9
H index
8
i10 index
252
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330. Full description at Econpapers || Download paper |
| 2023 | Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280. Full description at Econpapers || Download paper |
| 2023 | How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037. Full description at Econpapers || Download paper |
| 2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper |
| 2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper |
| 2023 | COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81. Full description at Econpapers || Download paper |
| 2023 | News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76. Full description at Econpapers || Download paper |
| 2023 | Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David Iheke. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:29-38. Full description at Econpapers || Download paper |
| 2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The Size Effect and the Value Effect in the American Stock Market. (2023). Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-04194510. Full description at Econpapers || Download paper |
| 2023 | On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection. (2023). Ferretti, Stefano. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10288-w. Full description at Econpapers || Download paper |
| 2023 | The transaction behavior of cryptocurrency and electricity consumption. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Zheng, Mingbo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7. Full description at Econpapers || Download paper |
| 2023 | Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach. (2023). Maiti, Moinak ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00572-8. Full description at Econpapers || Download paper |
| 2023 | Simultaneous Monitoring of Different Drought Types Using Linear and Nonlinear Combination Approaches. (2023). Paimozd, Shahla ; Moghaddasi, Mahnoosh ; Hosseini, Zahra Sadat. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:37:y:2023:i:3:d:10.1007_s11269-022-03418-4. Full description at Econpapers || Download paper |
| 2023 | Exploring the time?frequency connectedness among non?fungible tokens and developed stock markets. (2023). Benlagha, Noureddine ; Hemrit, Wael ; ben Arab, Mounira ; ben Arous, Racha. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:4:p:192-207. Full description at Econpapers || Download paper |
| 2023 | Structural and predictive analyses with a mixed copula?based vector autoregression model. (2023). Maneejuk, Paravee ; Thongkairat, Sukrit ; Gupta, Rangan ; Yamaka, Woraphon. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:223-239. 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 | 3 |
| 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: 3 | 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 | 25 |
| 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: 25 | 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 | 7 |
| 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 | 9 |
| 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 | 26 |
| 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 | 4 |
| 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 | 5 |
| 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 | 17 |
| 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 | 10 |
| 2019 | Regional and global integration of Asian stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 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 | 4 |
| 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 |
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