6
H index
4
i10 index
238
Citations
Universidad de Castilla La Mancha | 6 H index 4 i10 index 238 Citations RESEARCH PRODUCTION: 36 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Jareño. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Applied Econometrics and International Development | 6 |
Applied Economics | 3 |
International Review of Financial Analysis | 2 |
Resources Policy | 2 |
Energy Economics | 2 |
Year | Title of citing document | |
---|---|---|
2021 | Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310361. Full description at Econpapers || Download paper | |
2021 | Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers || Download paper | |
2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
2021 | Analysis of Bitcoin prices using market and sentiment variables. (2021). Olmo, Jose ; Kapar, Burcu. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:45-63. Full description at Econpapers || Download paper | |
2020 | Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2. Full description at Econpapers || Download paper | |
2020 | Electricity 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 | |
2021 | Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24. Full description at Econpapers || Download paper | |
2021 | The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00762. Full description at Econpapers || Download paper | |
2021 | The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices. (2021). Sahin, Eyup Ensar ; Altinoz, Buket ; Gozbasi, Onur . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-5. Full description at Econpapers || Download paper | |
2020 | Analysis 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 | |
2020 | Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000. Full description at Econpapers || Download paper | |
2021 | Non-linear analysis of effects of energy consumption on economic growth in China: Role of real exchange rate. (2021). Chen, Tianyu ; Zhang, Hongda ; Yu, Huan ; Wang, Yajie. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002121. Full description at Econpapers || Download paper | |
2022 | Clean energy deserves to be an asset class: A volatility-reward analysis. (2022). Fahmy, Hany. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002856. Full description at Econpapers || Download paper | |
2020 | Dynamic 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 | |
2020 | The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124. Full description at Econpapers || Download paper | |
2020 | Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258. Full description at Econpapers || Download paper | |
2020 | Dynamic 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 | |
2020 | Asymmetric 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 | |
2020 | Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534. Full description at Econpapers || Download paper | |
2021 | Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972. Full description at Econpapers || Download paper | |
2021 | Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Zhu, Huiming ; Hau, Liya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327. Full description at Econpapers || Download paper | |
2021 | Region-wide connectedness of Asian equity and currency markets. (2021). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001339. Full description at Econpapers || Download paper | |
2022 | Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728. Full description at Econpapers || Download paper | |
2022 | Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Zhao, Chengjie ; Li, Yangyang ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151. Full description at Econpapers || Download paper | |
2021 | Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066. Full description at Econpapers || Download paper | |
2021 | Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches. (2021). Tiwari, Aviral ; Kablan, Akassi ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003157. Full description at Econpapers || Download paper | |
2021 | Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960. Full description at Econpapers || Download paper | |
2021 | Are there spillovers among Chinas pilots for carbon emission allowances trading?. (2021). Feng, Chao ; Guo, Li-Yang. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100445x. Full description at Econpapers || Download paper | |
2021 | Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120. Full description at Econpapers || Download paper | |
2022 | High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946. Full description at Econpapers || Download paper | |
2022 | Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022. Full description at Econpapers || Download paper | |
2022 | The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus. (2022). Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005855. Full description at Econpapers || Download paper | |
2020 | Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers || Download paper | |
2020 | Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371. Full description at Econpapers || Download paper | |
2020 | Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401. Full description at Econpapers || Download paper | |
2020 | Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541. Full description at Econpapers || Download paper | |
2020 | Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875. Full description at Econpapers || Download paper | |
2020 | Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182. Full description at Econpapers || Download paper | |
2021 | Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418. Full description at Econpapers || Download paper | |
2021 | Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219. Full description at Econpapers || Download paper | |
2021 | Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Alsulami, Hamed ; Bouri, Elie ; Saeed, Tareq. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571. Full description at Econpapers || Download paper | |
2021 | Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596. Full description at Econpapers || Download paper | |
2021 | Frequency connectedness and cross-quantile dependence between green bond and green equity markets. (2021). Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001626. Full description at Econpapers || Download paper | |
2020 | Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x. Full description at Econpapers || Download paper | |
2020 | Windowed volatility spillover effects among crude oil prices. (2020). Liu, Siyao ; Sun, Qingru ; An, Feng ; Gao, Xiangyun. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306289. Full description at Econpapers || Download paper | |
2020 | The time-frequency impacts of natural gas prices on US economic activity. (2020). Ji, Qiang ; Xu, Xiao-Yue ; Geng, Jiang-Bo. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311129. Full description at Econpapers || Download paper | |
2020 | Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655. Full description at Econpapers || Download paper | |
2021 | Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099. Full description at Econpapers || Download paper | |
2021 | Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979. Full description at Econpapers || Download paper | |
2021 | Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis. (2021). Niu, Hongli. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000499. Full description at Econpapers || Download paper | |
2021 | Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394. Full description at Econpapers || Download paper | |
2021 | The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588. Full description at Econpapers || Download paper | |
2021 | Is new energy driven by crude oil, high-tech sector or low-carbon notion? New evidence from high-frequency data. (2021). Chen, Yufeng ; Qu, Fang ; Zheng, Biao. In: Energy. RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010185. Full description at Econpapers || Download paper | |
2021 | Spatial crude oil production divergence and crude oil price behaviour in the United States. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012822. Full description at Econpapers || Download paper | |
2021 | Does economic growth respond to electricity consumption asymmetrically in Bangladesh? The implication for environmental sustainability. (2021). Mahalik, Mantu Kumar ; Villanthenkodath, Muhammed Ashiq. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221013906. Full description at Econpapers || Download paper | |
2021 | Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets. (2021). Mo, Bin ; Lie, Jiayi ; Wang, Jieru ; Jiang, Yonghong. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014390. Full description at Econpapers || Download paper | |
2022 | Energy markets – Who are the influencers?. (2022). Ferreira, Paulo ; Quintino, Derick ; Bouri, Elie ; Dionisio, Andreia ; Almeida, Dora. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221022106. Full description at Econpapers || Download paper | |
2022 | Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. (2022). Naeem, Muhammad Abubakr ; Farid, Saqib ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s0360544221029510. Full description at Econpapers || Download paper | |
2022 | Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996. Full description at Econpapers || Download paper | |
2020 | Dynamic 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 | |
2021 | Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Upreti, Vineet ; Zhao, Yixiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428. Full description at Econpapers || Download paper | |
2021 | Asymmetric volatility spillover among Chinese sectors during COVID-19. (2021). Bouri, Elie ; Peng, Zhe ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100096x. Full description at Econpapers || Download paper | |
2021 | Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels. (2021). Gao, Xiangyun ; Si, Jingjian ; Ding, Jiazheng ; Zheng, Huiling ; Zhou, Jinsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001253. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2020 | Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Aijo, Janne ; Piljak, Vanja ; Jiang, Junhua. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910. Full description at Econpapers || Download paper | |
2021 | Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933. Full description at Econpapers || Download paper | |
2021 | Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. (2021). Basu, Sankarshan ; Bhatia, Vaneet. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300672. Full description at Econpapers || Download paper | |
2021 | COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Alawi, Suha M. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x. Full description at Econpapers || Download paper | |
2022 | Transition to Islamic equities: Systematic risk and Shariah compliance. (2022). Balli, Faruk ; de Bruin, Anne ; Hasan, Md Iftekhar. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028320300557. Full description at Econpapers || Download paper | |
2022 | The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752. Full description at Econpapers || Download paper | |
2022 | Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Dwumfour, Richard Adjei ; Gabauer, David ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000909. Full description at Econpapers || Download paper | |
2020 | A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper | |
2021 | Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632. Full description at Econpapers || Download paper | |
2021 | A psychological approach to Bitcoin usage behavior in the era of COVID-19: Focusing on the role of attitudes toward money. (2021). Kim, Minseong. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:62:y:2021:i:c:s0969698921001727. Full description at Econpapers || Download paper | |
2020 | Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153. Full description at Econpapers || Download paper | |
2020 | How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China. (2020). Fan, Ying ; Guo, Jianfeng ; Wang, Jiqiang. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719303344. Full description at Econpapers || Download paper | |
2021 | Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879. Full description at Econpapers || Download paper | |
2021 | A wavelet approach for causal relationship between bitcoin and conventional asset classes. (2021). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309995. Full description at Econpapers || Download paper | |
2021 | Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102. Full description at Econpapers || Download paper | |
2021 | Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000192. Full description at Econpapers || Download paper | |
2021 | The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach. (2021). Shahbaz, Muhammad ; Mishra, Shekhar ; Sharif, Arshian ; Razzaq, Asif ; Aman, Ameenullah ; He, Xiaojuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000386. Full description at Econpapers || Download paper | |
2021 | Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x. Full description at Econpapers || Download paper | |
2021 | Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799. Full description at Econpapers || Download paper | |
2021 | The competing role of natural gas and oil as fossil fuel and the non-linear dynamics of resource curse in Russia. (2021). Koondhar, Mansoor Ahmed ; Umar, Muhammad ; Tan, Zhixiong ; Abbas, Syed Kumail ; Yang, Jinxuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001148. Full description at Econpapers || Download paper | |
2021 | Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689. Full description at Econpapers || Download paper | |
2021 | Estimating the relative effects of raw material prices, sectoral outlook and market sentiment on stock prices. (2021). Rubio, Noelia Garcia ; Martinez, Matias Gamez ; Alfaro-Cortes, Esteban ; Chaudhuri, Tamal Datta ; Ghosh, Indranil. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001720. Full description at Econpapers || Download paper | |
2021 | Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Ramos, Ana Rosa ; Lopez, Raquel ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920. Full description at Econpapers || Download paper | |
2021 | Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003275. Full description at Econpapers || Download paper | |
2021 | Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317. Full description at Econpapers || Download paper | |
2021 | Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak. (2021). Kanjilal, Kakali ; Ghosh, Sajal ; Bouri, Elie ; Song, Ying. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003883. Full description at Econpapers || Download paper | |
2021 | Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901. Full description at Econpapers || Download paper | |
2021 | Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Adam, Anokye M ; Boateng, Ebenezer. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003986. Full description at Econpapers || Download paper | |
2021 | Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. (2021). Wang, Xinyu ; Vivian, Andrew ; Geng, Yong ; Tan, Xueping. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004153. Full description at Econpapers || Download paper | |
2021 | Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model. (2021). Regaieg, Rym ; Bejaoui, Azza ; Mgadmi, Nidhal ; Moussa, Wajdi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004256. Full description at Econpapers || Download paper | |
2020 | Corruption 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 | |
2020 | Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833. Full description at Econpapers || Download paper | |
2021 | On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034. Full description at Econpapers || Download paper | |
2021 | Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. (2021). Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model In: Acta Oeconomica. [Full Text][Citation analysis] | article | 1 |
2017 | Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach In: Manchester School. [Full Text][Citation analysis] | article | 4 |
2016 | European Inflation and the Spanish Stock Market In: European Review. [Full Text][Citation analysis] | article | 0 |
2014 | FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
2016 | A Straightforward Analysis of Sector Portfolios in the US Stock Market In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
2017 | The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2017 | THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2018 | THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2019 | MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2014 | FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR In: Regional and Sectoral Economic Studies. [Full Text][Citation analysis] | article | 0 |
2018 | The 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] | article | 0 |
2010 | Stock interest rate risk and inflation shocks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2018 | Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices In: Energy Economics. [Full Text][Citation analysis] | article | 107 |
2021 | Oil price shocks and the return and volatility spillover between industrial and precious metals In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
2017 | Main driving factors of the interest rate-stock market Granger causality In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2021 | Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2020 | Extension of the Fama and French model: A study of the largest European financial institutions In: International Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Bitcoin and gold price returns: A quantile regression and NARDL analysis In: Resources Policy. [Full Text][Citation analysis] | article | 27 |
2021 | Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2019 | Testing extensions of Fama & French models: A quantile regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Time-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] | article | 36 |
2009 | Explanatory 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] | article | 1 |
2019 | Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2006 | Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 1 |
2020 | Yield curves from different bond data sets In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 1 |
2005 | Flow-through capability: The Spanish case In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2018 | The impact of international factors on Spanish company returns: a quantile regression approach In: Risk Management. [Full Text][Citation analysis] | article | 3 |
2016 | Interest Rate Risk Analysis with Multifactor Model: The US case In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
2018 | THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN In: Revista Galega de Economía. [Full Text][Citation analysis] | article | 0 |
2013 | Inflation news and stock returns: market direction and flow-through ability In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Spanish 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] | article | 3 |
2016 | US stock market sensitivity to interest and inflation rates: a quantile regression approach In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2018 | Does 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] | article | 6 |
2021 | Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Interest rate exposure of European insurers In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 0 |
2010 | Term structure of volatilities and yield curve estimation methodology In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Zero-coupon interest rates: Evaluating three alternative datasets In: Economics Discussion Papers. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team