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A hidden Markov regime-switching smooth transition model

Elliott, Robert J.; Siu, Tak Kuen; Lau, John W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10011965140

The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights

Siu, Tak Kuen - In: Applied economics 53 (2021) 17, pp. 1991-2014

Persistent link: https://www.econbiz.de/10012500918

Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper

Khalifa, Ahmed A. A.; Miao, Hong; Ramchander, Sanjay - In: The journal of futures markets 31 (2011) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10008908411

Price discovery in crude oil futures

Elder, John; Miao, Hong; Ramchander, Sanjay - In: Energy economics 46 (2014), pp. 18-27

Persistent link: https://www.econbiz.de/10011299355

Functional dynamic factor model for intraday price curves

Kokoszka, Piotr; Miao, Hong; Zhang, Xi - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 456-477

Persistent link: https://www.econbiz.de/10011339294

An examination of the flow characteristics of crude oil : evidence from risk-neutral moments

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Energy economics 54 (2016), pp. 213-223

Persistent link: https://www.econbiz.de/10011662818

Price Responsiveness and Stock - Flow Distinctions in Commodities

Adrangi, Bahram - 2018

To establish stock-versus-flow orientations of a commodity, the mediating role of inventories in price formation is considered. This framework is tested by examining responses of COMEX gold, silver, and copper to macroeconomic news releases. Standard responsiveness-tests, which ignore the role...

Persistent link: https://www.econbiz.de/10012940416

On the measurement of product quality in intra-industry trade : an empirical test for China

Azhar, Abdul K. M.; Elliott, Robert J. R.; Liu, Junting - In: China economic review : an international journal 19 (2008) 2, pp. 336-344

Persistent link: https://www.econbiz.de/10003776596

Skill specificity and labour mobility : occupational and sectoral dimensions

Elliott, Robert J. R.; Lindley, Joanne - In: The Manchester School 74 (2006) 3, pp. 389-413

Persistent link: https://www.econbiz.de/10003326322

Endogenous pollution havens : does FDI influence environmental regulations?

Cole, Matthew A.; Elliott, Robert J. R.; Fredriksson, Per - In: The Scandinavian journal of economics 108 (2006) 1, pp. 157-178

Persistent link: https://www.econbiz.de/10003319277