Alvaro Escribano : Citation Profile

Are you Alvaro Escribano?

Universidad Carlos III de Madrid

12

H index

13

i10 index

640

Citations

RESEARCH PRODUCTION:

34

Articles

84

Papers

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 19
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 52 (7.51 %)

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   Permalink: http://citec.repec.org/pes1
   Updated: 2020-09-22    RAS profile: 2020-06-23    
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Relations with other researchers

Works with:

Blazsek, Szabolcs (15)

Sucarrat, Genaro (5)

Ayala, Astrid (3)

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)

Panagiotidis, Theodore (14)

Panagiotidis, Theodore (14)

Francq, Christian (14)

Legrenzi, Gabriella (13)

Sucarrat, Genaro (11)

Dufrénot, Gilles (10)

Otero, Jesus (10)

Mignon, Valérie (10)

Hurn, Stan (8)

Parisio, Lucia (7)

Cites to:

Blazsek, Szabolcs (48)

Bollerslev, Tim (38)

Phillips, Peter (32)

Lucas, Andre (28)

Engle, Robert (27)

Hall, Bronwyn (26)

Jaffe, Adam (26)

Blundell, Richard (26)

Granger, Clive (25)

Koopman, Siem Jan (25)

Sucarrat, Genaro (23)

Main data

Where Alvaro Escribano has published?

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

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía40
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
MPRA Paper / University Library of Munich, Germany3
Policy Research Working Paper Series / The World Bank3
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
Working Papers / Instituto Madrileo de Estudios Avanzados (IMDEA) Ciencias Sociales2
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing Alvaro Escribano (2020 and 2019)

YearTitle of citing document
2019Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung. In: Asian Economic Journal. RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280.

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2020Jack of all trades and master of knowledge: The role of diversification in new distant knowledge integration. (2020). Nagle, Frank ; Teodoridis, Florenta. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:1:p:55-85.

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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017618.

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2019Exponential-type GARCH models with linear-in-variance risk premium. (2019). Hafner, Christian ; Dimitra, Kyriakopoulou ; Christian, Hafner. In: CORE Discussion Papers. RePEc:cor:louvco:2019013.

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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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2019The drivers and impacts of water infrastructure reliability – a global analysis of manufacturing firms. (2019). Islam, Asif ; Hyland, Marie. In: Ecological Economics. RePEc:eee:ecolec:v:163:y:2019:i:c:p:143-157.

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2019Long-term swings and seasonality in energy markets. (2019). Novales, Alfonso ; Moreno, Manuel ; Platania, Federico. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:1011-1023.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2020Factor models in the German electricity market: Stylized facts, seasonality, and calibration. (2020). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319301033.

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2019Absorptive capacity and energy efficiency in manufacturing firms – An empirical analysis in Norway. (2019). Thyholdt, Sverre Braathen ; Solnordal, Mette Talseth. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:978-990.

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2019The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices. (2019). Bunn, Derek ; Perera, Niles H ; Goodarzi, Shadi. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519304057.

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2019Are EUs Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. (2019). Rodriguez, Rosa ; Pea, Juan Ignacio. In: Energy. RePEc:eee:energy:v:183:y:2019:i:c:p:477-486.

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2020Innovation types and the search for new ideas at the fuzzy front end: Where to look and how often?. (2020). O'Brien, Kieran. In: Journal of Business Research. RePEc:eee:jbrese:v:107:y:2020:i:c:p:13-24.

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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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2019An unequal burden: Intra-household dimensions of seasonal health in Tanzania. (2019). Naschold, Felix ; Rao, Tanvi. In: Food Policy. RePEc:eee:jfpoli:v:89:y:2019:i:c:s0306919219305883.

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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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2019Customer orientation and operations: The role of manufacturing capabilities in small- and medium-sized enterprises. (2019). Linder, Christian. In: International Journal of Production Economics. RePEc:eee:proeco:v:216:y:2019:i:c:p:105-117.

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2020Effectiveness of an ‘open innovation’ approach in renewable energy: Empirical evidence from a survey on solar and wind power. (2020). Lacerda, Juliana Subtil . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:118:y:2020:i:c:s1364032119307130.

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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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2019An open-minded strategy towards eco-innovation: A key to sustainable growth in a global enterprise. (2019). Fiano, Fabio ; Garcia-Perez, Alexeis ; Papa, Armando ; Cegarra-Navarro, Juan Gabriel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:148:y:2019:i:c:s0040162519302999.

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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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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020.

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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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2019The Causal Effect of Access to Finance on Productivity of Small and Medium Enterprises in Vietnam. (2019). Que, Mai Thanh ; Xuan, Tran Dang ; Yoshida, Yuichiro ; Trung, Bui Huy ; Giang, Mai Huong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5451-:d:272689.

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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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2020Does Technological Innovation Drive Corporate Sustainability? Empirical Evidence for the European Financial Industry in Catching-Up and Central and Eastern Europe Countries. (2020). Hervas-Oliver, Jose-Luis ; Sempere-Ripoll, Francisca ; Estelles-Miguel, Sofia ; Rojas-Alvarado, Ronald. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2261-:d:332333.

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2020Customer Knowledge Management in SMEs Facing Digital Transformation. (2020). Passaro, Renato ; Oropallo, Eugenio ; Esposito, Emilio ; Cerchione, Roberto ; Centobelli, Piera ; Castagna, Francesco. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3899-:d:356241.

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2020Dynamic Innovation Strategy Model in Practice of Innovation Leaders and Followers in CEE Countries—A Prerequisite for Building Innovative Ecosystems. (2020). Prokop, Viktor ; Striteska, Michaela Kotkova. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3918-:d:356687.

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2019FIRM OPENNESS AND MANAGERIAL INNOVATION: REBALANCING DELIBERATE ACTIONS AND INSTITUTIONAL PRESSURES. (2019). BOCQUET, Rachel ; Dubouloz, Sandra. In: Post-Print. RePEc:hal:journl:hal-02380541.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2019Corruption and New Product Innovation: Examining Firms’ Ethical Dilemmas in Transition Economies. (2019). Zhu, Kevin Xiaoguo ; Qi, Guoyou ; Xie, Xuemei. In: Journal of Business Ethics. RePEc:kap:jbuset:v:160:y:2019:i:1:d:10.1007_s10551-018-3804-7.

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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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2020Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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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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2019Long-term swings and seasonality in energy markets. (2019). Platania, Federico ; Novales, Alfonso ; Moreno, Manuel. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1929.

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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.
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1998Non-linear error correction, asymmetric adjustment and cointegration.(1998) In: Economic Modelling.
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2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
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2019Efectos de la digitalización y la productividad en la economía española : una comparación internacional In: UC3M Working papers. Economics.
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2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics.
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2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
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2019Investment Climate Effects on Alternative Firm-Level Productivity Measures In: UC3M Working papers. Economics.
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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics.
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2019Transporte, infraestructura y crecimiento económico en España In: UC3M Working papers. Economics.
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2020European gasoline markets: price transmission asymmetries in mean and variance In: UC3M Working papers. Economics.
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2020Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics.
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2020Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics.
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2020Forecasting gasoline prices with mixed random forest error correction models In: UC3M Working papers. Economics.
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2000Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics.
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2000Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics.
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2008Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America In: UC3M Working papers. Economics.
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2008Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
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2008Investment climate and firm’s economic performance: econometric methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
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2008Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics.
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2011Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers.
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2009Automated financial multi-path GETS modelling In: UC3M Working papers. Economics.
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2009Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 In: UC3M Working papers. Economics.
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2010Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005.(2010) In: Policy Research Working Paper Series.
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2009Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics.
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2010Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys.(2010) In: Policy Research Working Paper Series.
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2009Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics.
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2010Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics.
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2010Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print.
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2010The power log-GARCH model In: UC3M Working papers. Economics.
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2010An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics.
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2011EU Patent System: to be or not to be? In: UC3M Working papers. Economics.
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2012Robust investment climate effects on alternative firm-level productivity measures In: UC3M Working papers. Economics.
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2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics.
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2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics.
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2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper.
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2014Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics.
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2015Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics.
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2002Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers In: UC3M Working papers. Economics.
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1998The Spanish 1898 disaster: the drift towards national-protectionism In: IFCS - Working Papers in Economic History.WH.
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1998The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism.(1998) In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History.
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2000Outliers robust ECM cointegration test based on the trend components In: DES - Working Papers. Statistics and Econometrics. WS.
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