Catherine KYRTSOU : Citation Profile

Are you Catherine KYRTSOU?

University of Macedonia (47% share)
Bureau d'Économie Théorique et Appliquée (BETA) (47% share)
Université Paris-Nanterre (Paris X) (6% share)

10

H index

10

i10 index

299

Citations

RESEARCH PRODUCTION:

19

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2000 - 2013). See details.
   Cites by year: 23
   Journals where Catherine KYRTSOU has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 18 (5.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pky4
   Updated: 2023-03-02    RAS profile: 2014-09-29    
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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 Catherine KYRTSOU.

Is cited by:

Rashid, Abdul (12)

HENNANI, Rachida (11)

Bouri, Elie (7)

Aguiar-Conraria, Luís (6)

Roubaud, David (6)

Barnett, William (6)

Mikropoulou, Christina (6)

Nguyen, Duc Khuong (6)

Hammoudeh, Shawkat (5)

Ajmi, Ahdi Noomen (5)

Vorlow, Costas (5)

Cites to:

Hommes, Cars (22)

Lux, Thomas (16)

Malliaris, Anastasios (16)

Serletis, Apostolos (16)

Chiarella, Carl (12)

Brock, William (10)

He, Xuezhong (Tony) (8)

Engle, Robert (8)

Barnett, William (8)

Hinich, Melvin (7)

Stein, Jerome (7)

Main data

Where Catherine KYRTSOU has published?

Journals with more than one article published# docs
Journal of Macroeconomics4
Energy Economics3
Empirical Economics2
Brussels Economic Review2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Catherine KYRTSOU (2022 and 2021)

YearTitle of citing document
2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21.

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2022Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006543.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2021Oil 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.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis. (2021). Ma, YU ; Wu, Haifeng ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003819.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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2021How does corporate investment react to oil prices changes? Evidence from China. (2021). Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001201.

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2022Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2021The energy transition, Trump energy agenda and COVID-19. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Errami, Youssef ; Hammoudeh, Shawkat. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:140-153.

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2022The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

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2022The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks. (2022). Kassouri, Yacouba ; Altinta, Halil. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000714.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2021Lithium 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.

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2021Oil, 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.

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2021Terrorism 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.

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2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390.

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2022Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach. (2022). Amin, Nabila ; Khan, Farina ; Ali, Malik Tayyab ; Song, Huaming ; Sharif, Arshian ; Abbass, Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001787.

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2022A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices. (2022). Hu, Han ; Yin, Xiuqi ; Zhao, Pei ; Zhou, Xuanru ; Xing, Wanli ; Tan, Zhanglu ; Zheng, Shuxian. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002380.

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2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85.

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2022.

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2021Effects of Expansionary Monetary Policy on Agricultural Commodities Market. (2021). Henrique, Eduardo Aguiar ; Ermakova, Klara. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9317-:d:617580.

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2022Terrorist attacks and bank financial stability: evidence from MENA economies. (2022). Elgammal, Mohammed ; Elnahass, Marwa ; Marie, Mohamed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:1:d:10.1007_s11156-022-01043-1.

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2022Detecting multiple-equilibria and chaos in oil prices and global commodity markets. (2022). Ozkaya, Ata. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:11:y:2022:i:6:p:350-361.

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2021Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?. (2021). Tao, Ran ; Su, Chi-Wei ; Sun, Ting-Ting ; Qin, Meng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211038347.

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2021Is gold a safe haven for the dynamic risk of foreign exchange?. (2021). Lee, Yuan-Ming ; Thi, Thanh-Binh Nguyen ; Wang, Kuan-Min. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00101-9.

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2022Theorizing the Informal Economy. (2022). Williams, Colin C ; Remeikien, Rita ; Gasparnien, Ligita. In: SpringerBriefs in Economics. RePEc:spr:spbchp:978-3-030-96687-4_2.

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2022Unemployment and the Informal Economy. (2022). Williams, Colin C ; Remeikien, Rita ; Gasparnien, Ligita. In: SpringerBriefs in Economics. RePEc:spr:spbrec:978-3-030-96687-4.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36.

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2021Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices. (2021). Salisu, Afees ; Swaray, Raymond. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2946-2975.

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Works by Catherine KYRTSOU:

YearTitleTypeCited
2006Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics In: Working Papers.
[Full Text][Citation analysis]		paper3
2013Partial Symbolic Transfer Entropy In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2011Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
2010Introduction In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2010Testing for Granger Causality in the Presence of Chaotic Dynamics In: Brussels Economic Review.
[Full Text][Citation analysis]		article8
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper11
2008Modelling non-linear comovements between time series In: Working Papers.
[Citation analysis]		paper12
2009Modelling non-linear comovements between time series.(2009) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2009The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling.
[Full Text][Citation analysis]		article5
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
[Full Text][Citation analysis]		article32
2009Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics.
[Full Text][Citation analysis]		article0
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
[Full Text][Citation analysis]		article42
2002Stochastic chaos or ARCH effects in stock series?: A comparative study In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2006Editorial introduction: Nonlinear macroeconomic dynamics In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2006Univariate tests for nonlinear structure In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article16
2006Evidence for chaotic dependence between US inflation and commodity prices In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article76
2007Detecting positive feedback in multivariate time series: The case of metal prices and US inflation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2008Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2000Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data In: European Research Studies Journal.
[Full Text][Citation analysis]		article1
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series In: Computational Economics.
[Full Text][Citation analysis]		article21
2008Seasonal Mackey-Glass-GARCH process and short-term dynamics In: Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2010Seasonal Mackey–Glass–GARCH process and short-term dynamics.(2010) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2000IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0
2004Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2004Noisy chaotic dynamics in commodity markets In: Empirical Economics.
[Full Text][Citation analysis]		article14
2013Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ In: The European Journal of Finance.
[Full Text][Citation analysis]		article1

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