Conference Presentations

• ”Do Commodity Prices and Volatility Jump?”

  • 26th USAEE/IAEE North American Conference, Ann Arbor, September 2006

  • Valencia / ISBA 8th World Meeting on Bayesian Statistics, Benidorm (Alicante), Spain, June 2006

• "Smooth Transition Autoregressive Target Zone Model with SV Error Term with Applications".

  • 29th Annual IAEE International Conference, Potsdam, Germany, June 2006

  • 14th Annual Meeting of Society for Nonlinear Dynamics and Econometrics, St. Louis, March 2006

  • 75th Annual Meeting of Southern Economic Association Meetings, Washington, November 2005

  • Financial Engineering and Risk Management Workshop in Shanghai, China, July 2005

• "The Long-Run Forecasting of Energy Prices "

  • 7th IAEE European Energy Conference on European Energy Markets in Transition in Bergen, Norway, August 2005

• "Oil Price Volatility and the Asymmetric Response of Gasoline Prices to Oil Price Increases and Decreases"

  • 28th Annual IAEE International Conference in Taipei, June 2005

• “Anticipated and unanticipated effects of crude oil price and oil inventory changes on gasoline prices”

  • ASSA meetings, International Association for Energy Economics, Philadelphia, January 2005

• “Monetary policy effect on the business cycle fluctuations: output vs. index measures of the cycle.”

  • Conference on Nonlinearity and the Business Cycle, Washington University in St. Louis, St. Louis, August 2004

• “The role of permanent and transitory components in business cycle volatility moderation.”

  • North American Summer Meeting of the Econometric Society, Providence, June 2004

• “Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market.”

  • Valencia Bayesian Statistics Meetings 7, Tenerife, Spain, June 2002