H. Higgs

Economics and Econometrics · with Worthington · 2002–2008

A researcher in the Science corpus: 7 papers; trusts 8 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 21 citations into it; #10,523 of 23,481 by trust here, #11,786 by citations
• Finance — 16 citations into it; #9,769 of 10,518 by trust here, #7,251 by citations
• Electrical and Electronic Engineering — 9 citations into it; #6,948 of 16,539 by trust here, #11,977 by citations

Whom H. Higgs trusts overall

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

1. Colm Kearney
2. Geert Bekaert
3. J. Lucia
4. Andrew J. Patton
5. Y. Tse
6. Campbell R. Harvey
7. Andrew W. Lo
8. Andrew C. Worthington

Who trusts H. Higgs overall

1. Maria Rosa Borges
2. Andrew C. Worthington
3. Evangelos Kyritsis
4. Shijie Deng
5. D. W. Bunn
6. Rafal Weron
7. Luc Renneboog

Papers from H. Higgs's perspective

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

1. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
2. A test for constant correlations in a multivariate GARCH model
3. The monetary appreciation of paintings: from realism to Magritte
4. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
5. African stock markets: multiple variance ratio tests of random walks
6. The Comovements of Stock Markets in Hungary, Poland and the Czech Republic
7. Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis: Discussion Paper No 114
8. Return predictability in African stock markets
9. Art as an investment: Risk, return and portfolio diversification in major painting markets
10. Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets

Their papers

• Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis: Discussion Paper No 114 (2002) — 165 citations
• Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity market (2008) — 156 citations
• Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis (2004) — 248 citations
• Art as an investment: Risk, return and portfolio diversification in major painting markets (2004) — 117 citations
• Urban water demand with fixed volumetric charging in a large municipality: the case of Brisbane, Australia (2006) — 152 citations
• Financial Returns and Price Determinants in the Australian Art Market, 1973-2003* (2005) — 126 citations
• Random walks and market efficiency in European equity markets (2004) — 161 citations