Neil A. Wilmot
Personal Details
First Name: | Neil |
Middle Name: | A. |
Last Name: | Wilmot |
Suffix: | |
RePEc Short-ID: | pwi337 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/d.umn.edu/nawilmot/home | |
Affiliation
Labovitz School of Business and Economics
University of Minnesota-Duluth
Duluth, Minnesota (United States)http://www.d.umn.edu/lsbe/
RePEc:edi:sbmndus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Charles F. Mason & Neil Wilmot, 2015. "Modeling Damages in Climate Policy Models: Temperature-Based or Carbon-Based?," CESifo Working Paper Series 5287, CESifo.
- Charles F. Mason & Neil Wilmot, 2014.
"Jump Processes in Natural Gas Markets,"
CESifo Working Paper Series
4604, CESifo.
- Mason, Charles F. & A. Wilmot, Neil, 2014. "Jump processes in natural gas markets," Energy Economics, Elsevier, vol. 46(S1), pages 69-79.
Articles
- Christopher R. McIntosh & Neil A. Wilmot & Adrienne Dinneen & Jason F. Shogren, 2022. "Minnesota—too late for a Sovereign Wealth Fund?," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 35(1), pages 67-85, March.
- Neil A. Wilmot & Ariuna Taivan, 2021. "Examining the Impact of Financial Development on Energy Production in Emerging Economies," JRFM, MDPI, vol. 14(2), pages 1-17, February.
- Mason, Charles F. & Wilmot, Neil A., 2020. "Jumps in the convenience yield of crude oil," Resource and Energy Economics, Elsevier, vol. 60(C).
- Neil A. Wilmot, 2019. "Heavy Metals: Might as Well Jump," IJFS, MDPI, vol. 7(2), pages 1-14, June.
- Neil A. Wilmot & Kim Nichols Dauner, 2019. "A longitudinal examination of social capital as a predictor of depression," Applied Economics Letters, Taylor & Francis Journals, vol. 26(5), pages 424-428, March.
- Neil A. Wilmot & Ariuna Taivan, 2017. "The causal relationship in North American energy production," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 41(3), pages 239-258, September.
- Mason, Charles F. & Wilmot, Neil A., 2016. "Price discontinuities in the market for RINs," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 79-97.
- Luiggi Donayre & Neil A. Wilmot, 2016. "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 167-182.
- Neil A Wilmot, 2016. "Discontinuities in the coal market," Applied Economics Letters, Taylor & Francis Journals, vol. 23(11), pages 790-794, July.
- McIntosh, C.R. & Wilmot, N.A. & Skalberg, R.K., 2015. "Paying for harbor maintenance in the US: Options for moving past the Harbor Maintenance Tax," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 210-221.
- Mason, Charles F. & A. Wilmot, Neil, 2014.
"Jump processes in natural gas markets,"
Energy Economics, Elsevier, vol. 46(S1), pages 69-79.
- Charles F. Mason & Neil Wilmot, 2014. "Jump Processes in Natural Gas Markets," CESifo Working Paper Series 4604, CESifo.
- Neil A. Wilmot and Charles F. Mason, 2013.
"Jump Processes in the Market for Crude Oil,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Neil A. Wilmot & Charles F. Mason, 2013. "Jump Processes in the Market for Crude Oil," The Energy Journal, , vol. 34(1), pages 33-48, January.
- Neil A. Wilmot, 2013. "Cointegration in the Oil Market among Regional Blends," International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 424-433.
- Christopher R. McIntosh & Neil Wilmot, 2011. "An Empirical Study of the Influences of Recreational Park Visitation: The Case of US National Park Service Sites," Tourism Economics, , vol. 17(2), pages 425-435, April.
Chapters
- Neil A. Wilmot & Charles F. Mason, 2020. "Jumps in Energy Commodity Markets," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 9, pages 215-229, World Scientific Publishing Co. Pte. Ltd..
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
- Charles F. Mason & Neil Wilmot, 2015.
"Modeling Damages in Climate Policy Models: Temperature-Based or Carbon-Based?,"
CESifo Working Paper Series
5287, CESifo.
Cited by:
- Jean-Pierre Amigues & Michel Moreaux, 2018.
"Converting primary resources into useful energy: The pollution ceiling efficiency paradox,"
Post-Print
hal-04723714, HAL.
- Amigues, Jean-Pierre & Moreaux, Michel, 2016. "Converting Primary Resources Into Useful Energy: The Pollution Ceiling Efficiency Paradox," TSE Working Papers 16-624, Toulouse School of Economics (TSE), revised Dec 2018.
- Jean-Pierre Amigues & Michel Moreaux, 2018. "Converting Primary Resources into Useful Energy: The Pollution Ceiling Efficiency Paradox," Annals of Economics and Statistics, GENES, issue 132, pages 5-32.
- Amigues, Jean-Pierre & Moreaux, Michel, 2019.
"Energy Conversion Rate Improvements, Pollution Abatement Efforts and Energy Mix: The Transition toward the Green Economy under a Pollution Stock Constraint,"
TSE Working Papers
19-994, Toulouse School of Economics (TSE).
- Jean-Pierre Amigues & Michel Moreaux, 2019. "Energy Conversion Rate Improvements, Pollution Abatement Efforts and Energy Mix: The Transition toward the Green Economy under a Pollution Stock constraint," Working Papers 2019.14, FAERE - French Association of Environmental and Resource Economists.
- Moreaux, Michel & Amigues, Jean-Pierre, 2020. "Energy Conversion Rate Improvements, Pollution Abatement Efforts and Energy Mix: The Transition toward the Green Economy under a Pollution Stock Constraint," TSE Working Papers 1157, Toulouse School of Economics (TSE).
- Jean-Pierre Amigues & Michel Moreaux, 2016. "From Primary Resources to Useful Energy: The Pollution Ceiling Efficiency Paradox," Working Papers 2016.10, FAERE - French Association of Environmental and Resource Economists.
- Amigues, Jean-Pierre & Moreaux, Michel, 2016. "Pollution Abatement v.s. Energy Efficiency Improvements," TSE Working Papers 16-626, Toulouse School of Economics (TSE).
- Jean-Pierre Amigues & Michel Moreaux, 2018.
"Converting primary resources into useful energy: The pollution ceiling efficiency paradox,"
Post-Print
hal-04723714, HAL.
- Charles F. Mason & Neil Wilmot, 2014.
"Jump Processes in Natural Gas Markets,"
CESifo Working Paper Series
4604, CESifo.
- Mason, Charles F. & A. Wilmot, Neil, 2014. "Jump processes in natural gas markets," Energy Economics, Elsevier, vol. 46(S1), pages 69-79.
Cited by:
- Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018. "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, vol. 72(C), pages 560-582.
- Zouhaier Dhifaoui, 2022. "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , vol. 11(1), pages 69-94, June.
- Jo-Hui & Chen & Sabbor Hussain, 2022. "Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(6), pages 1-7.
- Pastory Dickson & Emmanuel Munishi, 2022. "Volatility shocks in energy commodities: The influence of COVID-19," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(2), pages 214-227, March.
- Davis, Rebecca J. & Sims, Charles, 2016. "To Frack or Not to Frack: Option Value Analysis on the U.S. Natural Gas Market," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235642, Agricultural and Applied Economics Association.
- Li, Bingxin, 2019. "Pricing dynamics of natural gas futures," Energy Economics, Elsevier, vol. 78(C), pages 91-108.
- 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.
- Mason, Charles F. & Wilmot, Neil A., 2024.
"On climate fat tails and politics,"
Resources Policy, Elsevier, vol. 92(C).
- Charles F. Mason & Neil A. Wilmot, 2023. "On Climate Fat Tails and Politics," CESifo Working Paper Series 10815, CESifo.
- Chang, Kuang-Liang & Lee, Chingnun, 2020. "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 374-388.
- Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan, 2021.
"Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data,"
Energy Economics, Elsevier, vol. 93(C).
- Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018. "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics 952, Boston College Department of Economics, revised 29 May 2019.
- Joshua C.C. Chan & Angelia L. Grant, 2015.
"Modeling energy price dynamics: GARCH versus stochastic volatility,"
CAMA Working Papers
2015-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chan, Joshua C.C. & Grant, Angelia L., 2016. "Modeling energy price dynamics: GARCH versus stochastic volatility," Energy Economics, Elsevier, vol. 54(C), pages 182-189.
- Mason, Charles F. & Wilmot, Neil A., 2020. "Jumps in the convenience yield of crude oil," Resource and Energy Economics, Elsevier, vol. 60(C).
- Svetlana Borovkova & Diego Mahakena, 2015. "News, volatility and jumps: the case of natural gas futures," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1217-1242, July.
- Oleksandr Castello & Marina Resta, 2023. "A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling," Energies, MDPI, vol. 16(12), pages 1-22, June.
- Fernandes, Mário Correia & Dias, José Carlos & Nunes, João Pedro Vidal, 2021. "Modeling energy prices under energy transition: A novel stochastic-copula approach," Economic Modelling, Elsevier, vol. 105(C).
- Janda, Karel & Kourilek, Jakub, 2020. "Residual shape risk on natural gas market with mixed jump diffusion price dynamics," Energy Economics, Elsevier, vol. 85(C).
- Martina Assereto & Julie Byrne, 2020. "The Implications of Policy Uncertainty on Solar Photovoltaic Investment," Energies, MDPI, vol. 13(23), pages 1-20, November.
Articles
- Mason, Charles F. & Wilmot, Neil A., 2020.
"Jumps in the convenience yield of crude oil,"
Resource and Energy Economics, Elsevier, vol. 60(C).
Cited by:
- Babacar Seck & Robert J. Elliott, 2021. "Regime Switching Entropic Risk Measures on Crude Oil Pricing," Papers 2112.13041, arXiv.org.
- Mason, Charles F. & Wilmot, Neil A., 2016.
"Price discontinuities in the market for RINs,"
Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 79-97.
Cited by:
- Hu, Kejia & Chen, Yuche, 2019. "Equilibrium fuel supply and carbon credit pricing under market competition and environmental regulations: A California case study," Applied Energy, Elsevier, vol. 236(C), pages 815-824.
- Neil A. Wilmot, 2019. "Heavy Metals: Might as Well Jump," IJFS, MDPI, vol. 7(2), pages 1-14, June.
- Luiggi Donayre & Neil A. Wilmot, 2016.
"The Asymmetric Effects of Oil Price Shocks on the Canadian Economy,"
International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 167-182.
Cited by:
- Wang, Kai-Hua & Liu, Lu & Li, Xin & Oana-Ramona, Lobonţ, 2022. "Do oil price shocks drive unemployment? Evidence from Russia and Canada," Energy, Elsevier, vol. 253(C).
- Siok Kun Sek, 2023. "A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia," Energy & Environment, , vol. 34(5), pages 1524-1547, August.
- Camilo Alberto Cárdenas-Hurtado & Aaron Levi Garavito-Acosta & Jorge Hernán Toro-Córdoba, 2018. "Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case," Borradores de Economia 1043, Banco de la Republica de Colombia.
- Antonio J., Garzón & Luis A., Hierro, 2022. "Inflation, oil prices and exchange rates. The Euro’s dampening effect," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 130-146.
- Ligia Topan & Miguel Jerez & Sonia Sotoca, 2020.
"The impact of oil prices on products groups inflation: is the effect asymmetric?,"
Documentos de Trabajo del ICAE
2020-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Ligia Topan & Miguel Jerez & Sonia Sotoca, 2020. "The impact of oil prices on products groups inflation: is the effect asymmetric?," Documentos de Trabajo del ICAE 2020-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Ganepola, Chanaka N. & Shubita, Moade & Lee, Lillian, 2023. "The electric shock: Causes and consequences of electricity prices in the United Kingdom," Energy Economics, Elsevier, vol. 126(C).
- Sek, Siok Kun, 2019. "Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach," Energy, Elsevier, vol. 176(C), pages 272-280.
- Evgenidis, Anastasios, 2016.
"Do all oil price shocks have the same impact? Evidence from the Euro Area,"
Economic Letters
07/EL/16, Central Bank of Ireland.
- Evgenidis, Anastasios, 2018. "Do all oil price shocks have the same impact? Evidence from the euro area," Finance Research Letters, Elsevier, vol. 26(C), pages 150-155.
- Andre Harrison & Annika Segelhorst, 2024. "Do consumer price indices in oil-producing economies respond differently to oil market shocks? Evidence from Canada," Empirical Economics, Springer, vol. 67(5), pages 2039-2076, November.
- Knotek, Edward S. & Zaman, Saeed, 2021.
"Asymmetric responses of consumer spending to energy prices: A threshold VAR approach,"
Energy Economics, Elsevier, vol. 95(C).
- Edward S. Knotek & Saeed Zaman, 2020. "Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach," Working Papers 20-17, Federal Reserve Bank of Cleveland.
- Garzon, Antonio J. & Hierro, Luis A., 2021. "Asymmetries in the transmission of oil price shocks to inflation in the eurozone," Economic Modelling, Elsevier, vol. 105(C).
- Rasheed O. Alao & Abdulkareem Alhassan & Saheed Alao & Ifedolapo O. Olanipekun & Godwin O. Olasehinde-Williams & Ojonugwa Usman, 2023. "Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-14, December.
- OSMANI, Md Ataul Gani & PANAIT, Mirela & APOSTU, Simona Andreea & JANJUA, Laeeq Razzak, 2022. "Are There Any Asymmetric Responses Of Oil Price Shocks To Gdp Growth? A Review Of Literature," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 10(1), pages 276-283, October.
- Haider Mahmood & Ahmad M.A. Zamil, 2019. "Oil Price and Slumps Effects on Personal Consumption in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 12-15.
- Ahmadi, Maryam & Manera, Matteo, 2021.
"Oil Price Shocks and Economic Growth in Oil-Exporting Countries,"
FEEM Working Papers
311052, Fondazione Eni Enrico Mattei (FEEM).
- Maryam Ahmadi & Matteo Manera, 2021. "Oil Price Shocks and Economic Growth in Oil-Exporting Countries," Working Papers 2021.13, Fondazione Eni Enrico Mattei.
- Manuel Cantavella, 2020. "Fluctuations of Oil Prices and Gross Domestic Product in Spain," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 57-63.
- Karunanithi Kriskkumar & Niaz Ahmad Mohd Naseem & Wan Ngah Wan Azman-Saini, 2022. "Investigating the Asymmetric Effect of Oil Price on the Economic Growth in Malaysia: Applying Augmented ARDL and Nonlinear ARDL Techniques," SAGE Open, , vol. 12(1), pages 21582440221, March.
- Bigerna, Simona, 2023. "Energy price shocks, exchange rates and inflation nexus," Energy Economics, Elsevier, vol. 128(C).
- Karunanithi Kriskkumar & Niaz Ahmad Mohd Naseem, 2019. "Analysis of Oil Price Effect on Economic Growth of ASEAN Net Oil Exporters," Energies, MDPI, vol. 12(17), pages 1-19, August.
- Zulfigarov, Farid & Neuenkirch, Matthias, 2020. "The impact of oil price changes on selected macroeconomic indicators in Azerbaijan," Economic Systems, Elsevier, vol. 44(4).
- Neil A Wilmot, 2016.
"Discontinuities in the coal market,"
Applied Economics Letters, Taylor & Francis Journals, vol. 23(11), pages 790-794, July.
Cited by:
- Mason, Charles F. & Wilmot, Neil A., 2024.
"On climate fat tails and politics,"
Resources Policy, Elsevier, vol. 92(C).
- Charles F. Mason & Neil A. Wilmot, 2023. "On Climate Fat Tails and Politics," CESifo Working Paper Series 10815, CESifo.
- Mason, Charles F. & Wilmot, Neil A., 2024.
"On climate fat tails and politics,"
Resources Policy, Elsevier, vol. 92(C).
- McIntosh, C.R. & Wilmot, N.A. & Skalberg, R.K., 2015.
"Paying for harbor maintenance in the US: Options for moving past the Harbor Maintenance Tax,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 210-221.
Cited by:
- Mateo Cordier & T. Poitelon & W. Hecq, 2018.
"The shared environmental responsibility principle: new developments applied to the case of marine ecosystems,"
Post-Print
hal-01880305, HAL.
- M. Cordier & T. Poitelon & W. Hecq, 2019. "The shared environmental responsibility principle: new developments applied to the case of marine ecosystems," Economic Systems Research, Taylor & Francis Journals, vol. 31(2), pages 228-247, April.
- Merkel, Axel & Lindgren, Samuel, 2022. "Effects of fairway dues on the deployment and utilization of vessels: Lessons from a regression discontinuity design," Working Papers 2022:3, Swedish National Road & Transport Research Institute (VTI).
- Jiang, Yonglei & Lu, Jing & Li, Jing & Wang, Lu, 2017. "Dynamic impacts of Harbor Tolls Policy on China's port economy – The case of Zhanjiang Port," Research in Transportation Economics, Elsevier, vol. 61(C), pages 37-43.
- Merkel, Axel & Lindgren, Samuel, 2022. "Effects of fairway dues on the deployment and utilization of vessels: Lessons from a regression discontinuity design," Transport Policy, Elsevier, vol. 126(C), pages 204-214.
- Mateo Cordier & T. Poitelon & W. Hecq, 2018.
"The shared environmental responsibility principle: new developments applied to the case of marine ecosystems,"
Post-Print
hal-01880305, HAL.
- Mason, Charles F. & A. Wilmot, Neil, 2014.
"Jump processes in natural gas markets,"
Energy Economics, Elsevier, vol. 46(S1), pages 69-79.
See citations under working paper version above.
- Charles F. Mason & Neil Wilmot, 2014. "Jump Processes in Natural Gas Markets," CESifo Working Paper Series 4604, CESifo.
- Neil A. Wilmot and Charles F. Mason, 2013.
"Jump Processes in the Market for Crude Oil,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Neil A. Wilmot & Charles F. Mason, 2013. "Jump Processes in the Market for Crude Oil," The Energy Journal, , vol. 34(1), pages 33-48, January.
Cited by:
- Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei, 2016. "How is China's coke price related with the world oil price? The role of extreme movements," Economic Modelling, Elsevier, vol. 58(C), pages 22-33.
- Chanelle Duley & Prasanna Gai, 2020. "When the penny doesn't drop - Macroeconomic tail risk and currency crises," National Institute of Economic and Social Research (NIESR) Discussion Papers 520, National Institute of Economic and Social Research.
- Silveira, Douglas & Vasconcelos, Silvinha & Resende, Marcelo & Cajueiro, Daniel O., 2022.
"Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels,"
Energy Economics, Elsevier, vol. 105(C).
- Douglas Silveira & Silvinha Vasconcelos & Marcelo Resende & Daniel O. Cajueiro, 2021. "Won't Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels," CESifo Working Paper Series 8835, CESifo.
- Maslyuk-Escobedo, Svetlana & Rotaru, Kristian & Dokumentov, Alexander, 2017. "News sentiment and jumps in energy spot and futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 186-210.
- Mason, Charles F. & A. Wilmot, Neil, 2014.
"Jump processes in natural gas markets,"
Energy Economics, Elsevier, vol. 46(S1), pages 69-79.
- Charles F. Mason & Neil Wilmot, 2014. "Jump Processes in Natural Gas Markets," CESifo Working Paper Series 4604, CESifo.
- Jozef Baruník, Evzen Kocenda and Lukáa Vácha, 2015.
"Volatility Spillovers Across Petroleum Markets,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Jozef Baruni & Evzen Kocenda & Lukas Vacha, 2015. "Volatility spillovers across petroleum markets," William Davidson Institute Working Papers Series wp1093, William Davidson Institute at the University of Michigan.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2014. "How does bad and good volatility spill over across petroleum markets?," Papers 1405.2445, arXiv.org.
- Jozef BarunÃk & Evžen KoÄ enda b,a & Lukáš Vácha, 2016. "Volatility Spillovers Across Petroleum Markets," The Energy Journal, , vol. 37(1), pages 136-158, January.
- Rousse, O. & Sévi, B., 2016.
"Informed trading in oil-futures market,"
Working Papers
2016-07, Grenoble Applied Economics Laboratory (GAEL).
- Olivier Rousse & Benoît Sévi, 2016. "Informed Trading in Oil-Futures Market," Working Papers hal-01410093, HAL.
- Olivier Rousse & Benoît Sévi, 2016. "Informed Trading in Oil-Futures Market," Working Papers 2016.70, Fondazione Eni Enrico Mattei.
- Rousse, Olivier & Sévi, Benoît, 2016. "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy 249788, Fondazione Eni Enrico Mattei (FEEM).
- Olivier Rousse & Benoît Sévi, 2017. "Informed trading in oil futures markets," Post-Print hal-02089758, HAL.
- Olivier Rousse & Benoît Sévi, 2017. "Informed trading in oil futures markets," Post-Print hal-02089772, HAL.
- Raouf Boucekkine & Fabien Prieur & Chrysovalantis Vasilakis & Benteng Zou, 2021.
"Stochastic petropolitics: The dynamics of institutions in resource-dependent economies,"
Post-Print
hal-03040157, HAL.
- Raouf Boucekine & Fabien Prieur & Chrysovalantis Vasilakis & Benteng Zou, 2018. "Stochastic petropolitics: The dynamics of institutions in resource-dependent economies," DEM Discussion Paper Series 18-11, Department of Economics at the University of Luxembourg.
- Boucekkine, Raouf & Prieur, Fabien & Vasilakis, Chrysovalantis & Zou, Benteng, 2021. "Stochastic petropolitics: The dynamics of institutions in resource-dependent economies," European Economic Review, Elsevier, vol. 131(C).
- Raouf Boucekkine & Fabien Prieur & Chrysovalantis Vasilakis & Benteng Zou, 2018. "Stochastic Petropolitics: The Dynamics of Institutions in Resource-Dependent Economies," AMSE Working Papers 1810, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Fabien Prieur & Chrysovalantis Vasilakis & Benteng Zou, 2018. "Stochastic Petropolitics: The Dynamics of Institutions in Resource-Dependent Economies," Working Papers halshs-01758376, HAL.
- Raouf Boucekkine & Fabien Prieur & Chrysovalantis Vasilakis & Benteng Zou, 2020. "Stochastic petropolitics: The dynamics of institutions in resource-dependent economies," Post-Print hal-03056026, HAL.
- Arturo Lorenzo-Valdés, 2021. "Conditional Probability of Jumps in Oil Prices," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(4), pages 1-14, Octubre -.
- Kearney, Fearghal & Murphy, Finbarr & Cummins, Mark, 2015. "An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 199-216.
- Mason, Charles F. & Wilmot, Neil A., 2024.
"On climate fat tails and politics,"
Resources Policy, Elsevier, vol. 92(C).
- Charles F. Mason & Neil A. Wilmot, 2023. "On Climate Fat Tails and Politics," CESifo Working Paper Series 10815, CESifo.
- Kang, Sang Hoon & Islam, Faridul & Kumar Tiwari, Aviral, 2019. "The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 90-101.
- Yaojie Zhang & Yudong Wang & Feng Ma & Yu Wei, 2022. "To jump or not to jump: momentum of jumps in crude oil price volatility prediction," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-31, December.
- Neil A. Wilmot, 2019. "Heavy Metals: Might as Well Jump," IJFS, MDPI, vol. 7(2), pages 1-14, June.
- Neil A. Wilmot, 2013. "Cointegration in the Oil Market among Regional Blends," International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 424-433.
- Mason, Charles F. & Wilmot, Neil A., 2020. "Jumps in the convenience yield of crude oil," Resource and Energy Economics, Elsevier, vol. 60(C).
- Chen, Yu-Fu & Mu, Xiaoyi, 2021. "Asymmetric volatility in commodity markets," Journal of Commodity Markets, Elsevier, vol. 22(C).
- Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017. "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(3), pages 819-848, April.
- Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024. "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, vol. 133(C).
- Jozef Barunk & Evzen KoÄ enda & Lukáš Váchaa, 2015. "Volatility Spillovers Across Petroleum Markets," The Energy Journal, , vol. 36(3), pages 309-330, July.
- Elie Bouri, 2019. "The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters," Risks, MDPI, vol. 7(4), pages 1-15, December.
- Wang, Xiao & Zhang, Chuanguo, 2014. "The impacts of global oil price shocks on China׳s fundamental industries," Energy Policy, Elsevier, vol. 68(C), pages 394-402.
- Neil A. Wilmot, 2013.
"Cointegration in the Oil Market among Regional Blends,"
International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 424-433.
Cited by:
- Galay, Gregory, 2018. "The impact of spatial price differences on oil sands investments," Energy Economics, Elsevier, vol. 69(C), pages 170-184.
- Niyati Bhanja & Samia Nasreen & Arif Billah Dar & Aviral Kumar Tiwari, 2022. "Connectedness in International Crude Oil Markets," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 227-262, January.
- Gorlin, Yury Mikhailovich (Горлин, Юрий Михайлович) & Fedorov, Vitaly (Федоров, Виталий), 2016. "On the Economic Incentives for the Delayed Retirement [Об Экономических Стимулах Более Позднего Выхода На Пенсию]," Working Papers 2833, Russian Presidential Academy of National Economy and Public Administration.
- Kentaka Aruga, 2015. "Testing the International Crude Oil Market Integration with Structural Breaks," Economics Bulletin, AccessEcon, vol. 35(1), pages 641-649.
- Kornienko, Natalia (Корниенко, Наталья) & Velikova, Elena (Великова, Елена) & Gulyaeva, Svetlana (Гуляева, Светлана) & Korolev, Georgiy (Королев, Георгий) & Pushkareva, Nataliya (Пушкарева, Наталья) &, 2017. "Prospects for Improving the Taxation of E-Business in the Russian Federation [Перспективы Совершенствования Налогообложения Электронного Бизнеса В Российской Федерации]," Working Papers 021717, Russian Presidential Academy of National Economy and Public Administration.
- Caporin, Massimiliano & Fontini, Fulvio & Talebbeydokhti, Elham, 2019. "Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock," Energy Economics, Elsevier, vol. 79(C), pages 21-31.
- Kuck, Konstantin & Schweikert, Karsten, 2017. "A Markov regime-switching model of crude oil market integration," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 16-31.
- Yuksel Haliloglu, Ebru & Sahin, Serkan & Berument, M. Hakan, 2021. "Brent–Dubai oil spread: Basic drivers," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 492-505.
- Galay, Gregory, 2019. "Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices," Journal of Commodity Markets, Elsevier, vol. 16(C).
- Christopher R. McIntosh & Neil Wilmot, 2011.
"An Empirical Study of the Influences of Recreational Park Visitation: The Case of US National Park Service Sites,"
Tourism Economics, , vol. 17(2), pages 425-435, April.
Cited by:
- Rice, William L. & Park, So Young & Pan, Bing & Newman, Peter, 2019. "Forecasting campground demand in US national parks," Annals of Tourism Research, Elsevier, vol. 75(C), pages 424-438.
- Erda Wang & Jianhua Wei & Jiawei Zhu, 2017. "The effects of improving coastal park attributes on the recreation demand—A case study in Dalian China," Tourism Economics, , vol. 23(1), pages 133-149, February.
- Renato Perez Loyola & Erda Wang & Nannan Kang, 2021. "Economic valuation of recreational attributes using a choice experiment approach: An application to the Galapagos Islands," Tourism Economics, , vol. 27(1), pages 86-104, February.
- Neelam C. Poudyal & Bamadev Paudel & Gary T. Green, 2013. "Estimating the Impact of Impaired Visibility on the Demand for Visits to National Parks," Tourism Economics, , vol. 19(2), pages 433-452, April.
- Leask, Anna, 2016. "Visitor attraction management: A critical review of research 2009–2014," Tourism Management, Elsevier, vol. 57(C), pages 334-361.
- Poudyal, Neelam C. & Paudel, Bamadev & Tarrant, Michael A., 2013. "A time series analysis of the impact of recession on national park visitation in the United States," Tourism Management, Elsevier, vol. 35(C), pages 181-189.
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