7
H index
6
i10 index
264
Citations
Universitat de Barcelona | 7 H index 6 i10 index 264 Citations RESEARCH PRODUCTION: 21 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Helena Chuliá. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Global Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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IREA Working Papers / University of Barcelona, Research Institute of Applied Economics | 8 |
Working Papers / Universitat de Barcelona, UB Riskcenter | 2 |
Year | Title of citing document |
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2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper |
2020 | Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2020). Tantari, Daniele ; Lillo, Fabrizio ; di Gangi, Domenico ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2007.15545. Full description at Econpapers || Download paper |
2020 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper |
2020 | Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16. Full description at Econpapers || Download paper |
2020 | Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608. Full description at Econpapers || Download paper |
2020 | Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534. Full description at Econpapers || Download paper |
2021 | Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200. Full description at Econpapers || Download paper |
2020 | Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x. Full description at Econpapers || Download paper |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper |
2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006. Full description at Econpapers || Download paper |
2020 | Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917. Full description at Econpapers || Download paper |
2020 | Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042. Full description at Econpapers || Download paper |
2020 | Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846. Full description at Econpapers || Download paper |
2020 | Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195. Full description at Econpapers || Download paper |
2020 | Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers || Download paper |
2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper |
2020 | Electricity restructuring and the relationship between fuel costs and electricity prices for industrial and residential customers. (2020). Mohammadi, Hassan ; Loomis, David G ; Ohler, Adrienne . In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520303013. Full description at Econpapers || Download paper |
2020 | Characterizing electricity market integration in Nord Pool. (2020). Uribe, Jorge ; Mosquera-López, Stephania ; Guillen, Montserrat ; Mosquera-Lopez, Stephania. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314754. Full description at Econpapers || Download paper |
2020 | Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095. Full description at Econpapers || Download paper |
2020 | Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781. Full description at Econpapers || Download paper |
2020 | Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936. Full description at Econpapers || Download paper |
2020 | A critical review of Koreas long-term contract for renewable energy auctions: The relationship between the import price of liquefied natural gas and system marginal price. (2020). Jung, Tae Yong ; Moon, Jongwoo. In: Utilities Policy. RePEc:eee:juipol:v:67:y:2020:i:c:s0957178720301260. Full description at Econpapers || Download paper |
2020 | Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315. Full description at Econpapers || Download paper |
2020 | Measuring Chinese consumers’ perceived uncertainty. (2020). Jeon, Yoontae ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:51-70. Full description at Econpapers || Download paper |
2021 | Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective. (2021). Esparcia, Carlos ; Lopez, Raquel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:32-54. Full description at Econpapers || Download paper |
2020 | Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model. (2020). Izumi, Kiyoshi ; Shimada, Takashi ; Matsushima, Hiroyasu ; Sakaji, Hiroki ; Yono, Kyoto. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:79-:d:347519. Full description at Econpapers || Download paper |
2020 | Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863. Full description at Econpapers || Download paper |
2020 | COVID 19s impact on crude oil and natural gas S&P GS Indexes. (2020). Goutte, Stéphane ; Hchaichi, Rafla ; Guesmi, Khaled ; Aloui, Donia. In: Working Papers. RePEc:hal:wpaper:halshs-02613280. Full description at Econpapers || Download paper |
2020 | Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011. Full description at Econpapers || Download paper |
2020 | Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274. Full description at Econpapers || Download paper |
2020 | Oil Price Dynamics and Currency-Hedging Behavior. (2020). Ibhagui, Oyakhilome ; Agudze, Komla. In: MPRA Paper. RePEc:pra:mprapa:100949. Full description at Econpapers || Download paper |
2021 | Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566. Full description at Econpapers || Download paper |
2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001. Full description at Econpapers || Download paper |
2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100. Full description at Econpapers || Download paper |
2020 | The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024. Full description at Econpapers || Download paper |
2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202058. Full description at Econpapers || Download paper |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077. Full description at Econpapers || Download paper |
2020 | High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085. Full description at Econpapers || Download paper |
2020 | Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090. Full description at Econpapers || Download paper |
2020 | Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Volatility Spillovers in Energy Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 5 |
2014 | European government bond market integration in turbulent times In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | “European government bond market integration in turbulent timesâ€.(2014) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Time†varying Integration in European Government Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
2010 | Análisis de volatilidad y correlación entre Estados Unidos y Asia In: Cuadernos de Economía - Spanish Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
2009 | EMU and European government bond market integration In: Working Paper Series. [Full Text][Citation analysis] | paper | 68 |
2010 | EMU and European government bond market integration.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
2017 | Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review. [Full Text][Citation analysis] | article | 13 |
2015 | “Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysisâ€.(2015) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2020 | Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2019 | “Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 48 |
2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2017 | Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2010 | Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 64 |
2018 | Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2017 | Measuring uncertainty in the stock market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
2015 | “Measuaring Uncertainty in the Stock Marketâ€.(2015) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2014 | The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 0 |
2007 | The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 2 |
2016 | European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
2007 | AsimetrÃas en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
2013 | “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | “Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | “Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | “Expected, Unexpected, Good and Bad Uncertainty In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 11 |
2009 | Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2018 | Trends in the Quantiles of the Life Table Survivorship Function In: European Journal of Population. [Full Text][Citation analysis] | article | 0 |
2011 | Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2012 | Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis In: Global Economic Review. [Full Text][Citation analysis] | article | 1 |
2018 | Risk Synchronization in International Stock Markets In: Global Economic Review. [Full Text][Citation analysis] | article | 1 |
2008 | The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team