Juha Pekka Junttila : Citation Profile


Are you Juha Pekka Junttila?

Jyväskylän yliopisto

8

H index

5

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130

Citations

RESEARCH PRODUCTION:

18

Articles

1

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 6
   Journals where Juha Pekka Junttila has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 4 (2.99 %)

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   Permalink: http://citec.repec.org/pju35
   Updated: 2021-03-01    RAS profile: 2020-11-01    
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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 Juha Pekka Junttila.

Is cited by:

Salisu, Afees (6)

Österholm, Pär (4)

USMAN, OJONUGWA (3)

Balcilar, Mehmet (3)

Bouri, Elie (3)

GUPTA, RANGAN (3)

Shahzad, Syed Jawad Hussain (3)

Hjalmarsson, Erik (3)

Sensoy, Ahmet (2)

Pindado, Julio (2)

Raheem, Ibrahim (2)

Cites to:

Campbell, John (27)

Engel, Charles (12)

Watson, Mark (10)

Stock, James (10)

Bordo, Michael (8)

Shleifer, Andrei (7)

Sarno, Lucio (7)

Johansen, Soren (7)

Lopez-de-Silanes, Florencio (7)

La Porta, Rafael (7)

Galí, Jordi (6)

Main data


Where Juha Pekka Junttila has published?


Journals with more than one article published# docs
International Review of Economics & Finance3
Journal of Macroeconomics2

Recent works citing Juha Pekka Junttila (2021 and 2020)


YearTitle of citing document
2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204.

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2021The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:170-180.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2020Financial conditions and monetary policy in the US. (2020). Çevik, Emrah ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Yildirim, Durmus Cagri ; Erdogan, Seyfettin. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518303947.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

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2020Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303170.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2020Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x.

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2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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2020Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets. (2020). Matkovskyy, Roman ; Dowling, Michael ; Jalan, Akanksha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:150-155.

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2020Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?. (2020). Alhadab, Mohammad ; Ahmed, Mohamed S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:355-371.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147.

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2020Innovation or dividend payout: Evidence from China. (2020). Zhao, Jing ; Chou, Hsin-I., ; Yang, Bao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:180-203.

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2020Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208.

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2020Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model. (2020). Hatemi-J, Abdulnasser ; Al Samara, Mouyad ; Mrabet, Zouhair ; Alsamara, Mouyad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:89-101.

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2020Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

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2020Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918309875.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210.

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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.

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2020Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1900-:d:345059.

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2020Revisiting the West African Commonwealth Countries’ Exchange Rate Pass-Through to Inflation. (2020). Danlami, Ibrahim Abdulhamid. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:6:y:2020:i:1:p:70-77.

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2020Monetary Policy Rule and Taylor Principle in Emerging ASEAN Economies: GMM and DSGE Approaches. (2020). Taguchi, Hiroyuki. In: MPRA Paper. RePEc:pra:mprapa:100847.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan. In: MPRA Paper. RePEc:pra:mprapa:105353.

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2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment. (2020). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202050.

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2020Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data. (2020). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202095.

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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Gabauer, David ; Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202111.

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2020The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete?. (2020). USMAN, OJONUGWA ; Balcilar, Mehmet ; Musa, Muhammad Sani. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:151-172.

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2020Taylor Principle under Inflation Targeting in Emerging ASEAN Economies: GMM and DSGE Approaches. (2020). Taguchi, Hiroyuki ; Wanasilp, Mesa ; Tamegawa, Kenichi. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:7:y:2020:i:2:p:35-47.

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2020Credit Rating Strategies: A Study of GCC Banks. (2020). Al-Muharrami, Saeed ; Rama, Sree Y. In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020982290.

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2020Economic policy uncertainty and demand for international tourism: An empirical study. (2020). Nguyen, Canh ; Su, Thanh Dinh ; Schinckus, Christophe. In: Tourism Economics. RePEc:sae:toueco:v:26:y:2020:i:8:p:1415-1430.

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2020Nowcasting Finnish GDP growth using financial variables: a MIDAS approach. (2020). Lindblad, Annika ; Laine, Olli-Matti. In: BoF Economics Review. RePEc:zbw:bofecr:42020.

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Works by Juha Pekka Junttila:


YearTitleTypeCited
2016Short-Run Dynamics of the Trade Balance in the Emu-12 Countries In: Manchester School.
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article0
2002Forecasting the macroeconomy with current financial market information : Europe and the United States In: Research Discussion Papers.
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paper11
2018Economic policy uncertainty effects for forecasting future real economic activity In: Economic Systems.
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article8
2018Pricing of electricity futures based on locational price differences: The case of Finland In: Energy Economics.
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article4
2005Stock market response to analysts perceptions and earnings in a technology-intensive environment In: International Review of Financial Analysis.
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article3
2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold In: Journal of International Financial Markets, Institutions and Money.
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article27
2001Structural breaks, ARIMA model and Finnish inflation forecasts In: International Journal of Forecasting.
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article9
2006How does the financial environment affect the stock market valuation of R&D spending? In: Journal of Financial Intermediation.
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article11
2020The relationship between credit ratings and asset liquidity: Evidence from Western European banks In: Journal of International Money and Finance.
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article1
2001Testing an Augmented Fisher Hypothesis for a Small Open Economy: The Case of Finland In: Journal of Macroeconomics.
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article9
2011Nonlinearity and time-variation in the monetary model of exchange rates In: Journal of Macroeconomics.
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article11
2004The performance of economic tracking portfolios in an IT-intensive stock market In: The Quarterly Review of Economics and Finance.
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article2
2011Utilizing financial market information in forecasting real growth, inflation and real exchange rate In: International Review of Economics & Finance.
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article4
2012The role of inflation regime in the exchange rate pass-through to import prices In: International Review of Economics & Finance.
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article17
2017Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries In: International Review of Economics & Finance.
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article5
2007Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States In: Review of Financial Economics.
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article1
2020Emerging Market Contagion Under Geopolitical Uncertainty In: Emerging Markets Finance and Trade.
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article0
2003Detecting speculative bubbles in an IT-intensive stock market In: Journal of Economics and Finance.
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article7
2013Stock market information and the relationship between real exchange rate and real interest rates In: Applied Financial Economics.
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article0

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