Paulo Jorge Ferreira : Citation Profile


Are you Paulo Jorge Ferreira?

Universidade de Évora (10% share)

5

H index

0

i10 index

90

Citations

RESEARCH PRODUCTION:

56

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 7
   Journals where Paulo Jorge Ferreira has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 37 (29.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe193
   Updated: 2021-01-16    RAS profile: 2020-09-15    
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Relations with other researchers


Works with:

Dionisio, Andreia (19)

PEREIRA, EDER JOHNSON DE AREA (10)

Vieira, Isabel (5)

TILFANI, Oussama (4)

Krištoufek, Ladislav (4)

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

Is cited by:

Sharma, Abhijit (3)

Gómez, David (2)

Krištoufek, Ladislav (2)

Dionisio, Andreia (2)

Škrinjarić, Tihana (2)

Bouri, Elie (2)

Bekiros, Stelios (2)

Lee, Chien-Chiang (2)

Papanagiotou, Evangelia (1)

Panait, Iulian (1)

McAleer, Michael (1)

Cites to:

Dionisio, Andreia (55)

PEREIRA, EDER JOHNSON DE AREA (36)

Fama, Eugene (27)

Krištoufek, Ladislav (27)

Tabak, Benjamin (25)

ausloos, marcel (24)

Cajueiro, Daniel (24)

Wang, Gang-Jin (17)

Wang, Yudong (16)

Bekaert, Geert (14)

Zhang, Dayong (14)

Main data


Where Paulo Jorge Ferreira has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications24
Sustainability5
International Journal of Financial Studies3
Post-Communist Economies3
Journal of Risk and Financial Management3
Journal of Business Research2
Journal of Economic Interaction and Coordination2
Economies2
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 (2021 and 2020)


YearTitle of citing document
2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030.

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2020Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2020Turbulence in the financial markets: Cross-country differences in market volatility in response to COVID-19 pandemic policies. (2020). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2020-15.

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2020Statistical Analysis of the Relationship between Oil Prices and Industry Index Prices. (2020). Akbulaev, Nurkhodzha ; Rahimli, Etimad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-38.

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2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

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2020Does Bitcoin still own the dominant power? An intraday analysis. (2020). Ngene, Geoffrey M ; Wang, Jinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301952.

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2020Identifying the comovement of price between Chinas and international crude oil futures: A time-frequency perspective. (2020). Huang, Shupei. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302064.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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2020Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669.

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2020Brazilian policy and agribusiness damage the Amazon rainforest. (2020). PEREIRA, EDER JOHNSON DE AREA ; de Barros, Hernane Borges ; da Silva, Lucio Flavio ; de Santana, Luiz Carlos ; de Area, Eder Johnson. In: Land Use Policy. RePEc:eee:lauspo:v:92:y:2020:i:c:s0264837719314899.

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2020Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x.

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2020DCCA cross-correlation analysis in time-series with removed parts. (2020). Brito, A A ; Zebende, G F ; Castro, A P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319399.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301503.

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2020Making real-time predictions for NBA basketball games by combining the historical data and bookmaker’s betting line. (2020). Shi, Jian ; Gao, Yiran ; Song, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301618.

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2020Long-range correlation and predictability of Chinese stock prices. (2020). Liu, Lutao ; Wang, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s037843712030145x.

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2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour. (2020). Krištoufek, Ladislav ; Nasir, Rana Muhammad ; Kayani, Ghulam Mujtaba ; Bouri, Elie ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s037843712030234x.

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2020Correlation dynamics in the cryptocurrency market based on dimensionality reduction analysis. (2020). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303472.

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2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641.

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2021Statistical test for Multiple Detrended Cross-Correlation Coefficient. (2021). Guedes, E F ; de Castro, A. P. N., ; Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120306786.

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2020Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach. (2020). Peng, Rui ; Cai, Wen-Li ; Pan, Fei ; Liu, Xiang-Dong. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:197:y:2020:i:c:s0951832019306854.

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2020Advances and challenges in assessing urban sustainability: an advanced bibliometric review. (2020). Havinga, Lisanne ; Marvuglia, Antonino ; Reckien, Diana ; Gaitani, Niki ; Fonseca, Jimeno ; Heidrich, Oliver. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:124:y:2020:i:c:s1364032120300848.

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2020Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147.

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2020Interactions among Environmental Training, Environmental Strategic Planning and Personnel Controls in Radical Environmental Innovation. (2020). Monteiro, Januario Jose ; da Rosa, Fabricia Silva ; Lunkes, Rogerio Joo ; Bortoluzzi, Daiane Antonini. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8748-:d:432518.

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2020Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets. (2020). Booc, Claudiu ; Barna, Flavia Mirela ; Milo, Marius Cristian ; Haiegan, Cornel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:535-:d:307486.

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2020A Study on the Similarities and Differences of the Conventional Gasoline Spot Price Fluctuation Network between Different Harbors. (2020). Zhen, Zaili ; Wan, Bingyue ; Yan, XU ; Zhang, Wenbin ; Tian, Lixin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:710-:d:310393.

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2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

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2020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4.

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2020Sentiments and emotions evoked by news headlines of coronavirus disease (COVID-19) outbreak. (2020). Parveen, Mahwish ; Kashif, Aisha ; Syed, Jabir Hussain ; Awan, Tahir Mumtaz ; Aslam, Faheem. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-0523-3.

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2020On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic. (2020). Khan, Maaz ; Mughal, Khurram S ; Nguyen, Duc Khuong ; Aziz, Saqib ; Aslam, Faheem. In: MPRA Paper. RePEc:pra:mprapa:102458.

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2020Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. (2020). Unal, Gazanfer ; Demirel, Mustafa. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00203-3.

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2020Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis. (2020). TILFANI, Oussama ; el Boukfaoui, My Youssef. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s021909151950022x.

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Works by Paulo Jorge Ferreira:


YearTitleTypeCited
2017Assessment of 48 Stock markets using adaptive multifractal approach In: Papers.
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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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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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2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
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article5
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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article2
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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2019?x,y between open-close stock markets 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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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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2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies.
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2019Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies In: Economies.
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2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies In: International Journal of Financial Studies.
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2020Efficiency of the Brazilian Bitcoin: A DFA Approach In: International Journal of Financial Studies.
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2020Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak In: International Journal of Financial Studies.
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2019Contagion Effect in Cryptocurrency Market In: Journal of Risk and Financial Management.
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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: Journal of Risk and Financial Management.
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2020From Big Data to Econophysics and Its Use to Explain Complex Phenomena In: Journal of Risk and Financial Management.
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2019City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability.
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2019Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market In: Sustainability.
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2020An Econophysics Study of the S&P Global Clean Energy Index In: Sustainability.
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2020The Exposure of European Union Productive Sectors to Oil Price Changes In: Sustainability.
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2020Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms In: Sustainability.
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2015Entropy, competitiveness and UEFA football ranking In: MPRA Paper.
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2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
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2011Monetary Integration in the European Union In: Journal of Emerging Market Finance.
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2017Equity Markets Integration in Asia In: Proceedings of International Academic Conferences.
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2016Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? In: Econometric Research in Finance.
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2020Dynamic long-range dependences in the Swiss stock market In: Empirical Economics.
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2019Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination.
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2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach In: Portuguese Economic Journal.
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2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
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2014Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: Applied Financial Economics.
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2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
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2018What guides Central and Eastern European stock markets? A view from detrended methodologies In: Post-Communist Economies.
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2020Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies.
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2020Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies.
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2016GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives.
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