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Economics and Finance

D-Index
56
Citations
12370
World Ranking
1013
National Ranking
629

Overview

Mark E. Wohar is affiliated with the University of Nebraska at Omaha in the United States. Their research primarily focuses on Economics, Econometrics, and Finance, with a total of 171 publications in these fields.

The subfields of study in Wohar's work include:

  • Economics and Econometrics
  • General Economics, Econometrics and Finance
  • Finance
  • Renewable Energy, Sustainability and the Environment
  • General Energy

The main topics covered in their research are:

  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • Energy, Environment, Economic Growth
  • Financial Risk and Volatility Modeling
  • Housing Market and Economics
  • Global Financial Crisis and Policies
  • Global trade and economics

Recent papers by Mark E. Wohar include:

  • "Dynamic connectedness between oil prices and stock returns of clean energy and technology companies" (2020), published in Journal of Cleaner Production
  • "Financial stress, economic policy uncertainty, and oil price uncertainty" (2021), published in Energy Economics
  • "Political uncertainty, COVID-19 pandemic and stock market volatility transmission" (2021), published in Journal of International Financial Markets Institutions and Money
  • "Oil price uncertainty and movements in the US government bond risk premia" (2020), published in The North American Journal of Economics and Finance
  • "The impact of US uncertainty shocks on a panel of advanced and emerging market economies" (2020), published in Journal of International Trade & Economic Development

Frequent co-authors in their research include:

  • Rangan Gupta
  • Mehmet Balcılar
  • Zeynel Abidin Özdemir
  • Hüseyin Özdemir
  • Javed Iqbal

Wohar's publications have appeared repeatedly in several venues, indicating a focus on economic and financial journals. These publication venues include:

  • SSRN Electronic Journal
  • The North American Journal of Economics and Finance
  • International Review of Economics & Finance
  • Energy Economics
  • Research in International Business and Finance

Best Publications

  • Macro variables and international stock return predictability

    David E. Rapach;Mark E. Wohar;Jesper Rangvid

  • The Prebisch-Singer Hypothesis: Four centuries of evidence

    David I. Harvey;Neil M. Kellard;Jakob B. Madsen;Mark E. Wohar

  • Testing the monetary model of exchange rate determination: new evidence from a century of data

    David E. Rapach;Mark E. Wohar

  • BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER

    Christos Agiakloglou;Paul Newbold;Mark Wohar

  • What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?

    Jamal Bouoiyour;Refk Selmi;Shawkat Hammoudeh;Mark Wohar

  • In-sample vs. out-of-sample tests of stock return predictability in the context of data mining

    David E. Rapach;Mark E. Wohar

  • Can the Term Spread Predict Output Growth and Recessions? A Survey of the Literature

    David C. Wheelock;Mark E. Wohar

  • Commodity volatility breaks

    Andrew Vivian;Mark E. Wohar

  • Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data

    Renee Van Eyden;Mamothoana Difeto;Rangan Gupta;Mark E. Wohar;Mark E. Wohar

  • Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

    Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Clement Kweku Kyei;Mark E. Wohar;Mark E. Wohar

  • Testing the monetary model of exchange rate determination: a closer look at panels

    David E. Rapach;Mark E. Wohar

  • Dynamic connectedness between oil prices and stock returns of clean energy and technology companies

    Samia Nasreen;Aviral Kumar Tiwari;Juncal Cuñado Eizaguirre;Mark E. Wohar

  • Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns

    David E. Rapach;Mark E. Wohar

  • On the prevalence of trends in primary commodity prices

    Neil Kellard;Mark E. Wohar

  • Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?

    David E. Rapach;Mark E. Wohar

  • Volatility spillovers across global asset classes: Evidence from time and frequency domains

    Aviral Kumar Tiwari;Juncal Cunado;Rangan Gupta;Mark E. Wohar;Mark E. Wohar

  • Causality Between Trading Volume and Returns: Evidence From Quantile Regressions

    Bartosz Gebka;Mark E. Wohar

  • Public and private investment: Are there causal linkages?

    Sharon J. Erenburg;Mark E. Wohar

  • Regulation, Scale Economies, and Productivity in Steam-Electric Generation

    Randy A. Nelson;Mark E. Wohar

  • International herding: Does it differ across sectors? ☆

    Bartosz Gębka;Mark E. Wohar

  • Nonlinear dynamics and covered interest rate parity

    Nathan S. Balke;Nathan S. Balke;Mark E. Wohar

Frequent Co-Authors

Rangan Gupta
Rangan Gupta University of Pretoria
Mehmet Balcilar
Mehmet Balcilar University of New Haven
David E. Rapach
David E. Rapach Saint Louis University
Ricardo M. Sousa
Ricardo M. Sousa University of Minho
Pierre L. Siklos
Pierre L. Siklos Wilfrid Laurier University
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
David G. McMillan
David G. McMillan University of Stirling
Riza Demirer
Riza Demirer Southern Illinois University Edwardsville
Stephen M. Miller
Stephen M. Miller University of Nevada, Las Vegas
Juncal Cunado
Juncal Cunado University of Navarra

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