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Robert Czudaj : Citation Profile


Are you Robert Czudaj?

Technische Universität Chemnitz

9

H index

9

i10 index

223

Citations

RESEARCH PRODUCTION:

26

Articles

17

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 31
   Journals where Robert Czudaj has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 23 (9.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcz10
   Updated: 2017-12-16    RAS profile: 2017-11-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Beckmann, Joscha (31)

Belke, Ansgar (5)

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

Is cited by:

Pierdzioch, Christian (23)

Shahbaz, Muhammad (15)

GUPTA, RANGAN (15)

Risse, Marian (11)

Balcilar, Mehmet (11)

Ratti, Ronald (10)

Vespignani, Joaquin (10)

Basher, Syed (6)

Panagiotidis, Theodore (5)

Bampinas, Georgios (5)

Batten, Jonathan (5)

Cites to:

Sarno, Lucio (39)

Beckmann, Joscha (38)

Rossi, Barbara (27)

Johansen, Soren (25)

van Wincoop, Eric (22)

Bacchetta, Philippe (22)

Baur, Dirk (19)

Belke, Ansgar (18)

Saikkonen, Pentti (18)

lucey, brian (18)

Taylor, Mark (17)

Main data


Where Robert Czudaj has published?


Journals with more than one article published# docs
Economic Modelling3
The North American Journal of Economics and Finance2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Ruhr Economic Papers / RWI - Leibniz-Institut fr Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen9
Chemnitz Economic Papers / Department of Economics, Chemnitz University of Technology4

Recent works citing Robert Czudaj (2017 and 2016)


YearTitle of citing document
2016The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2016). Cesar, Jose ; Filho, Joao G ; Daniel, . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236127.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA. (2017). Yagihashi, Takeshi ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2017-03.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2016Eurozones Leader and its Followers: Are their Markets Integrated Enough?. (2016). Giannellis, Nikolaos ; Koukouritakis, Minoas . In: Working Papers. RePEc:crt:wpaper:1607.

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2016In Search of Hedges and Safe Havens in Global Financial Markets. (2016). Wanat, Stanisław ; Śmiech, Sławomir ; Papie, Monika . In: Statistics in Transition new series. RePEc:csb:stintr:v:17:y:2016:i:3:p:557-574.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Hussain, Syed Jawad ; Raza, Naveed . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00288.

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2016A portfolio demand approach for broad money in the euro area. (2016). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20161929.

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2017Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis. (2017). Naser, Hanan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-60.

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2016Oil Price and Exchange Rates: A Wavelet Analysis for Organisation of Oil Exporting Countries Members. (2016). SAITI, BUERHAN ; Tau, Tuan Muhd ; Alshammri, Ahmad Alrazni . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-7.

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2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016Spatial price transmission on agricultural commodity markets under different volatility regimes. (2016). Ganneval, S. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:173-185.

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2016On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215.

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2016The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Evidence of information transmission across currency futures markets using frequency domain tests. (2016). Kumar, Satish . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:319-327.

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2016Hedging inflation with individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:374-392.

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2016Non-linear exchange rate relationships: An automated model selection approach with indicator saturation. (2016). Stillwagon, Josh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:84-109.

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2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

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2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2016The impact of oil shocks on exchange rates: A Markov-switching approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:11-23.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

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2016Biofuel-related price transmission using Renewable Identification Number prices to signal mandate regime. (2016). Ripplinger, David ; Thompson, Wyatt ; Whistance, Jarrett . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:19-29.

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2016Predicting the oil prices: Do technical indicators help?. (2016). Yang, Qingyuan ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

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2016Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. (2016). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:16-27.

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2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

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2017Assessing farmers willingness to supply biomass as energy feedstock: Cereal straw in Apulia (Italy). (2017). de Gennaro, Bernardo C ; Giannoccaro, Giacomo ; Prosperi, Maurizio ; de Meo, Emilio . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:179-185.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; Kang, Sanghoon ; McIver, Ron . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2016Scrutinizing the causality relationships between prices, production and consumption of fossil fuels: A panel data approach. (2016). Biresselioglu, Mehmet Efe ; Yelkenci, Tezer . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:44-53.

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2016Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, PAUL ; Boako, Gideon. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Conlon, Thomas ; Bredin, Don ; Poti, Valerio . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jammazi, Rania ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Śmiech, Sławomir ; Papie, Monika . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2016Do gold prices cause production costs? International evidence from country and company data. (2016). Oconnor, Fergal A ; Baur, Dirk G ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:186-196.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107.

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2016Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:48:y:2016:i:c:p:77-84.

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2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

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2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

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2016Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9.

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2017On the nonlinear relation between crude oil and gold. (2017). Kumar, Satish . In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:219-224.

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2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo . In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84.

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2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:201-206.

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2017Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed ; Balcilar, Mehmet ; Ali, Sajid . In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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2016Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

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2016Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets. (2016). Li, Sai-Ping ; Tu, Jing-Qing ; Wang, Dong-Hua ; Jia, Rui-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:464:y:2016:i:c:p:83-92.

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2017Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2016U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). GUPTA, RANGAN ; Wohar, Mark E ; Pierdzioch, Christian ; Majumdar, Anandamayee . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2016Floating exchange rates and macroeconomic independence. (2016). An, Lian ; You, YU ; Kim, Yoonbai . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:23-35.

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2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation. (2017). Iqbal, Javed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:1-17.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2017Cointegration test of oil price and us dollar exchange rates for some oil dependent economies. (2017). Obi, Pat ; Bokpin, Godfred ; Mensah, Lord . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:304-311.

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2017Grain Price and Volatility Transmission from International to Domestic Markets in Developing Countries. (2017). Minot, Nicholas ; Hernandez, Manuel ; Ceballos, Francisco ; Robles, Miguel . In: World Development. RePEc:eee:wdevel:v:94:y:2017:i:c:p:305-320.

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2016The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2016-05.

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2017Does Inflation Cause Gold Prices? Evidence from G7 Countries. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Gunes, Serkan . In: Working Papers. RePEc:emu:wpaper:15-31.pdf.

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2016The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:264.

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2016Inflation Protected Investment Strategies. (2016). Mahlstedt, Mirco ; Zagst, Rudi . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:9-:d:66628.

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2016Inflation Protected Investment Strategies. (2016). Mahlstedt, Mirco ; Zagst, Rudi . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:9:d:66628.

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2016The modelling of networks using Exponential Random Graph Models: an introduction. (2016). van der Pol, Johannes . In: Cahiers du GREThA. RePEc:grt:wpegrt:2016-22.

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2016Introduction to network modeling using Exponential Random Graph models (ERGM). (2016). van der Pol, Johannes . In: Working Papers. RePEc:hal:wpaper:hal-01284994.

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2016Historical Events and the Gold Price. (2016). Dey, Shubhasis . In: Working papers. RePEc:iik:wpaper:198.

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2017Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies. (2017). Shubhasis, Dey ; Aravind, Sampath . In: Working papers. RePEc:iik:wpaper:251.

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2016Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Azwadi ; Raza, Naveed ; Ibrahimy, Ahmad Ibn . In: Journal of Developing Areas. RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

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2017The ETS in China and Europe: dynamics, policy options and global sustainability perspectives. (2017). , Paul ; Geng, Yong ; Hanrahan, David ; Yu, Nan . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:3:d:10.1007_s10368-017-0392-4.

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2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). GUPTA, RANGAN ; Pierdzioch, Christian ; Balcilar, Mehmet. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z.

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2016The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach. (2016). Razafindrabe, Tovonony ; HACHE, Emmanuel ; Bremond, Vincent . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:13:y:2016:i:1:p:97-131.

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2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Working Papers. RePEc:otg:wpaper:1710.

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2016Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:69105.

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2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi . In: MPRA Paper. RePEc:pra:mprapa:70452.

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2016Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis. (2016). Habimana, Olivier. In: MPRA Paper. RePEc:pra:mprapa:71886.

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2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong . In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:77324.

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2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed . In: MPRA Paper. RePEc:pra:mprapa:78595.

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2017Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance. (2017). Shahbaz, Muhammad ; Gunes, Serkan ; Ozdemir, Zeynel Abidin ; Balcilar, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:81372.

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2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: MPRA Paper. RePEc:pra:mprapa:81638.

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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201626.

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2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo . In: Working Papers. RePEc:pre:wpaper:201645.

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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201704.

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2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

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2016Hedging Inflation with Individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper Series. RePEc:rim:rimwps:16-11.

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2016Price Formation on Clandestine Markets: The Case of the Paris Gold Market during WWII. (2016). OOSTERLINCK, Kim ; HOANG, Thi Hong Van ; Gallais-Hamonno, Georges . In: Working Papers CEB. RePEc:sol:wpaper:2013/240518.

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

Works by Robert Czudaj:


YearTitleTypeCited
2010Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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2010Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques.(2010) In: Discussion Papers of DIW Berlin.
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2010Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques.(2010) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 13
paper
2015Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics.
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article1
2014The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy.
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article12
2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin.
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2014Volatility transmission in agricultural futures markets In: Economic Modelling.
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article16
2014Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling.
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article1
2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling.
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article32
2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach.(2014) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 32
paper
2013Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance.
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article46
2012Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 46
paper
2015Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance.
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article5
2014Regime shifts and the Canada/US exchange rate in a multivariate framework In: Economics Letters.
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article0
2011P-star in times of crisis - Forecasting inflation for the euro area In: Economic Systems.
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article6
2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics.
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article26
2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?.(2013) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 26
paper
2016A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis.
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article1
2014Does global liquidity drive commodity prices? In: Journal of Banking & Finance.
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article10
2017The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance.
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article2
2016The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 2
paper
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven In: Journal of International Money and Finance.
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article2
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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This paper has another version. Agregated cites: 2
paper
2017Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy.
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article1
2013Oil prices and effective dollar exchange rates In: International Review of Economics & Finance.
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article20
2012Modelling euro area money demand and forecasting inflation in a time-varying environment In: International Journal of Monetary Economics and Finance.
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article0
2013Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy.
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article16
2013The U.S. Current Account and Real Effective Dollar Exchange Rates In: Credit and Capital Markets.
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article0
2014Non-linearities in the relationship of agricultural futures prices In: European Review of Agricultural Economics.
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article6
2015Nonstationary-volatility robust panel unit root tests and the great moderation In: AStA Advances in Statistical Analysis.
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article0
2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 0
paper
2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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This paper has another version. Agregated cites: 0
paper
2015International parity relationships between Germany and the USA revisited: evidence from the post-DM period In: Applied Economics.
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article1
2013The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis In: International Review of Applied Economics.
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article1
2016Oil price and FX-rates dependency In: Quantitative Finance.
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article1
2017The Relative Valuation of Gold In: Chemnitz Economic Papers.
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paper0
2016The relative valuation of gold.(2016) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 0
paper
2017Gold Price Dynamics and the Role of Uncertainty In: Chemnitz Economic Papers.
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paper0
2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers In: Chemnitz Economic Papers.
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paper0
2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication In: Chemnitz Economic Papers.
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paper0
2014Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers.
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paper4
2016Effective exchange rates, current accounts and global imbalances In: Ruhr Economic Papers.
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paper0
2014Effective exchange rates, current accounts and global imbalances.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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This paper has another version. Agregated cites: 0
paper

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