Alvaro Escribano : Citation Profile

Are you Alvaro Escribano?

Universidad Carlos III de Madrid

11

H index

11

i10 index

480

Citations

RESEARCH PRODUCTION:

28

Articles

73

Papers

RESEARCH ACTIVITY:

   31 years (1987 - 2018). See details.
   Cites by year: 15
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 41 (7.87 %)

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   Permalink: http://citec.repec.org/pes1
   Updated: 2018-05-19    RAS profile: 2018-05-13    
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Relations with other researchers

Works with:

Blazsek, Szabolcs (8)

Sucarrat, Genaro (5)

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

Is cited by:

Francq, Christian (13)

Mignon, Valérie (10)

Dufrénot, Gilles (10)

Milas, Costas (9)

Sucarrat, Genaro (9)

Hurn, Stan (8)

Otero, Jesus (8)

Stucchi, Rodolfo (7)

PASCUAL, ROBERTO (7)

Panagiotidis, Theodore (7)

Hautsch, Nikolaus (6)

Cites to:

Phillips, Peter (33)

Jaffe, Adam (26)

Hall, Bronwyn (26)

Granger, Clive (26)

Perron, Pierre (26)

Engle, Robert (22)

Sucarrat, Genaro (22)

Trajtenberg, Manuel (19)

Blundell, Richard (19)

Griliches, Zvi (16)

Bollerslev, Tim (15)

Main data

Where Alvaro Escribano has published?

Journals with more than one article published# docs
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics3
Research Policy2
Spanish Economic Review2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía27
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística24
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
Policy Research Working Paper Series / The World Bank3
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 (2018 and 2017)

YearTitle of citing document
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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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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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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2017Multinationality, R&D and productivity: Evidence from the top R&D investors worldwide. (2017). Vezzani, Antonio ; Schubert, Torben ; Montresor, Sandro ; Castellani, Davide. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:3:p:405-416.

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2017Bibliometric analysis of absorptive capacity. (2017). Apriliyanti, Indri Dwi ; Alon, Ilan . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:5:p:896-907.

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2017An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. (2017). Sucarrat, Genaro ; Francq, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:16-32.

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2017Convergence in bank performance for commercial and Islamic banks during and after the Global Financial Crisis. (2017). Olson, Dennis ; Zoubi, Taisier . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:71-87.

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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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2017Too much or too little of R&D offshoring: The impact of captive offshoring and contract offshoring on innovation performance. (2017). Urbig, Diemo ; Procher, Vivien ; Steinberg, Philip J. In: Research Policy. RePEc:eee:respol:v:46:y:2017:i:10:p:1810-1823.

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2017Do emerging countries prefer local knowledge or distant knowledge? Spillover effect of university collaborations on local firms. (2017). Qiu, Shumin ; Gao, Taishan ; Liu, Xielin. In: Research Policy. RePEc:eee:respol:v:46:y:2017:i:7:p:1299-1311.

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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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2017Capturing value from alliance portfolio diversity: The mediating role of R&D human capital in high and low tech industries. (2017). Martinez, Marian Garcia ; Garcia, Mercedes Sanchez ; Zouaghi, Ferdaous . In: Technovation. RePEc:eee:techno:v:59:y:2017:i:c:p:55-67.

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2017Influence of university–firm governance on SMEs innovation and performance levels. (2017). Garcia-Perez, Domingo ; Madrid-Guijarro, Antonia ; Martin, Dominique Philippe. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:123:y:2017:i:c:p:250-261.

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2017Analysis of Antecedent and Consequence of Employee Engagement in Small and Medium-Sized Enterprises in Central Java, Indonesia. (2017). Handayani, Sri ; Rahardja, Edy ; Anggraeni, Ade Irma. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3a:p:500-510.

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2017Dispersion and Volatility of TFPQ in Service Industries. (2017). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:17088.

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2017Impact of Foreign Tourists on Productivity in the Accommodation Industry: A panel data analysis. (2017). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:17106.

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2017Effects of Project Cost Overruns and Schedule Delays in Sub-Saharan Africa. (2017). Gb, Paul Terna ; Ajuwon, Oluseye Samuel. In: EJIS European Journal of Interdisciplinary Studies Articles. RePEc:eur:ejisjr:174.

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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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2017Persistent openness and environmental innovation: An empirical analysis of French manufacturing firms. (2017). Mothe, Caroline ; Nguyen-Thi, Thuc Uyen. In: Post-Print. RePEc:hal:journl:hal-01609129.

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2017The Effect of Hiring Top Workers on Productivity: What is the Role of Absorptive Capacity?. (2017). Lodefalk, Magnus ; Tang, Aili . In: Working Papers. RePEc:hhs:oruesi:2017_002.

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2017A tale of persistent network additionality, with evidence from a regional policy. (2017). Russo, Margherita ; Rossi, Federica ; Caloffi, Annalisa. In: Working Papers. RePEc:img:wpaper:38.

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2017Persistent heterogeneity of R&D intensities within sectors: Evidence and policy implications. (2017). Coad, Alex. In: JRC Working Papers on Corporate R&D and Innovation. RePEc:ipt:wpaper:2017-04.

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2017Persistent heterogeneity of R&D intensities within sectors: Evidence and policy implications. (2017). Coad, Alex. In: JRC Working Papers on Corporate R&D and Innovation. RePEc:ipt:wpaper:201704.

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2017Knowledge spillovers and high-impact growth: Comparing local and foreign firms in the UK. (2017). Abubakar, Yazid Abdullahi ; Mitra, Jay . In: Journal of International Entrepreneurship. RePEc:kap:jinten:v:15:y:2017:i:2:d:10.1007_s10843-016-0195-7.

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2017Early efforts to develop absorptive capacity and their performance implications: differences among corporate and independent ventures. (2017). Larraeta, Barbara ; Aguilar, Rocio ; Galan, Jose Luis . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:42:y:2017:i:3:d:10.1007_s10961-016-9488-1.

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2017Sustainability of patent-based competitive advantage in the U.S. communications services industry. (2017). Harrigan, Kathryn Rudie ; Diguardo, Maria Chiara ; di Guardo, Maria Chiara. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:42:y:2017:i:6:d:10.1007_s10961-016-9515-2.

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2017Developing a sustainable competitive advantage: absorptive capacity, knowledge transfer and organizational learning. (2017). Liao, Shu-Hsien ; Yang, Min-Ju ; Chung, Yu-Chun ; Chen, Chih-Chiang. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:42:y:2017:i:6:d:10.1007_s10961-016-9532-1.

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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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2017Solving the knowledge filter puzzle: absorptive capacity, entrepreneurship and regional development. (2017). Jung, Hyejin ; Qian, Haifeng. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:1:d:10.1007_s11187-016-9769-y.

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2017Top manager characteristics, agglomeration economies and firm performance. (2017). Zhang, Cui. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:3:d:10.1007_s11187-016-9805-y.

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2017Founders’ human capital and external knowledge sourcing: An absorptive capacity perspective for innovative start-ups. (2017). Kato, Masatoshi. In: Discussion Paper Series. RePEc:kgu:wpaper:162.

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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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2017Effects of hiring former employees of multinationals in the absorptive capacity of local firms. (2017). Leiva, Juan Carlos ; Gonzalez, Ricardo Monge ; Rodriguez, Juan Antonio . In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:2:p:36-37.

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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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2017Foreign competition, domestic competition and innovation in Chinese private high-tech new ventures. (2017). Xia, Tianjiao ; Liu, Xiaohui. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:6:d:10.1057_s41267-017-0083-y.

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2017Competition, Patent Protection, and Innovation in an Endogenous Market Structure. (2017). Suzuki, Keishun. In: MPRA Paper. RePEc:pra:mprapa:77133.

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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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2017Capacidad de Absorción: Revisión Crítica y Proposición de un Modelo Teórico (Absorptive Capacity: Critical Review and Proposition of a Theoretical Model). (2017). Garcia, Beatriz Ortiz ; Gomez, Fatima Guadamillas ; Donate, Mario Javier. In: Revista Internacional de Gestión del Conocimiento y la Tecnología (GECONTEC). RePEc:rge:journl:v:5:y:2017:i:2:p:1-22.

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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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2017The role of environmental regulations and innovation in TFP convergence: Evidence from manufacturing SMEs in Viet Nam. (2017). Nguyen Huu, Thanh Tam ; Tran-Nam, Quoc ; Nguyen-Khac, Minh ; Nguyen-Huu, Thanh Tam . In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2017-92.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Grossi, Luigi ; Nan, Fany . 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
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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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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2001Nonlinear error correction models 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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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.
[Citation analysis]		paper5
1987Error-correction systems: nonlinear adjustments to linear long-run relationships In: CORE Discussion Papers.
[Citation analysis]		paper4
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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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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2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: UC3M Working papers. Economics.
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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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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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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.
[Full Text][Citation analysis]		paper1
2008Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper12
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.
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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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2004Outliers - robust ECM cointegration tests based on the trend components.(2004) In: Spanish Economic Review.
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1998Cointegration testing using the ranges In: DES - Working Papers. Statistics and Econometrics. WS.
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1998A characterization of cointegrating relationships using induced-order statistics In: DES - Working Papers. Statistics and Econometrics. WS.
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1993Cointegration and common factors In: DES - Working Papers. Statistics and Econometrics. WS.
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1993Asymmetric and time-varying error-correction: an application to labour demand in the UK In: DES - Working Papers. Statistics and Econometrics. WS.
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1994Testing nonlinearity: decision rules for selecting between logistic and exponential star models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper20
1997Testing nonlinearity: decision rules for selecting between logistic and exponential star models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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2001Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models.(2001) In: Spanish Economic Review.
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1995Investigating the relationship between gold and silver prices In: DES - Working Papers. Statistics and Econometrics. WS.
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1996Nonlinear cointegration and nonlinear error correction In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Detrending procedures and cointegration testing: ECM tests under structural breaks In: DES - Working Papers. Statistics and Econometrics. WS.
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