Articles in refereed journals

Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Consumption and precautionary saving: an empirical analysis under both financial and environmental risks
The health effects of climate change: a survey of recent quantitative research
Speculation, returns, volume and volatility in commodities futures markets
Exogenous oil shocks, fiscal policy and sector reallocations in oil producing countries
Industrial coal demand in China: a provincial analysis
Econometric models for oil price forecasting: a critical survey
The asymmetric effects of oil shocks on output growth: a Markov-switching analysis for the G-7 countries
On the robustness of robustness checks of the Environmental Kuznets Curve
Pricing and hedging illiquid energy derivatives: an application to the JCC index
Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
Econometric models for asymmetric price transmission
Asymmetric error correction models for the oil-gasoline price relationship
Hunting the living dead: a ‘Peso problem’ in corporate liabilities data
Modeling dynamic conditional correlations in WTI oil forward and futures return
Modelling factor demand systems with SEM and VAR: an empirical comparison
Conditional correlations in the returns on oil companies stock prices and their determinants
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
Modeling and forecasting cointegrated relationships among heavy oil and product prices
Testing multiple non-nested factor demand systems
Empirical factor demands and flexible functional forms: a Bayesian approach
Modelling the load curve of aggregate electricity consumption using principal components
Long-run models of oil stock prices
Rockets and feathers revisited: an international comparison on European gasoline markets
Testing misspecified non-nested factor demand systems: some Monte Carlo results
Non-nested tests, encompassing and IV estimation: evidence from a Monte Carlo study
Factor demands and substitution in the Italian manufacturing sector: a dynamic duality model
Multivariate non-nested tests for comparing the empirical performance of alternative factor demand systems