Helena Chuliá : Citation Profile


Are you Helena Chuliá?

Universitat de Barcelona

7

H index

6

i10 index

264

Citations

RESEARCH PRODUCTION:

21

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 20
   Journals where Helena Chuliá has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 9 (3.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch675
   Updated: 2021-03-07    RAS profile: 2020-06-30    
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Relations with other researchers


Works with:

Uribe, Jorge (14)

GUPTA, RANGAN (2)

Wohar, Mark (2)

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

Is cited by:

GUPTA, RANGAN (44)

Wohar, Mark (16)

Sosvilla-Rivero, Simon (9)

Gómez-Puig, Marta (8)

Pierdzioch, Christian (7)

Gabauer, David (6)

Balcilar, Mehmet (6)

Nguyen, Duc Khuong (5)

Lau, Chi Keung (5)

Phiri, Andrew (4)

Apergis, Nicholas (4)

Cites to:

Engle, Robert (25)

Bai, Jushan (17)

Diebold, Francis (17)

bloom, nicholas (17)

Caballero, Ricardo (15)

Ng, Serena (14)

Bekaert, Geert (13)

Manganelli, Simone (13)

Nguyen, Duc Khuong (12)

Christiansen, Charlotte (11)

GUPTA, RANGAN (11)

Main data


Where Helena Chuliá has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2
Global Economic Review2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics8
Working Papers / Universitat de Barcelona, UB Riskcenter2

Recent works citing Helena Chuliá (2021 and 2020)


YearTitle of citing document
2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Modelling 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.

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2020Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2020Herding 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.

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2021Financial 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.

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2020Risk 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.

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2020Oil 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.

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2020Asymmetric 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.

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2020Can 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.

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2020Dynamic 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.

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2020Energy 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.

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2020Price 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.

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2020Volatility 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.

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2020The 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.

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2020Electricity 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.

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2020Characterizing 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.

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2020Dynamic 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.

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2020Economic 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.

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2020Time-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.

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2020A 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.

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2020Graph 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.

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2020Measuring 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.

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2021Analysis 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.

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2020Construction 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.

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2020Volatility 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.

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2020COVID 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.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2020Transmission 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.

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2020Oil Price Dynamics and Currency-Hedging Behavior. (2020). Ibhagui, Oyakhilome ; Agudze, Komla. In: MPRA Paper. RePEc:pra:mprapa:100949.

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2021Modeling 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.

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2020The 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.

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2020Do 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.

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2020The 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.

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2020Point 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.

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2020Machine 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.

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2020High-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.

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2020Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090.

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2020Modelling 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.

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Works by Helena Chuliá:


YearTitleTypeCited
2019Volatility Spillovers in Energy Markets In: The Energy Journal.
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article5
2014European government bond market integration in turbulent times In: Working Papers.
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paper5
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
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This paper has another version. Agregated cites: 5
paper
2015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers.
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paper2
2014Time†varying Integration in European Government Bond Markets In: European Financial Management.
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article7
2010Análisis de volatilidad y correlación entre Estados Unidos y Asia In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
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article0
2016MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin.
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article0
2009EMU and European government bond market integration In: Working Paper Series.
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paper68
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 68
article
2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review.
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article13
2015“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”.(2015) In: IREA Working Papers.
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This paper has another version. Agregated cites: 13
paper
2012Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain In: Energy Economics.
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article8
2020Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis.
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article0
2019“Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers.
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This paper has another version. Agregated cites: 0
paper
2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
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article48
2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 48
paper
2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money.
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article0
2010Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations In: Journal of Banking & Finance.
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article64
2018Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance.
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article3
2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
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article15
2015“Measuaring Uncertainty in the Stock Market”.(2015) In: IREA Working Papers.
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This paper has another version. Agregated cites: 15
paper
2014The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis.
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chapter0
2007The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations In: ERIM Report Series Research in Management.
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paper2
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
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article2
2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
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article0
2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
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paper3
2014“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis” In: IREA Working Papers.
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paper1
2018“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” In: IREA Working Papers.
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paper0
2019“Expected, Unexpected, Good and Bad Uncertainty In: IREA Working Papers.
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2007VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC.
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paper11
2009Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance.
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article
2018Trends in the Quantiles of the Life Table Survivorship Function In: European Journal of Population.
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article0
2011Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance.
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article0
2012Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis In: Global Economic Review.
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article1
2018Risk Synchronization in International Stock Markets In: Global Economic Review.
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article1
2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
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article5

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