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Volatility in oil prices and manufacturing activity : an investigation of real options
Elder, John; Serletis, Apostolos - In: Macroeconomic dynamics 15 (2011), pp. 379-395
Persistent link: https://www.econbiz.de/10009505827
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Oil price uncertainty
Elder, John; Serletis, Apostolos - In: Journal of money, credit and banking : JMCB 42 (2010) 6, pp. 1137-1159
Persistent link: https://www.econbiz.de/10008821688
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Long memory in energy futures prices
Elder, John; Serletis, Apostolos - In: Review of financial economics : RFE 17 (2008) 2, pp. 146-155
Persistent link: https://www.econbiz.de/10003698646
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Can the volatility of the federal funds rate explain the time-varying risk premium in Treasury bill returns?
Elder, John - In: Journal of macroeconomics 23 (2001) 1, pp. 73-97
Persistent link: https://www.econbiz.de/10001553555
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Another perspective on the effects of inflation uncertainty
Elder, John - In: Journal of money, credit and banking : JMCB 36 (2004) 5, pp. 911-928
Persistent link: https://www.econbiz.de/10002436656
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The reaction of security prices to tracking stock announcements
Elder, John; Westra, Peter - In: Journal of economics and finance 24 (2000) 1, pp. 36-55
Persistent link: https://www.econbiz.de/10001507202
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Some empirical evidence on the real effects of nominal volatility
Elder, John - In: Journal of economics and finance 28 (2004) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10002095947
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Fractional integration in commodity futures returns
Elder, John; Jin, Hyun Joung - In: The financial review : the official publication of the … 44 (2009) 4, pp. 583-602
Persistent link: https://www.econbiz.de/10003899953
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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US oil price exposure : the industry effects
Bredin, Donal; Elder, John - 2011
This paper investigates the exposure of industry level portfolios to oil price shocks. Our paper utilizes the Campbell (1991) decomposition of stock returns based on a log-linear approximation to the discounted present value relation while allowing for time varying expected returns. The results...
Persistent link: https://www.econbiz.de/10008908877