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Andrew J. Vivian · Study
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Author
Andrew J. Vivian
17 works
· latest 2021
· 2 institutions
cluster: provisional
ORCID 0000-0002-6036-4477
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Citations
1,100
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Most cited in this library
How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics
2020 · 295 citations
Commodity volatility breaks
2012 · 206 citations
The relationship between energy and equity markets: Evidence from volatility impulse response functions
2014 · 111 citations
Forecasting returns: New European evidence
2014 · 51 citations
Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
2021 · 49 citations
Works
17 shown
Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
Annals of Operations Research
·
2021
·
3 authors
·
Open access
49
citations
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals
International Journal of Forecasting
·
2021
·
4 authors
·
Open access
37
citations
How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics
Energy Economics
·
2020
·
4 authors
·
Open access
295
citations
Financial Data Science: The Birth of a New Financial Research Paradigm Complementing Econometrics?
European Journal of Finance
·
2019
·
5 authors
·
Open access
26
citations
Optimistic Disclosure Tone and Conservative Debt Policy
Abacus
·
2018
·
3 authors
·
Open access
40
citations
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
Finance research letters
·
2018
·
4 authors
·
Open access
29
citations
Time-varying managerial overconfidence and pecking order preference
Review of Quantitative Finance and Accounting
·
2017
·
2 authors
·
Open access
17
citations
Do commodities make effective hedges for equity investors?
Research in International Business and Finance
·
2017
·
3 authors
·
Open access
44
citations
Time-varying managerial overconfidence and corporate debt maturity structure
European Journal of Finance
·
2017
·
3 authors
·
Open access
47
citations
Forecasting market returns: bagging or combining?
International Journal of Forecasting
·
2016
·
3 authors
·
Open access
41
citations
Can commodity returns forecast Canadian sector stock returns?
International Review of Economics & Finance
·
2015
·
3 authors
·
Open access
24
citations
Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors
International Review of Economics & Finance
·
2015
·
3 authors
·
Open access
33
citations
Forecasting returns: New European evidence
Journal of Empirical Finance
·
2014
·
3 authors
·
Open access
51
citations
The relationship between energy and equity markets: Evidence from volatility impulse response functions
Energy Economics
·
2014
·
3 authors
·
Open access
111
citations
Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
Journal of International Money and Finance
·
2013
·
3 authors
·
Open access
23
citations
Commodity volatility breaks
Journal of International Financial Markets Institutions and Money
·
2012
·
2 authors
206
citations
The UK Equity Premium: 1901–2004
Journal of Business Finance & Accounting
·
2007
·
1 author
27
citations