W. Keener Hughen

Sacred Heart University

5151 Park Ave

Fairfield, CT 06432

United States

  • Sacred Heart University

SCHOLARLY PAPERS

11

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1,759

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38

Scholarly Papers (11)

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1.

Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 14 May 2012 Last Revised: 13 Dec 2013
I-Hsuan Ethan Chiang, W. Keener Hughen and Jacob S. Sagi
University of North Carolina (UNC) at Charlotte, Sacred Heart University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 768 (71,475)
Citation 23

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Oil, futures, asset pricing, APT, real options, CAPM, Fama-French factors, Markov chain Monte Carlo

2.

Do Oil Futures Prices Predict Stock Returns?

Journal of Banking and Finance, Vol. 79, 2017
Number of pages: 48 Posted: 25 Oct 2016 Last Revised: 02 Nov 2017
I-Hsuan Ethan Chiang and W. Keener Hughen
University of North Carolina (UNC) at Charlotte and Sacred Heart University
Downloads 378 (170,845)
Citation 9

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Oil, Futures, Predictability, Curvature, Futures Curve

3.

Expected Oil Prices and Stock Returns

Number of pages: 32 Posted: 03 Nov 2016
W. Keener Hughen
Sacred Heart University
Downloads 183 (356,667)

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Oil Risks, Futures, Asset Pricing, Fama-French-Carhart Factors

4.

The Future of Drug Development: The Economics of Pharmacogenomics

NBER Working Paper No. w11875
Number of pages: 48 Posted: 22 Jan 2006 Last Revised: 14 Dec 2022
John A. Vernon, W. Keener Hughen and John A. Vernon
University of North Carolina (UNC) at Chapel Hill, Sacred Heart University and University of Connecticut - Department of Finance
Downloads 122 (499,899)

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5.

Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects

46th Annual AREUEA Conference Paper
Number of pages: 35 Posted: 01 Dec 2010 Last Revised: 14 Dec 2010
W. Keener Hughen, Dustin Read and Steven H. Ott
Sacred Heart University, University of North Carolina (UNC) at Charlotte and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 115 (522,985)
Citation 4

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real options, real estate, land development, phasing, inventory

6.

Does Bitcoin Still Enhance an Investment Portfolio in a Post-Covid World?

Number of pages: 38 Posted: 12 Dec 2023
W. Keener Hughen and Michael Gorman
Sacred Heart University and Sacred Heart University
Downloads 88 (628,885)
Citation 2

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Bitcoin, COVID-19, DCC, Diversification benefits, Portfolio performance

7.

A Maximal Affine Stochastic Volatility Model of Oil Prices

Journal of Futures Markets, 2010, vol. 30, 101-133.
Number of pages: 33 Posted: 08 Oct 2014 Last Revised: 14 Sep 2017
W. Keener Hughen
Sacred Heart University
Downloads 65 (746,811)

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Oil Price, Commodity Model, Stochastic Volatility, MCMC

8.

Does Introducing Futures Markets Affect Currency Variance Forecasts? Evidence from Asian Markets

Number of pages: 41 Posted: 24 Jan 2024
W. Keener Hughen, Loran Chollete, Weijia Peng and Teresa Starzecki
Sacred Heart University, Sacred Heart University - Jack Welch College of Business, Sacred Heart University and Salve Regina University
Downloads 40 (939,131)

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Exchange Rates, forecasting, Futures, realized volatility, machine learning

9.

The Use of Bayes Factors to Compare Interest Rate Term Structure Models

Quantitative Finance, 2013, vol. 13, no. 3, 369-381.
Posted: 08 Oct 2014
W. Keener Hughen, Carmelo Giaccotto and Po-Hsuan Hsu
Sacred Heart University, University of Connecticut - Department of Finance and National Tsing Hua University - Department of Quantitative Finance

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Markov chain Monte Carlo; Marginal likelihood; Bond price

10.

Inclusionary Housing Policies, Stigma Effects and Strategic Production Decisions

Journal of Real Estate Finance and Economics, Vol. 48, No. 4, 2014
Posted: 04 Apr 2014
W. Keener Hughen and Dustin Read
Sacred Heart University and University of North Carolina (UNC) at Charlotte

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Affordable housing; Inclusionary zoning; Residential development; Mixed-income development

11.

Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects

Journal of Real Estate Finance and Economics, Vol. 45, No. 4, 2012
Posted: 29 Nov 2012
W. Keener Hughen, Steven H. Ott and Dustin Read
Sacred Heart University, University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte

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real estate development, sequential investment, phasing, inventory