Mateusz Mikutowski : Citation Profile

Are you Mateusz Mikutowski?

Uniwersytet Ekonomiczny w Poznaniu

2

H index

2

i10 index

30

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 15
   Journals where Mateusz Mikutowski has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (3.23 %)

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   Permalink: http://citec.repec.org/pmi961
   Updated: 2022-01-23    RAS profile: 2021-04-15    
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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 Mateusz Mikutowski.

Is cited by:

Jareño, Francisco (3)

Yousaf, Imran (2)

Balcilar, Mehmet (2)

Gubareva, Mariya (2)

Kenourgios, Dimitris (2)

Oloko, Tirimisiyu (1)

Adediran, Idris (1)

Tiwari, Aviral (1)

Maghyereh, Aktham (1)

Shahzad, Syed Jawad Hussain (1)

Nasreen, Samia (1)

Cites to:

Pedersen, Lasse (7)

Fama, Eugene (6)

Fuertes, Ana-Maria (6)

Summers, Lawrence (5)

Panagiotidis, Theodore (5)

Amihud, Yakov (5)

Panagiotidis, Theodore (5)

Cameron, A. (4)

West, Kenneth (4)

Frijns, Bart (4)

Newey, Whitney (4)

Main data

Where Mateusz Mikutowski has published?

Journals with more than one article published# docs
Economics Letters2

Recent works citing Mateusz Mikutowski (2021 and 2020)

YearTitle of citing document
2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459.

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2020The 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.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2021A model of information diffusion with asymmetry and confidence effects in financial markets. (2021). Qi, Shu ; Yang, Haijun ; Koslowsky, David ; Zhang, Zhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000395.

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2021Inflation and cryptocurrencies revisited: A time-scale analysis. (2021). Corbet, Shaen ; McGee, Richard J ; Conlon, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002731.

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2021Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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2021Dynamics 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.

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2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021Faith-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.

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2020Relationships between agricultural energy and farming indicators. (2020). Martinho, V. J. P. D., . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:132:y:2020:i:c:s1364032120303877.

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2021Connectedness between cryptocurrency and technology sectors: International evidence. (2021). Alqahtani, Faisal ; Trabelsi, Nader ; Umar, Zaghum. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:910-922.

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2021Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy. (2021). Zaremba, Adam ; Yousaf, Imran ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100074x.

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2021Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. (2021). Teplova, Tamara ; Tran, Dang Khoa ; Gubareva, Mariya ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001148.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2021A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements. (2021). Algieri, Bernardina ; Toscano, Pietro ; Leccadito, Arturo. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:22-354:d:555557.

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2021Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Micha ; Kwas, Marek. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:27-459:d:577877.

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2021Commodity Prices and Global Inflation, 1851-1913. (2021). Stuart, Rebecca ; Gerlach, Stefan. In: IRENE Working Papers. RePEc:irn:wpaper:21-07.

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2021Return and volatility transmission between oil price shocks and agricultural commodities. (2021). Akhter, Ayesha ; Naeem, Muhammad ; Gubareva, Mariya ; Umar, Zaghum. In: PLOS ONE. RePEc:plo:pone00:0246886.

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Works by Mateusz Mikutowski:

YearTitleTypeCited
2021Herding for profits: Market breadth and the cross-section of global equity returns In: Economic Modelling.
[Full Text][Citation analysis]		article0
2019Picking winners to pick your winners: The momentum effect in commodity risk factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Return seasonalities in government bonds and macroeconomic risk In: Economics Letters.
[Full Text][Citation analysis]		article0
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
[Full Text][Citation analysis]		article18
2021The alpha momentum effect in commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article0
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article10

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