|
2025
|
Volatility and dependence in crude oil and agricultural commodity markets
|
Applied Economics
|
C
|
2
|
|
2024
|
Oil Price Uncertainty and Consumer Sentiment in Advanced Economies
|
The Energy Journal
|
B
|
2
|
|
2023
|
Chaos in long-maturity real rates
|
Economics Letters
|
C
|
3
|
|
2022
|
The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2021
|
Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2021
|
The welfare cost of inflation
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2020
|
Functional monetary aggregates, monetary policy, and business cycles
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2020
|
Risk, uncertainty, and leverage
|
Economic Modeling
|
C
|
2
|
|
2020
|
Technical change in U.S. industries
|
Economic Modeling
|
C
|
2
|
|
2019
|
Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets” Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com
|
The Energy Journal
|
B
|
2
|
|
2019
|
Markov Switching Oil Price Uncertainty
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2019
|
On the Markov switching welfare cost of inflation
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2019
|
Oil Prices and the Renewable Energy Sector
|
The Energy Journal
|
B
|
2
|
|
2019
|
Oil Prices and the Stock Markets: Evidence from High Frequency Data
|
The Energy Journal
|
B
|
2
|
|
2019
|
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
|
The Energy Journal
|
B
|
2
|
|
2019
|
The Demand for Assets and Optimal Monetary Aggregation
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2018
|
Economic policy uncertainty and real output: evidence from the G7 countries
|
Applied Economics
|
C
|
2
|
|
2017
|
Electricity prices, large-scale renewable integration, and policy implications
|
Energy Policy
|
B
|
3
|
|
2017
|
How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?
|
Energy Economics
|
A
|
2
|
|
2016
|
Monetary and fiscal policy switching with time-varying volatilities
|
Economics Letters
|
C
|
2
|
|
2016
|
Volatility and a century of energy markets dynamics
|
Energy Economics
|
A
|
2
|
|
2016
|
Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms
|
The Energy Journal
|
B
|
2
|
|
2015
|
Nonlinearities and financial contagion in Latin American stock markets
|
Economic Modeling
|
C
|
4
|
|
2014
|
THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA
|
Journal of Applied Econometrics
|
B
|
2
|
|
2014
|
Undesirable outputs and a primal Divisia productivity index based on the directional output distance function
|
Journal of Econometrics
|
A
|
2
|
|
2014
|
Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2014
|
Energy markets volatility modelling using GARCH
|
Energy Economics
|
A
|
2
|
|
2013
|
Oil Price Uncertainty and Industrial Production
|
The Energy Journal
|
B
|
2
|
|
2012
|
Imposing local curvature in the QUAIDS
|
Economics Letters
|
C
|
2
|
|
2012
|
Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
|
Energy Economics
|
A
|
2
|
|
2011
|
International evidence on aggregate short-run and long-run interfuel substitution
|
Energy Economics
|
A
|
3
|
|
2010
|
Oil Price Uncertainty
|
Journal of Money, Credit, and Banking
|
B
|
2
|
|
2010
|
Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
|
Journal of Banking & Finance
|
B
|
2
|
|
2010
|
A primal Divisia technical change index based on the output distance function
|
Journal of Econometrics
|
A
|
2
|
|
2010
|
Interfuel substitution in the United States
|
Energy Economics
|
A
|
3
|
|
2010
|
The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
|
Energy Economics
|
A
|
2
|
|
2010
|
International Evidence on Sectoral Interfuel Substitution
|
The Energy Journal
|
B
|
3
|
|
2009
|
Oil price uncertainty in Canada
|
Energy Economics
|
A
|
2
|
|
2009
|
Energy sector pricing: On the role of neglected nonlinearity
|
Energy Economics
|
A
|
3
|
|
2008
|
Consumer preferences and demand systems
|
Journal of Econometrics
|
A
|
2
|
|
2008
|
Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
|
Journal of Econometrics
|
A
|
2
|
|
2008
|
Semi-nonparametric estimates of interfuel substitution in U.S. energy demand
|
Energy Economics
|
A
|
2
|
|
2008
|
Quantifying multiscale inefficiency in electricity markets
|
Energy Economics
|
A
|
2
|
|
2007
|
Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
|
Energy Economics
|
A
|
4
|
|
2007
|
Informational Efficiency and Interchange Transactions in Alberta’s Electricity Market
|
The Energy Journal
|
B
|
2
|
|
2005
|
Rational bubbles or persistent deviations from market fundamentals?
|
Journal of Banking & Finance
|
B
|
2
|
|
2004
|
Long-horizon regression tests of the theory of purchasing power parity
|
Journal of Banking & Finance
|
B
|
2
|
|
2004
|
The welfare cost of inflation in Canada and the United States
|
Economics Letters
|
C
|
2
|
|
2004
|
Random fractal structures in North American energy markets
|
Energy Economics
|
A
|
2
|
|
2004
|
Testing for common features in North American energy markets
|
Energy Economics
|
A
|
2
|
|
2003
|
Long-run Phillips-type trade-offs in European Union countries
|
Economic Modeling
|
C
|
2
|
|
2002
|
Bounds tests of the theory of purchasing power parity
|
Journal of Banking & Finance
|
B
|
2
|
|
2002
|
Semi‐non‐parametric estimates of substitution for Canadian monetary assets
|
Canadian Journal of Economics
|
C
|
2
|
|
2000
|
Martingales, nonlinearity, and chaos
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1999
|
The North American Natural Gas Liquids Markets are Chaotic
|
The Energy Journal
|
B
|
2
|
|
1999
|
On the Fisher effect
|
Journal of Monetary Economics
|
A
|
2
|
|
1999
|
On the Gibson Paradox.
|
Review of International Economics
|
B
|
2
|
|
1999
|
The message in North American energy prices
|
Energy Economics
|
A
|
2
|
|
1999
|
International Evidence on the Tax- and Revenue-Smoothing Hypotheses.
|
Oxford Economic Papers
|
C
|
2
|
|
1998
|
The cyclical behavior of monthly NYMEX energy prices
|
Energy Economics
|
A
|
2
|
|
1997
|
Is There an East-West Split in North American Natural Gas Markets?
|
The Energy Journal
|
B
|
1
|
|
1996
|
Empirical evidence on the long-run neutrality hypothesis using low-frequency international data
|
Economics Letters
|
C
|
2
|
|
1996
|
International evidence on the cyclical behavior of inflation
|
Economics Letters
|
C
|
1
|
|
1994
|
A cointegration analysis of petroleum futures prices
|
Energy Economics
|
A
|
1
|
|
1994
|
Business Cycles and the Behavior of Energy Prices*
|
The Energy Journal
|
B
|
2
|
|
1992
|
Output trends in EC countries and the implications for transition to monetary union
|
Economics Letters
|
C
|
2
|
|
1992
|
Export growth and Canadian economic development
|
Journal of Development Economics
|
A
|
1
|
|
1992
|
Maturity effects in energy futures
|
Energy Economics
|
A
|
1
|
|
1992
|
Unit Root Behavior in Energy Futures Prices*
|
The Energy Journal
|
B
|
1
|
|
1991
|
Exports and GNP Causality in the Industrial Countries: 1950–1985
|
Kyklos
|
C
|
2
|
|
1991
|
repec:bla:kyklos:v:44:y:1991:i:2:p:167-79
|
Kyklos
|
C
|
1
|
|
1991
|
Rational expectations, risk and efficiency in energy futures markets
|
Energy Economics
|
A
|
1
|
|
1990
|
A dispersion-dependency diagnostic test for aggregation error : With applications to monetary economics and income distribution
|
Journal of Econometrics
|
A
|
2
|
|
1988
|
New tests of the theory of optimal seigniorage
|
Economics Letters
|
C
|
1
|