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Introduction to the oil price shocks

Serletis, Apostolos; Elder, John - In: Macroeconomic dynamics 15 (2011), pp. 327-336

Persistent link: https://www.econbiz.de/10009505834

Sources of time-varying risk premia in the term structure

Elder, John - In: Advances in investment analysis and portfolio … 9 (2002), pp. 85-108

Persistent link: https://www.econbiz.de/10001695510

Oil price volatility : industrial production and special aggregates

Elder, John - In: Macroeconomic dynamics 22 (2018) 3, pp. 640-653

Persistent link: https://www.econbiz.de/10011916668

Jumps in oil prices : the role of economic news

Elder, John; Miao, Hong; Ramchander, Sanjay - In: The energy journal 34 (2013) 3, pp. 217-237

Persistent link: https://www.econbiz.de/10009771858

Jumps in Oil Prices : The Role of Economic News

Elder, John - 2018

Previous research has been unable to identify a strong link between oil prices and economic news. We reexamine this relationship using high frequency intraday data and relatively new methodology that we use to estimate jumps in oil prices. We find a surprisingly strong relation between high...

Persistent link: https://www.econbiz.de/10012940136