Javier Fernandez-Macho : Citation Profile


Universidad del País Vasco - Euskal Herriko Unibertsitatea

8

H index

6

i10 index

167

Citations

RESEARCH PRODUCTION:

21

Articles

8

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1987 - 2021). See details.
   Cites by year: 4
   Journals where Javier Fernandez-Macho has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 4 (2.34 %)

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   Permalink: http://citec.repec.org/pfe234
   Updated: 2025-12-13    RAS profile: 2024-04-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Javier Fernandez-Macho.

Is cited by:

Mariel, Petr (12)

Hoyos, David (12)

Hynes, Stephen (5)

Abakah, Emmanuel (5)

MARKANDYA, ANIL (4)

Pascual, Unai (4)

Tiwari, Aviral (4)

Bonham, Carl (4)

Czajkowski, Mikolaj (4)

Fuleky, Peter (4)

Abdullah, Mohammad (4)

Cites to:

Phillips, Peter (15)

Kilian, Lutz (11)

Tiwari, Aviral (8)

Gallegati, Marco (8)

Hynes, Stephen (6)

Wong, Wing-Keung (6)

Lean, Hooi Hooi (6)

Albulescu, Claudiu (6)

Martinsson, Peter (5)

Baumeister, Christiane (5)

Carlsson, Fredrik (5)

Main data


Where Javier Fernandez-Macho has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
Applied Energy2
Journal of Time Series Analysis2
Marine Policy2

Working Papers Series with more than one paper published# docs
BILTOKI / Universidad del Pas Vasco - Departamento de Economa Aplicada III (Econometra y Estadstica)5
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Javier Fernandez-Macho (2025 and 2024)


YearTitle of citing document
2024Global insights on Sustainable Development Goal 14: Reviewing willingness-to-pay levels for marine ecosystem protection and conservation. (2024). Koundouri, Phoebe ; HALKOS, GEORGE ; Aslanidis, Panagiotis-Stavros ; Plataniotis, Angelos. In: DEOS Working Papers. RePEc:aue:wpaper:2416.

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2024Fast same-step forecast in SUTSE model and its theoretical properties. (2024). Yoshida, Wataru ; Hirose, Kei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s016794732300172x.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Dankwah, Boakye. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025The temporal variability in the returns of socially responsible funds to structural oil shocks. (2025). Vo, Xuan Vinh ; Ur, Mobeen ; Nautiyal, Neeraj ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000063.

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2024Investing in Nature: Assessing the Effects of Monetary and Non-Monetary Valuations on Decision-Making. (2024). Lliso, Bosco ; Markanday, Ambika ; Sorman, Alevgul H. In: Ecological Economics. RePEc:eee:ecolec:v:219:y:2024:i:c:s0921800924000326.

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2024Economic trade-offs of harvesting the ocean twilight zone: An ecosystem services approach. (2024). Andonegi, Eider ; Tasdemir, Deniz ; Bald, Carlos ; Iarra, Bruno ; Murillas-Maza, Arantza ; Martin, Adrian ; Corrales, Xavier ; Irigoien, Xabier ; Prellezo, Ral ; Fernandes-Salvador, Jose A. In: Ecosystem Services. RePEc:eee:ecoser:v:67:y:2024:i:c:s2212041624000391.

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2024Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x.

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2024Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278.

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2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

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2025The impact of financial stress, governance, and geopolitics on Europes energy transition mineral trade. (2025). Islam, Md. Monirul ; Mariev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003470.

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2024Detecting the horizontal/vertical price relationship patterns in the global oil industry chain through network analysis. (2024). Feng, Sida ; Sun, Qingru ; Ma, Ning ; Li, Huajiao ; An, Haizhong ; Liu, Yanxin ; Guo, Sui. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224008260.

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2024Correlation structure between fiat currencies and blockchain assets. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Sulong, Zunaidah ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001442.

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2024Economic sanctions sentiment and global stock markets. (2024). Yousaf, Imran ; Abakah, Emmanuel ; Li, Yanshuang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict. (2024). Islam, Md. Monirul ; Yang, Xiaoming ; Vasa, Laszlo ; Mentel, Grzegorz ; Ahmad, Ashfaq. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013260.

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2024Fear, extreme fear and U.S. stock market returns. (2024). Gradojevic, Nikola ; Bouri, Elie ; Nekhili, Ramzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:656:y:2024:i:c:s0378437124007210.

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2025The influence of national cultures on preferences and willingness to pay for renewable energy in Developing countries: A meta-analysis. (2025). Chaikumbung, Mayula. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:207:y:2025:i:c:s1364032124006981.

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2025Global Marine Product Space and Coastal Countries’ Productive Capabilities, 1995–2021. (2025). Shi, Zhaoyuan ; Xue, Desheng. In: Land. RePEc:gam:jlands:v:14:y:2025:i:2:p:378-:d:1588809.

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2024SHADES OF BLUE: The Geography of the Atlantic Ocean Economy in Brazil. (2024). Araújo, Inácio ; Araujo, Inaciao F ; Haddad, Eduardo Amaral. In: Research papers & Policy papers on Economic Trends and Policies. RePEc:ocp:rpaeco:rp_08-24.

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2024.

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2024Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202406.

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2024The Time Dependence and Interconnectedness of Developed Stock Markets. (2024). Dima, Bogdan ; Saraolu, Anca-Adriana. In: The Review of Finance and Banking. RePEc:rfb:journl:v:16:y:2024:i:2:p:273-293.

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2024Shades of Blue: The Geography of the Ocean Economy in Brazil. (2024). Haddad, Eduardo ; Araújo, Inácio. In: TD NEREUS. RePEc:ris:nereus:2024_003.

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2024Multidimensional Analysis of the Sea Economy: A Case Study for the Madeira Island, Portugal. (2024). Santos, Felipe dos ; Haddad, Eduardo ; Bícego, Samuel ; Rocha, Ademir. In: TD NEREUS. RePEc:ris:nereus:2024_008.

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2024How do supply or demand shocks affect the US oil market?. (2024). Vides, José Carlos ; Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

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2024Quantile coherency of futures prices in palm and soybean oil markets. (2024). Fousekis, Panos. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09647-6.

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Works by Javier Fernandez-Macho:


YearTitleTypeCited
1987Forecasting and Interpolation Using Vector Autoregressions with Common Trends In: Annals of Economics and Statistics.
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article10
2014MARNET: An Economic Data Framework for the European Atlantic Arc In: Working Papers.
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paper0
2006Medicion de impactos economicos a partir de una matriz de contabilidad social: el sector pesquero en Galicia In: Revista Espanola de Estudios Agrosociales y Pesqueros.
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article0
1990Seemingly Unrelated Time Series Equations and a Test for Homogeneity. In: Journal of Business & Economic Statistics.
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article8
1990ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL In: Journal of Time Series Analysis.
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article0
1996SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL‐TO‐NOISE RATIO LYING IN THE VICINITY OF ZERO In: Journal of Time Series Analysis.
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article0
2013Analysis of potential energy, economic and environmental savings in residential buildings: Solar collectors combined with microturbines In: Applied Energy.
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article8
2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices In: Applied Energy.
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article15
2008Spectral estimation of a structural thin-plate smoothing model In: Computational Statistics & Data Analysis.
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article0
2009The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence In: Ecological Economics.
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article52
2005Comments on Combining filter design with model-based filtering In: International Journal of Forecasting.
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article0
2015Measuring the maritime economy: Spain in the European Atlantic Arc In: Marine Policy.
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article11
2016An index to assess maritime importance in the European Atlantic economy In: Marine Policy.
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article5
2012Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets In: Physica A: Statistical Mechanics and its Applications.
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article18
2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test In: Physica A: Statistical Mechanics and its Applications.
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article27
2018Time-localized wavelet multiple regression and correlation In: Physica A: Statistical Mechanics and its Applications.
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article7
2013A Note on Wavelet Correlation and Cointegration In: BILTOKI.
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paper0
2011Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach In: BILTOKI.
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paper0
2011Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets In: BILTOKI.
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paper2
2008The influence of cultural identity on the WTP to protect natural resources: some empirical evidence In: BILTOKI.
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paper1
2008Valuing environmental impacts of coastal development projects: a choice modelling application in Spain In: BILTOKI.
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paper2
2009Evaluación de Territorios Inteligentes en la Sociedad del Conocimiento In: UPV/EHU Books.
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book0
An Alternative to Represent Time Series: the Time Scatter Plot In: EHUCHAPS.
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chapter0
2004Matrices de Contabilidad Social: una panorámica In: EKONOMIAZ. Revista vasca de Economía.
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article1
2021Gender Dissimilarities in Human Capital Transferability of Cuban Immigrants in the US: A Clustering Quantile Regression Coefficients Approach with Consideration of Implications for Sustainability In: Sustainability.
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article0
2013A Test for the Null of Multiple Cointegrating Vectors In: Economics Series Working Papers.
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paper0
2013A wavelet approach to multiple cointegration testing In: Economics Series Working Papers.
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paper0
2006Cyclical common factors in cointegrated systems In: Spanish Economic Review.
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article0
2017Earnings distribution of Cuban immigrants in the USA: evidence from quantile regression with sample selection In: Applied Economics.
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article0
2015Comment on testing for spurious and cointegrated regressions: a wavelet approach In: Journal of Applied Statistics.
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article0
2011The value of open ocean ecosystems: A case study for the Spanish exclusive economic zone In: Natural Resources Forum.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team