Andrew Vivian

Economics and Econometrics · 2012–2020

A researcher in the Science corpus: 3 papers; trusts 27 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Andrew Vivian trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Mohamed Arouri
  3. Gary B. Gorton
  4. N. Apergis
  5. Jungseok Park
  6. C. Aloui
  7. Christian M. Hafner
  8. A. Fayyad
  9. Farooq Malik
  10. C. Gilbert

Who trusts Andrew Vivian overall

  1. Walid Mensi
  2. Shawkat Hammoudeh
  3. Sang Hoon Kang
  4. A. B. Rejeb
  5. Duc Khuong Nguyen
  6. Makram Beljid
  7. Perry Sadorsky
  8. Eric Olson
  9. Walid Chkili
  10. Jozef Barunk

Papers from Andrew Vivian's perspective

Ordered by how strongly the researchers Andrew Vivian trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Dynamic Conditional Correlation
  2. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
  3. Oil price risk and emerging stock markets
  4. Shock and volatility transmission in the oil, US and Gulf equity markets
  5. Financialization, Crisis and Commodity Correlation Dynamics
  6. What is an Oil Shock
  7. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
  8. Generalized autoregressive conditional heteroskedasticity
  9. The Strategic and Tactical Value of Commodity Futures
  10. Volatility transmission between oil prices and equity sector returns

Their papers