Alvaro Escribano : Citation Profile

Are you Alvaro Escribano?

Universidad Carlos III de Madrid

12

H index

13

i10 index

601

Citations

RESEARCH PRODUCTION:

34

Articles

76

Papers

RESEARCH ACTIVITY:

   32 years (1987 - 2019). See details.
   Cites by year: 18
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 49 (7.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pes1
   Updated: 2019-09-14    RAS profile: 2019-08-06    
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Relations with other researchers

Works with:

Blazsek, Szabolcs (12)

Sucarrat, Genaro (3)

Ayala, Astrid (2)

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

Is cited by:

Milas, Costas (17)

Francq, Christian (14)

Panagiotidis, Theodore (14)

Legrenzi, Gabriella (13)

Otero, Jesus (10)

Dufrénot, Gilles (10)

Mignon, Valérie (10)

Sucarrat, Genaro (9)

Hurn, Stan (8)

Pelagatti, Matteo (7)

Stucchi, Rodolfo (7)

Cites to:

Blazsek, Szabolcs (41)

Phillips, Peter (34)

Bollerslev, Tim (26)

Jaffe, Adam (26)

Hall, Bronwyn (26)

Lucas, Andre (26)

Perron, Pierre (26)

Engle, Robert (25)

Granger, Clive (25)

Blundell, Richard (23)

Sucarrat, Genaro (22)

Main data

Where Alvaro Escribano has published?

Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Journal of Time Series Analysis3
Journal of Applied Econometrics2
Research Policy2
Spanish Economic Review2
The European Journal of Finance2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía32
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
Policy Research Working Paper Series / The World Bank3
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
MPRA Paper / University Library of Munich, Germany3
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2
Working Papers / Instituto Madrileo de Estudios Avanzados (IMDEA) Ciencias Sociales2

Recent works citing Alvaro Escribano (2019 and 2018)

YearTitle of citing document
2018Do Korean Exports Have Different Patterns over Different Regimes?: New Evidence from STAR-VECM. (2018). Kim, Sei-Wan ; Choi, Moon Jung. In: Working Papers. RePEc:bok:wpaper:1830.

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2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

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2018Obstacles to innovation and external sourcing of knowledge: Evidence for German and Spanish firms. (2018). Tamayo Plata, Mery ; Huergo, Elena ; Gomez, Estefania. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016257.

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2019Investment Climate Effects on Alternative Firm-Level Productivity Measures. (2019). Pena, Jorge ; Escribano, Alvaro ; Guasch, Luis J. In: UC3M Working papers. Economics. RePEc:cte:werepe:28639.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market. (2017). Zarraga, Ainhoa ; Ciarreta, Aitor ; Muniainy, Peru . In: ISER Discussion Paper. RePEc:dpr:wpaper:0991.

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2019A higher-order Markov chain-modulated model for electricity spot-price dynamics. (2019). Xiong, Heng ; Mamon, Rogemar. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:495-515.

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2017Google search keywords that best predict energy price volatility. (2017). Afkhami, Mohamad ; Ghoddusi, Hamed ; Cormack, Lindsey. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:17-27.

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2017Investing in vertical integration: electricity retail market participation. (2017). Fiuza, Gabriel Godofredo ; Daglish, Toby . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:355-365.

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2017Risk-minimisation in electricity markets: Fixed price, unknown consumption. (2017). Tegner, Martin ; Poulsen, Rolf ; Skajaa, Anders ; Ernstsen, Rune Ramsdal. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:423-439.

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2017Electricity prices, large-scale renewable integration, and policy implications. (2017). Serletis, Apostolos ; Kyritsis, Evangelos ; Andersson, Jonas . In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:550-560.

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2018European power markets–A journey towards efficiency. (2018). Morales, Lucia ; Hanly, Jim. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:78-85.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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2018Unravelling the link between process innovation inputs and outputs: The moderating role of family management. (2018). Dieguez-Soto, Julio ; Manzaneque, Montserrat ; Garrido-Moreno, Aurora. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:2:p:114-127.

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2018What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. (2018). Petitjean, Mikael. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:9-14.

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2019What drives biopharmaceutical firms exploratory openness? A comparative process tracing approach to the analysis of R&D microfoundations. (2019). Spena, Tiziana Russo ; di Paola, Nadia. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:94-103.

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2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

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2018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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2017Revisiting the techno-economic analysis process for building-mounted, grid-connected solar photovoltaic systems: Part one – Review. (2017). Sommerfeldt, Nelson ; Madani, Hatef. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:1379-1393.

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2017Revisiting the techno-economic analysis process for building-mounted, grid-connected solar photovoltaic systems: Part two - Application. (2017). Sommerfeldt, Nelson ; Madani, Hatef. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:1394-1404.

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2018Innovation intermediaries and collaboration: Knowledge–based practices and internal value creation. (2018). de Silva, Muthu ; Meyer, Martin ; Howells, Jeremy . In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:1:p:70-87.

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2018R&D subsidies & external collaborative breadth: Differential gains and the role of collaboration experience. (2018). Chapman, Gary ; Afcha, Sergio ; Lucena, Abel. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:3:p:623-636.

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2018Nonlinear capital market payoffs to science-led innovation. (2018). Mama, Houdou Basse. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:6:p:1084-1095.

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2019Persistent heterogeneity of R&D intensities within sectors: Evidence and policy implications. (2019). Coad, Alex. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:1:p:37-50.

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2019Human capital and innovation: the importance of the optimal organizational task structure. (2019). Lima, Francisco ; de Faria, Pedro ; Fonseca, Tiago. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:3:p:616-627.

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2019Determining factors of interregional research collaboration in Germanys biotech network: Capacity, proximity, policy?. (2019). Mitze, Timo ; Strotebeck, Falk. In: Technovation. RePEc:eee:techno:v:80-81:y:2019:i::p:40-53.

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2019Life after incubation: The impact of entrepreneurial universities on the long-term performance of their spin-offs. (2019). van Geenhuizen, Marina ; Soetanto, Danny. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:263-276.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2019Exploring the effects of inter-firm linkages on SMEs open innovation from an ecosystem perspective: An empirical study of Chinese manufacturing SMEs. (2019). Zhang, Tao ; Mei, Liang ; Chen, Jin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:144:y:2019:i:c:p:118-128.

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2019Knowledge relationships of university spin-off firms: Contrasting dynamics in global reach. (2019). van Geenhuizen, Marina ; Taheri, Mozhdeh . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:144:y:2019:i:c:p:193-204.

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2018The long-run relationships between transport energy consumption, transport infrastructure, and economic growth in MENA countries. (2018). Shahbaz, Muhammad ; Akhtar, Pervaiz ; Saidi, Samir. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:111:y:2018:i:c:p:78-95.

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2018A looming revolution: Implications of self-generation for the risk exposure of retailers. (2018). Bertsch, Valentin ; Russo, Marianna. In: Papers. RePEc:esr:wpaper:wp597.

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2018Evaluation of the Adaptability of the Ukrainian Economy to Changes in Prices for Energy Carriers and to Energy Market Risks. (2018). Yemelyanov, Olexandr ; Lesyk, Lilia ; Petrushka, Tetyana ; Symak, Anastasiya. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3529-:d:191459.

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2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

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2018The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates. (2018). Fink, Holger ; Port, Henry ; Fuest, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:84-:d:164655.

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2018The Moderating Effect of Social Innovation in Perspectives of Shared Value Creation in the Educational Sector of Ghana. (2018). Li, Wenyuan ; Mustapha, Salisu ; Musah, Abdul-Aziz Ibn ; Sadick, Mohammed Abubakari. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4216-:d:183097.

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2018Impact of Investment Climate on Total Factor Productivity of Manufacturing Firms in Vietnam. (2018). Yoshida, Yuichiro ; Que, Mai Thanh ; Trung, Bui Huy ; Xuan, Tran Dang ; Giang, Mai Huong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4815-:d:191128.

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2018The Spatial Analysis of Regional Innovation Performance and Industry-University-Research Institution Collaborative Innovation—An Empirical Study of Chinese Provincial Data. (2018). Wang, XU ; Fang, Siran ; Zhang, Fang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1243-:d:141871.

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2019Improving Enterprises’ Cross-Border M&A Sustainability in the Globalization Age—Research on Acquisition and Application of the Foreign Experience. (2019). Ali, N ; Mi, Jie ; Lin, Runhui ; Xie, Zaiyang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3180-:d:237699.

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2019Understanding the Double-Level Influence of Guanxi on Construction Innovation in China: The Mediating Role of Interpersonal Knowledge Sharing and the Cross-Level Moderating Role of Inter-Organizationa. (2019). Jin, Ruoyu ; Zou, Yang ; Wang, Mengjun ; Qian, Yingmiao ; Yuan, Ruijia. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1657-:d:215281.

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2019Network Position Advantage and Technological Innovation of China’s New Energy Vehicle Based on the Perspective of Network Theory. (2019). Shi, Xiu ; Wang, Jun-Peng ; Hou, Guang-Ming ; Jing, Rui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2098-:d:221021.

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2018The influence of renewables on electricity price forecasting: a robust approach. (2018). Grossi, Luigi ; Nan, Fany . In: Working Papers. RePEc:ieb:wpaper:doc2018-10.

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2018Patent value and the Tobin’s q ratio in media services. (2018). Harrigan, Kathryn Rudie ; Marku, Elona ; Guardo, Maria Chiara . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:1:d:10.1007_s10961-017-9564-1.

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2018Assessing the relationship between R&D subsidy, R&D cooperation and absorptive capacity: an investigation on the manufacturing Spanish case. (2018). Guisado-Gonzalez, Manuel ; Guisado-Tato, Manuel ; Coca-Perez, Jose Luis ; Gonzalez-Blanco, Jennifer. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:6:d:10.1007_s10961-017-9579-7.

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2018University-industry collaborations and product innovation performance: the moderating effects of absorptive capacity and innovation competencies. (2018). Kobarg, Sebastian ; Welpe, Isabell M ; Stumpf-Wollersheim, Jutta. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:6:d:10.1007_s10961-017-9583-y.

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2018Absorptive capacity in New Zealand firms: Measurement and importance. (2018). Le, Trinh ; Harris, Richard. In: Working Papers. RePEc:mtu:wpaper:18_01.

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2019Asymmetric additionalities between R&D outsourcing locations. (2019). Huergo, Elena ; Garcia-Vega, Maria. In: Discussion Papers. RePEc:not:notgep:2019-08.

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2018Innovation in risky markets: ownership and location advantages in the UK regions. (2018). Gagliardi, Luisa ; Iammarino, Simona. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:18:y:2018:i:5:p:1177-1201..

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2018An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2018). Francq, Christian ; Sucarrat, Genaro. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:129-154..

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2018The Long-Run Relationship between Transport Energy Consumption and Transport Infrastructure on Economic Growth in MENA Countries. (2018). Shahbaz, Muhammad ; Akhtar, Pervaiz ; Samir, Saidi. In: MPRA Paper. RePEc:pra:mprapa:85037.

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2018Linear and Nonlinear Attractors in Purchasing Power Parity. (2018). Moosa, Imad A ; Ma, Ming. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0825.

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2018The non-linear nature of country risk and its implications for DSGE models. (2018). Kotłowski, Jacek ; Brzoza-Brzezina, Michal. In: Working Papers. RePEc:sgh:kaewps:2018035.

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2018Does absorptive capacity determine collaboration returns to innovation? A geographical dimension. (2018). Badillo Enciso, Erika ; Moreno, Rosina. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:3:d:10.1007_s00168-015-0696-7.

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2018Analysis of electricity prices for Central American countries using dynamic conditional score models. (2018). Blazsek, Szabolcs ; Hernandez, Hector. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1341-3.

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2018Fostering distributed business logic in Open Collaborative Networks: an integrated approach based on semantic and swarm coordination. (2018). appio, francesco ; Vaglini, Gigliola ; Martini, Antonella ; Lazzeri, Alessandro ; Mario, . In: Information Systems Frontiers. RePEc:spr:infosf:v:20:y:2018:i:3:d:10.1007_s10796-016-9691-5.

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2018Analysis of the influence of the environment, stakeholder integration capability, absorptive capacity, and technological skills on organizational performance through corporate entrepreneurship. (2018). Garcia-Sanchez, Encarnacion ; Martin-Rojas, Rodrigo ; Garcia-Morales, Victor Jesus . In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:14:y:2018:i:2:d:10.1007_s11365-017-0436-9.

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2018Role of human resource practices in absorptive capacity and R&D cooperation. (2018). Roy, Ipsita. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-018-0573-5.

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2017Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Boistard, H ; Bourguignon, M ; Levy-Leduc, C ; Reisen, V A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8.

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2018Goodness-of-fit tests for Log-GARCH and EGARCH models. (2018). Zakoian, Jean-Michel ; Francq, Christian ; Wintenberger, Olivier. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-016-0506-2.

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2019Does Military Spending Nonlinearly Affect Economic Growth in South Africa?. (2019). Phiri, Andrew. In: Defence and Peace Economics. RePEc:taf:defpea:v:30:y:2019:i:4:p:474-487.

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2018Pairs trading with a mean-reverting jump–diffusion model on high-frequency data. (2018). Endres, Sylvia ; Stubinger, Johannes. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:10:p:1735-1751.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

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2017Models with Short-Term Variations and Long-Term Dynamics in Risk Management of Commodity Derivatives. (2017). Guo, Zi-Yi. In: EconStor Preprints. RePEc:zbw:esprep:167619.

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2017Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2017). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:102017.

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Works by Alvaro Escribano:

YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
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1993Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
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2002Nonlinear error correction models In: Journal of Time Series Analysis.
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2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
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1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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2006Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis.
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2000 Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model. In: Oxford Bulletin of Economics and Statistics.
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2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
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2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
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2012Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics.
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2018Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics.
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2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics.
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1998Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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1997Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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2003IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers.
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1997Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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1997IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics.
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1987Co-integration, time co-trends and error-correction systems: an alternative approach In: CORE Discussion Papers.
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1987Error-correction systems: nonlinear adjustments to linear long-run relationships In: CORE Discussion Papers.
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2002Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. Economía. DE.
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1995Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1995Evaluación del PcGive Professional 8: el punto de vista de un usuario In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1997Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1999How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB.
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2000BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB.
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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics.
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2018Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics.
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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper.
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2016Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics.
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2016Score-driven dynamic patent count panel data models.(2016) In: Economics Letters.
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2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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2017Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics.
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2018Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics.
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2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics.
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2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics.
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1991Nonlinear error correction, asymmetric adjusment and cointegration In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper28
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