Prof Ralf Becker

Senior Lecturer in Economics

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ORCID: 0000-0002-0594-6386
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Publications

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  1. Published

    Measuring Chinese business cycles with dynamic factor models

    Becker, R., Wang, J. M., Gao, T. M. & McNown, R., Mar 2009, In: Journal of Asian Economics. 20, 2, p. 89-97 8 p.

    Research output: Contribution to journal › Article › peer-review

    DOI: 10.1016/j.asieco.2008.10.003
  2. Published

    Modeling electricity price events as point processes

    Becker, R., Clements, A. E. & Zainudin, W. N. R. A., 31 Jul 2013, In: Journal of Energy Markets. 6

    Research output: Contribution to journal › Article › peer-review

  3. Published

    Modeling Electricity Prices in Point Process

    Becker, R., Clements, A. E. & Zainudin, W., 2012, In: Journal of Energy Markets.

    Research output: Contribution to journal › Article › peer-review

  4. Published

    Modelling inflation and money demand using a fourier-series approximation

    Becker, R., R., U., Hurn, A., Enders, W., Milas, U. (ed.), Rothman, C. (ed.), Dijk, P. V. (ed.), Wildasin, D. (ed.) & D., U. (ed.), 2006, Nonlinear Time Series Analysis of Business Cycles. Amsterdam: Elsevier BV

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

  5. Published

    Modelling spikes in electricity prices

    Becker, R., Hurn, S. & Pavlov, V., Dec 2007, In: Economic Record. 83, 263, p. 371-382 11 p.

    Research output: Contribution to journal › Article › peer-review

    DOI: 10.1111/j.1475-4932.2007.00427.x
  6. Published

    On the informational efficiency of S&P500 implied volatility

    Becker, R., Clements, A. E. & White, S. I., Aug 2006, In: North American Journal of Economics and Finance. 17, 2, p. 139-153 14 p.

    Research output: Contribution to journal › Article › peer-review

    DOI: 10.1016/j.najef.2005.10.002
  7. Published

    Selecting volatility forecasting models for portfolio allocation purposes

    Becker, R., Clements, A. E., Doolan, M. B. & Hurn, A. S., Mar 2014, In: International Journal of Forecasting. 31, p. 849-861 12 p.

    Research output: Contribution to journal › Article › peer-review

    DOI: 10.1016/j.ijforecast.2013.11.007
  8. Published

    The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

    Becker, R., Hurn, A. & Bardsen, G., 2004, Advances in Economics and Econometrics: Theory and Applications. Becker, R. & Hurn, A. (eds.). Edward Elgar Publishing Ltd

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

  9. Published

    The jump component of S&P 500 volatility and the VIX index

    Becker, R., Clements, A. E. & McClelland, A., Jun 2009, In: Journal of Banking and Finance. 33, 6, p. 1033-1038 5 p.

    Research output: Contribution to journal › Article › peer-review

    DOI: 10.1016/j.jbankfin.2008.10.015
  10. Published

    Using discrete-time techniques to test continuous-time models for nonlinearity in drift

    Becker, R. & Hurn, A. S., 5 Jan 2004, In: Mathematics and Computers in Simulation. 64, 1, p. 121-131 10 p.

    Research output: Contribution to journal › Article › peer-review

    DOI: 10.1016/j.matcom.2003.07.001
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