Paulo Jorge Ferreira : Citation Profile


Are you Paulo Jorge Ferreira?

Universidade de Évora (10% share)

6

H index

3

i10 index

157

Citations

RESEARCH PRODUCTION:

70

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 12
   Journals where Paulo Jorge Ferreira has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 44 (21.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe193
   Updated: 2021-11-28    RAS profile: 2021-11-13    
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Relations with other researchers


Works with:

Dionisio, Andreia (19)

PEREIRA, EDER JOHNSON DE AREA (10)

TILFANI, Oussama (5)

Vieira, Isabel (5)

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:

Vo, Xuan Vinh (4)

Sharma, Abhijit (3)

Škrinjarić, Tihana (3)

Gómez, David (2)

Lee, Chien-Chiang (2)

Bekiros, Stelios (2)

Dionisio, Andreia (2)

Nguyen, Duc Khuong (2)

Lin, Boqiang (2)

Bouri, Elie (2)

Palma-Ruiz, Jesús (1)

Cites to:

Dionisio, Andreia (60)

PEREIRA, EDER JOHNSON DE AREA (38)

Krištoufek, Ladislav (32)

Tabak, Benjamin (30)

Cajueiro, Daniel (28)

Fama, Eugene (28)

ausloos, marcel (24)

Wang, Gang-Jin (19)

Bekaert, Geert (19)

Wang, Yudong (18)

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 Applications25
Sustainability7
IJFS5
Post-Communist Economies4
JRFM4
Economies3
Journal of Business Research2
Portuguese Economic Journal2
Empirical Economics2
Journal of Economic Interaction and Coordination2

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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2021Multiscale 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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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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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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2021Multiscale multifractal detrended partial cross-correlation analysis of Chinese and American stock markets. (2021). Lin, Aijing ; Ge, Xinlei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921000849.

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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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2021Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. (2021). Vo, Xuan Vinh ; Hung, Ngo Thai. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000739.

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2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis. (2021). Jareño, Francisco ; De, Maria ; Skinner, Frank S ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001149.

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2020Arbitrage-free relative Nelson–Siegel model. (2020). Ishii, Hokuto. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304507.

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2021Dependency on FDI inflows and stock market linkages. (2021). Vo, Dinh-Tri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313686.

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2021Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638.

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2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

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2021Quantile connectedness in the cryptocurrency market. (2021). Vo, Xuan Vinh ; Roubaud, David ; Saeed, Tareq ; Bouri, Elie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000214.

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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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2021Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Lei, Xiaojie ; Bouri, Elie ; Zhang, Hongwei ; Xu, Yahua ; Jalkh, Naji. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775.

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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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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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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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2021Risk transfer between stock and open-ended equity fund markets in China based on a multi-layer network model. (2021). Zhang, Chao ; Wu, Junfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308475.

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2021Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19. (2021). Chan, Jennifer ; Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308797.

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2021Analysis of intentional lethal violent crimes: A sliding windows approach. (2021). Guedes, E F ; Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309511.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121001035.

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2021Multiscale and partial correlation networks analysis of risk connectedness in global equity markets. (2021). Zhai, Kaikai ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001837.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2021Detrended multiple cross-correlation coefficient with sliding windows approach. (2021). Zebende, G F ; da Silva, A M ; Guedes, E F. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002624.

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2021Extending DFA-based multiple linear regression inference: Application to acoustic impedance models. (2021). Stosic, Borko D ; Dore, Luiz Henrique ; de Carvalho, Ikaro Daniel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s037843712100532x.

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2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73.

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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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2021The stabilizing effect of social distancing: Cross-country differences in financial market response to COVID-19 pandemic policies. (2021). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000921.

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2021Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933.

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2021The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252.

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2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. (2020). Nguyen, Duc Khuong ; Khan, Maaz ; Mughal, Khurrum S ; Aziz, Saqib ; Aslam, Faheem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520310878.

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2021Covid-19 health policy intervention and volatility of Asian capital markets. (2021). Hunjra, Ahmed ; Hammami, Helmi ; Arunachalam, Murugesh ; Kijkasiwat, Ploypailin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:169:y:2021:i:c:s0040162521002729.

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2020International Relations in the Environmental Kuznets Curve - Theoretical Considerations. (2020). Bartosz, Jozwik ; Lech, Gruszecki ; Phouphet, Kyophilavong. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:964-982.

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2021Earnings Management in Frontier Market: Do Institutional Settings Matter?. (2021). Safari, Maryam ; Yapa, Prem ; Martens, Wil. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:17-:d:493355.

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2021Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales. (2021). Ferreira, Paulo ; da Gama, Jose Telo ; Quintino, Derick. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:133-:d:640280.

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2021Modeling of Crisis Processes in the Financial Market. (2021). Ivanyuk, Vera. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:144-:d:650962.

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2021Comparison of Consumption and Renewable Sources of Energy in European Union Countries—Sectoral Indicators, Economic Conditions and Environmental Impacts. (2021). Murawska, Anna ; Komarnicka, Anna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3714-:d:579177.

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2020Socially Responsible Investing as a Competitive Strategy for Trading Companies in Times of Upheaval Amid COVID-19: Evidence from Spain. (2020). Gomez-Martinez, Raul ; Castillo-Apraiz, Julen ; Palma-Ruiz, Jesus Manuel. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:41-:d:381134.

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2021Relativistic Option Pricing. (2021). Gaspar, Raquel M ; Carvalho, Vitor H. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:32-:d:577441.

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2020Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:248-:d:431596.

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2021Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Ego, Boko ; Marasovi, Branka. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333.

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2021Gold against Asian Stock Markets during the COVID-19 Outbreak. (2021). Yousaf, Imran ; Azoury, Nehme ; Ali, Shoaib ; Bouri, Elie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:186-:d:539304.

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2020Can International Market Indices Estimate TASI’s Movements? The ARIMA Model. (2020). Al-Najjar, Hazem ; Al-Rousan, Nadia ; Assous, Hamzeh F. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:2:p:27-:d:348726.

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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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2021Economic Dependence Relationship and the Coordinated & Sustainable Development among the Provinces in the Yellow River Economic Belt of China. (2021). Wu, Xianbo ; Hui, Xiaofeng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5448-:d:553714.

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2021Design of a Data Management Reference Architecture for Sustainable Agriculture. (2021). Catal, Cagatay ; Giray, Gorkem. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7309-:d:585386.

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2021Analysis of Hydrous Ethanol Price Competitiveness after the Implementation of the Fossil Fuel Import Price Parity Policy in Brazil. (2021). Saba, Hugo ; Nascimento, Aloisio S ; Murari, Thiago B ; Eduardo, ; Gabriel, Joo ; Rafael, . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9899-:d:628164.

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2021Analyzing Precision Agriculture Adoption across the Globe: A Systematic Review of Scholarship from 1999–2020. (2021). Dooley, Kim E ; Strong, Robert ; Lee, Chin-Ling. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10295-:d:635845.

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2021Research on Innovative Training on Smart Greenhouse Technologies for Economic and Environmental Sustainability. (2021). Liopa-Tsakalidi, Aglaia ; Stefanakis, Nikolaos ; Barouchas, Pantelis ; Thomopoulos, Vasileios ; Kavga, Angeliki. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10536-:d:641163.

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2021The Role of UAS–GIS in Digital Era Governance. A Systematic Literature Review. (2021). Someflean, Tania ; Marian-Potra, Alexandra-Camelia ; Pop, Ana-Maria ; Hognogi, Gheorghe-Gavril. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:11097-:d:651579.

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2021How Can Cultural Values and Entrepreneurship Lead to the Consideration of Innovation-Oriented or Non-Innovation-Oriented Countries?. (2021). Lopez-Cabarcos, Angeles M ; Santos-Rodrigues, Helena ; Quioa-Pieiro, Lara ; Pieiro-Chousa, Juan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4257-:d:534358.

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2021Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Osorio, Paulo Jose ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Correia, Helder Miguel. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:21:y:2021:i:3:p:305-342.

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2021Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes. (2021). Herrera, Francisco Lpez ; Ros, Csar Gurrola ; Benavides, Domingo Rodrguez. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:3:a:6.

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2020On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic. (2020). Nguyen, Duc K ; Aziz, Saqib ; Aslam, Faheem ; Khan, Maaz ; Mughal, Khurram S. In: Working Papers. RePEc:ipg:wpaper:2020-010.

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2021Relativistically into Finance. (2021). Gaspar, Raquel M ; Carvalho, Vitor H. In: Working Papers REM. RePEc:ise:remwps:wp01752021.

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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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2021Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model. (2021). GUPTA, RANGAN ; Maneejuk, Paravee ; Thongkairat, Sukrit ; Yamaka, Woraphon. In: Working Papers. RePEc:pre:wpaper:202108.

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2021Domestic and Foreign Transmission of the Global Financial Crisis in the Real Economy. The Polish Situation. (2021). Tilica, Elena Valentina. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:47-60.

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2021Analysis of Cryptocurrency Dynamics in the Emerging Market Economies: Does Reinforcement or Substitution Effect Prevail?. (2021). Ezeaku, Hillary Chijindu ; Odidi, C O ; Igwemeka, Ebele C ; Ifediora, Chuka ; Alio, Felix C ; Egbo, Obiamaka P ; Anisiuba, Chika Anastesia. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211002516.

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2021On the estimation of Okun’s coefficient in some countries in Latin America: a comparison between OLS and GME estimators. (2021). Zanin, Luca. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01798-y.

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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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2021High frequency multiscale relationships among major cryptocurrencies: portfolio management implications. (2021). Sensoy, Ahmet ; Al-Yahyaee, Khamis Hamed ; Shafiullah, Muhammad ; Ur, Mobeen ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00290-w.

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2021Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach.. (2021). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202110.

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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
2016G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION? In: Review of Socio - Economic Perspectives.
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article0
2017Assessment of 48 Stock markets using adaptive multifractal approach In: Papers.
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paper2
2017Assessment of 48 Stock markets using adaptive multifractal approach.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 2
article
2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
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paper1
2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
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paper0
2012Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: CEFAGE-UE Working Papers.
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paper0
2014Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers.
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paper8
2016Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 8
article
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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paper0
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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article0
2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
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article0
2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
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article0
2016What are the conditions for good innovation results? A fuzzy-set approach for European Union In: Journal of Business Research.
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article3
2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
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article6
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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article1
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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article9
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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article5
2018Efficiency or speculation? A time-varying analysis of European sovereign debt In: Physica A: Statistical Mechanics and its Applications.
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article3
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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article5
2018What detrended fluctuation analysis can tell us about NBA results In: Physica A: Statistical Mechanics and its Applications.
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article2
2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis In: Physica A: Statistical Mechanics and its Applications.
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article6
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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article3
2018Cross-correlation analysis on Brazilian gasoline retail market In: Physica A: Statistical Mechanics and its Applications.
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article3
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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article1
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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article2
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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article10
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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article3
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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article4
2019Multiscale network for 20 stock markets using DCCA In: Physica A: Statistical Mechanics and its Applications.
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article4
2019Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications.
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article1
2019?x,y between open-close stock markets In: Physica A: Statistical Mechanics and its Applications.
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article1
2020The relationship between oil prices and the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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article1
2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
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article11
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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article0
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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article0
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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article3
2019Regional and global integration of Asian stock markets In: Research in International Business and Finance.
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article2
2021Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes In: Agriculture.
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article0
2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies.
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article2
2019Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies In: Economies.
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article1
2021Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales In: Economies.
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article0
2021Modeling Dynamic Multifractal Efficiency of US Electricity Market In: Energies.
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article0
2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies In: IJFS.
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article1
2020Efficiency of the Brazilian Bitcoin: A DFA Approach In: IJFS.
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article1
2020Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak In: IJFS.
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article8
2021The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde In: IJFS.
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article0
2021Intraday Volatility Spillovers among European Financial Markets during COVID-19 In: IJFS.
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article1
2019Contagion Effect in Cryptocurrency Market In: JRFM.
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article10
2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM.
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article0
2020From Big Data to Econophysics and Its Use to Explain Complex Phenomena In: JRFM.
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article2
2021Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets In: JRFM.
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article0
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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article1
2020The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing In: Sustainability.
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article0
2020An Econophysics Study of the S&P Global Clean Energy Index In: Sustainability.
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article2
2020The Exposure of European Union Productive Sectors to Oil Price Changes In: Sustainability.
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article0
2020Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms In: Sustainability.
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article4
2021An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI In: Sustainability.
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article0
2021Diesel prices in Brazil: A dynamic fractional integration analysis In: Economics and Business Letters.
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article1
2015Entropy, competitiveness and UEFA football ranking In: MPRA Paper.
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paper0
2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
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paper0
2011Monetary Integration in the European Union In: Journal of Emerging Market Finance.
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article2
2017Equity Markets Integration in Asia In: Proceedings of International Academic Conferences.
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paper0
2016Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? In: Econometric Research in Finance.
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article0
2020Dynamic long-range dependences in the Swiss stock market In: Empirical Economics.
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article0
2021Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient In: Empirical Economics.
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article1
2019Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination.
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article2
2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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article6
2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach In: Portuguese Economic Journal.
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article1
2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
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article2
2021Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis In: Springer Books.
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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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article1
2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
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article2
2018What guides Central and Eastern European stock markets? A view from detrended methodologies In: Post-Communist Economies.
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article1
2020Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies.
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article1
2020Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies.
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article1
2021The footprints of COVID-19 on Central Eastern European stock markets: an intraday 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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article1
2021Extreme Value Theory and COVID-19 Pandemic: Evidence from India In: Economic Research Guardian.
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