Guglielmo Maria Caporale : Citation Profile

Brunel University London

31

H index

101

i10 index

3893

Citations

RESEARCH PRODUCTION:

302

Articles

369

Papers

8

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 121
   Journals where Guglielmo Maria Caporale has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 205 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1139
   Updated: 2025-03-08    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Gil-Alana, Luis (78)

Spagnolo, Nicola (23)

Anderl, Christina (22)

Plastun, Alex (14)

Spagnolo, Fabio (9)

Abakah, Emmanuel (7)

Helmi, Mohamad Husam (5)

YAYA, OLAOLUWA (3)

albanese, marina (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guglielmo Maria Caporale.

Is cited by:

GUPTA, RANGAN (127)

Gil-Alana, Luis (125)

Miller, Stephen (38)

Plastun, Alex (32)

YAYA, OLAOLUWA (30)

Bahmani-Oskooee, Mohsen (28)

Tiwari, Aviral (27)

Wohar, Mark (26)

Cuestas, Juan (24)

Sibande, Xolani (21)

Ogbonna, Ahamuefula (21)

Cites to:

Gil-Alana, Luis (336)

Engle, Robert (100)

Diebold, Francis (100)

Phillips, Peter (95)

Perron, Pierre (90)

Johansen, Soren (82)

Bollerslev, Tim (82)

Campbell, John (68)

Robinson, Peter (66)

Taylor, Mark (60)

Plastun, Alex (57)

Main data

Production by document typepaperarticlechapter19921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202402040Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240250500750Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 31Most cited documents1234567891011121314151617181920212223242526272829303132330100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Guglielmo Maria Caporale has published?

Journals with more than one article published# docs
Research in International Business and Finance13
International Journal of Finance & Economics12
Applied Economics Letters12
Journal of International Money and Finance11
Journal of Economics and Finance10
Economic Modelling9
Applied Financial Economics8
Empirical Economics8
Finance Research Letters7
National Institute Economic Review7
Review of World Economics (Weltwirtschaftliches Archiv)6
Journal of International Financial Markets, Institutions and Money6
Manchester School6
Empirica6
International Economics6
Journal of Economic Integration6
National Institute Economic Review6
Review of International Economics6
Computational Economics5
Applied Economics5
International Review of Financial Analysis5
Journal of Economic Studies5
Economics Bulletin4
Journal of Applied Economics4
Scottish Journal of Political Economy4
International Economics4
International Journal of Finance & Economics4
The Quarterly Review of Economics and Finance4
Economics Letters3
Bulletin of Economic Research3
Journal of Policy Modeling3
South African Journal of Economics3
Review of Financial Economics3
Oxford Bulletin of Economics and Statistics3
Financial Markets and Portfolio Management3
Cogent Economics & Finance3
Review of Financial Economics3
Open Economies Review3
Journal of Economic Development2
Review of Development Economics2
International Advances in Economic Research2
The Journal of International Trade & Economic Development2
China Economic Review2
Journal of International Development2
Journal of Banking & Finance2
Intelligent Systems in Accounting, Finance and Management2
Revista de Econom�a del Rosario2
Econometrics2
African Development Review2
The European Journal of Finance2
Journal of Applied Statistics2
SN Business & Economics2
Zagreb International Review of Economics and Business2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo204
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research91
IZA Discussion Papers / Institute of Labor Economics (IZA)7
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan6
Economics Series / Institute for Advanced Studies5
Post-Print / HAL4
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3
Working Papers LuissLab / Dipartimento di Economia e Finanza, LUISS Guido Carli2
MPRA Paper / University Library of Munich, Germany2
EcoMod2010 / EcoMod2
Working Paper Series / European Central Bank2

Recent works citing Guglielmo Maria Caporale (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan. (2024). Rahimov, Vugar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:85-96.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

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2024Strengthening local economies through social capital: The role of cooperative firms in driving economic growth in Italy. (2024). di Maggio, Umberto ; Terzo, Giuseppe ; Notarstefano, Giuseppe. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:3:p:863-882.

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2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

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2024Drivers of international fiscal spillovers. (2024). YILMAZKUDAY, HAKAN. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1491-1536.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024.

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2024Global shocks, budgets deficits, and international fiscal policy coordination. (2024). Agnor, Pierrerichard. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1341-1363.

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2024.

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2024Sensitivity of bilateral trade between Korea and China to exchange rate fluctuations: Insights from the semiconductor industry. (2024). Baek, Jungho ; Piao, Shanyu ; Nam, Soojoong. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:3150-3167.

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2024.

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2024.

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2025International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe. (2025). Sova, Robert ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11639.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis Alberiko ; Dominguez, Alfonso ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2024Examining Volatility Spillover between India and Global Emerging Stock Markets during COVID 19 and Russia-Ukraine War Crisis. (2024). Lakhanpal, Aakriti ; Panchamia, Aastha ; Maurya, Harshita ; Anchan, Veerendra. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:102-118.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2025How have the COVID pandemic and the war in Ukraine affected energy poverty?. (2025). Juez-Martel, Pedro ; del Ro, Pablo ; Burguillo, Mercedes. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pd:s0306261924020737.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Online markets, offline happiness: E-commerce development and subjective well-being in rural China. (2024). Luo, Mingzhong ; Zhao, Chunkai ; Wei, Binhui. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001366.

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2024Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies. (2024). Gil-Alana, Luis ; Carmona-Gonzalez, Nieves ; Martin-Valmayor, Miguel A ; Sanchez-Martin, Maria-Pilar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:390-403.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2024Environmental protection tax and firms’ ESG investment: Evidence from China. (2024). Ye, Yingying ; Wang, Xiaolin. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004339.

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2024Decarbonization policy and high-carbon enterprise default risk: Evidence from China. (2024). Sun, Haibo ; Pang, Tengfei ; Liu, Zhonglu. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000415.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Do fund managers’ performance rely on gender and team size? Evidence from India. (2024). Chandra, Abhijeet ; Mishra, Ajay Kumar ; Majumdar, Sudipta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2024The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718.

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2024Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach. (2024). Lin, YU ; Yu, Yuanyuan ; Yang, QU ; He, Qian ; Dai, Dongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001773.

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2024Asymmetric effects of democracy and macroeconomic factors on happiness under high and low per capita incomes: A threshold panel analysis. (2024). Kundu, Srikanta ; Chettri, Kul Bahadur. In: Ecological Economics. RePEc:eee:ecolec:v:216:y:2024:i:c:s0921800923002938.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Spillovers and dependency between green finance and traditional energy markets under different market conditions. (2024). Qin, Zhongfeng ; Wu, Ruirui ; Li, Bin. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002830.

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2024Conceptualizing an interpretative framework for energy transition among Italian innovative small and medium enterprises. (2024). Thomas, Antonio ; Scandurra, Giuseppe ; Carfora, Alfonso. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004129.

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2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024Nonlinear impact of climate transition risks on green stock performance: Perspectives from multiscale and lag effects. (2024). Xu, Xin ; Rong, Xueyun ; Cheng, Siyu ; Wang, Junling. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002011.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2024Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

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2024FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859.

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2024Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223.

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2024Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Yang, Bing ; Liu, Jianxu ; Wang, Mengjiao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan. (2024). Lee, Geesun. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007578.

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2024Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization. (2024). Yang, Changyu ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011796.

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2024Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes. (2024). de Freitas, Mateus Gonzalez ; de Oliveira, Guilherme. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012996.

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2024Structural shifts in bank credit ratings. (2024). Sifodaskalakis, Emmanouil ; Ioannidis, Christos ; Ballis, Antonis. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000573.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Global power and Stock market co-movements: A study of G20 markets. (2024). Selvanathan, E A ; Haddad, Sama ; Gupta, Rakesh. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001005.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2024Financial openness, liability composition of banks, and bank risk: International evidence. (2024). Moreira, Fernando ; Li, Zixian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s104244312400132x.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2024How do digital inclusion and energy security risks affect mineral resources trade? Evidence from world-leading mineral trading countries. (2024). , Norashidah ; Sohail, Muhammad Tayyab. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012394.

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2024Natural resources a curse or blessings for international trade? Empirical evidence from high indebted economies. (2024). Nassani, Abdelmohsen A ; Khan, Zeeshan ; Jia, Fengshuo ; Yu, Xiuzhi. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072301320x.

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2024Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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2024How does inflation rate influence the resource utilization policy? New empirical evidence from OPEC countries. (2024). Alam, Mohammad Mahtab ; Shukurullaevich, Nizomjon Khajimuratov ; Farooq, Umar ; Yu, Zhichao ; Dai, Jiapeng. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002290.

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2024Role of natural resource and mineral rent on economic development: Perspective on green reforms and financial management. (2024). Li, Xuetao ; Xin, Xing ; Yang, Chengying. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005488.

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2024Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

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2024Capital structure decisions in the energy transition: Insights from Spain. (2024). Uribe, Jorge ; Plana-Erta, Dolors ; Llobet-Dalmases, Joan ; Bistuer-Talavera, Cristobal. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001450.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, S R ; Rai, Anish ; Mukhia, Kundan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046.

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2024Frequency connectedness between DeFi and cryptocurrency markets. (2024). Kang, Sang Hoon ; Gubareva, Mariya ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

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2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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2024Diversification and bank stability: Role of political instability and climate risk. (2024). Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin ; Mehroush, Iqra ; Iik, Ozcan ; Wang, Wenhao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:63-92.

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More than 100 citations found, this list is not complete...

Works by Guglielmo Maria Caporale:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models In: American Journal of Economics and Business Administration.
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2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour In: African Development Review.
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2014Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour.(2014) In: African Development Review.
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2014Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour.(2014) In: NCID Working Papers.
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2002Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics.
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2004Non-Linearities and Fractional Integration in the US Unemployment Rate In: Discussion Paper Series.
[Full Text][Citation analysis]		paper66
2007Nonlinearities and Fractional Integration in the US Unemployment Rate*.(2007) In: Oxford Bulletin of Economics and Statistics.
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2006Nonlinearities and fractional integration in the US unemployment rate.(2006) In: Faculty Working Papers.
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2004Non-linearities and fractional integration in the US unemployment rate.(2004) In: HWWA Discussion Papers.
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2015Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies In: African Development Review.
[Full Text][Citation analysis]		article2
1994The Measurement of Productivity and Market Structure in the UK. In: Bulletin of Economic Research.
[Citation analysis]		article0
2017HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article3
2022Trends and cycles in macro series: The case of US real GDP In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2017Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: CESifo Working Paper Series.
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2017Trends and Cycles in Macro Series: The Case of US Real GDP.(2017) In: Discussion Papers of DIW Berlin.
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2020Fractional Integration and the Persistence of UK Inflation, 1210–2016 In: Economic Papers.
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2004Testing for Seasonal Fractional Roots in German Real Output In: German Economic Review.
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2004Testing for Seasonal Fractional Roots in German Real Output.(2004) In: German Economic Review.
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1999Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions In: Journal of Economic Surveys.
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2013Modelling long-run trends and cycles in financial time series data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2008Modelling Long-Run Trends and Cycles in Financial Time Series Data.(2008) In: CESifo Working Paper Series.
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2012Modelling Long Run Trends and Cycles in Financial Time Series Data.(2012) In: Faculty Working Papers.
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2002Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability? In: Manchester School.
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2002Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School.
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2005FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS In: Manchester School.
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2011ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH In: Manchester School.
[Full Text][Citation analysis]		article6
2008Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach.(2008) In: CESifo Working Paper Series.
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2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
[Full Text][Citation analysis]		article2
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts In: Manchester School.
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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts.(2022) In: CESifo Working Paper Series.
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1999Unit Root Testing Using Covariates: Some Theory and Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article15
1999 Unit Root Testing Using Covariates: Some Theory and Evidence. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article15
2018Competitive devaluations in commodity€ based economies: Colombia and the Pacific Alliance Group In: Review of Development Economics.
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2005Endogenous Growth Models and Stock Market Development: Evidence from Four Countries In: Review of Development Economics.
[Full Text][Citation analysis]		article32
2019Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries In: Real Estate Economics.
[Full Text][Citation analysis]		article9
2008Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics In: Review of International Economics.
[Full Text][Citation analysis]		article7
2006Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics.(2006) In: CESifo Working Paper Series.
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2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
[Citation analysis]		article32
2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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2011EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? In: Review of International Economics.
[Citation analysis]		article10
2010EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: CESifo Working Paper Series.
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2010EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?.(2010) In: Discussion Papers of DIW Berlin.
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2011Introduction In: Review of International Economics.
[Citation analysis]		article0
2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
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2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 118		paper
1999Estimating Income and Price Elasticities of Trade in a Cointegration Framework. In: Review of International Economics.
[Citation analysis]		article73
2015Testing the Marshall–Lerner Condition in Kenya In: South African Journal of Economics.
[Full Text][Citation analysis]		article7
2012Testing the Marshall-Lerner Condition in Kenya.(2012) In: Discussion Papers of DIW Berlin.
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2012Testing the Marshall-Lerner condition in Kenya.(2012) In: NCID Working Papers.
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2018Unemployment in Africa: A Fractional Integration Approach In: South African Journal of Economics.
[Full Text][Citation analysis]		article7
2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: South African Journal of Economics.
[Full Text][Citation analysis]		article2
2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence.(2018) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2001Money, Credit and Spending: Drawing Causal Inferences In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article18
2001Money, Credit and Spending: Drawing Causal Inferences. In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article19
2014Time-Varying Spot and Futures Oil Price Dynamics In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article25
2010Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 25		paper
2010Time-Varying Spot and Futures Oil Price Dynamics.(2010) In: Discussion Papers of DIW Berlin.
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2010Time-varying spot and futures oil price dynamics.(2010) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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This paper has nother version. Agregated cites: 25		paper
2023Shadow rates as a measure of the monetary policy stance: Some international evidence In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2022Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence.(2022) In: CESifo Working Paper Series.
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2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB In: Research Discussion Papers.
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2012Banking Consolidation in Nigeria In: CEsA Working Papers.
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2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
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2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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2016Testing Unemployment Theories: A Multivariate Long Memory Approach.(2016) In: Journal of Applied Economics.
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2022Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 In: CESifo Working Paper Series.
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2023Tourism persistence in the Southeastern European countries: The impact of covid-19.(2023) In: Cogent Economics & Finance.
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2022Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks In: CESifo Working Paper Series.
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2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks.(2023) In: SN Business & Economics.
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2022Persistence in High Frequency Financial Data In: CESifo Working Paper Series.
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2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series.
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2022Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War In: CESifo Working Paper Series.
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2023Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war.(2023) In: Economics Bulletin.
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2022Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis In: CESifo Working Paper Series.
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2022The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis In: CESifo Working Paper Series.
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2022US House Prices by Census Division: Persistence, Trends and Structural Breaks In: CESifo Working Paper Series.
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2023U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks.(2023) In: International Advances in Economic Research.
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2022Atmospheric Pollution in Chinese Cities: Trends and Persistence In: CESifo Working Paper Series.
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2023Seven Pitfalls of Technical Analysis In: CESifo Working Paper Series.
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2023Financial Integration and European Tourism Stocks In: CESifo Working Paper Series.
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2024Financial integration and European tourism stocks.(2024) In: Chapters.
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2023The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies In: CESifo Working Paper Series.
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2023Measuring Persistence of the World Population: A Fractional Integration Approach In: CESifo Working Paper Series.
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2023Persistence in UK Historical Data on Life Expectancy In: CESifo Working Paper Series.
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2023Persistence in UK Historical Data on Life Expectancy.(2023) In: Population Research and Policy Review.
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2023US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series.
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2024US municipal green bonds and financial integration.(2024) In: Chapters.
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2023Time-Varying Parameters in Monetary Policy Rules: A GMM Approach In: CESifo Working Paper Series.
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2023Aggregate Insider Trading and Stock Market Volatility in the UK In: CESifo Working Paper Series.
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2023Long-Run Trends and Cycles in US House Prices In: CESifo Working Paper Series.
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2023Persistence and Seasonality in the US Industrial Production Index In: CESifo Working Paper Series.
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2023Exponential Time Trends in a Fractional Integration Model In: CESifo Working Paper Series.
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2024Exponential Time Trends in a Fractional Integration Model.(2024) In: Econometrics.
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2023Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation In: CESifo Working Paper Series.
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2024Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation.(2024) In: International Economics.
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2023European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors In: CESifo Working Paper Series.
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2024A Long-Memory Model for Multiple Cycles with an Application to the S&P500 In: CESifo Working Paper Series.
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2024Cooperative Credit Banks and Economic Fluctuations: The Italian Case In: CESifo Working Paper Series.
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2024Global Food Prices and Inflation In: CESifo Working Paper Series.
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2024Functional Oil Price Expectations Shocks and Inflation In: CESifo Working Paper Series.
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2024Polar Amplification: A Fractional Integration Analysis In: CESifo Working Paper Series.
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2024The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence In: CESifo Working Paper Series.
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2024Testing for Persistence in German Green and Brown Stock Market Indices In: CESifo Working Paper Series.
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2024Climate Physical Risk and Asian Stock Market Returns In: CESifo Working Paper Series.
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2024Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels In: CESifo Working Paper Series.
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2024Expectations and Speculation in the Natural Gas Markets In: CESifo Working Paper Series.
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2024Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe In: CESifo Working Paper Series.
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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis In: CESifo Working Paper Series.
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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity In: CESifo Working Paper Series.
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2024Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity.(2024) In: Econometrics.
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2024Remittances in Latin America: Trends and Persistence In: CESifo Working Paper Series.
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2024A Global Oil Market Model with Shipping Costs In: CESifo Working Paper Series.
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2006Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates In: CESifo Working Paper Series.
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2006Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? In: CESifo Working Paper Series.
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2009Cointegration tests of PPP: do they also exhibit erratic behaviour?.(2009) In: Applied Economics Letters.
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2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
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2009The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance.
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2007The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers.
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2007A Multivariate Long-Memory Model with Structural Breaks In: CESifo Working Paper Series.
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2007Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks In: CESifo Working Paper Series.
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2007Long Run and Cyclical Dynamics in the US Stock Market In: CESifo Working Paper Series.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Econometric Society 2004 Latin American Meetings.
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2004Long-run and Cyclical Dynamics in the US Stock Market.(2004) In: Economics Series.
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2014Long‐Run and Cyclical Dynamics in the US Stock Market.(2014) In: Journal of Forecasting.
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2007Identification of Segments of European Banks with a Latent Class Frontier Model In: CESifo Working Paper Series.
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2007Income and Happiness across Europe: Do Reference Values Matter? In: CESifo Working Paper Series.
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2009Income and happiness across Europe: Do reference values matter?.(2009) In: Journal of Economic Psychology.
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2008Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America In: CESifo Working Paper Series.
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2011Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America.(2011) In: Journal of International Money and Finance.
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2008Using Chebyshev Polynomials to Approximate Partial Differential Equations In: CESifo Working Paper Series.
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2010Using Chebyshev Polynomials to Approximate Partial Differential Equations.(2010) In: Computational Economics.
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2011Fiscal Spillovers in the Euro Area In: CESifo Working Paper Series.
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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence In: CESifo Working Paper Series.
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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence.(2016) In: Discussion Papers of DIW Berlin.
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2016Calendar Anomalies in the Ukrainian Stock Market In: CESifo Working Paper Series.
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2009INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES In: William Davidson Institute Working Papers Series.
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2007The stochastic unit root model and fractional integration: An extension to the seasonal case In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0
2015Financial Development and Economic Growth: Evidence from 10 New European Union Members In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article54
2024Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2009Risk analysis in complex systems: intelligent systems in finance In: Intelligent Systems in Accounting, Finance and Management.
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2014SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH In: Journal of International Development.
[Full Text][Citation analysis]		article4
2016Interest Rate Dynamics in Kenya: Commercial Banks Rates and the 91‐Day Treasury Bill Rate In: Journal of International Development.
[Full Text][Citation analysis]		article1
2002Causality Links between Consumer and Producer Prices: Some Empirical Evidence In: Southern Economic Journal.
[Full Text][Citation analysis]		article3
2007Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2000International Linkages in Short- and Long-Term Interest Rates In: Zagreb International Review of Economics and Business.
[Full Text][Citation analysis]		article1
2001Bond Markets and Macroeconomic Performance In: Zagreb International Review of Economics and Business.
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