Ana María Herrera : Citation Profile


Are you Ana María Herrera?

University of Kentucky

14

H index

15

i10 index

959

Citations

RESEARCH PRODUCTION:

20

Articles

2

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 53
   Journals where Ana María Herrera has often published
   Relations with other researchers
   Recent citing documents: 166.    Total self citations: 8 (0.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe101
   Updated: 2020-01-25    RAS profile: 2019-10-08    
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Relations with other researchers


Works with:

Karaki, Mohamad (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ana María Herrera.

Is cited by:

Kilian, Lutz (53)

Vigfusson, Robert (29)

Rogoff, Kenneth (24)

Rossi, Barbara (23)

Ferraro, Domenico (23)

Murro, Pierluigi (17)

Baumeister, Christiane (16)

Ratti, Ronald (15)

Jiménez-Rodríguez, Rebeca (14)

Bjørnland, Hilde (13)

Zazzaro, Alberto (12)

Cites to:

Kilian, Lutz (62)

Hamilton, James (21)

Gertler, Mark (16)

Vigfusson, Robert (13)

Davis, Steven (12)

Ratti, Ronald (10)

Clarida, Richard (8)

Bernanke, Ben (8)

Baumeister, Christiane (8)

Gali, Jordi (8)

Rajan, Raghuram (7)

Main data


Where Ana María Herrera has published?


Journals with more than one article published# docs
Macroeconomic Dynamics3
Journal of Business & Economic Statistics2
Economics Letters2
Journal of Economic Dynamics and Control2

Recent works citing Ana María Herrera (2019 and 2018)


YearTitle of citing document
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018Application of Probabilistic Graphical Models in Forecasting Crude Oil Price. (2018). Alvi, Danish A. In: Papers. RePEc:arx:papers:1804.10869.

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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2018DETERMINING THE ROLE OF BANKS IN THE FINANCING OF INNOVATIVE DEVELOPMENT PROCESSES OF THE ECONOMY. (2018). Zavadska, Diana. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2018:4:3:10.

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2018Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Francis, Neville ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1055.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2018Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market. (2018). Manera, Matteo ; Bastianin, Andrea ; Lanza, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:5:p:623-633.

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2018ASYMMETRIES IN THE RESPONSES OF REGIONAL JOB FLOWS TO OIL PRICE SHOCKS. (2018). Karaki, Mohamad. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1827-1845.

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2018Export and Innovation in Small and Medium Enterprises: The Role of Concentrated Bank Borrowing. (2018). Vezzulli, Andrea ; Mancusi, Maria ; Sobrero, Maurizio ; Rotondi, Zeno ; Frazzoni, Serena. In: Economica. RePEc:bla:econom:v:85:y:2018:i:337:p:177-204.

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2017Responses of Economic Activity to Global Oil Market Shocks: A Comparative Analysis of Major Net Oil-Producing and -Consuming Countries. (2017). Mavromaras, Kostas ; Worthington, Andrew C ; Sotoudeh, M-Ali . In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:70-85.

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2018The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2017Lower Oil Prices and the U.S. Economy: Is this Time Different?. (2017). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6322.

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2019Markov Switching Oil Price Uncertainty. (2019). Serletis, Apostolos ; Xu, Libo. In: Working Papers. RePEc:clg:wpaper:2019-02.

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2018External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022.

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2017Lower Oil Prices and the U.S. Economy: Is This Time Different?. (2017). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11792.

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2019The Limits of Lending? Banks and Technology Adoption across Russia. (2019). Bircan, Çağatay ; de Haas, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13663.

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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

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2017Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria. (2017). Ebechidi, Simeon ; Nduka, Eleanya K. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00518.

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2018Green investment strategies and bank-firm relationship: a firm-level analysis. (2018). Falcone, Pasquale Marcello. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00383.

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2019Much ado about nothing? The shale oil revolution and the global supply curve. (2019). Stracca, Livio ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192309.

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2018Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Altintas, Halil ; Yacouba, Kassouri . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-7.

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2018The Performance of Hybrid ARIMA-GARCH Modeling and Forecasting Oil Price. (2018). Dritsaki, Chaido. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-3.

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2017Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain. (2017). Li, Qiming ; Cheng, KE ; Yang, Xiaoguang. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1821-1831.

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2019An oligopoly-fringe non-renewable resource game in the presence of a renewable substitute. (2019). Withagen, Cees ; van der Meijden, Gerard ; Benchekroun, Hassan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:105:y:2019:i:c:p:1-20.

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2019Uncertainty shocks and firm creation: Search and monitoring in the credit market. (2019). Isoré, Marlène ; Tripier, Fabien ; Brand, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:99:y:2019:i:c:p:19-53.

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2019Oil price dynamics and sectoral employment in the U.S.. (2019). Gearhart, Richard S ; Michieka, Nyakundi M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:140-149.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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2017Nonlinearities in the response of real GDP to oil price shocks. (2017). Karaki, Mohamad. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:146-148.

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2018Mixing properties of the dynamic Tobit model with mixing errors. (2018). Michel, Jon ; de Jong, Robert M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:112-115.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2019Social ties between SME managers and bank employees: Financial consequences vs. SME managers perceptions. (2019). Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:4.

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2017Oil price pass-through along the price chain in the euro area. (2017). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:24-30.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018OPECs market power: An empirical dominant firm model for the oil market. (2018). Golombek, Rolf ; Ma, Lin ; Irarrazabal, Alfonso A. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:98-115.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

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2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2018A dynamic network analysis of the world oil market: Analysis of OPEC and non-OPEC members. (2018). Tas, Bedri ; sbia, rashid ; al Rousan, Sahel. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:28-41.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019A crude shock: Explaining the short-run impact of the 2014–16 oil price decline across exporters. (2019). Grigoli, Francesco ; Swiston, Andrew ; Herman, Alexander. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:481-493.

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2019Oil price shocks and GDP growth: Do energy shares amplify causal effects?. (2019). Bergmann, Philip. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:1010-1040.

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2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

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2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019Energy price shocks, household location patterns and housing crises: Theory and implications. (2019). Sexton, Steven ; Wu, Junjie ; Zilberman, David. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:691-706.

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2019Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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2019Oil price uncertainty and unemployment. (2019). Kocaaslan, Ozge Kandemir. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:577-583.

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2018New estimates of the security costs of U.S. oil consumption. (2018). Brown, Stephen ; Stephen, . In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:171-192.

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2018Impacts of oil price shocks on the United States economy: A meta-analysis of the oil price elasticity of GDP for net oil-importing economies. (2018). Oladosu, Gbadebo A ; Johnson, Megan M ; Uria-Martinez, Rocio ; Bowman, David C ; Leiby, Paul N. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:523-544.

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2018Oil supply shocks and the U.S. economy: An estimated DSGE model. (2018). Brown, Stephen ; Stephen, ; Balke, Nathan S. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:357-372.

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2018The effect of default rates on retail competition and pricing decisions of competitive retailers: The case of Alberta. (2018). Brown, David ; Eckert, Andrew. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:298-311.

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2019The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology. (2019). Esposti, Roberto ; Coderoni, Silvia ; Baldoni, Edoardo ; di Giuseppe, Elisa ; D'Orazio, Marco. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:1207-1219.

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2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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2018Testing for wavelet based time-frequency relationship between oil prices and US economic activity. (2018). Shah, Nida ; Shahbaz, Muhammad ; sbia, rashid ; Raza, Syed ; Amir-Ud, Rafi. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:571-580.

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2018Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging Chinas emissions trading scheme pilots. (2018). Chang, Kai ; Zhang, Chao. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:124-136.

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2019Energy prices volatility and the United Kingdom: Evidence from a dynamic stochastic general equilibrium model. (2019). Aminu, Nasir. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:487-497.

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2019Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018Do all oil price shocks have the same impact? Evidence from the euro area. (2018). Evgenidis, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:150-155.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2018The dynamics of credit reallocation: South Koreas post-crisis experience. (2018). Hyun, Junghwan . In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:57-70.

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2019Collateralization and distance. (2019). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Borisov, Alexander ; Bellucci, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:205-217.

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2019Family firms and access to credit. Is family ownership beneficial?. (2019). Peruzzi, Valentina ; Murro, Pierluigi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:173-187.

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2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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2018The balance sheet effects of oil market shocks: An industry level analysis. (2018). Elfayoumi, Khalid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:112-127.

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2019Banking development, socioeconomic structure and income inequality. (2019). Murro, Pierluigi ; Minetti, Raoul ; Donofrio, Alexandra. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:428-451.

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2018Do universal banks finance riskier but more productive firms?. (2018). Neuhann, Daniel ; Saidi, Farzad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:66-85.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2017Predictability and underreaction in industry-level returns: Evidence from commodity markets. (2017). Valcarcel, Victor (Vic) ; Wohar, Mark E ; Vivian, Andrew J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:1-15.

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2017Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System. (2017). Trabelsi, Nader. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:26-41.

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2017On the nonlinear relation between crude oil and gold. (2017). Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:219-224.

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2018An econometric analysis of the Saudi Arabias crude oil strategy. (2018). POLEMIS, MICHAEL ; Perifanis, Theodosios ; Dagoumas, Athanasios. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:265-273.

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2019Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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2019The investment-uncertainty relationship in the oil and gas industry. (2019). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:52.

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2018Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

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2019Do both demand-following and supply-leading theories hold true in developing countries?. (2019). Chow, Sheung Chi ; Wong, Wing Keung ; Vieito, Joo Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:536-554.

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2019Linkage influence of energy market on financial market by multiscale complexity synchronization. (2019). Zhang, Yali ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:254-266.

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2019On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies. (2019). Conrad, Christian ; Hartmann, Matthias . In: European Journal of Political Economy. RePEc:eee:poleco:v:56:y:2019:i:c:p:233-250.

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2018Oil shocks and stock return volatility. (2018). Bachmeier, Lance ; Nadimi, Soheil R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:1-9.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2019Oil and macro-financial linkages: Evidence from the GCC countries. (2019). Ibrahim, Mansor. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:1-13.

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2018When multiple objectives meet multiple instruments: Identifying simultaneous monetary shocks. (2018). Villamizar-Villegas, mauricio ; Ordoñez-Callamand, Daniel ; Hernandez-Leal, Juan D ; Ordoez-Callamand, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:78-101.

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2019A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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2017On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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2018Predicting daily oil prices: Linear and non-linear models. (2018). Dbouk, Wassim ; Jamali, Ibrahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:149-165.

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2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis. (2019). Tiwari, Aviral ; Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Cunado, Juncal. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:51-55.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-48.pdf.

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2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:19042.

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More than 100 citations found, this list is not complete...

Works by Ana María Herrera:


YearTitleTypeCited
2015Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? In: The Energy Journal.
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article19
2005The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment In: Journal of Business & Economic Statistics.
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article55
2011Dynamic Censored Regression and the Open Market Desk Reaction Function In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article10
2011Dynamic Censored Regression and the Open Market Desk Reaction Function.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 10
article
2001Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series.
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paper52
2009OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” In: Macroeconomic Dynamics.
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article123
2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? In: Macroeconomic Dynamics.
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article76
2018OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS In: Macroeconomic Dynamics.
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article8
2019The quantitative effects of tax foresight: Not all states are equal In: Journal of Economic Dynamics and Control.
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article0
2015The effects of oil price shocks on job reallocation In: Journal of Economic Dynamics and Control.
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article17
2014Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness? In: Economics Letters.
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article4
2008The comovement in inventories and in sales: Higher and higher In: Economics Letters.
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article7
2017Where do jobs go when oil prices drop? In: Energy Economics.
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article15
2019Oil price shocks and U.S. economic activity In: Energy Policy.
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article0
2018Forecasting crude oil price volatility In: International Journal of Forecasting.
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article4
2007Informed finance and technological change: Evidence from credit relationships In: Journal of Financial Economics.
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article105
2015Asymmetries in the response of economic activity to oil price increases and decreases? In: Journal of International Money and Finance.
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article26
2011Credit reallocation In: Journal of Monetary Economics.
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article17
2010Why are gasoline prices sticky? A test of alternative models of price adjustment In: Journal of Applied Econometrics.
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article17
2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment. In: Journal of Money, Credit and Banking.
[Citation analysis]
article333
2011Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative? In: Oxford Review of Economic Policy.
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article43
2005A Dynamic Model of Central Bank Intervention In: Working Papers.
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paper28

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