10
H index
10
i10 index
274
Citations
Andreia Dionisio : Citation Profile
Universidade de Évora (50% share) | RESEARCH PRODUCTION: 29 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2003 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andreia Dionisio. | Is cited by:
| Cites to:
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Main data
Where Andreia Dionisio has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 13 |
| Journal of Economic Interaction and Coordination | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Econometrics / University Library of Munich, Germany | 2 |
Recent works citing Andreia Dionisio (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | A note on European farmers preferences under cumulative prospect theory. (2024). Rommel, Jens ; Finger, Robert ; McCallum, Chloe ; Garcia, Viviana. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:1:p:465-472. Full description at Econpapers || Download paper |
| 2024 | Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918. Full description at Econpapers || Download paper |
| 2024 | Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers || Download paper |
| 2024 | Tail risks in household finance. (2024). Ajina, Rawan ; Ardakani, Omid M. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401095x. Full description at Econpapers || Download paper |
| 2024 | Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899. Full description at Econpapers || Download paper |
| 2024 | Comparison of artificial neural networks and regression analysis for airway passenger estimation. (2024). Ozfirat, Pinar Mizrak ; Ari, Didem. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:115:y:2024:i:c:s0969699724000188. Full description at Econpapers || Download paper |
| 2024 | Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543. Full description at Econpapers || Download paper |
| 2024 | Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003595. Full description at Econpapers || Download paper |
| 2024 | Wealth dynamics in a multi-aggregate closed monetary system. (2024). Ghio, Matteo ; Monaco, Andrea ; Perrotta, Adamaria. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003601. Full description at Econpapers || Download paper |
| 2024 | Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497. Full description at Econpapers || Download paper |
| 2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper |
| 2024 | Should South Asian Stock Market Investors Think Globally? Investigating Safe Haven Properties and Hedging Effectiveness. (2024). Erdey, László ; Issa, Md Abu ; Bin, Abdul Rahman ; Kouki, Fadoua ; Kabir, Md Ahsan ; Amin, Mohammad Bin ; Sarker, Sanjoy Kumar ; Nahiduzzaman, MD. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:11:p:309-:d:1522030. Full description at Econpapers || Download paper |
| 2024 | Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w. Full description at Econpapers || Download paper |
| 2024 | Dictionary-based sentiment analysis of monetary policy communication: on the applicability of lexicons. (2024). Rutkowska, Aleksandra ; Szyszko, Magdalena. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:6:d:10.1007_s11135-024-01896-9. Full description at Econpapers || Download paper |
Works by Andreia Dionisio:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Utility function estimation: the entropy approach In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Utility function estimation: The entropy approach.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2007 | Entropy and Uncertainty Analysis in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | On the integrated behaviour of non-stationary volatility in stock markets In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2007 | On the integrated behaviour of non-stationary volatility in stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2005 | An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market In: Papers. [Full Text][Citation analysis] | paper | 27 |
| 2006 | An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market.(2006) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2008 | Voters’ dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Consumer Confidence in Portugal: What Does it Really Matter? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | GME versus OLS - Which is the best to estimate utility functions? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Effect of the container terminal characteristics on performance In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | The container terminal characteristics and customer’s satisfaction In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2016 | Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2017 | Urban-Rural Connections and Development Perspectives In Portugal In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2016 | Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal. [Full Text][Citation analysis] | article | 1 |
| 2019 | Financial markets of the LAC region: Does the crisis influence the financial integration? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2019 | Using QCA to explain firm demography in the European Union In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
| 2012 | The impact of CAP policy in farmers behavior – A modeling approach using the Cumulative Prospect Theory In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 10 |
| 2004 | Asymmetric price transmission within the Portuguese stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2004 | Mutual information: a measure of dependency for nonlinear time series In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 33 |
| 2016 | How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
| 2017 | The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2017 | DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
| 2017 | Assessment of 48 Stock markets using adaptive multifractal approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2018 | A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
| 2018 | Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2019 | An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
| 2019 | Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
| 2012 | On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 2019 | Regional and global integration of Asian stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2019 | Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies. [Full Text][Citation analysis] | article | 8 |
| 2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2019 | City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2015 | The effect of port and container terminal characteristics on terminal performance In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 5 |
| 2008 | THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Equity Markets Integration in Asia In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 4 |
| 2010 | Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 8 |
| 2015 | Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal. [Full Text][Citation analysis] | article | 13 |
| 2016 | GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
| 2003 | Mutual information: a dependence measure for nonlinear time series In: Econometrics. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team