| Econometric modelling of non‐ferrous metal prices C Watkins, M McAleer Journal of Economic Surveys 18 (5), 651-701, 2004 | 99 | 2004 |
| Pricing of non-ferrous metals futures on the London Metal Exchange C Watkins, M McAleer Applied Financial Economics 16 (12), 853-880, 2006 | 69 | 2006 |
| How has volatility in metals markets changed? C Watkins, M McAleer Mathematics and Computers in Simulation 78 (2-3), 237-249, 2008 | 55 | 2008 |
| Cointegration analysis of metals futures C Watkins, M McAleer Mathematics and computers in simulation 59 (1-3), 207-221, 2002 | 37 | 2002 |
| Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan M McAleer, T Nakamura, C Watkins Sustainability 11 (5), 1366, 2019 | 31 | 2019 |
| Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York K Iwatsubo, C Watkins, T Xu Journal of Commodity Markets 11, 59-71, 2018 | 20 | 2018 |
| The changing role of foreign investors in Tokyo stock price formation K Iwatsubo, C Watkins Pacific-Basin Finance Journal 67, 101548, 2021 | 9 | 2021 |
| Related commodity markets and conditional correlations C Watkins, M McAleer Mathematics and Computers in Simulation 68 (5-6), 567-579, 2005 | 8 | 2005 |
| Modelling Time-Varying Volatility in Non-Ferrous Metals Markets C Watkins, M McAleer International Environmental Modelling and Software Society, 2002 | 6 | 2002 |
| Does firm-level productivity predict stock returns? T Hiroki, K Iwatsubo, C Watkins Pacific-Basin Finance Journal 72, 101710, 2022 | 3 | 2022 |
| Who influences the fundamental value of commodity futures in Japan? K Iwatsubo, C Watkins International Review of Financial Analysis 67, 101404, 2020 | 3 | 2020 |
| Volatility of a Market Index and its Components: An Application to Commodity Markets C Watkins, M McAleer Computing in Economics and Finance 2002, 2002 | 2 | 2002 |
| Volatility of a Market Index and its Components: An Application to Commodity Markets C Watkins, M McAleer Computing in Economics and Finance 2002, 2002 | 2 | 2002 |
| The term structure of interest rates and economic activity: An empirical critique C Watkins Mathematics and Computers in Simulation 43 (3-6), 487-493, 1997 | 2 | 1997 |
| Have Aluminium And Copper Futures Markets Become More Volatile Over Time? C Watkins, M McAleer Have Aluminium and Copper Futures Markets Become More Volatile Over Time …, 2005 | 1 | 2005 |
| Estimating tradeable certificates created by small-scale renewable energy systems T Pryor, C Watkins, H Lang | 1 | 2002 |
| Forecasting commodity market volatility in the presence of extreme observations C Watkins, M Mcaleer Forecasting Commodity Market Volatility in the Presence of Extreme …, 2001 | 1 | 2001 |
| Carbon emissions markets: A simulation approach C Watkins Carbon Emissions Markets: A Simulation Approach, 1071-1078, 2001 | 1 | 2001 |
| Raising global citizens at home: Exploring a methodological approach I Van Rompay-Bartels, C Watkins, J Geessink Societal Impacts 1 (1-2), 100012, 2023 | | 2023 |
| Causality between Arbitrage and Liquidity in Platinum Futures K Iwatsubo, C Watkins Journal of Risk and Financial Management 15 (12), 593, 2022 | | 2022 |
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamVerified email at ese.eur.nl
