Pierangelo De Pace : Citation Profile


Are you Pierangelo De Pace?

Pomona College

5

H index

2

i10 index

114

Citations

RESEARCH PRODUCTION:

12

Articles

16

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 7
   Journals where Pierangelo De Pace has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 15 (11.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde112
   Updated: 2020-09-22    RAS profile: 2020-09-10    
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Relations with other researchers


Works with:

Guidolin, Massimo (4)

Contessi, Silvio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierangelo De Pace.

Is cited by:

Tiwari, Aviral (8)

Ji, Qiang (7)

Claessens, Stijn (5)

Francis, Johanna (4)

Paccagnini, Alessia (4)

Contessi, Silvio (4)

Belke, Ansgar (4)

Byrne, Joseph (3)

Albuquerque, Bruno (3)

Cerutti, Eugenio (3)

Seitz, Franz (3)

Cites to:

Engle, Robert (12)

Gertler, Mark (7)

Contessi, Silvio (7)

Stock, James (6)

Guidolin, Massimo (6)

Andrews, Donald (6)

Sheppard, Kevin (6)

Gilchrist, Simon (6)

Watson, Mark (5)

Yu, Jun (5)

Dungey, Mardi (5)

Main data


Where Pierangelo De Pace has published?


Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis5
Economics Department, Working Paper Series / Economics Department, Pomona College3
Fordham Economics Discussion Paper Series / Fordham University, Department of Economics2

Recent works citing Pierangelo De Pace (2020 and 2019)


YearTitle of citing document
2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092.

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2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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2019Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166.

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2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. (2019). Tiwari, Aviral ; Albulescu, Claudiu ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930338x.

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2019Adaptive learning forecasting, with applications in forecasting agricultural prices. (2019). Guerard, John B ; Thomakos, Dimitrios D ; Kyriazi, Foteini. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1356-1369.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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2019Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Kang, Sang Hoon ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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2019Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

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2019Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930460x.

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2020Dependency, centrality and dynamic networks for international commodity futures prices. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Wan-Li ; Wu, Fei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:118-132.

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2019Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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2020Commodity financialization and sector ETFs: Evidence from crude oil futures. (2020). Liu, Pan ; Power, Gabriel J ; Vedenov, Dmitry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930323x.

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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav. In: CAMA Working Papers. RePEc:een:camaaa:2019-20.

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2019Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Kumar, Satish ; Ji, Qiang. In: Working Papers. RePEc:exs:wpaper:19/092.

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2019What Drives Stops in Cross-Border Bond Flows?. (2019). Song, Chi-Young ; Baek, Seung-Gwan . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3763-:d:247025.

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2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach. (2020). Wong, Wing-Keung ; Sriboonchitta, Songsak ; Tang, Jiechen ; Yuan, Xinyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:393-:d:305046.

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2020Assessment of Land Reclamation Benefits in Mining Areas Using Fuzzy Comprehensive Evaluation. (2020). Mu, Chi ; Yu, Xueyi ; Zhang, Dongdong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2015-:d:329109.

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2020Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Working Papers. RePEc:hal:wpaper:hal-02501815.

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2019Sentiment versus liquidity pricing effects in the cross-section of UK stock returns. (2019). Zhu, Sheng ; Foran, Jason ; Osullivan, Niall. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00119-3.

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2019How Important is the Global Financial Cycle? Evidence from Capital Flows. (2019). Claessens, Stijn ; Rose, Andrew K ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00073-5.

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2020The Dynamics of Capital Flow Episodes. (2020). Guérin, Pierre ; Friedrich, Christian ; Guerin, Pierre. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:5:p:969-1003.

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Works by Pierangelo De Pace:


YearTitleTypeCited
2012(NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS In: Pacific Economic Review.
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article2
2011The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis.(2011) In: Working Papers.
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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets In: Economics Department, Working Paper Series.
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2020Mildly explosive dynamics in U.S. fixed income markets.(2020) In: European Journal of Operational Research.
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article
2019Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2019) In: Globalization Institute Working Papers.
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paper
2020Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2020) In: Working Papers.
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paper
2020Comovement and Instability in Cryptocurrency Markets In: Economics Department, Working Paper Series.
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2020The International Spread of COVID-19 Stock Market Collapses In: Economics Department, Working Paper Series.
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2013CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION In: Macroeconomic Dynamics.
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article9
2009Do European capital flows comove? In: The North American Journal of Economics and Finance.
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article1
2008Do European capital flows comove?.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2012Changes in the second-moment properties of disaggregated capital flows In: Economics Letters.
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article0
2010Changes in the second-moment properties of disaggregated capital flows.(2010) In: Working Papers.
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2010Changes in the Second-Moment Properties of Disaggregated Capital Flows.(2010) In: Fordham Economics Discussion Paper Series.
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2013High yield spreads, real economic activity, and the financial accelerator In: Economics Letters.
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article9
2014How did the financial crisis alter the correlations of U.S. yield spreads? In: Journal of Empirical Finance.
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article9
2013How did the financial crisis alter the correlations of U.S. yield spreads?.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 9
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2016Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment In: Energy Economics.
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article36
2016The time-varying leading properties of the high yield spread in the United States In: International Journal of Forecasting.
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article2
2013The cyclical properties of disaggregated capital flows In: Journal of International Money and Finance.
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article35
2008The cyclical properties of disaggregated capital flows.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 35
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2009The Cyclical Properties of Disaggregated Capital Flows.(2009) In: Fordham Economics Discussion Paper Series.
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2014An international perspective on the recent behavior of inflation In: Review.
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article3
2014Co-movement of major commodity price returns: A time-series assessment: In: IFPRI discussion papers.
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paper4
2014Co-movement of major commodity price returns : time-series assessment.(2014) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 4
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2013GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS In: International Journal of Finance & Economics.
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article4
2005Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe In: Econometrics.
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2004An Enlarged Economic and Monetary Union: Effects and Policy Implications In: Macroeconomics.
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