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D-Index & Metrics

Economics and Finance

D-Index
37
Citations
10307
World Ranking
2616
National Ranking
1460

Overview

Louis H. Ederington is affiliated with the University of Oklahoma in the United States. Their research primarily spans the fields of Economics, Econometrics, and Finance, as well as Engineering. The main subfields of their work include Economics and Econometrics, Renewable Energy, Sustainability and the Environment, Ocean Engineering, and Finance.

The scientist's work addresses multiple main topics including Market Dynamics and Volatility, Reservoir Engineering and Simulation Methods, Energy, Environment, and Transportation Policies, Energy, Environment, Economic Growth, Capital Investment and Risk Analysis, Monetary Policy and Economic Impact, and Global Energy and Sustainability Research.

Louis H. Ederington has authored several recent papers, demonstrating an active presence in the academic literature. These publications include:

  • The relation between petroleum product prices and crude oil prices, 2020, Energy Economics
  • Dynamics of Arbitrage, 2020, Journal of Financial and Quantitative Analysis
  • The Accuracy of Natural Gas Storage Forecasts and the Influence of Herding, Anti-Herding, and Forecast Timing, 2023, SSRN Electronic Journal
  • The Accuracy of Natural Gas Storage Forecasts and Analyst Herding Behavior, 2024, SSRN Electronic Journal

The frequent co-authors collaborating with Louis H. Ederington include Scott C. Linn, Chitru S. Fernando, Thomas K. Lee, and Huiming Zhang.

The main venues where Louis H. Ederington publishes their work are SSRN Electronic Journal, Energy Economics, and the Journal of Financial and Quantitative Analysis.

Best Publications

  • The Hedging Performance of the New Futures Markets

    Louis H. Ederington

  • How Markets Process Information: News Releases and Volatility

    Louis H. Ederington;Jae Ha Lee

  • Is a bond rating downgrade bad news, good news, or no news for stockholders?

    Jeremy C. Goh;Louis H. Ederington

  • THE INFORMATIONAL CONTENT OF BOND RATINGS

    Louis H. Ederington;Jess B. Yawitz;Brian E. Roberts

  • Bond Rating Agencies and Stock Analysts: Who Knows What When?

    Louis H. Ederington;Jeremy C. Goh

  • The short-run dynamics of the price adjustment to new information

    Louis H. Ederington;Jae Ha Lee

  • The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility

    Louis H. Ederington;Jae Ha Lee

  • CLASSIFICATION MODELS AND BOND RATINGS

    Louis H. Ederington

  • Forecasting Volatility

    Unknown

  • Reputation, Certification, Warranties, and Information as Remedies for Seller‐Buyer Information Asymmetries: Lessons from the Online Comic Book Market*

    Michaël Dewally;Louis Ederington

  • The Hedging Performance of the New Futures Markets

    Unknown

  • Why Split Ratings Occur

    Louis H. Ederington

  • Cross-sectional variation in the stock market reaction to bond rating changes

    Jeremy C. Goh;Louis H. Ederington

  • Who Trades Futures and How: Evidence from the Heating Oil Futures Market*

    Louis Ederington;Jae Ha Lee

  • How Markets Process Information: News Releases and Volatility

    Unknown

  • Bond Rating Agencies and Stock Analysts: Who Knows What When?

    Louis H. Ederington;Jeremy Goh;Jacob Nelson

  • Determinants of Trader Profits in Commodity Futures Markets

    Michaël Dewally;Louis H. Ederington;Chitru S. Fernando

  • Bond market event study methods.

    Louis Ederington;Wei Guan;Lisa Zongfei Yang

  • Taxes, Default Risk, and Yield Spreads

    Jess B. Yawitz;Kevin J. Maloney;Louis H. Ederington

  • Tax Shields, Sample-Selection Bias, and the Information Content of Conversion-Forcing Bond Calls

    Cynthia J. Campbell;Louis H. Ederington;Prashant Vankudre

  • Is implied volatility an informationally efficient and effective predictor of future volatility

    Louis H. Ederington;Wei Guan

  • Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?

    Unknown

  • Measuring implied volatility: Is an average better? Which average?

    Louis H. Ederington;Wei Guan

  • Reputation, certification, warranties and information remedies for seller-buyer information asymmetries: Lessons from the online comic book market

    Michaël Dewally;Louis Ederington

Frequent Co-Authors

Clifford W. Smith
Clifford W. Smith University of Rochester

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