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Are oil shocks permanent or temporary? : panel data evidence from crude oil and NGL production in 60 countries

Narayan, Paresh Kumar; Narayan, Seema; Smyth, Russell - In: Energy economics 30 (2008) 3, pp. 919-936

Persistent link: https://www.econbiz.de/10003744763

Unit roots and structural breaks in PNG macroeconomic time series

Narayan, Seema; Smyth, Russell - In: International journal of social economics 35 (2008) 12, pp. 963-984

Persistent link: https://www.econbiz.de/10003790414

Energy consumption and real GDP in G7 countries : new evidence from panel cointegration with structural breaks

Narayan, Paresh Kumar; Smyth, Russell - In: Energy economics 30 (2008) 5, pp. 2331-2341

Persistent link: https://www.econbiz.de/10003773731

Do Asian stock markets follow a random walk? : evidence from LM unit root tests with one or two structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Review of Pacific Basin financial markets and policies 10 (2007) 1, pp. 15-31

Persistent link: https://www.econbiz.de/10003463385

Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Applied economics 39 (2007) 16/18, pp. 2109-2120

Persistent link: https://www.econbiz.de/10003589711

Are Malaysia's tourism markets converging? : evidence from univariate and panel unit root tests with structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Tourism economics : the business and finance of tourism … 14 (2008) 1, pp. 97-112

Persistent link: https://www.econbiz.de/10003669429

Random walk versus multiple trend breaks in stock prices : evidence from 15 European markets

Narayan, Paresh Kumar; Smyth, Russell - In: Applied financial economics letters 2 (2006) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10003301478

Are fluctuations in production of renewable energy permanent or transitory?

Hooi Hooi Lean; Smyth, Russell - 2012

This study examines the integration properties of total renewable energy production, as well as production of biofuels and biomass in the United States. To do so we employ Lagrange Multiplier (LM) univariate unit root tests with up to two structural breaks. We conclude that each production...

Persistent link: https://www.econbiz.de/10009553026

Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721

Persistent link: https://www.econbiz.de/10010511983

Is investing in Islamic stocks profitable? : evidence from the Dow Jones Islamic market indexes

Hooi Hooi Lean; Mishra, Vinod; Smyth, Russell - 2015

Persistent link: https://www.econbiz.de/10011346760