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Stan Hurn

Global rank #35716 59%

Institution: National Centre for Econometric Research (NCER)

Primary Field: General (weighted toward more recent publications)

First Publication: Unknown

Most Recent: Unknown

RePEc ID: phu111 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 1.34 0.00 2.35
Last 10 Years 0.00 1.84 3.35 0.00 7.37
All Time 0.00 3.85 8.88 0.00 18.27

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 0.00

Publications (22)

Year Article Journal Tier Authors
2024 Modelling circular time series Journal of Econometrics A 4
2023 Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach The Energy Journal B 3
2022 Housing networks and driving forces Journal of Banking & Finance B 3
2017 An empirical investigation of herding in the U.S. stock market Economic Modeling C 3
2017 Forecasting quantiles of day-ahead electricity load Energy Economics A 3
2017 The Effect of Transmission Constraints on Electricity Prices The Energy Journal B 3
2016 Strategic bidding and rebidding in electricity markets Energy Economics A 3
2016 Common trends in global volatility Journal of International Money and Finance B 3
2016 A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market Journal of Applied Econometrics B 3
2015 Modelling interregional links in electricity price spikes Energy Economics A 3
2015 Selecting volatility forecasting models for portfolio allocation purposes International Journal of Forecasting B 4
2015 Estimating the Parameters of Stochastic Volatility Models Using Option Price Data Journal of Business & Economic Statistics A 3
2013 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions Journal of Econometrics A 3
2012 Forecasting spikes in electricity prices International Journal of Forecasting B 3
2009 It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices The Energy Journal B 3
2007 Identifying aggregate demand and supply shocks in a small open economy Oxford Economic Papers C 2
2002 On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate Oxford Bulletin of Economics and Statistics B 2
1999 Measuring Attitudes Towards Inequality Scandanavian Journal of Economics B 3
1995 The Term Structure of Interest Rates in the London Interbank Market. Oxford Economic Papers C 3
1994 Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim. Review of International Economics B 2
1992 Cointegration and Dynamic Time Series Models. Journal of Economic Surveys C 2
1992 Testing Superexogeneity: The Demand for Broad Money in the UK. Oxford Bulletin of Economics and Statistics B 2