Paulo Jorge Ferreira : Citation Profile


Are you Paulo Jorge Ferreira?

Instituto Politécnico de Portalegre

9

H index

8

i10 index

364

Citations

RESEARCH PRODUCTION:

105

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 22
   Journals where Paulo Jorge Ferreira has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 62 (14.55 %)

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   Permalink: http://citec.repec.org/pfe193
   Updated: 2024-04-18    RAS profile: 2024-01-05    
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Relations with other researchers


Works with:

Quintino, Derick (13)

PEREIRA, EDER JOHNSON DE AREA (11)

Dionisio, Andreia (8)

TILFANI, Oussama (7)

Vieira, Isabel (5)

Krištoufek, Ladislav (3)

Ali, Haider (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo Jorge Ferreira.

Is cited by:

Bouri, Elie (7)

Škrinjarić, Tihana (5)

Vo, Xuan Vinh (4)

Krištoufek, Ladislav (4)

Mokni, Khaled (4)

Ersin, Özgür (3)

Sharma, Abhijit (3)

Lin, Boqiang (3)

Bekiros, Stelios (3)

Yousaf, Imran (3)

Nguyen, Duc Khuong (3)

Cites to:

Dionisio, Andreia (67)

Tabak, Benjamin (61)

PEREIRA, EDER JOHNSON DE AREA (56)

Cajueiro, Daniel (52)

Krištoufek, Ladislav (50)

Fama, Eugene (35)

ausloos, marcel (34)

Nguyen, Duc Khuong (32)

Wang, Gang-Jin (31)

Wang, Yudong (25)

Bekaert, Geert (25)

Main data


Where Paulo Jorge Ferreira has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications27
Sustainability12
JRFM7
Economies6
Post-Communist Economies5
IJFS5
Energies3
Economics and Business Letters2
Empirical Economics2
Econometric Research in Finance2
Journal of Business Research2
IJERPH2
Journal of Economic Interaction and Coordination2
FinTech2
Portuguese Economic Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Paulo Jorge Ferreira (2024 and 2023)


YearTitle of citing document
2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853.

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2023Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1.

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2023Price 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.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023How 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.

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2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Achieving the objectives of renewable energy policy – Insights from renewable energy auction design in Europe. (2023). Anatolitis, Vasilios ; Fleck, Ann-Katrin. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005766.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116.

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2023Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023Financial 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.

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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806.

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2023Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234.

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2023Forecasting the lithium mineral resources prices in China: Evidence with Facebook Prophet (Fb-P) and Artificial Neural Networks (ANN) methods. (2023). Sengupta, Tuhin ; Li, Xiaobin ; Jamaani, Fouad ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300291x.

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2023Does carbon emission react to oil price shocks? Implications for sustainable growth in Africa. (2023). Alhassan, Abdulkareem ; Okwanya, Innocent ; Bekun, Festus Victor ; Ozturk, Ilhan ; Amaka, Eje-Ojeka G ; Abah, Patricia O. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003215.

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2023Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. (2023). Zhou, Qiyao ; Xiang, George ; Li, Xin ; Hu, Debao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001191.

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2023Entropy, energy, and instability in music. (2023). Gunduz, Gungor. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009232.

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2023Bitcoin market networks and cyberattacks. (2023). Sousa, Ricardo ; Costantini, Mauro ; Mishra, Tapas ; Maaitah, Ahmad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123007203.

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2023Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67.

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2023COVID-19 and stock market performance: Evidence from the RCEP countries. (2023). Qu, Xuefeng ; Zhang, Xuan ; Cao, Shuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:717-735.

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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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2023Cryptocurrency 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.

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2023Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; el Khoury, Rim ; Mensi, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557.

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2023Global Navigation Satellite Systems as State-of-the-Art Solutions in Precision Agriculture: A Review of Studies Indexed in the Web of Science. (2023). Jurii, Mladen ; Plaak, Ivan ; Radoaj, Dorijan. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:7:p:1417-:d:1195839.

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2023Systematic 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.

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2023Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long–Short Asymmetry and Significance of the Power-Law Tail. (2023). Takaishi, Tetsuya. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:391-:d:1231324.

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2023Green Supply Chain Management in Hotel Industry: A Systematic Review. (2023). Gyenge, Balazs ; David, Lorant Denes ; Bujdoso, Zoltan ; Alreahi, Mahmoud. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5622-:d:1105006.

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2023Promoting Responsible Sustainable Consumer Behavior through Sustainability Marketing: The Boundary Effects of Corporate Social Responsibility and Brand Image. (2023). Rasool, Zeeshan ; Fatima, Tehreem ; Ayub, Arslan ; Iqbal, Shahid ; Jia, Tong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6092-:d:1113272.

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2023The Size Effect and the Value Effect in the American Stock Market. (2023). Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-04194510.

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2023Multi-scale Features of Interdependence Between Oil Prices and Stock Prices. (2023). Vo, Xuan Vinh ; Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09385-5.

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2023On 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.

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2023Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491.

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2023Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach. (2023). Karimo, Tari M ; Atoi, Ngozi V ; Tumala, Mohammed M. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0943.

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2023Does Difference in Environmental Standard Influence India’s Bilateral IIT Flows? Evidence from GMM Results. (2023). Banik, Nilanjan ; Chakraborty, Debashis ; Aggarwal, Sakshi. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:7-30.

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2023Investor Attention and Global Stock Market Volatility: Evidence from COVID-19. (2023). Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:85-104.

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2023Are the stabilities of stablecoins connected?. (2023). Thi, Thu Pham ; Cong, Thanh Nguyen ; Pham, Huy ; Vu, Thai Nguyen ; Thanh, Binh Nguyen. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:50:y:2023:i:3:d:10.1007_s40812-022-00207-3.

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2023Do innovation and financial constraints affect the profit efficiency of European enterprises?. (2023). Sonia, Stefania Patrizia ; Ferrando, Annalisa ; Bonanno, Graziella. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:1:d:10.1007_s40821-022-00226-z.

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2023The 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.

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2023Examining 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.

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2023The impact of the 2007–2008 global financial crisis on the multifractality of the Nigerian Stock Exchange. (2023). Ogunjo, Samuel T. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00414-z.

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2023Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

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2023Exploring 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.

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2023Structural 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.

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2023Exploring the role of information communication technology, trade, and foreign direct investment to promote sustainable economic growth: Evidence from Belt and Road Initiative economies. (2023). , Khurshid ; Sarfraz, Muddassar ; Iqbal, Kashif. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1526-1535.

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Works by Paulo Jorge Ferreira:


YearTitleTypeCited
2016G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION? In: Review of Socio - Economic Perspectives.
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2017Assessment of 48 Stock markets using adaptive multifractal approach In: Papers.
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paper7
2017Assessment of 48 Stock markets using adaptive multifractal approach.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
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2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
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2012Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: CEFAGE-UE Working Papers.
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2014Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers.
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2016Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2016The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument In: CEFAGE-UE Working Papers.
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2019The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices In: Economics Bulletin.
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2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
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2022Energy markets – Who are the influencers? In: Energy.
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article6
2022A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks In: Finance Research Letters.
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article2
2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
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2016What are the conditions for good innovation results? A fuzzy-set approach for European Union In: Journal of Business Research.
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2022Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis In: Resources Policy.
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2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
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article7
2016Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes? In: Physica A: Statistical Mechanics and its Applications.
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2017The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications.
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2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone In: Physica A: Statistical Mechanics and its Applications.
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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications.
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2018Efficiency or speculation? A time-varying analysis of European sovereign debt In: Physica A: Statistical Mechanics and its Applications.
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2018A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications.
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2018What detrended fluctuation analysis can tell us about NBA results In: Physica A: Statistical Mechanics and its Applications.
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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis In: Physica A: Statistical Mechanics and its Applications.
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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications.
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2018Cross-correlation analysis on Brazilian gasoline retail market In: Physica A: Statistical Mechanics and its Applications.
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2018Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
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2019Assessing the relationship between dependence and volume in stock markets: A dynamic analysis In: Physica A: Statistical Mechanics and its Applications.
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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis In: Physica A: Statistical Mechanics and its Applications.
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2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications.
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2019Multiscale network for 20 stock markets using DCCA In: Physica A: Statistical Mechanics and its Applications.
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2019Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications.
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2020The relationship between oil prices and the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
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2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications.
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2021Is Brazilian music getting more predictable? A statistical physics approach for different music genres In: Physica A: Statistical Mechanics and its Applications.
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2022Network dynamic and stability on European Union In: Physica A: Statistical Mechanics and its Applications.
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2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications.
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2022Interplay multifractal dynamics among metal commodities and US-EPU In: Physica A: Statistical Mechanics and its Applications.
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2019Energy consumption as a condition for per capita carbon dioxide emission growth: The results of a qualitative comparative analysis in the European Union In: Renewable and Sustainable Energy Reviews.
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2019Regional and global integration of Asian stock markets In: Research in International Business and Finance.
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2022Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks In: China Finance Review International.
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