Hector Carcel : Citation Profile


Are you Hector Carcel?

Lietuvos Bankas

4

H index

1

i10 index

49

Citations

RESEARCH PRODUCTION:

16

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 7
   Journals where Hector Carcel has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1188
   Updated: 2021-10-09    RAS profile: 2021-07-18    
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Relations with other researchers


Works with:

Gil-Alana, Luis (14)

Caporale, Guglielmo Maria (6)

GUPTA, RANGAN (2)

Edison, Hali (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hector Carcel.

Is cited by:

Gil-Alana, Luis (9)

GUPTA, RANGAN (5)

Ogbonna, Ahamuefula (4)

Oloko, Tirimisiyu (3)

Salisu, Afees (3)

YAYA, OLAOLUWA (3)

ROUT, SANJAY (2)

MALLICK, HRUSHIKESH (2)

Tiwari, Aviral (2)

Ndako, Umar (2)

Cuestas, Juan (1)

Cites to:

Nielsen, Morten (20)

Gil-Alana, Luis (16)

Johansen, Soren (16)

Perron, Pierre (13)

Wolters, Juergen (12)

Backus, David (12)

Robinson, Peter (12)

Diebold, Francis (9)

Campbell, John (9)

Zin, Stanley (9)

juselius, katarina (8)

Main data


Where Hector Carcel has published?


Journals with more than one article published# docs
Applied Economics Letters4

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo3
Bank of Lithuania Working Paper Series / Bank of Lithuania2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2

Recent works citing Hector Carcel (2021 and 2020)


YearTitle of citing document
2020Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259.

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2020International Spillovers of Interest Rate Shocks: An Empirical Analysis. (2020). Mallick, Hrushikesh ; Rout, Sanjay Kumar. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:215-222.

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2021Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29.

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2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). Kang, Sang Hoon ; McIver, Ron ; Suleman, Muhammad Tahir. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2021The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, KE ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000820.

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2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis. (2020). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719302697.

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2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618.

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2020Persistence in silver prices and the influence of solar energy. (2020). Gil-Alana, Luis ; Apergis, Nicholas ; Carmona-Gonzalez, Nieves. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308886.

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2021Network approach to the dynamic transformation characteristics of the joint impacts of gold and oil on copper. (2021). Wu, Tao ; Zheng, Huiling ; An, Sufang ; Gao, Xiangyun ; Li, YU. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309958.

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2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Suleman, Muhammad Tahir ; Huang, Wanjun ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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2021What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Tahir, Hammad ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach. (2020). Ahmad, Muhammad Ishfaq ; Naseem, Muhammad Akram ; Xue, Wuzhao ; Ur, Ramiz ; Mangla, Inayat Ullah ; Ali, Rizwan. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:86-:d:400179.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020Access-for-all to Financial Services: Non- resources Tax Revenue-harnessing Opportunities in Developing Countries. (2020). Compaore, Ali. In: Working Papers. RePEc:hal:wpaper:hal-02901664.

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2020Currency Union as a Panacea for ills in Africa: A New Institutional Framework and Theoretical Consideration. (2020). Abban, Stanley. In: MPRA Paper. RePEc:pra:mprapa:105459.

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2021Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods. (2021). YAYA, OLAOLUWA ; Ajobo, Saheed A ; Abu, Nurudeen ; Ojo, Oluwadare O ; Alaba, Oluwayemisi O. In: MPRA Paper. RePEc:pra:mprapa:109825.

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2021Tourism persistence in Spain: National versus international visitors. (2021). Gil-Alana, Luis ; Gil-Lpez, Gueda ; san Romn, Elena. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:614-625.

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Works by Hector Carcel:


YearTitleTypeCited
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study In: Global Economy Journal.
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article2
2015Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study.(2015) In: Global Economy Journal (GEJ).
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This paper has another version. Agregated cites: 2
article
2015The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks In: CESifo Working Paper Series.
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paper2
2015The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks.(2015) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 2
paper
2018The EMBI in Latin America: Fractional integration, non-linearities and breaks.(2018) In: Finance Research Letters.
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This paper has another version. Agregated cites: 2
article
2017Central Bank Policy Rates: Are they Cointegrated? In: CESifo Working Paper Series.
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paper4
2017Central bank policy rates: Are they cointegrated?.(2017) In: International Economics.
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This paper has another version. Agregated cites: 4
article
2017Central Bank Policy Rates: Are They Cointegrated?.(2017) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 4
paper
2017Central bank policy rates: Are they cointegrated?.(2017) In: International Economics.
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This paper has another version. Agregated cites: 4
article
2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence In: CESifo Working Paper Series.
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paper0
2020A fractional cointegration var analysis of exchange rate dynamics In: The North American Journal of Economics and Finance.
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article5
2015Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time In: Energy Economics.
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article4
2017Shocks affecting electricity prices in Kenya, a fractional integration study In: Energy.
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article2
2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016 In: Resources Policy.
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article21
2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2020The empirical properties of euro area M3, 1980-2017 In: The Quarterly Review of Economics and Finance.
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article1
2014Fractional integration in the West African Economic and Monetary Union In: African Journal of Economic and Sustainable Development.
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article1
2020Measuring Financial Access: 10 Years of the IMF Financial Access Survey In: IMF Departmental Papers / Policy Papers.
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paper1
2021Is Mobile Money Part of Money? Understanding the Trends and Measurement In: IMF Working Papers.
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paper0
2019Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts In: Bank of Lithuania Discussion Paper Series.
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paper0
2021Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts.(2021) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 0
article
2018Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve In: Bank of Lithuania Working Paper Series.
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paper1
2019Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases In: Bank of Lithuania Working Paper Series.
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2016Currency Union in the East African Community: A Fractional Integration Approach In: Advances in African Economic, Social and Political Development.
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chapter1
2018Inflation analysis in the Central American Monetary Council In: Empirical Economics.
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article1
2015Modelling African inflation rates: nonlinear deterministic terms and long-range dependence In: Applied Economics Letters.
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article3
2017Fractional integration and nonlinear deterministic trends in the analysis of time series data In: Applied Economics Letters.
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article0
2018Application of local projections in the monetary policy in Brazil In: Applied Economics Letters.
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