D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 35 Citations 5,536 152 World Ranking 1494 National Ranking 909

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • Microeconomics

David A. Bessler focuses on Econometrics, Financial economics, Vector autoregression, Cointegration and Futures contract. His work deals with themes such as Statistics, Empirical research, Directed acyclic graph and Interest rate, which intersect with Econometrics. His research in Financial economics intersects with topics in Forecast error, International stock markets and Error correction model.

His studies in Vector autoregression integrate themes in fields like Monetarism, Money supply, Open market operation and Directed graph. His Cointegration research incorporates themes from Rural development and Variance decomposition of forecast errors. His Price discovery research is multidisciplinary, incorporating perspectives in Asset and Commodity.

His most cited work include:

  • The structure of interdependence in international stock markets (311 citations)
  • Asset storability and price discovery in commodity futures markets: A new look (181 citations)
  • Relative Prices and Money: A Vector Autoregression on Brazilian Data (112 citations)

What are the main themes of his work throughout his whole career to date?

David A. Bessler spends much of his time researching Econometrics, Vector autoregression, Agricultural economics, Financial economics and Cointegration. His study in Econometrics is interdisciplinary in nature, drawing from both Univariate, Statistics, Causality and Directed acyclic graph. His Vector autoregression research includes elements of Shock and Interest rate.

David A. Bessler has included themes like Production and Agribusiness in his Agricultural economics study. His work in Futures contract and Price discovery is related to Financial economics. His primary area of study in Cointegration is in the field of Error correction model.

He most often published in these fields:

  • Econometrics (34.11%)
  • Vector autoregression (16.72%)
  • Agricultural economics (16.39%)

What were the highlights of his more recent work (between 2010-2020)?

  • Econometrics (34.11%)
  • Vector autoregression (16.72%)
  • Agricultural economics (16.39%)

In recent papers he was focusing on the following fields of study:

David A. Bessler mainly focuses on Econometrics, Vector autoregression, Agricultural economics, Financial economics and Price discovery. His Econometrics study integrates concerns from other disciplines, such as Univariate, Multivariate statistics, Causality and Time series. The Vector autoregression study combines topics in areas such as Economic impact analysis, Shock, Macroeconomics, Development economics and Directed acyclic graph.

In his research, Diversification is intimately related to Financial crisis, which falls under the overarching field of Financial economics. In his work, Value, Cointegration, Developing country, Factor market and Market depth is strongly intertwined with Market integration, which is a subfield of Price discovery. In general Cointegration study, his work on Error correction model often relates to the realm of Dissemination, thereby connecting several areas of interest.

Between 2010 and 2020, his most popular works were:

  • The Effect of H1N1 (Swine Flu) Media Coverage on Agricultural Commodity Markets (31 citations)
  • Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada (20 citations)
  • Is it China that leads the Asian stock market contagion in 2015 (18 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Econometrics
  • Macroeconomics

His primary areas of investigation include Econometrics, Financial economics, Price discovery, Agricultural economics and Causality. The study incorporates disciplines such as Statistical hypothesis testing, Statistics, Univariate, Directed acyclic graph and Interest rate in addition to Econometrics. His research investigates the connection with Directed acyclic graph and areas like Trade barrier which intersect with concerns in Production and Vector autoregression.

His Financial economics research incorporates elements of Financial contagion, Revenue loss, Cointegration, Equity and Time series approach. His Price discovery research includes themes of Market integration, Macroeconomics, Market depth, Capital market and Market system. In his study, Economy is strongly linked to Meat market, which falls under the umbrella field of Agricultural economics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

The structure of interdependence in international stock markets

David A. Bessler;Jian Yang.
Journal of International Money and Finance (2003)

581 Citations

Asset storability and price discovery in commodity futures markets: A new look

Jian Yang;David A. Bessler;David J. Leatham.
Journal of Futures Markets (2001)

297 Citations

Relative Prices and Money: A Vector Autoregression on Brazilian Data

David A. Bessler.
American Journal of Agricultural Economics (1984)

214 Citations

Market integration among electricity markets and their major fuel source markets

James W. Mjelde;David A. Bessler.
Energy Economics (2009)

150 Citations

Cointegration: Some results on U.S. cattle prices

David A. Bessler;Ted Covey.
Journal of Futures Markets (1991)

145 Citations

Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices

Tun-hsiang Yu;David Bessler;Stephen W. Fuller.
2006 Annual meeting, July 23-26, Long Beach, CA (2006)

145 Citations

ESTIMATING AN UPPER BOUND ON THE PRATT RISK A VERSION COEFFICIENT WHEN THE UTILITY FUNCTION IS UNKNOWN

Bruce A. McCarl;David A. Bessler.
Australian Journal of Agricultural and Resource Economics (1989)

143 Citations

Farm Prices, Retail Prices, and Directed Graphs: Results for Pork and Beef

David A. Bessler;Derya G. Akleman.
American Journal of Agricultural Economics (1998)

136 Citations

Expectations, information and dynamics

Marc Nerlove;David A. Bessler.
Research Papers in Economics (2001)

125 Citations

The Money Supply and Nominal Agricultural Prices

Richard C. Barnett;David A. Bessler;Robert L. Thompson.
American Journal of Agricultural Economics (1983)

119 Citations

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