Convergence in resource productivity," World Development, Elsevier, vol. 158(C).
    47. Yan, Zheming & Du, Keru & Yang, Zhiming & Deng, Min, 2017. "Convergence or divergence? Understanding the global development trend of low-carbon technologies," Energy Policy, Elsevier, vol. 109(C), pages 499-509.
    48. Cabello Eras, Juan José & Mendoza Fandiño, Jorge Mario & Sagastume Gutiérrez, Alexis & Rueda Bayona, Juan Gabriel & Sofan German, Stiven Javier, 2022. "The inequality of electricity consumption in Colombia. Projections and implications," Energy, Elsevier, vol. 249(C).
    49. Yao, Huizong & Zang, Chuanfu, 2021. "The spatiotemporal characteristics of electrical energy supply-demand and the green economy outlook of Guangdong Province, China," Energy, Elsevier, vol. 214(C).
    50. Jianhuan Huang & Yantuan Yu & Chunbo Ma, 2018. "Energy Efficiency Convergence in China: Catch-Up, Lock-In and Regulatory Uniformity," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(1), pages 107-130, May.
    51. An, Hui & Xu, Jianjun & Ma, Xuejiao, 2020. "Does technological progress and industrial structure reduce electricity consumption? Evidence from spatial and heterogeneity analysis," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 206-220.
    52. Mohamad Husam Helmi & Abdurrahman Nazif Catik & Nuran Coskun & Esra Balli & Ciler Sigeze, 2023. "Renewable Energy Consumption Convergence in G-7 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 203-210, November.

  14. Hassan Mohammadi, 2011. "Long-run relations and short-run dynamics among coal, natural gas and oil prices," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 129-137.

    Cited by:

    1. Olsson, Olle & Hillring, Bengt, 2014. "The wood fuel market in Denmark – Price development, market efficiency and internationalization," Energy, Elsevier, vol. 78(C), pages 141-148.
    2. Zou, Gao Lu, 2012. "The long-term relationships among China's energy consumption sources and adjustments to its renewable energy policy," Energy Policy, Elsevier, vol. 47(C), pages 456-467.
    3. Germán G. Creamer & Tal Ben-Zvi, 2021. "Volatility and Risk in the Energy Market: A Trade Network Approach," Sustainability, MDPI, vol. 13(18), pages 1-17, September.
    4. Ahmed, Walid M.A., 2018. "On the interdependence of natural gas and stock markets under structural breaks," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 149-161.
    5. Wamiliana Wamiliana & Edwin Russel & Iskandar Ali Alam & Widiarti Widiarti & Tuti Hairani & Mustofa Usman, 2024. "Modeling and Forecasting Closing Prices of some Coal Mining Companies in Indonesia by Using the VAR(3)-BEKK GARCH(1,1) Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 579-591, January.
    6. Kentaka Aruga & Shunsuke Managi, 2013. "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
    7. Lv Chen & Lingying Pan & Kaige Zhang, 2024. "The Dynamic Cointegration Relationship between International Crude Oil, Natural Gas, and Coal Price," Energies, MDPI, vol. 17(13), pages 1-14, June.
    8. Jerzy Rembeza, 2020. "Coal Prices in Poland: Is the Domestic Market Separated from the International Market?," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 405-410.
    9. Li, Fengyun & Li, Xingmei & Zheng, Haofeng & Yang, Fei & Dang, Ruinan, 2021. "How alternative energy competition shocks natural gas development in China: A novel time series analysis approach," Resources Policy, Elsevier, vol. 74(C).
    10. Wiggins, Seth & Etienne, Xiaoli, 2015. "US Natural Gas Price Determination: Fundamentals and the Development of Shale," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205788, Agricultural and Applied Economics Association.
    11. Yang, Hao-Chang & Feng, Gen-Fu & Zhao, Xin Xin & Chang, Chun-Ping, 2022. "The impacts of energy insecurity on green innovation: A multi-country study," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 139-154.
    12. Hongtao Ren & Wenji Zhou & Hangzhou Wang & Bo Zhang & Tieju Ma, 2022. "An energy system optimization model accounting for the interrelations of multiple stochastic energy prices," Annals of Operations Research, Springer, vol. 316(1), pages 555-579, September.
    13. Raymond Li & David C. Broadstock, 2021. "Coal Pricing in China: Is It a Bit Too Crude?," Energies, MDPI, vol. 14(13), pages 1-13, June.
    14. Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
    15. Tri Wahyu Adi, 2022. "The International Gas and Crude Oil Price Variability Effect on Indonesian Coal Mining Companies Listed at IDX," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 1-10, September.
    16. Alameer, Zakaria & Fathalla, Ahmed & Li, Kenli & Ye, Haiwang & Jianhua, Zhang, 2020. "Multistep-ahead forecasting of coal prices using a hybrid deep learning model," Resources Policy, Elsevier, vol. 65(C).
    17. Guo, Yanfeng & Zhao, Huanyu, 2024. "Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 446-457.
    18. Ye Xue & Yiting Huang, 2017. "Study on the price co-movement among the Asia Pacific, European and Chinese coal markets – based on the empirical analysis of MS-VEC model," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 693-701, February.
    19. Potts, Todd B. & Yerger, David B., 2016. "Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania," Energy Economics, Elsevier, vol. 57(C), pages 50-58.
    20. Gormus, N. Alper & Soytas, Ugur & Diltz, J. David, 2014. "Volatility transmission between energy-related asset classes," Global Finance Journal, Elsevier, vol. 25(3), pages 246-259.
    21. Wang, Xiaoyu & Wang, Jiaojiao & Wang, Wenhuan & Zhang, Shuquan, 2023. "International and Chinese energy markets: Dynamic spillover effects," Energy, Elsevier, vol. 282(C).

  15. Mohammadi, Hassan, 2011. "Market integration and price transmission in the U.S. natural gas market: From the wellhead to end use markets," Energy Economics, Elsevier, vol. 33(2), pages 227-235, March.

    Cited by:

    1. Ekaterina Dukhanina & Olivier Massol, 2017. "Spatial Integration of Natural Gas Markets A Litterature Review," Working Papers hal-03187890, HAL.
    2. Yanrui Wu, 2011. "Gas Market Integration: Global Trends and Implications for the EAS Region," Economics Discussion / Working Papers 11-20, The University of Western Australia, Department of Economics.
    3. Biresselioglu, Mehmet Efe & Yelkenci, Tezer, 2016. "Scrutinizing the causality relationships between prices, production and consumption of fossil fuels: A panel data approach," Energy, Elsevier, vol. 102(C), pages 44-53.
    4. Hailemariam, Abebe & Smyth, Russell, 2019. "What drives volatility in natural gas prices?," Energy Economics, Elsevier, vol. 80(C), pages 731-742.
    5. Ghoddusi, Hamed, 2016. "Integration of physical and futures prices in the US natural gas market," Energy Economics, Elsevier, vol. 56(C), pages 229-238.
    6. Michael Weylandt & Yu Han & Katherine B. Ensor, 2019. "Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility," Papers 1907.10152, arXiv.org.
    7. Karl-Heinz Schild & Karsten Schweikert, 2019. "On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models," Econometrics, MDPI, vol. 7(1), pages 1-13, March.
    8. Duangnate, Kannika & Mjelde, James W. & Bessler, David A., 2015. "Price Dynamics under Structural Changes with Unknown Break Points among North America Natural Gas Spot Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205661, Agricultural and Applied Economics Association.
    9. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    10. Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
    11. Golpe, Antonio A. & Carmona, Monica & Congregado, Emilio, 2012. "Persistence in natural gas consumption in the US: An unobserved component model," Energy Policy, Elsevier, vol. 46(C), pages 594-600.
    12. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
    13. Sang-Hyun Kim & Yeon-Yi Lim & Dae-Wook Kim & Man-Keun Kim, 2020. "Swing Suppliers and International Natural Gas Market Integration," Energies, MDPI, vol. 13(18), pages 1-12, September.
    14. Wiggins, Seth & Etienne, Xiaoli L., 2017. "Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation," Energy Economics, Elsevier, vol. 64(C), pages 196-205.
    15. Apergis, Nicholas & Bowden, Nicholas & Payne, James E., 2015. "Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shifts," Energy Economics, Elsevier, vol. 49(C), pages 82-92.
    16. Hou, Chenghan & Nguyen, Bao H., 2018. "Understanding the US natural gas market: A Markov switching VAR approach," Energy Economics, Elsevier, vol. 75(C), pages 42-53.

  16. Mohammadi, Hassan & Su, Lixian, 2010. "International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models," Energy Economics, Elsevier, vol. 32(5), pages 1001-1008, September.

    Cited by:

    1. Amélie Charles & Olivier Darné, 2012. "Volatility Persistence in Crude Oil Markets," Working Papers hal-00719387, HAL.
    2. Jen-Yu Lee & Tien-Thinh Nguyen & Hong-Giang Nguyen & Jen-Yao Lee, 2022. "Towards Predictive Crude Oil Purchase: A Case Study in the USA and Europe," Energies, MDPI, vol. 15(11), pages 1-15, May.
    3. Wang, Yudong & Wu, Chongfeng, 2012. "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, vol. 34(6), pages 2167-2181.
    4. Sun, Jingyun & Zhao, Panpan & Sun, Shaolong, 2022. "A new secondary decomposition-reconstruction-ensemble approach for crude oil price forecasting," Resources Policy, Elsevier, vol. 77(C).
    5. Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016. "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, vol. 56(C), pages 117-133.
    6. Florian Ielpo & Benoît Sévi, 2014. "Forecasting the density of oil futures," Working Papers 2014-601, Department of Research, Ipag Business School.
    7. Chai, Jian & Lu, Quanying & Hu, Yi & Wang, Shouyang & Lai, Kin Keung & Liu, Hongtao, 2018. "Analysis and Bayes statistical probability inference of crude oil price change point," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 271-283.
    8. Xiong, Tao & Bao, Yukun & Hu, Zhongyi, 2013. "Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices," Energy Economics, Elsevier, vol. 40(C), pages 405-415.
    9. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
    10. Scarcioffolo, Alexandre R. & Etienne, Xiaoli L., 2021. "Regime-switching energy price volatility: The role of economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 336-356.
    11. Osama Ahmed & Teresa Serra, 2015. "Economic analysis of the introduction of agricultural revenue insurance contracts in Spain using statistical copulas," Agricultural Economics, International Association of Agricultural Economists, vol. 46(1), pages 69-79, January.
    12. Zhang, Yue-Jun & Yao, Ting & He, Ling-Yun & Ripple, Ronald, 2019. "Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 302-317.
    13. Sévi, Benoît, 2014. "Forecasting the volatility of crude oil futures using intraday data," European Journal of Operational Research, Elsevier, vol. 235(3), pages 643-659.
    14. Tianqi Pang & Kehui Tan & Chenyou Fan, 2023. "Carbon Price Forecasting with Quantile Regression and Feature Selection," Papers 2305.03224, arXiv.org.
    15. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2016. "Forecasting crude oil market volatility: A Markov switching multifractal volatility approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 1-9.
    16. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    17. Ghassan, Hassan Belkacem & AlHajhoj, Hassan Rafdan, 2016. "Long run dynamic volatilities between OPEC and non-OPEC crude oil prices," Applied Energy, Elsevier, vol. 169(C), pages 384-394.
    18. Reboredo, Juan C., 2012. "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 419-440.
    19. Tarek Chebbi & Waleed Hmedat, 2024. "Inventory information arrival and the crude oil futures market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1513-1533, April.
    20. Prabhat Mittal, 2024. "Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 355-365, June.
    21. Ma, Feng & Liu, Jing & Huang, Dengshi & Chen, Wang, 2017. "Forecasting the oil futures price volatility: A new approach," Economic Modelling, Elsevier, vol. 64(C), pages 560-566.
    22. He, Kaijian & Tso, Geoffrey K.F. & Zou, Yingchao & Liu, Jia, 2018. "Crude oil risk forecasting: New evidence from multiscale analysis approach," Energy Economics, Elsevier, vol. 76(C), pages 574-583.
    23. Ratti, Ronald A. & Hasan, M. Zahid, 2013. "Oil Price Shocks and Volatility in Australian Stock Returns ‎," MPRA Paper 49043, University Library of Munich, Germany.
    24. Kim, Myung Suk, 2018. "Impacts of supply and demand factors on declining oil prices," Energy, Elsevier, vol. 155(C), pages 1059-1065.
    25. Raziei, Tayeb & Pereira, Luis S., 2013. "Estimation of ETo with Hargreaves–Samani and FAO-PM temperature methods for a wide range of climates in Iran," Agricultural Water Management, Elsevier, vol. 121(C), pages 1-18.
    26. Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017. "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, vol. 61(C), pages 12-26.
    27. Ma, Feng & Liu, Jing & Wahab, M.I.M. & Zhang, Yaojie, 2018. "Forecasting the aggregate oil price volatility in a data-rich environment," Economic Modelling, Elsevier, vol. 72(C), pages 320-332.
    28. Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020. "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, vol. 93(C), pages 187-204.
    29. Yun Bai & Xixi Li & Hao Yu & Suling Jia, 2020. "Crude oil price forecasting incorporating news text," Papers 2002.02010, arXiv.org, revised Jul 2021.
    30. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    31. Wang, Jue & Wang, Zhen & Li, Xiang & Zhou, Hao, 2022. "Artificial bee colony-based combination approach to forecasting agricultural commodity prices," International Journal of Forecasting, Elsevier, vol. 38(1), pages 21-34.
    32. Hussain, Anwar & Rahman, Muhammad & Memon, Junaid Alam, 2016. "Forecasting electricity consumption in Pakistan: the way forward," Energy Policy, Elsevier, vol. 90(C), pages 73-80.
    33. Li, Xiafei & Wei, Yu, 2018. "The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method," Energy Economics, Elsevier, vol. 74(C), pages 565-581.
    34. Wang, Yudong & Wu, Chongfeng & Wei, Yu, 2011. "Can GARCH-class models capture long memory in WTI crude oil markets?," Economic Modelling, Elsevier, vol. 28(3), pages 921-927, May.
    35. Karasu, Seçkin & Altan, Aytaç, 2022. "Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization," Energy, Elsevier, vol. 242(C).
    36. NICOLAE Simona & GRIGORE George-Eduard & MUȘETESCU Radu-Cristian, 2022. "The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
    37. Reboredo, Juan C. & Ugando, Mikel, 2015. "Downside risks in EU carbon and fossil fuel markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 111(C), pages 17-35.
    38. Taiyong Li & Min Zhou & Chaoqi Guo & Min Luo & Jiang Wu & Fan Pan & Quanyi Tao & Ting He, 2016. "Forecasting Crude Oil Price Using EEMD and RVM with Adaptive PSO-Based Kernels," Energies, MDPI, vol. 9(12), pages 1-21, December.
    39. Wang, Yudong & Liu, Li & Ma, Feng & Wu, Chongfeng, 2016. "What the investors need to know about forecasting oil futures return volatility," Energy Economics, Elsevier, vol. 57(C), pages 128-139.
    40. Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015. "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers 1512.01676, arXiv.org.
    41. Geng, Qianjie & Wang, Yudong, 2024. "Forecasting the volatility of crude oil basis: Univariate models versus multivariate models," Energy, Elsevier, vol. 295(C).
    42. O-Chia Chuang & Chenxu Yang, 2022. "Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model," Energies, MDPI, vol. 15(8), pages 1-14, April.
    43. Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013. "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, vol. 36(C), pages 518-525.
    44. Damian Ślusarczyk & Robert Ślepaczuk, 2023. "Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models," Working Papers 2023-17, Faculty of Economic Sciences, University of Warsaw.
    45. Hao Chen & Ling He & Jiachuan Chen & Bo Yuan & Teng Huang & Qi Cui, 2019. "Impacts of Clean Energy Substitution for Polluting Fossil-Fuels in Terminal Energy Consumption on the Economy and Environment in China," Sustainability, MDPI, vol. 11(22), pages 1-29, November.
    46. Babak Fazelabdolabadi, 2019. "A hybrid Bayesian-network proposition for forecasting the crude oil price," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-21, December.
    47. Liu, Li & Wan, Jieqiu, 2011. "A study of correlations between crude oil spot and futures markets: A rolling sample test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3754-3766.
    48. Radosław Puka & Bartosz Łamasz, 2020. "Using Artificial Neural Networks to Find Buy Signals for WTI Crude Oil Call Options," Energies, MDPI, vol. 13(17), pages 1-20, August.
    49. Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019. "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, vol. 81(C), pages 1132-1147.
    50. Hasanov, Akram Shavkatovich & Shaiban, Mohammed Sharaf & Al-Freedi, Ajab, 2020. "Forecasting volatility in the petroleum futures markets: A re-examination and extension," Energy Economics, Elsevier, vol. 86(C).
    51. Halkos, George & Tzirivis, Apostolos, 2018. "Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper 90781, University Library of Munich, Germany.
    52. Freddy Ronalde Camacho-Villagomez & Yanina Shegia Bajaña-Villagomez & Andrea Johanna Rodríguez-Bustos, 2024. "Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 371-376, July.
    53. Muhammad Irfan Malik & Abdul Rashid, 2017. "Return And Volatility Spillover Between Sectoral Stock And Oil Price: Evidence From Pakistan Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-22, June.
    54. Guo, Jingjun & Zhao, Zhengling & Sun, Jingyun & Sun, Shaolong, 2022. "Multi-perspective crude oil price forecasting with a new decomposition-ensemble framework," Resources Policy, Elsevier, vol. 77(C).
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    20. Jonathan D. Quartey & Wisdom D. Ametorwotia & Prosper B. Laari, 2022. "Household Effective Demand for Electricity in Ghana: Analysis and Implication for Tariffs," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, vol. 4(2), pages 1-24, September.
    21. Kyle E. Binder & James W. Mjelde, 2017. "Fuel inventory and price relationships in the U.S. electric power sector under regulatory and market change," Journal of Regulatory Economics, Springer, vol. 51(2), pages 197-219, April.
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    33. Tadahiro Nakajima, 2019. "Expectations for Statistical Arbitrage in Energy Futures Markets," JRFM, MDPI, vol. 12(1), pages 1-12, January.
    34. Marc Joëts, 2013. "Energy price transmissions during extreme movements," Working Papers 2013-28, Department of Research, Ipag Business School.
    35. Muñoz, M. Pilar & Dickey, David A., 2009. "Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case," Energy Economics, Elsevier, vol. 31(6), pages 857-866, November.
    36. Mohammadi, Hassan & Su, Lixian, 2010. "International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models," Energy Economics, Elsevier, vol. 32(5), pages 1001-1008, September.
    37. Freitas, Carlos J. Pereira & Silva, Patrícia Pereira da, 2015. "European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation," Utilities Policy, Elsevier, vol. 33(C), pages 54-62.
    38. Renato Agurto & Fernando Fuentes & Carlos J. García & Esteban Skoknic, 2021. "The macroeconomic impact of the electricity price: lessons from Chile," Empirical Economics, Springer, vol. 60(5), pages 2407-2428, May.
    39. International Monetary Fund, 2010. "Islamic Republic of Iran: Selected Issues Paper," IMF Staff Country Reports 2010/076, International Monetary Fund.
    40. Kılıç Depren, Serpil & Kartal, Mustafa Tevfik & Ertuğrul, Hasan Murat & Depren, Özer, 2022. "The role of data frequency and method selection in electricity price estimation: Comparative evidence from Turkey in pre-pandemic and pandemic periods," Renewable Energy, Elsevier, vol. 186(C), pages 217-225.
    41. Nektarios A. Michail & Christos S. Savva, 2021. "Electricity consumption and economic activity in Cyprus using an asymmetric cointegration technique," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 15(2), pages 26-41, December.
    42. Nakajima, Tadahiro, 2013. "Inefficient and opaque price formation in the Japan Electric Power Exchange," Energy Policy, Elsevier, vol. 55(C), pages 329-334.
    43. He, Yongxiu & Wang, Bing & Wang, Jianhui & Xiong, Wei & Xia, Tian, 2013. "Correlation between Chinese and international energy prices based on a HP filter and time difference analysis," Energy Policy, Elsevier, vol. 62(C), pages 898-909.
    44. Tadahiro Nakajima & Yuki Toyoshima, 2020. "Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices," Energies, MDPI, vol. 13(7), pages 1-14, March.
    45. Ahmed Ghorbel & Wajdi Hamma & Anis Jarboui, 2017. "Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(9), pages 1509-1542, July.
    46. Lips Johannes, 2017. "Do They Still Matter? – Impact of Fossil Fuels on Electricity Prices in the Light of Increased Renewable Generation," Journal of Time Series Econometrics, De Gruyter, vol. 9(2), pages 1-30, July.
    47. Kaur, Charanjit & Siddiki, Jalal & Singh, Prakash, 2024. "The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis," Energy Economics, Elsevier, vol. 132(C).
    48. Nakajima, Tadahiro & Hamori, Shigeyuki, 2013. "Testing causal relationships between wholesale electricity prices and primary energy prices," Energy Policy, Elsevier, vol. 62(C), pages 869-877.
    49. Renato Agurto & Fernando Fuentes & Carlos Garcia & Esteban Skoknic, 2013. "Power Generation and the Business Cycle: The Impact of Delaying Investment," ILADES-UAH Working Papers inv290, Universidad Alberto Hurtado/School of Economics and Business.
    50. Raymond Li & David C. Broadstock, 2021. "Coal Pricing in China: Is It a Bit Too Crude?," Energies, MDPI, vol. 14(13), pages 1-13, June.
    51. Mohammad Althaqafi, 2023. "The Impact of Natural Gas Prices on Electricity Tariffs in the UK," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 86-91, March.
    52. Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
    53. Zhang, Chuanguo & Liu, Feng & Yu, Danlin, 2018. "Dynamic jumps in global oil price and its impacts on China's bulk commodities," Energy Economics, Elsevier, vol. 70(C), pages 297-306.
    54. Zhang, Chuanguo & Qu, Xuqin, 2015. "The effect of global oil price shocks on China's agricultural commodities," Energy Economics, Elsevier, vol. 51(C), pages 354-364.
    55. Stefan Thoenes, 2014. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    56. Carlos Pinho & Mara Madaleno, 2011. "CO 2 emission allowances and other fuel markets interaction," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 13(3), pages 259-281, September.
    57. Chae, Yeoungjin & Kim, Myunghwan & Yoo, Seung-Hoon, 2012. "Does natural gas fuel price cause system marginal price, vice-versa, or neither? A causality analysis," Energy, Elsevier, vol. 47(1), pages 199-204.
    58. Alola, Andrew Adewale & Özkan, Oktay & Usman, Ojonugwa, 2023. "Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach," Energy Economics, Elsevier, vol. 120(C).
    59. Marc Joëts, 2012. "Energy price transmissions during extreme movements," Working Papers hal-04141047, HAL.
    60. Blazquez Leticia & Nina Boogen & Massimo Filippini, 2012. "Residential electricity demand for Spain: new empirical evidence using aggregated data," CEPE Working paper series 12-82, CEPE Center for Energy Policy and Economics, ETH Zurich.
    61. Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang, 2013. "Market-driven coal prices and state-administered electricity prices in China," Energy Economics, Elsevier, vol. 40(C), pages 167-175.
    62. Lukasz Gatarek & Søren Johansen, 2017. "The role of cointegration for optimal hedging with heteroscedastic error term," CREATES Research Papers 2017-12, Department of Economics and Business Economics, Aarhus University.
    63. Tsai, I-Chun, 2024. "Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source," Energy Policy, Elsevier, vol. 188(C).
    64. Guo, Yanfeng & Zhao, Huanyu, 2024. "Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 446-457.
    65. Vicente Ríos & Antonio Gómez & Pedro Pascual, 2021. "Raising the Accuracy of Shadow Economy Measurements," Hacienda Pública Española / Review of Public Economics, IEF, vol. 239(4), pages 71-125, November.
    66. Pisciella, P. & Vespucci, M.T. & Bertocchi, M. & Zigrino, S., 2016. "A time consistent risk averse three-stage stochastic mixed integer optimization model for power generation capacity expansion," Energy Economics, Elsevier, vol. 53(C), pages 203-211.
    67. Malte Sunderkötter & Christoph Weber, 2011. "Mean-Variance optimization of power generation portfolios under uncertainty in the merit order," EWL Working Papers 1105, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Oct 2011.
    68. Katarzyna Maciejowska, 2014. "Fundamental and speculative shocks, what drives electricity prices?," HSC Research Reports HSC/14/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
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    70. Blázquez, Leticia & Boogen, Nina & Filippini, Massimo, 2013. "Residential electricity demand in Spain: New empirical evidence using aggregate data," Energy Economics, Elsevier, vol. 36(C), pages 648-657.
    71. Alexander Brauneis & Roland Mestel & Stefan Palan, 2012. "Does a cap on the carbon price have to be a cap on green investments?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(2), pages 217-231, May.
    72. Thoenes, Stefan, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).

  18. Mohammad R. Jahan‐Parvar & Hassan Mohammadi, 2009. "Oil prices and competitiveness: time series evidence from six oil‐producing countries," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 36(1), pages 98-118, January.

    Cited by:

    1. Ari-Matti Näätänen, 2015. "The Impact of Economic Globalization on the Employment Policies in 19 Western Democracies from 1985 to 2010. Limited Change or Radical Shift towards Workfare?," Social Sciences, MDPI, vol. 4(3), pages 1-18, September.
    2. Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper 13435, University Library of Munich, Germany.
    3. Böhme, Marcus & Breisinger, Clemens & Schweickert, Rainer & Wiebelt, Manfred, 2010. "Oil revenues for public investment in Africa: Targeting urban or rural areas?," Kiel Working Papers 1623, Kiel Institute for the World Economy (IfW Kiel).
    4. Mohammadi, Hassan & Su, Lixian, 2010. "International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models," Energy Economics, Elsevier, vol. 32(5), pages 1001-1008, September.
    5. Khiabani, Nasser, 2010. "How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran," MPRA Paper 34041, University Library of Munich, Germany, revised 01 Mar 2011.
    6. Michael Plante, 2008. "Oil Price Shocks and Exchange Rate Management: The Implications of Consumer Durables for the Small Open Economy," CAEPR Working Papers 2008-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    7. Muhammad Zia-Ur Rehman & Zahid Bashir & Asia Baig, 2018. "Economic Turmoil - Oil Prices and the Middle East Crisis," Global Economics Review, Humanity Only, vol. 3(1), pages 71-80, June.
    8. Ioannis ANTONIADIS, 2017. "Exploring The Linkage Between Oil And Gas Sector And Competitiveness: A Panel Data Analysis For The Countries Of The Black Sea Region," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 16(1), pages 34-44.

  19. Hassan Mohammadi & Murat Cak & Demet Cak, 2008. "Wagner's hypothesis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 35(1), pages 94-106, January.

    Cited by:

    1. Nyasha, Sheilla & Odhiambo, Nicholas M, 2019. "Government size and economic growth:A review of international literature," Working Papers 25740, University of South Africa, Department of Economics.
    2. Abdorreza Soleymani & Soo Y. Chua & Abdul Fatah Che Hamat, 2017. "Exchange rate volatility and ASEAN-4’s trade flows: is there a third country effect?," International Economics and Economic Policy, Springer, vol. 14(1), pages 91-117, January.
    3. Bahmani-Oskooee, Mohsen & Hajilee, Massomeh, 2013. "Exchange rate volatility and its impact on domestic investment," Research in Economics, Elsevier, vol. 67(1), pages 1-12.
    4. Mohsen Bahmani-Oskooee & Hanafiah Harvey & Scott Hegerty, 2013. "Exchange-rate variability and U.S.-French trade flows: evidence from industry data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(4), pages 685-719, November.
    5. Al Nasser, Omar M. & Hajilee, Massomeh, 2016. "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 1-12.
    6. Mohsen Bahmani-Oskooee & Scott Hegerty & Amr Hosny, 2015. "Exchange-rate volatility and commodity trade between the E.U. and Egypt: evidence from 59 industries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 109-129, February.
    7. Mohsen Bahmani-Oskooee & Dan Xi, 2014. "Economic Uncertainty, Monetary Uncertainty, and the Demand for Money: Evidence From Asian Countries," Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 16-28, June.
    8. Bahmani-Oskooee, Mohsen & Harvey, Hanafiah, 2011. "Exchange-rate volatility and industry trade between the U.S. and Malaysia," Research in International Business and Finance, Elsevier, vol. 25(2), pages 127-155, June.
    9. Bahmani-Oskooee, Mohsen & Bolhassani, Marzieh & Hegerty, Scott W., 2010. "The effects of currency fluctuations and trade integration on industry trade between Canada and Mexico," Research in Economics, Elsevier, vol. 64(4), pages 212-223, December.
    10. Nicholas Odhiambo, 2015. "Government Expenditure and Economic Growth in South Africa: an Empirical Investigation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(3), pages 393-406, September.
    11. BAHMANI-OSKOOEE, Mohsen & Iqbal, Javed & Nosheen, Misbah & Muzammil, Muhammad, 2016. "Pakistan-EU Commodity Trade: Is there Evidence of J-Curve Effect?," MPRA Paper 82686, University Library of Munich, Germany, revised 05 Mar 2016.
    12. Mohsen Bahmani-Oskooee & Hanafiah Harvey & Scott Hegerty, 2013. "Currency fluctuations and the French–U.S. trade balance: evidence from 118 industries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(2), pages 237-257, May.
    13. Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2014. "Industry trade and exchange-rate fluctuations: Evidence from the U.S. and Chile," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 619-626.
    14. Mohsen Bahmani-Oskooee & Sahar Bahmani & Ali M. Kutan & Dan Xi, 2019. "On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1), pages 1-22, April.
    15. Mohsen Bahmani-Oskooee & Jia Xu, 2012. "Impact of exchange rate volatility on commodity trade between U.S. and China: is there a third country effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 555-586, July.
    16. M Bahmani-Oskooee & H Harvey & S.W. Hegerty, 2015. "Exchange-Rate Volatility and Commodity Trade: The Case of the US and Italy," Economic Issues Journal Articles, Economic Issues, vol. 20(2), pages 1-27, September.
    17. Mohsen Bahmani-Oskooee & Hanafiah Harvey, 2018. "Is There J-Curve Effect In The Commodity Trade Of Singapore With Malaysia? An Empirical Study," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(03), pages 567-591, June.
    18. Abdorreza Soleymani & Soo Y. Chua, 2014. "Effect of exchange rate volatility on industry trade flows between Malaysia and China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 23(5), pages 626-655, August.
    19. Bahmani-Oskooee, Mohsen & Xi, Dan, 2012. "Exchange rate volatility and domestic consumption: Evidence from Japan," Economic Systems, Elsevier, vol. 36(2), pages 326-335.
    20. Mohsen Bahmani‐Oskooee & Scott W. Hegerty & Altin Tanku, 2010. "The Black‐Market Exchange Rate Versus The Official Rate: Which Rate Fosters The Adjustment Speed In The Monetarist Model?," Manchester School, University of Manchester, vol. 78(6), pages 725-738, December.
    21. Mohsen Bahmani-Oskooee & Hanafiah Harvey, 2012. "J-Curve: Singapore versus her Major Trading Partners," Economic Papers, The Economic Society of Australia, vol. 31(4), pages 515-522, December.
    22. HALICIOGLU, Ferda & Dell’Anno, Roberto, 2009. "An ARDL model of unrecorded and recorded economies in Turkey," MPRA Paper 24982, University Library of Munich, Germany.
    23. Mohsen Bahmani-Oskooee & Amr Hosny, 2015. "Commodity trade between EU and Egypt and Orcutt’s hypothesis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 1-24, February.
    24. Rashmi Rastogi & Sangeeta Chakravarty & Basanta K. Pradhan, 2019. "GWagner’s Law for Low Income States in India," IEG Working Papers 383, Institute of Economic Growth.
    25. Bahmani-Oskooee, Mohsen & Halicioglu, Ferda & Hegerty, Scott W., 2016. "Mexican bilateral trade and the J-curve: An application of the nonlinear ARDL model," Economic Analysis and Policy, Elsevier, vol. 50(C), pages 23-40.
    26. Massomeh Hajilee & Omar M. Al Nasser, 2017. "Financial Depth and Exchange Rate Volatility," The American Economist, Sage Publications, vol. 62(1), pages 19-30, March.
    27. Mohsen Bahmani‐Oskooee & Hanafiah Harvey, 2012. "How responsive are Indonesia's bilateral inpayments and outpayments to real depreciation of Rupiah?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 29(2), pages 133-143, June.
    28. László Kónya & Bekzod Abdullaev, 2018. "An attempt to restore Wagner’s law of increasing state activity," Empirical Economics, Springer, vol. 55(4), pages 1569-1583, December.
    29. Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott W., 2014. "Exchange rate volatility and Spanish-American commodity trade flows," Economic Systems, Elsevier, vol. 38(2), pages 243-260.
    30. Mohsen Bahmani-Oskooee & Scott Hegerty & Amr Hosny, 2015. "The effects of exchange-rate volatility on industry trade between the US and Egypt," Economic Change and Restructuring, Springer, vol. 48(2), pages 93-117, May.
    31. Arvin, Mak B. & Pradhan, Rudra P. & Nair, Mahendhiran S., 2021. "Are there links between institutional quality, government expenditure, tax revenue and economic growth? Evidence from low-income and lower middle-income countries," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 468-489.
    32. Hassan Mohammadi & Rati Ram, 2015. "Economic Development and Government Spending: An Exploration of Wagner’s Hypothesis during Fifty Years of Growth in East Asia," Economies, MDPI, vol. 3(4), pages 1-11, October.
    33. Mohsen Bahmani-Oskooee & Scott W. Hegerty & Jia Xu, 2012. "Exchange-Rate Volatility and Industry Trade Between Japan and China," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 12(3), pages 1-21, August.
    34. Ampah Isaac Kwesi & Kotosz Balázs, 2016. "Wagner versus Keynes: the causal nexus between Government Expenditures and Economic Growth: An Empirical study of Burkina Faso," Journal of Heterodox Economics, Sciendo, vol. 3(2), pages 74-101, December.
    35. Irandoust, Manuchehr, 2019. "Wagner on government spending and national income: A new look at an old relationship," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 636-646.
    36. Mohsen Bahmani-oskooee & Jungho Baek, 2015. "The Marshall-Lerner condition at commodity level: Evidence from Korean-U.S. trade," Economics Bulletin, AccessEcon, vol. 35(2), pages 1136-1147.
    37. Bahmani-Oskooee, Mohsen & Satawatananon, Kaveepot, 2010. "US-Thailand trade at the commodity level and the role of the real exchange rate," Journal of Asian Economics, Elsevier, vol. 21(6), pages 514-525, December.
    38. Mohsen Bahmani-Oskooee & Ruixin Zhang, 2014. "Is there J-Curve effect in the commodity trade between Korea and rest of the world?," Economic Change and Restructuring, Springer, vol. 47(3), pages 227-250, August.
    39. Mohsen Bahmani-Oskooee & Sahar Bahmani, 2015. "Nonlinear ARDL Approach and the Demand for Money in Iran," Economics Bulletin, AccessEcon, vol. 35(1), pages 381-391.
    40. Mohsen Bahmani-Oskooee & Hanafiah Harvey, 2015. "Impact of Exchange Rate Volatility and Commodity Trade between U.S. and Singapore," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 22-40, February.
    41. Bahmani-Oskooee, Mohsen & Bolhassani, Marzieh & Hegerty, Scott W., 2011. "Industry trade between Canada and Mexico: Will a weakening peso help Mexican manufacturing in the long run?," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 89-101, August.
    42. Magazzino, Cosimo, 2010. "Wagner's law and Italian disaggregated public spending: some empirical evidences," MPRA Paper 26662, University Library of Munich, Germany.
    43. Kojo Menyah & Yemane Wolde-Rufael, 2012. "Wagner'S Law Revisited: A Note From South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 80(2), pages 200-208, June.
    44. Mohsen Bahmani-Oskooee & Jungho Baek & Scott W. Hegerty, 2016. "GARCH-based versus traditional measures of exchange-rate volatility: evidence from Korean industry trade," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 9(2), pages 103-136.
    45. Hajilee, Massomeh & Stringer, Donna Y. & Hayes, Linda A., 2021. "On the link between the shadow economy and stock market development: An asymmetry analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 303-316.
    46. Bahmani-Oskooee, Mohsen & Harvey, Hanafiah & Hegerty, Scott, 2013. "Currency depreciations and the U.S.–Italian trade balance: Industry-level estimates," Research in Economics, Elsevier, vol. 67(3), pages 215-225.
    47. Asuman Oktayer & Nagihan Oktayer, 2013. "Testing Wagner's Law for Turkey: Evidence from a Trivariate Causality Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(2), pages 284-301.
    48. Mohsen Bahmani-Oskooee & Hanafiah Harvey & Scott Hegerty, 2013. "Regime changes and the impact of currency depreciations: the case of Spanish–US industry trade," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 21-37, February.
    49. Mohsen Bahmani-Oskooee & Amr Hosny, 2014. "Price and income elasticities: evidence from commodity trade between the U.S. and Egypt," International Economics and Economic Policy, Springer, vol. 11(4), pages 561-574, December.
    50. Mohsen Bahmani-Oskooee & Marzieh Bolhasani, 2011. "How Sensitive is U.S.-Canadian Trade to the Exchange Rate: Evidence from Industry Data," Open Economies Review, Springer, vol. 22(1), pages 53-91, February.
    51. Hajilee, Massomeh & Niroomand, Farhang, 2021. "Is there an asymmetric link between the shadow economy and the financial depth of emerging market economies?," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).

  20. James Payne & Hassan Mohammadi & Murat Cak, 2008. "Turkish budget deficit sustainability and the revenue-expenditure nexus," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 823-830.

    Cited by:

    1. A. Phiri, 2019. "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, vol. 56(5), pages 1515-1547, May.
    2. Triches, Divanildo & Sleimann Bertussi, Luis Antônio, 2017. "Multicointegração e sustentabilidade da política fiscal no Brasil com regime de quebras estruturais (1997-2015)," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(3), September.
    3. HYE, Qazi Muhammad Adnan & M Anwar, Jalil, 2010. "Revenue and Expenditure Nexus: A Case Study of Romania," MPRA Paper 32132, University Library of Munich, Germany.
    4. Aviral Kumar Tiwari, 2012. "Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters," Economics Bulletin, AccessEcon, vol. 32(2), pages 1133-1141.
    5. Saunoris, James W. & Payne, James E., 2010. "Tax more or spend less? Asymmetries in the UK revenue-expenditure nexus," Journal of Policy Modeling, Elsevier, vol. 32(4), pages 478-487, July.
    6. Andrew Phiri, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers 1810, Department of Economics, Nelson Mandela University, revised Mar 2018.
    7. Athanasios Athanasenas & Constantinos Katrakilidis & Emmanouil Trachanas, 2014. "Government spending and revenues in the Greek economy: evidence from nonlinear cointegration," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 365-376, May.
    8. Vasco Gabriel & Pataaree Sangduan, 2009. "Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach," School of Economics Discussion Papers 0309, School of Economics, University of Surrey.
    9. Ata Ozkaya, 2013. "The Effects of Debt Intolerance and Public Debt Sustainability on Credit Ratings: Evidence From European Economies," Working Papers 011, Bahcesehir University, Betam.
    10. Syed Ali Raza & Syed Zaki Hassan & Arshian Sharif, 2019. "Asymmetric Relationship Between Government Revenues and Expenditures in a Developing Economy: Evidence from a Non-linear Model," Global Business Review, International Management Institute, vol. 20(5), pages 1179-1195, October.
    11. Ismet GOCER & Mehmet MERCAN, 2016. "Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(608), A), pages 205-220, Autumn.
    12. George A. Vamvoukas, 2011. "Panel Data Modeling and the Tax-Spend Controversy in the Euro Zone," Post-Print hal-00716629, HAL.
    13. Manuchehr Irandoust, 2018. "Government spending and revenues in Sweden 1722–2011: evidence from hidden cointegration," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(3), pages 543-557, August.
    14. Ata Özkaya, 2014. "Hidden Overhang of Domestic Debt and Its Role in the This-Time-Is-Different Syndrome: An Empirical Contingent Liabilities Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(4), pages 73-94.
    15. Ahmad Zubaidi Baharumshah & Aliyu Alhaji Jibrilla & Abdalla Sirag & Hamisu Sadi Ali & Ibrahim Muye Muhammad, 2016. "Public Revenue-Expenditure Nexus in South Africa: Are there Asymmetries?," South African Journal of Economics, Economic Society of South Africa, vol. 84(4), pages 520-537, December.
    16. Chen, Shyh-Wei & Wu, An-Chi, 2018. "Is there a bubble component in government debt? New international evidence," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 467-486.
    17. Emre BULUT & Dilek ÇİL, 2024. "Asymmetric Causality Relationship Between Public Expenditures and Tax Revenues: Transition Economies Case," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
    18. Chen, Shyh-Wei, 2014. "Testing for fiscal sustainability: New evidence from the G-7 and some European countries," Economic Modelling, Elsevier, vol. 37(C), pages 1-15.
    19. Aliyu Alhaji Jibrilla, 2016. "Fiscal sustainability in the presence of structural breaks: Does overconfidence on resource exports hurt government’s ability to finance debt? Evidence from Nigeria," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1170317-117, December.
    20. Akram, Vaseem & Rath, Badri Narayan, 2020. "What do we know about fiscal sustainability across Indian states?," Economic Modelling, Elsevier, vol. 87(C), pages 307-321.
    21. P. S. Renjith & K.R. Shanmugam, 2018. "Sustainable Debt Policies of Indian State Governments," Working Papers 2018-171, Madras School of Economics,Chennai,India.
    22. George A Vamvoukas, 2012. "Panel data modelling and the tax-spend controversy in the euro zone," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4073-4085, November.
    23. Omoshoro-Jones, Oyeyinka Sunday, 2020. "Investigating the Government Revenue–Expenditure Nexus: Empirical Evidence for the Free State Province in a Multivariate Model," MPRA Paper 101349, University Library of Munich, Germany.
    24. Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013. "Fiscal deficits under financial pressure and insolvency: Evidence for Italy, Greece and Spain," Journal of Policy Modeling, Elsevier, vol. 35(5), pages 730-749.
    25. Mesut Karakas & Taner Turan, 2019. "The Government Spending-Revenue Nexus in CEE Countries: Some Evidence for Asymmetric Effects," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(6), pages 633-647.

  21. Hassan Mohammadi & Murat Cak & Demet Cak, 2007. "Capital mobility and foreign debt sustainabilty: some evidence from Turkey," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2441-2449.

    Cited by:

    1. Frederick Nsambu Kijjambu & Benjamin Musiita & Asaph Kaburura Katarangi & Geoffrey Kahangane & Sheilla Akampwera, 2023. "Determinants of Uganda’s Debt Sustainability: The Public Debt Dynamics Model in Perspective," Journal of Economics and Behavioral Studies, AMH International, vol. 15(4), pages 106-124.
    2. ALEME, Timkete, 2019. "An Econometric Analysis Of Determinants Of Debt Sustainability In Ethiopia," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(1), pages 39-55, March.
    3. Benjamin Musiita & Fredrick Nsambu Kijjambu & Asaph Kabuura Katarangi & Geoffrey Kahangane & Sheilla Akampwera, 2023. "Uganda’s Debt Sustainability: Testing The Efficacy of Debt Overhang Theory," Journal of Economics and Behavioral Studies, AMH International, vol. 15(4), pages 37-54.

  22. James Payne & Hassan Mohammadi, 2006. "Capital mobility and savings-investment correlations: panel data evidence from transition economies," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 611-613.

    Cited by:

    1. Eleftherios Makedonas & Stavros Tsopoglou, 2013. "Does Accounting for Foreign Capital Flows help to solve the Feldstein and Horioka Puzzle? The Case of Norway," Economic Issues Journal Articles, Economic Issues, vol. 18(1), pages 39-56, March.
    2. João Sousa Andrade, 2007. "L’Intégration Européenne et la Soutenabilité Externe de l’Union Européenne: une application de la thèse de Feldstein-Horioka," GEMF Working Papers 2007-05, GEMF, Faculty of Economics, University of Coimbra.
    3. Masanori Ohkuma, 2010. "Between Mao and markets: new evidence on segmentation of the bank loan market in China," Applied Economics Letters, Taylor & Francis Journals, vol. 17(12), pages 1213-1218.

  23. James Payne & Hassan Mohammadi, 2006. "Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 34(1), pages 15-22, March.

    Cited by:

    1. Gordon L. Brady & Cosimo Magazzino, 2018. "Sustainability and comovement of government debt in EMU Countries: A panel data analysis," Southern Economic Journal, John Wiley & Sons, vol. 85(1), pages 189-202, July.
    2. Chen, Shyh-Wei, 2014. "Smooth transition, non-linearity and current account sustainability: Evidence from the European countries," Economic Modelling, Elsevier, vol. 38(C), pages 541-554.
    3. Magazzino, Cosimo & Brady, Gordon L. & Forte, Francesco, 2019. "A panel data analysis of the fiscal sustainability of G-7 countries," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    4. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2020. "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," Sustainability, MDPI, vol. 12(24), pages 1-20, December.
    5. Magazzino, Cosimo & Mutascu, Mihai Ioan, 2022. "The Italian fiscal sustainability in a long-run perspective," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    6. Kollias, Christos & Papadamou, Stephanos & Psarianos, Iacovos, 2014. "Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK," Research in Economics, Elsevier, vol. 68(3), pages 208-213.
    7. Chen, Shyh-Wei & Wu, An-Chi, 2018. "Is there a bubble component in government debt? New international evidence," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 467-486.
    8. Chen, Shyh-Wei, 2014. "Testing for fiscal sustainability: New evidence from the G-7 and some European countries," Economic Modelling, Elsevier, vol. 37(C), pages 1-15.
    9. Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016. "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 119-155, February.
    10. Mohammadi, Hassan, 2009. "Electricity prices and fuel costs: Long-run relations and short-run dynamics," Energy Economics, Elsevier, vol. 31(3), pages 503-509, May.
    11. Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016. "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, vol. 53(C), pages 23-36.
    12. Gabriel Temesgen Woldu, 2020. "Do fiscal regimes matter for fiscal sustainability in South Africa?: A Markov-switching approach," WIDER Working Paper Series wp-2020-163, World Institute for Development Economic Research (UNU-WIDER).
    13. Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013. "Fiscal deficits under financial pressure and insolvency: Evidence for Italy, Greece and Spain," Journal of Policy Modeling, Elsevier, vol. 35(5), pages 730-749.
    14. Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci, 2020. "Public finances in the EU-27: Are they sustainable?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 181-204, February.

  24. Hassan Mohammadi, 2004. "Budget deficits and the current account balance: New evidence from panel data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(1), pages 39-45, March.

    Cited by:

    1. International Monetary Fund, 2010. "Fiscal Policy and the Current Account," IMF Working Papers 2010/121, International Monetary Fund.
    2. Hany Eldemerdash & Hugh Metcalf & Sara Maioli, 2014. "Twin deficits: new evidence from a developing (oil vs. non-oil) countries’ perspective," Empirical Economics, Springer, vol. 47(3), pages 825-851, November.
    3. Hassan Mohammadi & Golaleh Moshrefi, 2012. "Fiscal policy and the current account new evidence from four East Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 167-173, February.
    4. Javid, Attiya Y. & Javid, Muhammad & Arif, Umaima, 2011. "Fiscal Policy and Current Account Dynamics in Case of Pakistan," MPRA Paper 34858, University Library of Munich, Germany.
    5. Olusegun Ayodele Akanbi & Rashid Sbia, 2018. "Investigating the twin-deficit phenomenon among oil-exporting countries: Does oil really matter?," Empirical Economics, Springer, vol. 55(3), pages 1045-1064, November.
    6. Meliha ENER & Feyza ARICA, 2012. "The current account-interest rate relation: A panel data study for OECD countries," E3 Journal of Business Management and Economics., E3 Journals, vol. 3(2), pages 048-054.
    7. Mark Holmes, 2006. "To what extent are public savings offset by private savings in the OECD?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(3), pages 285-296, September.
    8. Eregha, Perekunah B. & Aworinde, Olalekan B. & Vo, Xuan Vinh, 2022. "Modeling twin deficit hypothesis with oil price volatility in African oil-producing countries," Resources Policy, Elsevier, vol. 75(C).
    9. Rajmund Mirdala, 2013. "Fiscal Imbalances and Current Account Adjustments in the European Transition Economies," William Davidson Institute Working Papers Series wp1065, William Davidson Institute at the University of Michigan.
    10. S M Ali Abbas & Jacques Bouhga-Hagbe & Antonio Fatás & Paolo Mauro & Ricardo C Velloso, 2011. "Fiscal Policy and the Current Account," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(4), pages 603-629, November.
    11. Cosimo Magazzino, 2012. "Fiscal Policy, Consumption and Current Account in the European Countries," Economics Bulletin, AccessEcon, vol. 32(2), pages 1330-1344.
    12. Francesco Forte & Cosimo Magazzino, 2015. "Ricardian equivalence and twin deficits hypotheses in the euro area," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 17(2), pages 148-166, October.
    13. Chen, David Y., 2007. "Effects of monetary policy on the twin deficits," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(2), pages 279-292, May.
    14. Olusegun Akanbi, 2015. "Fiscal policy and current account in an oil-rich economy: the case of Nigeria," Empirical Economics, Springer, vol. 48(4), pages 1563-1585, June.
    15. El-Baz, Osama, 2014. "Empirical Investigation of the Twin Deficits Hypothesis: The Egyptian Case (1990-2012)," MPRA Paper 53428, University Library of Munich, Germany.
    16. Francesco Forte & Cosimo Magazzino, 2013. "Twin Deficits in the European Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(3), pages 289-310, August.
    17. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2014. "Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15 [More confidence in market processes. Annual Report 2014/15]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201415.
    18. Mr. Yehenew Endegnanew & Ms. Therese Turner-Jones & Charles Amo Yartey, 2012. "Fiscal Policy and the Current Account: Are Microstates Different?," IMF Working Papers 2012/051, International Monetary Fund.
    19. Ahmad Zubaidi Baharumshah & Evan Lau, 2009. "Structural breaks and the twin deficits hypothesis: Evidence from East Asian countries," Economics Bulletin, AccessEcon, vol. 29(4), pages 2517-2524.
    20. Helena Glebocki Keefe & Ralf Hepp, 2024. "The effects of European fiscal discipline measures on current account balances," International Economics and Economic Policy, Springer, vol. 21(1), pages 251-283, February.
    21. António Afonso & Philemon Kwame Opoku, 2018. "The Relationship between Fiscal and Current Account Imbalances in OECD Economies," Working Papers REM 2018/61, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.

  25. Andreea Andronescu & Hassan Mohammadi & James Payne, 2004. "Long-run estimates of money demand in Romania," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 861-864.

    Cited by:

    1. Mauricio A. Hernández & Munir Jalil Barney & Carlos Esteban Posada, 2006. "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y evidencia internacional (1975-2002)§," Borradores de Economia 402, Banco de la Republica de Colombia.
    2. Melina Dritsaki & Chaido Dritsaki, 2012. "A panel data approach to the demand for money in Bulgaria and Romania," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 705-710, May.
    3. Hernández Monsalve, Mauricio A. & Posada Posada, Carlos Esteban, 2006. "La demanda por dinero en Colombia: un poco más de evidencia en el período reciente," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, July.
    4. Boriss Siliverstovs, 2007. "Dynamic Modelling of the Demand for Money in Latvia," Discussion Papers of DIW Berlin 703, DIW Berlin, German Institute for Economic Research.
    5. Claudiu Albulescu & Dominique P'epin, 2016. "The loss of interest for the euro in Romania," Papers 1609.01900, arXiv.org.
    6. Boriss Siliverstovs, 2006. "Modelling Demand for Money in Latvia (in Russian)," Quantile, Quantile, issue 1, pages 67-79, September.
    7. Ruxanda, Gheorghe & Botezatu, Andreea, 2008. "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 51-62, September.
    8. Claudiu Tiberiu Albulescu & Dominique Pépin, 2019. "The money demand and the loss of interest for the euro in Romania," Post-Print hal-01361214, HAL.
    9. Boriss Siliverstovs, 2007. "Money Demand in Estonia," Discussion Papers of DIW Berlin 675, DIW Berlin, German Institute for Economic Research.

  26. Bolhassani, Marzieh & Mohammadi , Hassan & Payne, James E., 2003. "Demand and Currency Substitution: New Evidence from the Iranian Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(4), pages 423-433.

    Cited by:

    1. Andreea Andronescu & Hassan Mohammadi & James Payne, 2004. "Long-run estimates of money demand in Romania," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 861-864.

  27. Mohammadi , Hassan, 2000. "Budget Deficits and the Foreign Trade Balance: A Cross-Country Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(1), pages 85-95.

    Cited by:

    1. Francesco Forte & Cosimo Magazzino, 2015. "Ricardian equivalence and twin deficits hypotheses in the euro area," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 17(2), pages 148-166, October.
    2. Francesco Forte & Cosimo Magazzino, 2013. "Twin Deficits in the European Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(3), pages 289-310, August.

  28. Mohammadi, Hassan & Ram, Rati, 1990. "Manufacturing output and labor productivity : Further evidence for the United States," Economics Letters, Elsevier, vol. 32(3), pages 221-224, March.

    Cited by:

    1. Concetta Castiglione, 2011. "Verdoorn-Kaldor’s Law: an empirical analysis with time series data in the United States," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 1(3), pages 1-8.

Chapters

  1. James E. Payne & Bradley T. Ewing & Hassan Mohammadi, 2006. "Wagner’s Hypothesis: New Evidence from the US Using the Bounds Testing Approach," Chapters, in: Attiat F. Ott & Richard J. Cebula (ed.), The Elgar Companion to Public Economics, chapter 4, Edward Elgar Publishing.

    Cited by:

    1. Matei, Ani & Savulescu, Carmen, 2009. "The Impact of Reducing the Administrative Costs on the Efficiency in the Public Sector," MPRA Paper 19018, University Library of Munich, Germany, revised 15 Nov 2009.
    2. Matei, Ani & Savulescu, Carmen, 2009. "Enhancing the efficiency of local government in the context of reducing the administrative expenditures," MPRA Paper 17640, University Library of Munich, Germany.

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