Francisco Jareño : Citation Profile


Are you Francisco Jareño?

Universidad de Castilla La Mancha

3

H index

2

i10 index

59

Citations

RESEARCH PRODUCTION:

28

Articles

1

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 4
   Journals where Francisco Jareño has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 12 (16.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja531
   Updated: 2020-08-09    RAS profile: 2019-11-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Shahzad, Syed Jawad Hussain (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Jareño.

Is cited by:

Shahzad, Syed Jawad Hussain (4)

Ji, Qiang (3)

GUPTA, RANGAN (3)

Hamori, Shigeyuki (2)

Wang, Yudong (2)

Degiannakis, Stavros (2)

Marfatia, Hardik (2)

Soto, Gloria M. (2)

Filis, George (2)

Hirs-Garzon, Jorge (2)

Arora, Vipin (2)

Cites to:

Bartram, Söhnke (14)

Diebold, Francis (11)

Narayan, Paresh (10)

Soto, Gloria M. (10)

Nguyen, Duc Khuong (10)

Andersen, Torben (9)

Bollerslev, Tim (9)

Fama, Eugene (8)

Schwert, G. (8)

Flannery, Mark (8)

Vega, Clara (7)

Main data


Where Francisco Jareño has published?


Journals with more than one article published# docs
Applied Econometrics and International Development6
Applied Economics3

Recent works citing Francisco Jareño (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.

Full description at Econpapers || Download paper

2018The Impact of Crime and Other Economic Forces on Mexicos Foreign Direct Investment Inflows. (2018). Cabral, Rene ; Eduardo, Saucedo ; Andre, Mollick ; Rene, Cabral Torres. In: Working Papers. RePEc:bdm:wpaper:2018-24.

Full description at Econpapers || Download paper

2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007.

Full description at Econpapers || Download paper

2019Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis. (2019). Maizonada, Adrin ; Hussain, Syed Jawad ; Ferrer, Romn. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00008.

Full description at Econpapers || Download paper

2020Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-8.

Full description at Econpapers || Download paper

2019Spillover analysis of tourist movements within Europe. (2019). Jana, R K ; Chattopadhyay, Manojit ; Mitra, Subrata Kumar. In: Annals of Tourism Research. RePEc:eee:anture:v:79:y:2019:i:c:s0160738319301112.

Full description at Econpapers || Download paper

2018Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

Full description at Econpapers || Download paper

2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

Full description at Econpapers || Download paper

2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

Full description at Econpapers || Download paper

2019Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186.

Full description at Econpapers || Download paper

2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

Full description at Econpapers || Download paper

2019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

Full description at Econpapers || Download paper

2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

Full description at Econpapers || Download paper

2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

Full description at Econpapers || Download paper

2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

Full description at Econpapers || Download paper

2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

Full description at Econpapers || Download paper

2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

Full description at Econpapers || Download paper

2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

Full description at Econpapers || Download paper

2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

Full description at Econpapers || Download paper

2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

Full description at Econpapers || Download paper

2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets. (2019). Song, Yingjie ; Geng, Jiang-Bo ; Du, Ya-Juan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303597.

Full description at Econpapers || Download paper

2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

Full description at Econpapers || Download paper

2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

Full description at Econpapers || Download paper

2019A note on time-varying causality between natural gas consumption and economic growth in Turkey. (2019). Kirca, Mustafa ; Gedikli, Ayfer ; Erdoan, Seyfettin. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306385.

Full description at Econpapers || Download paper

2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

Full description at Econpapers || Download paper

2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

Full description at Econpapers || Download paper

2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

Full description at Econpapers || Download paper

2019Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998.

Full description at Econpapers || Download paper

2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

Full description at Econpapers || Download paper

2020Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach. (2020). He, Kaijian ; Yu, Lean ; Zou, Yingchao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318795.

Full description at Econpapers || Download paper

2020Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. (2020). Chen, Xiaodan ; Li, Xiafei ; Zhang, Zeming ; Wang, Yilin ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319326.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

Full description at Econpapers || Download paper

2020Time-frequency dynamics of exchange rates in East Asia. (2020). Kinkyo, Takuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919310049.

Full description at Econpapers || Download paper

2019What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?. (2019). Živkov, Dejan ; Stankovic, Milica ; Njegic, Jovan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:1:p:95-119.

Full description at Econpapers || Download paper

2019Interdependence Between Renewable-Energy and Low-Carbon Stock Prices. (2019). Ugolini, Andrea ; Reboredo, Juan ; Chen, Yifei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4461-:d:290072.

Full description at Econpapers || Download paper

2019On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779.

Full description at Econpapers || Download paper

2020Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Dang Khoa ; Bouri, Elie ; Saeed, Tareq. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3141-:d:372689.

Full description at Econpapers || Download paper

2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133.

Full description at Econpapers || Download paper

2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Wenting. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715.

Full description at Econpapers || Download paper

2018Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

Full description at Econpapers || Download paper

2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: MPRA Paper. RePEc:pra:mprapa:96270.

Full description at Econpapers || Download paper

2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201815.

Full description at Econpapers || Download paper

2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

Full description at Econpapers || Download paper

Works by Francisco Jareño:


YearTitleTypeCited
2018Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model In: Acta Oeconomica.
[Full Text][Citation analysis]
article0
2012The Fisher Effect in the Spanish Case: A Preliminary Study In: Asian Economic and Financial Review.
[Full Text][Citation analysis]
article0
2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach In: Manchester School.
[Full Text][Citation analysis]
article2
2016European Inflation and the Spanish Stock Market In: European Review.
[Full Text][Citation analysis]
article0
2014FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article1
2016A Straightforward Analysis of Sector Portfolios in the US Stock Market In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2017The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2017THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2018THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2019MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2014FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR In: Regional and Sectoral Economic Studies.
[Full Text][Citation analysis]
article0
2018The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]
article0
2010Stock interest rate risk and inflation shocks In: European Journal of Operational Research.
[Full Text][Citation analysis]
article1
2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices In: Energy Economics.
[Full Text][Citation analysis]
article20
2017Main driving factors of the interest rate-stock market Granger causality In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article5
2019Testing extensions of Fama & French models: A quantile regression approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article19
2009Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets In: Sustainability.
[Full Text][Citation analysis]
article0
2006Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación In: Investigaciones Economicas.
[Full Text][Citation analysis]
article1
2018The impact of international factors on Spanish company returns: a quantile regression approach In: Risk Management.
[Full Text][Citation analysis]
article1
2016Interest Rate Risk Analysis with Multifactor Model: The US case In: Journal for Economic Forecasting.
[Full Text][Citation analysis]
article1
2018THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN In: Revista Galega de Economía.
[Full Text][Citation analysis]
article0
2013Inflation news and stock returns: market direction and flow-through ability In: Empirical Economics.
[Full Text][Citation analysis]
article0
2008Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model In: Applied Economics.
[Full Text][Citation analysis]
article3
2016US stock market sensitivity to interest and inflation rates: a quantile regression approach In: Applied Economics.
[Full Text][Citation analysis]
article3
2018Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states In: Applied Economics.
[Full Text][Citation analysis]
article1
2010Term structure of volatilities and yield curve estimation methodology In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2018Zero-coupon interest rates: Evaluating three alternative datasets In: Economics Discussion Papers.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team