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Comovements among U.S. state housing prices : evidence from fractional cointegration

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942

Persistent link: https://www.econbiz.de/10009545491

The paper-bill spread and real output : what matters more, a change in the paper rate or a change in the bill rate?

Ewing, Bradley T.; Lynch, Gerald J.; Payne, James E. - In: Review of financial economics : RFE 12 (2003) 3, pp. 233-246

Persistent link: https://www.econbiz.de/10001780006

Resurrecting the size effect : evidence from a panel nonlinear cointegration model for the G7 stock markets

Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 23 (2014) 1, pp. 46-53

Persistent link: https://www.econbiz.de/10010442637

Convergence in OPEC carbon dioxide emissions : evidence from new panel stationarity tests with factors and breaks

Nazlıoğlu, Şaban; Payne, James E.; Lee, Junsoo; … - In: Economic modelling 100 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012795916

Spillovers from the beer market to U.S. cigarette demand

Goel, Rajeev K.; Payne, James E.; Saunoris, James W. - In: Economic modelling 55 (2016), pp. 292-297

Persistent link: https://www.econbiz.de/10011642523

Monetary policy rules and the equity risk premium : evidence from the US experience

Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 36 (2018) 4, pp. 287-299

Persistent link: https://www.econbiz.de/10011948609

Day-Ahead Premiums on the Midwest ISO

Bowden, Nicholas; Hu, Su; Payne, James - In: The Electricity Journal 22 (2009) 2, pp. 64-73

An examination of day-ahead premiums for the Midwest ISO from September 2005 to December 2007 reveals that premiums are positive and statistically significant across all five hubs, indicating inefficiency in the Midwest wholesale electricity market. Further, day-ahead premiums exhibit monthly...

Persistent link: https://www.econbiz.de/10005313404

An Assessment of the Economic Impact of the Wind Turbine Supply Chain in Illinois

Carlson, J. Lon; Loomis, David G.; Payne, James - In: The Electricity Journal 23, 7, pp. 75-93

The enormous growth of wind energy in Illinois and around the country has led to a shortage of wind turbines. Turbine manufacturers have sold out their capacity into 2010. To the extent that Illinois manufacturing can integrate itself into the wind turbine supply chain, Illinois can enjoy the...

Persistent link: https://www.econbiz.de/10008864942