Alan E. H. Speight

1.3k total citations
72 papers, 930 citations indexed

About

Alan E. H. Speight is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Alan E. H. Speight has authored 72 papers receiving a total of 930 indexed citations (citations by other indexed papers that have themselves been cited), including 66 papers in Economics and Econometrics, 46 papers in General Economics, Econometrics and Finance and 39 papers in Finance. Recurrent topics in Alan E. H. Speight's work include Monetary Policy and Economic Impact (45 papers), Market Dynamics and Volatility (43 papers) and Financial Risk and Volatility Modeling (31 papers). Alan E. H. Speight is often cited by papers focused on Monetary Policy and Economic Impact (45 papers), Market Dynamics and Volatility (43 papers) and Financial Risk and Volatility Modeling (31 papers). Alan E. H. Speight collaborates with scholars based in United Kingdom and United States. Alan E. H. Speight's co-authors include David G. McMillan, David Peel, Ronald MacDonald, Kevin Evans, Dennis Thomas, Owain ap Gwilym, Steven Cook, Michael White, Isabel Ruiz and Piers Thompson and has published in prestigious journals such as The Economic Journal, Economica and International Journal of Forecasting.

In The Last Decade

Alan E. H. Speight

68 papers receiving 799 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alan E. H. Speight United Kingdom 19 809 584 497 78 52 72 930
Francisco J. Ruge‐Murcia Canada 19 964 1.2× 374 0.6× 995 2.0× 41 0.5× 29 0.6× 53 1.2k
W. Jos Jansen Netherlands 13 727 0.9× 566 1.0× 527 1.1× 55 0.7× 112 2.2× 26 941
Pok‐sang Lam United States 10 593 0.7× 528 0.9× 337 0.7× 58 0.7× 153 2.9× 14 784
Sandra Eickmeier Germany 23 1.1k 1.3× 942 1.6× 1.1k 2.2× 75 1.0× 110 2.1× 55 1.5k
Mikkel Plagborg‐Møller United States 10 783 1.0× 437 0.7× 813 1.6× 32 0.4× 48 0.9× 22 1.2k
Thomas D. Tallarini United States 5 645 0.8× 452 0.8× 455 0.9× 65 0.8× 86 1.7× 6 815
Filippo Altissimo Italy 17 907 1.1× 384 0.7× 747 1.5× 44 0.6× 64 1.2× 25 1.1k
Ramon P. DeGennaro United States 12 758 0.9× 862 1.5× 263 0.5× 61 0.8× 215 4.1× 75 1.1k
Javier Juste Mencía Spain 17 429 0.5× 488 0.8× 264 0.5× 47 0.6× 121 2.3× 40 744
Gerhard Rünstler Germany 14 757 0.9× 275 0.5× 785 1.6× 178 2.3× 25 0.5× 33 1.0k

Countries citing papers authored by Alan E. H. Speight

Since Specialization
Citations

This map shows the geographic impact of Alan E. H. Speight's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alan E. H. Speight with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alan E. H. Speight more than expected).

Fields of papers citing papers by Alan E. H. Speight

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alan E. H. Speight. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alan E. H. Speight. The network helps show where Alan E. H. Speight may publish in the future.

Co-authorship network of co-authors of Alan E. H. Speight

This figure shows the co-authorship network connecting the top 25 collaborators of Alan E. H. Speight. A scholar is included among the top collaborators of Alan E. H. Speight based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alan E. H. Speight. Alan E. H. Speight is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Evans, Kevin & Alan E. H. Speight. (2010). Intraday euro exchange rates and international macroeconomic announcements. European Journal of Finance. 17(2). 83–110. 8 indexed citations
2.
McMillan, David G. & Alan E. H. Speight. (2008). Long-memory in high-frequency exchange rate volatility under temporal aggregation. Quantitative Finance. 8(3). 251–261. 2 indexed citations
3.
McMillan, David G., Alan E. H. Speight, & Kevin Evans. (2008). How useful is intraday data for evaluating daily Value-at-Risk?. Journal of Multinational Financial Management. 18(5). 488–503. 5 indexed citations
4.
Cook, Steven & Alan E. H. Speight. (2007). Time Irreversibility in Consumers’ Expenditure: An Analysis of Disaggregated Data. International Review of Applied Economics. 21(4). 561–575. 9 indexed citations
5.
McMillan, David G. & Alan E. H. Speight. (2006). Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market. Applied Financial Economics. 16(13). 959–972. 8 indexed citations
6.
Cook, Steven & Alan E. H. Speight. (2006). Time deformation in UK consumers’ expenditure: an empirical analysis of highly disaggregated data. Applied Economics Letters. 13(8). 471–478.
7.
Cook, Steven & Alan E. H. Speight. (2005). A deeper look at asymmetries in UK consumers’ expenditure: the nonparametric analysis of 100 disaggregates. Applied Economics. 37(8). 893–900. 2 indexed citations
8.
Peel, David & Alan E. H. Speight. (2003). Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence. SSRN Electronic Journal. 1 indexed citations
9.
McMillan, David G. & Alan E. H. Speight. (2003). Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures. Applied Financial Economics. 13(8). 599–607. 11 indexed citations
10.
McMillan, David G. & Alan E. H. Speight. (2002). Return-volume dynamics in UK futures. Applied Financial Economics. 12(10). 707–713. 18 indexed citations
11.
McMillan, David G. & Alan E. H. Speight. (2001). Nonlinearities in the black market zloty-dollar exchange rate: some further evidence. Applied Financial Economics. 11(2). 209–220. 12 indexed citations
12.
Speight, Alan E. H. & David G. McMillan. (2001). Volatility spillovers in East European black-market exchange rates. Journal of International Money and Finance. 20(3). 367–378. 26 indexed citations
13.
McMillan, David G., et al.. (2000). Forecasting UK stock market volatility. Applied Financial Economics. 10(4). 435–448. 76 indexed citations
14.
Peel, David & Alan E. H. Speight. (1998). Threshold nonlinearities in output: some international evidence. Applied Economics. 30(3). 323–333. 23 indexed citations
15.
McMillan, David G. & Alan E. H. Speight. (1998). Asymmetric volatility in industrial production: some international evidence. Applied Economics Letters. 5(6). 375–381. 5 indexed citations
16.
Peel, David & Alan E. H. Speight. (1998). Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence. Economica. 65(258). 211–229. 18 indexed citations
17.
Peel, David & Alan E. H. Speight. (1997). Non-Linearities in East European Black-Market Exchange Rates. International Journal of Finance & Economics. 2(1). 39–57. 11 indexed citations
18.
Peel, David & Alan E. H. Speight. (1994). Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States. International Journal of Systems Science. 25(5). 943–965. 2 indexed citations
19.
Peel, David & Alan E. H. Speight. (1994). Testing for non-linear dependence in inter-war exchange rates. Review of World Economics. 130(2). 391–417. 23 indexed citations
20.
Elliott, Robert F. & Alan E. H. Speight. (1989). Unemployment and Labour Market Efficiency: A Study of the Aberdeen and Grampian Experience. Medical Entomology and Zoology. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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