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Fractional cointegration : Monte Carlo estimates of critical values, with an application

Sephton, Peter S. - In: Applied financial economics 12 (2002) 5, pp. 331-335

Persistent link: https://www.econbiz.de/10001688803

Threshold cointegration and asymmetries between dividends and earnings news

Sephton, Peter S. - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014584090

Spatial arbitrage in Sarawak pepper prices

Sephton, Peter S. - In: Canadian journal of agricultural economics : CJAE 59 (2011) 3, pp. 405-416

Persistent link: https://www.econbiz.de/10009299597

El Niño, La Niña, and a cup of Joe

Sephton, Peter S. - In: Energy economics 84 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012183407

Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets

Sephton, Peter S.; Mann, Janelle - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 783-799

Persistent link: https://www.econbiz.de/10011377296

Further evidence of an Environmental Kuznets Curve in Spain

Sephton, Peter S.; Mann, Janelle - In: Energy economics 36 (2013), pp. 177-181

Persistent link: https://www.econbiz.de/10009724740

Compelling evidence of an environmental Kuznets curve in the United Kingdom

Sephton, Peter S.; Mann, Janelle - In: Environmental & resource economics : the official … 64 (2016) 2, pp. 301-315

Persistent link: https://www.econbiz.de/10011592023

Gold and crude oil prices after the great moderation

Sephton, Peter S.; Mann, Janelle - In: Energy economics 71 (2018), pp. 273-281

Persistent link: https://www.econbiz.de/10011943022

A (negative) replication of "the relationship between energy consumption, energy prices, and economic growth: time series evidence from Asian developing countries" (Energy Economic...

Mann, Janelle; Sephton, Peter S. - In: Energy economics 82 (2019), pp. 78-84

Persistent link: https://www.econbiz.de/10012173846

Spatial Market Arbitrage and Threshold Cointegration

Sephton, Peter S. - 2010

Goodwin and Piggott reported that corn and soybean prices in spatially separated markets in North Carolina exhibited threshold cointegration and that commodity prices in different markets may persistently diverge. Here, a multivariate approach is used to test for threshold cointegration and...

Persistent link: https://www.econbiz.de/10014074970