Peter S. Sephton

1.4k total citations
67 papers, 1.0k citations indexed

About

Peter S. Sephton is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Peter S. Sephton has authored 67 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 52 papers in Economics and Econometrics, 49 papers in General Economics, Econometrics and Finance and 22 papers in Finance. Recurrent topics in Peter S. Sephton's work include Monetary Policy and Economic Impact (48 papers), Market Dynamics and Volatility (29 papers) and Financial Risk and Volatility Modeling (14 papers). Peter S. Sephton is often cited by papers focused on Monetary Policy and Economic Impact (48 papers), Market Dynamics and Volatility (29 papers) and Financial Risk and Volatility Modeling (14 papers). Peter S. Sephton collaborates with scholars based in Canada, United States and Türkiye. Peter S. Sephton's co-authors include Janelle Mann, John Williamson, Marcus Miller, Basu Sharma, Tolga Omay and Donald Cochrane and has published in prestigious journals such as SHILAP Revista de lepidopterología, Energy Economics and Journal of Development Economics.

In The Last Decade

Peter S. Sephton

65 papers receiving 869 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Peter S. Sephton Canada	16	796	597	358	121	93	67	1.0k
Marcelo Reyes Spain	7	668 0.8×	387 0.6×	202 0.6×	155 1.3×	45 0.5×	9	819
Yoosoon Chang United States	15	715 0.9×	543 0.9×	280 0.8×	130 1.1×	42 0.5×	37	954
Robert Sollis United Kingdom	13	852 1.1×	542 0.9×	388 1.1×	129 1.1×	37 0.4×	26	1.0k
Dukpa Kim South Korea	10	666 0.8×	422 0.7×	198 0.6×	181 1.5×	58 0.6×	22	878
Markus Krätzig Germany	3	570 0.7×	412 0.7×	248 0.7×	83 0.7×	22 0.2×	4	827
Tolga Omay Türkiye	19	973 1.2×	515 0.9×	231 0.6×	226 1.9×	93 1.0×	76	1.2k
Benoît Perron Canada	16	1.1k 1.3×	681 1.1×	301 0.8×	116 1.0×	61 0.7×	34	1.3k
Panagiotis Mantalos Sweden	11	622 0.8×	293 0.5×	170 0.5×	146 1.2×	25 0.3×	28	753
Richard Pierse United Kingdom	12	807 1.0×	417 0.7×	203 0.6×	335 2.8×	109 1.2×	21	1.1k
Byeongseon Seo South Korea	6	674 0.8×	574 1.0×	339 0.9×	97 0.8×	16 0.2×	16	854

Countries citing papers authored by Peter S. Sephton

Since Specialization

Citations

This map shows the geographic impact of Peter S. Sephton'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 Peter S. Sephton with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter S. Sephton more than expected).

Fields of papers citing papers by Peter S. Sephton

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter S. Sephton. 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 Peter S. Sephton. The network helps show where Peter S. Sephton may publish in the future.

Co-authorship network of co-authors of Peter S. Sephton

This figure shows the co-authorship network connecting the top 25 collaborators of Peter S. Sephton. A scholar is included among the top collaborators of Peter S. Sephton 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 Peter S. Sephton. Peter S. Sephton is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Sephton, Peter S.. (2023). Threshold cointegration and asymmetries between dividends and earnings news. Finance research letters. 58. 104434–104434. 1 indexed citations

Sephton, Peter S.. (2023). Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test. Computational Economics. 64(2). 693–705. 1 indexed citations

Sephton, Peter S. & Tolga Omay. (2023). A note on CO2 emissions using two new tests. Empirica. 50(4). 933–941. 1 indexed citations

Sephton, Peter S. & Janelle Mann. (2018). Gold and crude oil prices after the great moderation. Energy Economics. 71. 273–281. 29 indexed citations

Mann, Janelle & Peter S. Sephton. (2018). A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000). Energy Economics. 82. 78–84. 6 indexed citations

Sephton, Peter S. & Janelle Mann. (2014). Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom. Environmental and Resource Economics. 64(2). 301–315. 54 indexed citations

Sephton, Peter S. & Janelle Mann. (2013). Threshold Cointegration: Model Selection with an Application. RePEc: Research Papers in Economics. 56(2). 54–77. 11 indexed citations

Sephton, Peter S.. (2013). Modeling Customer Satisfaction: A Panel Cointegration Perspective of The Limited Service Restaurant Sector. 6(1). 11–17. 3 indexed citations

Sephton, Peter S.. (2010). Who cut the cheese?. Applied Economics Letters. 18(1). 7–10. 2 indexed citations

10.

Sephton, Peter S.. (2009). Unit roots and purchasing power parity: another kick at the can. Applied Economics. 42(27). 3439–3453. 1 indexed citations

11.

Sephton, Peter S.. (2009). Fractional integration in agricultural futures price volatilities revisited. Agricultural Economics. 40(1). 103–111. 9 indexed citations

12.

Sephton, Peter S.. (2008). Exchange rates and fractional integration revisited. Applied Financial Economics Letters. 4(6). 383–387. 2 indexed citations

13.

Sephton, Peter S.. (2003). Spatial Market Arbitrage and Threshold Cointegration. American Journal of Agricultural Economics. 85(4). 1041–1046. 45 indexed citations

14.

Sephton, Peter S.. (1996). Extended critical values for a simple test of cointegration. Applied Economics Letters. 3(3). 155–157. 6 indexed citations

15.

Sephton, Peter S.. (1995). A non-parametric view of money/income causality. Applied Financial Economics. 5(2). 79–84. 7 indexed citations

16.

Sephton, Peter S.. (1993). Optimal Hedge Ratios at the Winnipeg Commodity Exchange. Canadian Journal of Economics/Revue canadienne d économique. 26(1). 175–175. 36 indexed citations

17.

Sephton, Peter S.. (1993). Hedging wheat and canola at the Winnipeg Commodity Exchange. Applied Financial Economics. 3(1). 67–72. 17 indexed citations

18.

Sephton, Peter S., et al.. (1991). Tests of exchange market efficiency: fragile evidence from cointegration tests. Journal of International Money and Finance. 10(4). 561–570. 140 indexed citations

19.

Sephton, Peter S.. (1990). Does anticipated monetary policy matter? More evidence. Applied Economics. 22(1). 111–116. 1 indexed citations

20.

Sephton, Peter S.. (1989). Causality between export growth and industrial development. Journal of Development Economics. 31(2). 413–415. 15 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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