3
H index
1
i10 index
52
Citations
Krenar Avdulaj : Citation Profile
Univerzita Karlova v Praze | RESEARCH PRODUCTION: 4 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2011 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Krenar Avdulaj. | Is cited by:
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Main data
Where Krenar Avdulaj has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing Krenar Avdulaj (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper |
| 2023 | The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers || Download paper |
| 2023 | Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659. Full description at Econpapers || Download paper |
| 2023 | Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1. Full description at Econpapers || Download paper |
Works by Krenar Avdulaj:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data In: Papers. [Full Text][Citation analysis] | paper | 43 |
| 2015 | Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2013 | Can we still benefit from international diversification? The case of the Czech and German stock markets In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | A semiparametric nonlinear quantile regression model for financial returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2012 | The Extreme Value Theory and Copulas as a Tool to Measure Market Risk In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2011 | The Extreme Value Theory as a Tool to Measure Market Risk In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team