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Cummins, Mark's
Scholarly Papers
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994 |
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1.
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Cummins, Mark
Dublin City University Business School Bucca, Andrea
affiliation not provided to SSRN
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504
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crude oil, refined products, spreads, statistical arbitrage, multiple hypothesis testing, data snooping bias
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Price Clustering or Psychological Barriers in Energy Futures?
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Lucey, Brian M.
Trinity College, Dublin - School of Business Cummins, Mark
Dublin City University Business School Dowling, Michael M.
Dublin City University Business School
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Posted:
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28 Aug 12
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Last Revised:
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25 Jan 13
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186
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Lucey, Brian M.
Trinity College, Dublin - School of Business Cummins, Mark
Dublin City University Business School Dowling, Michael M.
Dublin City University Business School
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78
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coal, gas, oil, energy, price barrier, psychological, behavioral, clustering, generalised Bonferroni, futures
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Lucey, Brian M.
Trinity College, Dublin - School of Business Dowling, Michael M.
Dublin City University Business School Cummins, Mark
Dublin City University Business School
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28 Aug 12
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Last Revised:
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25 Jan 13
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108
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WTI oil futures, coal futures, psychological barriers, behavioural finance, clustering, barriers
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3.
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Bucca, Andrea
affiliation not provided to SSRN Cummins, Mark
Dublin City University Business School
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126
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synthetic floating storage, time charter equivalent, optimal statistical arbitrage, threshold cointegration, structural change cointegration
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Cummins, Mark
Dublin City University Business School o'Shea, Patrick
affiliation not provided to SSRN Lyons, Kieran
affiliation not provided to SSRN
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59
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Emissions markets, EUAs, CERs, energy markets, Granger causality
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5.
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Kearney, Fearghal
Dublin City University Business School Murphy, Finbarr
University of Limerick - Kemmy Business School Cummins, Mark
Dublin City University Business School
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48
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Exchange Traded Funds, ETF Performance, Multiple Hypothesis Testing, Data Snooping Bias
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6.
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O'Donnell, Anthony
University of Limerick Cummins, Mark
Dublin City University Business School Byrne, Ken
University of Limerick
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23 Feb 12
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Last Revised:
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14 Oct 12
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34
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Irish forestry, carbon flow modelling, carbon price modelling, net present value
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7.
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Cummins, Mark
Dublin City University Business School
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29
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EU Emissions Trading Scheme, EUAs, CERs, vector autoregression, Granger causality, multiple hypothesis testing
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8.
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Cummins, Mark
Dublin City University Business School
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8
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multiple comparisons problem, mutliple hypothesis testing, generalised familywise error rate, false discovery proportion, energy and emissions markets
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Records 1 -
8
of 8 matches
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