Claudiu Tiberiu Albulescu : Citation Profile

Are you Claudiu Tiberiu Albulescu?

Universitatea Politehnica Timişoara (75% share)
Université de Poitiers (25% share)

7

H index

5

i10 index

162

Citations

RESEARCH PRODUCTION:

51

Articles

40

Papers

7

Chapters

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 13
   Journals where Claudiu Tiberiu Albulescu has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 17 (9.5 %)

EXPERT IN:

   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Panel Data Models; Spatio-temporal Models
   Price Level; Inflation; Deflation
   Business Fluctuations; Cycles
   Monetary Policy

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal359
   Updated: 2019-10-15    RAS profile: 2019-08-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Tiwari, Aviral (30)

Pépin, Dominique (12)

Oros, Cornel (10)

Miller, Stephen (5)

GUPTA, RANGAN (4)

Kyophilavong, Phouphet (3)

Mutascu, Mihai Ioan (3)

Yoon, Seong-Min (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Claudiu Tiberiu Albulescu.

Is cited by:

Aguiar-Conraria, Luís (8)

Tiwari, Aviral (8)

GUPTA, RANGAN (5)

Haskamp, Ulrich (4)

Selmi, Refk (4)

Setzer, Ralph (4)

Stancu, Ion (4)

Belke, Ansgar (4)

Sousa, Rita (4)

Ozturk, Ilhan (3)

Wohar, Mark (3)

Cites to:

Tiwari, Aviral (30)

Pesaran, M (27)

Lucas, Robert (25)

Phillips, Peter (17)

Hansen, Bruce (17)

Aguiar-Conraria, Luís (16)

Nicolini, Juan Pablo (16)

Baum, Christopher (15)

Stillman, Steven (13)

Schaffer, Mark (13)

Engle, Robert (13)

Main data

Where Claudiu Tiberiu Albulescu has published?

Journals with more than one article published# docs
Economics Bulletin6
Annals of Faculty of Economics3
Applied Economics3
Journal of Applied Economic Sciences2
Research in International Business and Finance2
Applied Economics Letters2
Theoretical and Applied Economics2
Renewable and Sustainable Energy Reviews2
Journal for Economic Forecasting2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17
Working Papers / HAL8
MPRA Paper / University Library of Munich, Germany6
Papers / arXiv.org4
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Claudiu Tiberiu Albulescu (2019 and 2018)

YearTitle of citing document
2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

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2019Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050.

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2018Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2019Modeling the cost transmission mechanism of the emission trading scheme in China. (2019). Fujikawa, Kiyoshi ; Ju, Yiyi. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:172-182.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

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2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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2018Testing for wavelet based time-frequency relationship between oil prices and US economic activity. (2018). Shah, Nida ; Shahbaz, Muhammad ; sbia, rashid ; Raza, Syed ; Amir-Ud, Rafi. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:571-580.

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2018Asymmetric persistence in convergence for carbon dioxide emissions based on quantile unit root test with Fourier function. (2018). Cai, Yifei ; Inglesi-Lotz, Roula ; Chang, Tsangyao. In: Energy. RePEc:eee:energy:v:161:y:2018:i:c:p:470-481.

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2019Assessing the sustainability of the shale gas industry by combining DPSIRM model and RAGA-PP techniques: An empirical analysis of Sichuan and Chongqing, China. (2019). Zhan, Lina ; Wang, Qiang. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:353-364.

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2018Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:100-105.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

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2018Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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2017Does monetary policy have any relationship with the expectations of stock market participants?. (2017). Hung, Kuo-Che ; Ma, Tai. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:100-117.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Correlations of stock price fluctuations under multi-scale and multi-threshold scenarios. (2018). Feng, Sida ; Sui, Guo ; Jiang, Meihui ; Liu, Xueyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1501-1512.

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2018Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China. (2018). Borjigin, Sumuya ; Sun, Leilei ; Yang, Xiaoguang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:107-115.

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2018Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis. (2018). Loganathan, Nanthakumar ; Jammazi, Rania ; Sharif, Arshian ; Afshan, Sahar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:225-244.

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2018Network features of sector indexes spillover effects in China: A multi-scale view. (2018). Feng, Sida ; Wen, Shaobo ; Sun, Qingru ; Liu, Xueyong ; Qi, Yabin ; Huang, Shupei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:496:y:2018:i:c:p:461-473.

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2018Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program. (2018). Zhang, Guofu ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:611-622.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2018Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis. (2018). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Hussain, Syed Jawad ; Aloui, Chaker. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

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2018Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2019Multifractal detrended fluctuation analysis on high-frequency SZSE in Chinese stock market. (2019). Huang, Jingjing ; Gu, Danlei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:225-235.

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2017Financial stability, energy consumption and environmental quality: Evidence from South Asian economies. (2017). Ozturk, Ilhan ; Anwar, Sofia ; Nasreen, Samia. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:67:y:2017:i:c:p:1105-1122.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2017Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela. (2017). Sarmiento-Sabogal, Julio ; Sandoval, Juan S ; Collazos, Maria ; Cayon, Edgardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:547-555.

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2018The financial stability index (4) – Estimated by the Institute of Financial Studies. (2018). Panait, Iulian ; Stancu, Andrei Tudor. In: Scientific Papers. RePEc:fst:wpaper:0008.

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2018The financial stability index (5) – Estimated by the Institute of Financial Studies. (2018). Panait, Iulian ; Stancu, Andrei Tudor. In: Scientific Papers. RePEc:fst:wpaper:0018.

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2019The financial stability index (6) – Estimated by the Institute of Financial Studies. (2019). Stancu, Ion ; PANAIT, Iulian . In: Scientific Papers. RePEc:fst:wpaper:0025.

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2017The Consequences of Corruption on Inflation in Developing Countries: Evidence from Panel Cointegration and Causality Tests. (2017). Ozahin, Erife ; Uler, Gulbahar. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:49-:d:122367.

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2018Private Sector Credit and Inflation Volatility. (2018). Katusiime, Lorna. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:28-:d:142810.

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2018Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:31-:d:146114.

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2019Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis. (2019). Tiwari, Aviral ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:24-:d:217055.

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2018Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices. (2018). Cansado-Bravo, Pablo ; Rodriguez-Monroy, Carlos. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3486-:d:190416.

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2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim Hiang ; Huang, Yuting ; Zhou, Xiaoxia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

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2018Ex-Ante Analysis of Economic, Social and Environmental Impacts of Large-Scale Renewable and Nuclear Energy Targets for Global Electricity Generation by 2030. (2018). Almutairi, Kamel ; Durand-Morat, Alvaro ; Thoma, Greg. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2884-:d:163691.

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2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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2018The sustainability of Romanias accession to the Euro Area - A political project anchored in economic reality. (2018). Aursulesei, Tudor Mugurel. In: CES Working Papers. RePEc:jes:wpaper:y:2018:v:10:i:4:p:480-490.

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2019Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach. (2019). Tiwari, Aviral Kumar ; Hammoudeh, Shawkat ; Naifar, Nader. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9838-1.

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2019A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y.

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2018Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test. (2018). Balcilar, Mehmet ; Chisoro, Shingie ; Loate, Tumisang B ; Babalos, Vassilios. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9344-4.

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2018The short-run effects of knowledge intensive greenfield FDI on new domestic entry. (2018). Amoroso, Sara ; Muller, Bettina. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:3:d:10.1007_s10961-017-9575-y.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2018Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?. (2018). Phiri, Andrew ; Moyo, Clement ; Khobai, hlalefang ; Nach, Mirada ; Nsenga, Dieu. In: Working Papers. RePEc:mnd:wpaper:1817.

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2017California´s Carbon Market and Energy Prices: A Wavelet Analysis. (2017). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: NIPE Working Papers. RePEc:nip:nipewp:13/2017.

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2018Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?. (2018). Phiri, Andrew ; Moyo, Clement ; Khobai, hlalefang ; Nach, Mirada ; Nsenga, Dieu. In: MPRA Paper. RePEc:pra:mprapa:86274.

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2018Measuring Financial Stability in Ghana: A New Index-Based Approach. (2018). Akosah, Nana ; Kumah, Claudia ; Lawson, Natalia ; Loloh, Francis. In: MPRA Paper. RePEc:pra:mprapa:86634.

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2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test. (2019). Ogbonna, Ahamuefula ; Mudida, Robert ; Yaya, Olaoluwa S. In: MPRA Paper. RePEc:pra:mprapa:93939.

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2018Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Pradhan, Ashis Kumar ; Cekin, Semih Emre. In: Working Papers. RePEc:pre:wpaper:201867.

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2018Bidirectional spillover effect between Russian stock index and the selected commodities. (2018). Ivkov, Dejan ; Momilovi, Mirela ; Njegi, Jovan. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:1:p:29-53.

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2018Are unemployment rates stationary for SEE10 countries? Evidence from linear and nonlinear dynamics. (2018). Lojanica, Nemanja ; Risti, Lela ; Obradovi, Saa. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:559-583.

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2018Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina ; Gil-Faria, Maria Candelaria . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

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2019The impact of international crude oil price fluctuation on the exchange rate of petroleum-importing countries: a summary of recent studies. (2019). Wang, Xiaozhen ; Liu, Manzhi ; Zhao, Chao ; Lin, Aimei ; Qiang, Wei. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3501-y.

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2018The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. (2018). Zhang, XU ; Yao, Dengbao ; Liu, Xiaoxing. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:4:p:407-425.

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2017FORECASTING OF OIL AND AGRICULTURAL COMMODITY PRICES: VARMA VERSUS ARMA. (2017). Gulerce, Mustafa ; Unal, Gazanfer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500129.

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2018Electricity price forecasting using multiple wavelet coherence method: Comparison of ARMA versus VARMA. (2018). Gulerce, Mustafa ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500044.

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Works by Claudiu Tiberiu Albulescu:

YearTitleTypeCited
2009THE ROLE OF THE MONETARY POLICY IN ASSET PRICES VOLATILITY CORRECTION: THE ROMANIAN CASE In: Theoretical and Applied Economics.
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2012Financial stability, monetary policy and budgetary coordination in EMU In: Theoretical and Applied Economics.
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2010Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice.
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2016FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION In: Review of Economic and Business Studies.
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2014A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests In: Papers.
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2014A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS.(2014) In: Working Papers.
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2016The loss of interest for the euro in Romania In: Papers.
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2016The loss of interest for the euro in Romania.(2016) In: Working Papers.
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2016The interaction between trade and FDI: the CEE countries experience In: Papers.
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2016The interaction between trade and FDI: the CEE countries experience.(2016) In: Working Papers.
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2017The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries In: Papers.
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2016The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries.(2016) In: Working Papers.
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2018The Micro-Foundations of an Open Economy Money Demand: An Application to the Central and Eastern European Countries.(2018) In: Working papers.
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2016A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS In: Bulletin of Economic Research.
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2016A re-examination of real interest parity in CEECs using old and new second-generation panel unit root tests.(2016) In: Post-Print.
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2014A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW SECOND GENERATION PANEL UNIT ROOT TESTS.(2014) In: Working Papers.
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2013REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS In: Brussels Economic Review.
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2013Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis.(2013) In: Post-Print.
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2015Prévisions dâexperts et politique monétaire de la BCE In: Revue française d'économie.
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2015Prévisions d’experts et politique monétaire de la BCE.(2015) In: Post-Print.
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2014Prévisions d’experts et politique monétaire de la BCE.(2014) In: Post-Print.
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2016Prévisions d’experts et politique monétaire de la BCE.(2016) In: Post-Print.
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2011Estimation of equilibrium exchange rate in CEECs: a rolling window approach In: Economics Bulletin.
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2013Financial instability and ECB monetary policy In: Economics Bulletin.
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2013Financial instability and ECB monetary policy.(2013) In: Post-Print.
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2014The policy-mix in the Euro Area: The Role of Financial Stability In: Economics Bulletin.
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2014The policy-mix in the Euro Area : The Role of Financial Stability.(2014) In: Post-Print.
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2014A comparison of different forecasting models of the international trade in India In: Economics Bulletin.
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2016Shadow economy, tax policies, institutional weakness and financial stability in selected OECD countries In: Economics Bulletin.
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2016Shadow Economy, Tax Policies, Institutional Weakness and Financial Stability in Selected Oecd Countries.(2016) In: Managing Innovation and Diversity in Knowledge Society Through Turbulent Time: Proceedings of the MakeLearn and TIIM Joint International Conference 2016.
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2017Is there any convergence in health expenditures across EU countries? In: Economics Bulletin.
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2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests In: Applied Energy.
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2014Revisiting the inflation–output gap relationship for France using a wavelet transform approach In: Economic Modelling.
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2014Revisiting the inflation - output gap relationship for France using a wavelet transform approach.(2014) In: Post-Print.
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2013Revisiting the Inflation - Output Gap Relationship for France using a Wavelet Transform Approach.(2013) In: Post-Print.
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2015An analysis of dependence between Central and Eastern European stock markets In: Economic Systems.
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2013The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework In: Energy Economics.
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2019The micro-foundations of an open economy money demand: An application to central and eastern European countries In: Journal of Macroeconomics.
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2019Time-frequency co-movements between the largest nonferrous metal futures markets In: Resources Policy.
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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices In: Physica A: Statistical Mechanics and its Applications.
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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach In: The Quarterly Review of Economics and Finance.
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2016Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests In: Renewable and Sustainable Energy Reviews.
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2018The economic, social and environmental impact of shale gas exploitation in Romania: A cost-benefit analysis In: Renewable and Sustainable Energy Reviews.
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2015Frequency domain causality analysis of stock market and economic activity in India In: International Review of Economics & Finance.
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2016Continuous wavelet transform and rolling correlation of European stock markets In: International Review of Economics & Finance.
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2016Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks In: Research in International Business and Finance.
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2018The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries In: Research in International Business and Finance.
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2017The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries.(2017) In: Working Papers.
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2011Economic and Financial Integration of CEECs: The Impact of Financial Instability In: Czech Economic Review.
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2015On the Long Run Money-Prices Relationship in CEE Countries.(2015) In: Economic Research Guardian.
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2015Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach In: Post-Print.
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2015Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets : A Time-frequency Approach.(2015) In: Post-Print.
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2015Extreme co-movements and dependencies among major international exchange rates In: Post-Print.
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2017Oil price-inflation pass-through in Romania during the inflation targeting regime In: Post-Print.
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2017Oil price–inflation pass-through in Romania during the inflation targeting regime.(2017) In: Applied Economics.
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2013EU Funds Absorption Rate and the Economic Growth In: Post-Print.
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2013EU Funds Absorption Rate and the Economic Growth.(2013) In: Timisoara Journal of Economics and Business.
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2016Co-movements and contagion between international stock index futures markets In: Post-Print.
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2017Co-movements and contagion between international stock index futures markets.(2017) In: Empirical Economics.
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2016Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes In: Post-Print.
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2016Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes.(2016) In: Working Papers.
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2017Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes.(2017) In: Applied Economics.
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2018Money demand stability, monetary overhang and inflation forecast in the CEE countries In: Working Papers.
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2009Forecasting Romanian Financial System Stability using a Stochastic Simulation Model In: Working Papers.
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2018Intercultural Education for Creative Entrepreneurship In: International Journal of Management, Knowledge and Learning.
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2019The interaction between trade and FDI: The CEECs experience In: International Economics and Economic Policy.
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2008Utilizarea unui indice agregat pentru măsurarea stabilităţii sectorului financiar din România In: Revista OEconomica.
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2008La crise actuelle des marches financiers : l’impact au niveau Europeen In: Annals of Faculty of Economics.
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2009EARLY WARNING SYSTEM FOR THE ROMANIAN BANKING SECTOR: THE CAAMPL APPROACH In: Annals of Faculty of Economics.
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2009THE CAPITAL FLOWS IMPACT ON THE STABILITY OF THE FINANCIAL SYSTEMS In: Annals of Faculty of Economics.
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2009Assessing Romanian financial sector stability: the importance of the international economic climate In: MPRA Paper.
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2009Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case In: MPRA Paper.
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2008Reconsidérer la fonction de PDR : problème urgent au niveau de la zone euro In: MPRA Paper.
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2009Forecasting credit growth rate in Romania: from credit boom to credit crunch? In: MPRA Paper.
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2010FORECASTING CREDIT GROWTH RATE IN ROMANIA: FROM CREDIT BOOM TO CREDIT CRUNCH?.(2010) In: Romanian Economic Business Review.
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2008La dynamique de la stabilité du système financier roumain : une analyse en terme d’indice agrégé de stabilité In: MPRA Paper.
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2009Central Bank or Single Financial Supervision Authority: The Romanian Case In: MPRA Paper.
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2015Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices In: Working Papers.
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2016Time-frequency relationship between US output with commodity and asset prices.(2016) In: Applied Economics.
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2015Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data In: Working Papers.
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2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data.(2016) In: Working papers.
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2018Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries In: Journal of Economic Integration.
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2010Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model In: Journal for Economic Forecasting.
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2013Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area In: Journal for Economic Forecasting.
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2018Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions In: Eurasian Business Review.
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2016Exploring the role of FDI in enhancing the entrepreneurial activity in Europe: a panel data analysis In: International Entrepreneurship and Management Journal.
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2017UK business cycle synchronization with Germany and the US: New evidence from time–frequency domain and structure of economic growth In: Applied Economics Letters.
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2018Unemployment persistence in EU countries: new evidence using bounded unit root tests In: Applied Economics Letters.
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2015Entrepreneurship Education at Politehnica University of Timisoara, Romania In: Managing Intellectual Capital and Innovation for Sustainable and Inclusive Society: Managing Intellectual Capital and Innovation; Proceedings of the MakeLearn and TIIM Joint International Conference 2015.
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2015Research on Training Needs Identification: Leadeship in Sustainability In: Managing Intellectual Capital and Innovation for Sustainable and Inclusive Society: Managing Intellectual Capital and Innovation; Proceedings of the MakeLearn and TIIM Joint International Conference 2015.
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2016The Interdependences between Italian Firms’ Access to Finance and their Probability of Default In: Managing Innovation and Diversity in Knowledge Society Through Turbulent Time: Proceedings of the MakeLearn and TIIM Joint International Conference 2016.
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2016What we Understand by Financial Stability: Text Analysis with Network Approach In: Managing Innovation and Diversity in Knowledge Society Through Turbulent Time: Proceedings of the MakeLearn and TIIM Joint International Conference 2016.
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2017Firms’ Financial Constraints and Structure of Investment: An Application on R&D Sector of Largest Eu Countries In: Management Challenges in a Network Economy: Proceedings of the MakeLearn and TIIM International Conference 2017.
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2017Firms’ Financial Performance and Investment: A Panel Data Analysis Applied to Wine Industry from Cee Countries In: Management Challenges in a Network Economy: Proceedings of the MakeLearn and TIIM International Conference 2017.
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2007The Impact of the New Financial Products on the Volatility of the Economic Growth In: Journal of Applied Economic Sciences.
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2008THE SPREAD OF THE CAPITAL MARKETSS GLOBAL CRISIS: DOES THE COUNTRIES INDUSTRIAL PROFILE MATTER? In: Journal of Applied Economic Sciences.
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2011Macro-Financial Risks and Central Banks: What Changes Has the Crisis Triggered? In: Timisoara Journal of Economics.
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