Market Dynamics and Volatility

Field	Economics, Econometrics and Finance
Subfield	Economics and Econometrics
Domain	Social Sciences
OpenAlex	T11059

Smeal faculty

• Timothy T. Simin - score 4.0
• Jingzhi Huang - score 3.0
• Mihail Velikov - score 2.0
• Jed Neilson - score 1.0
• Mehmet Ihsan Canayaz - score 1.0
• Chris J. Muscarella - score 1.0
• Charles Whiteman - score 1.0
• Qian Chen - score 1.0

Papers

• International Business Cycles: World, Region, and Country-Specific Factors (2000) - cites 276
• Time Variation in Diversification Benefits of Commodity, REITs, and TIPS (2011) - cites 71
• Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach (2018) - cites 38
• Time Variation in Diversification Benefits of Commodity, REITs, and TIPS (2010) - cites 34
• An Empirical Analysis of Commodity Convenience Yields (2005) - cites 31
• Investor information gathering and the resolution of uncertainty (2022) - cites 29
• Expected Commodity Futures Returns (2008) - cites 19
• The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices (2016) - cites 13
• An Empirical Analysis of Commodity Convenience Yields (2020) - cites 12
• When Protectionism Kills Talent (2024) - cites 3
• Oil Price Exposure, Earnings Announcements, and Stock Return Predictability (2018) - cites 2
• THE BRITISH PETROLEUM STOCK OFFERING: AN APPLICATION OF OPTION PRICING (1989) - cites 2
• The impact of COVID-19 on the US oil stock market and currency (2023) - cites 1
• Oil Price Exposure and the Cross-Section of Stock Returns (2023) - cites 1