Selected Publications
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Academic Article
- Forecasting the Aggregate Stock Market Volatility by Boosted Neural Networks. Finance Research Letters. 2025-01-01
- Predictors of Clean Energy Stock Returns: An Analysis with Best Subset Regressions. Finance Research Letters. 2024-01-01
- Determinants of Cryptocurrency Returns: A Lasso Quantile Regression Analysis. Finance Research Letters. 2022-10-01
- Predicting the Equity Market Risk Premium: A Model Selection Approach. Economics Letters. 2022-06-01
- Stock Return Predictability in the time of Covid-19. Finance Research Letters. 2021-01-01
- Causality Dynamics from Equities to Economic Growth. Finance Research Letters. 2020-05-01
- Spillovers, integration and causality in LME non-ferrous metal markets. JOURNAL OF COMMODITY MARKETS. 17. 2020-03-01
- Do industry returns predict the stock market? A reprise using the random forest. QUARTERLY REVIEW OF ECONOMICS AND FINANCE. 72:152-158. 2019-05-01
- Does the stock market contain information about economic growth? Time-varying out of sample causality tests. APPLIED ECONOMICS LETTERS. 26:1138-1142. 2019-01-01
- Price and volatility spillovers across the international steam coal market. ENERGY ECONOMICS. 77:119-138. 2019-01-01
- The dynamic relation between crude oil and natural gas prices. Energy Economics. 62:155-170. 2017-02-01
- Is the price of gold to gold mining stocks asymmetric?. Economic Modelling. 60:402-407. 2017-01-01
- Predicting white metal prices by a commodity sensitive exchange rate. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 52:309-315. 2017-01-01
- The dynamic linkages between crude oil and natural gas markets. ENERGY ECONOMICS. 62:155-170. 2017-01-01
- Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks. International Review of Financial Analysis. 41:277-283. 2015-10-01
- Equities as long-term inflation hedges: small versus large company stocks. Applied Economics Letters. 22:1395-1398. 2015-04-01
- Which Precious Metals Spill Over on Which, When and Why? Some Evidence. Applied Economics Letters. 22:466-473. 2015-04-01
- Are Equities Good Inflation Hedges? A Frequency Domain Perspective. Review of Financial Economics. 24:12-17. 2015-01-01
- The Time Varying Relation between Consumer Sentiment and Equities. Journal of Behavioral Finance. 15:312-317. 2014-12-01
- On the Economic Determinants of Gold- Inflation Relation. Resources Policy. 41:101-108. 2014-09-01
- Oil and Stock Returns: Frequency Domain Evidence. Journal of International Financial Markets, Institutions and Money. 23:1-11. 2013-02-01
- Hedges and Safe Havens: An Exmination of Stocks, Bonds, Oil, Gold and the Dollar. International Review of Financial Analysis. 29:202-211. 2013-01-01
- The Structure of Gold and Silver Spread Returns. Quantitative Finance. 13:561-70. 2013-01-01
- Commodity Prices and Inflation: Testing in the Frequency Domain. Research in International Business and Finance. 25:229-237. 2011-01-01
- Information Transmission Across Currency Futures Markets: Evidence from Frequency Domain Tests. International Review of Financial Analysis. 20:134-139. 2011-01-01
- The Macroeconomic Determinants of Volatility in Precious Metals Markets. Resources Policy. 2010-01-01
- Information Asymmetry, Speculation and Foreign Trading Activity: Evidence from an Emerging Market. International Review of Financial Analysis 17. 17:664-680. 2008-01-01
- Dynamic Linkages between International Bond Markets. Journal of Multinational Financial Management. 17:290-303. 2007-10-01
- Transactions, Volume, and Volatilitiy: Evidence from an Emerging Market. Applied Financial Economics Letters. 3:61-64. 2007-01-01
- A Further Look at NAFTA Equity Market Linkages. Quarterly Review of Economics and Finance. 46. 2006-01-01
- Hedging and Speculation Derivatives Markets: The Case of Energy Futures Contracts. Applied Financial Economics Letters 2, 189- 192.. 2. 2006-01-01
- German dominance in the European Monetary System: A Reprise Using Robust Wald Tests. Applied Economics Letters. 12. 2005-01-01
- Conducting Business in Eastern Europe: Risk- Return Perspective of Senior Financial Executives. European Management Journal. 22. 2004-01-01
- The Predictive Power of Trading Volume: Testing for Small Firm Stocks,. The Journal of Entrepreneurial Finance & Business Ventures. 8. 2003-01-01
- The Relationship between nominal interest rates and inflation: International Evidence. Journal of Multinational Financial Management/Elsevier. 11:269-280. 2001-07-01
- International Transmission of Information in Corn Futures Markets. Elsevier. 7:157-187. 1997-10-01
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Chapter
- The Structure of Gold and Silver Spread Returns. Commodities. 2022-01-01