Fernando Pérez de Gracia : Citation Profile


Are you Fernando Pérez de Gracia?

Universidad de Navarra

15

H index

25

i10 index

1156

Citations

RESEARCH PRODUCTION:

44

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 64
   Journals where Fernando Pérez de Gracia has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 17 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe392
   Updated: 2021-02-20    RAS profile: 2020-07-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Gil-Alana, Luis (4)

Gabauer, David (2)

Cuñado, Juncal (2)

Molero, Juan Carlos (2)

Monge, Manuel (2)

Antonakakis, Nikolaos (2)

Filis, George (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Pérez de Gracia.

Is cited by:

GUPTA, RANGAN (40)

Ratti, Ronald (26)

Gil-Alana, Luis (21)

Shahbaz, Muhammad (19)

AROURI, Mohamed (19)

Vespignani, Joaquin (19)

Balcilar, Mehmet (15)

Smyth, Russell (14)

Chang, Youngho (14)

Filis, George (13)

LE, Thai-Ha (13)

Cites to:

Gil-Alana, Luis (39)

Bekaert, Geert (33)

Kilian, Lutz (29)

Hamilton, James (28)

Harvey, Campbell (27)

Perron, Pierre (27)

Granger, Clive (20)

Ratti, Ronald (19)

Oswald, Andrew (18)

Bai, Jushan (18)

Diebold, Francis (17)

Main data


Where Fernando Pérez de Gracia has published?


Journals with more than one article published# docs
Energy Economics4
Applied Economics Letters3
Journal of International Money and Finance3
Recherches conomiques de Louvain2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Applied Financial Economics2
Energy2
Applied Economics2
Journal of Economics and Business2

Working Papers Series with more than one paper published# docs
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales2
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Fernando Pérez de Gracia (2021 and 2020)


YearTitle of citing document
2020The Impact of Tourism Development on Economic Growth in Sub-Saharan Africa. (2020). Asongu, Simplice ; Odhiambo, Nicholas M ; Nyasha, Sheilla. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/044.

Full description at Econpapers || Download paper

2020The Impact of Tourism Development on Economic Growth in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice ; Nyasha, Sheilla. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/044.

Full description at Econpapers || Download paper

2020Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223.

Full description at Econpapers || Download paper

2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

Full description at Econpapers || Download paper

2020Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949.

Full description at Econpapers || Download paper

2020Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach. (2020). Wang, Shouyang ; Ju-e Guo, ; Bi, Dan ; Suna, Shaolong. In: Papers. RePEc:arx:papers:2002.08021.

Full description at Econpapers || Download paper

2020Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange. (2020). Anighoro, Tega. In: Papers. RePEc:arx:papers:2005.14659.

Full description at Econpapers || Download paper

2020What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

Full description at Econpapers || Download paper

2020External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan. (2020). Jamil, Zartaj ; Zahra, Hafiza Sadaf ; Younas, Muhammad Zeeshan ; Rizwan, Muhammad Ali. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:7-29.

Full description at Econpapers || Download paper

2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

Full description at Econpapers || Download paper

2021The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89.

Full description at Econpapers || Download paper

2020Do oil price changes really matter to the trade balance? Evidence from Korea‐ASEAN commodity trade data. (2020). Baek, Jungho ; Choi, Yoon Jung. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:250-278.

Full description at Econpapers || Download paper

2020Living better and feeling happier: An investigation into the association between housing quality and happiness. (2020). Yang, Yulu ; Hu, Mingzhi ; Yu, Xiaofen. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:3:p:1224-1238.

Full description at Econpapers || Download paper

2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445.

Full description at Econpapers || Download paper

2020Make Sure the Kids are OK: Indirect Effects of Ground-Level Ozone on Well-Being. (2020). Zaklan, Aleksandar ; Sarmiento, Luis ; Rechlitz, Julia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1877.

Full description at Econpapers || Download paper

2020OIL PRICE AND ECONOMIC GROWTH OF OIL-IMPORTING COUNTRIES: A REVIEW OF INTERNATIONAL LITERATURE. (2020). Odhiambo, Nicholas ; Akinsola, Motunrayo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_9.

Full description at Econpapers || Download paper

2021Homeownership and happiness: evidence from Canad. (2021). Latif, Ehsan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00727.

Full description at Econpapers || Download paper

2020Effects of oil price shocks on economic sectors of net oil-importing countries: case of Togo. (2020). Kebalo, Lleng. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00460.

Full description at Econpapers || Download paper

2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

Full description at Econpapers || Download paper

2020Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-58.

Full description at Econpapers || Download paper

2020Fluctuations of Oil Prices and Gross Domestic Product in Spain. (2020). Cantavella, Manuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-8.

Full description at Econpapers || Download paper

2020Empirical Investigation of Relationship between Oil Price and Inflation: The case of India. (2020). Fawaz, Mahmoud Mohamed ; Yousef, Tarek Tawfek ; Sultan, Zafar Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-11.

Full description at Econpapers || Download paper

2020Petroleum Subsidy Withdrawal, Fuel Price Hikes and the Nigerian Economy. (2020). Asaleye, Abiola ; Obadiaru, Eseosa ; Inegbedion, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-32.

Full description at Econpapers || Download paper

2020Do Various Sectors Respond to Oil Price Shocks? New Evidence for Indonesia as Emerging Market. (2020). Setiawati, Marla ; Sukarno, Subiakto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-46.

Full description at Econpapers || Download paper

2020The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-41.

Full description at Econpapers || Download paper

2020Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x.

Full description at Econpapers || Download paper

2020Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299.

Full description at Econpapers || Download paper

2020Impact of education on Chinese urban and rural subjective well-being. (2020). An, Junxiu ; Li, Zinan ; Jin, Yuchang. In: Children and Youth Services Review. RePEc:eee:cysrev:v:119:y:2020:i:c:s0190740920311403.

Full description at Econpapers || Download paper

2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

Full description at Econpapers || Download paper

2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

Full description at Econpapers || Download paper

2021Does economic policy uncertainty dampen imports? Commodity-level evidence from India. (2021). Sharma, Chandan ; Paramati, Sudharshan Reddy. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:139-149.

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

2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

Full description at Econpapers || Download paper

2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

Full description at Econpapers || Download paper

2020How the financial market can dampen the effects of commodity price shocks. (2020). Kim, Myunghyun. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302004.

Full description at Econpapers || Download paper

2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Tight oil, real WTI prices and U.S. stock returns. (2020). Mollick, Andre Varella ; Huang, Wanling. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930369x.

Full description at Econpapers || Download paper

2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

Full description at Econpapers || Download paper

2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

Full description at Econpapers || Download paper

2020How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761.

Full description at Econpapers || Download paper

2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

Full description at Econpapers || Download paper

2020The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301183.

Full description at Econpapers || Download paper

2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

Full description at Econpapers || Download paper

2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

Full description at Econpapers || Download paper

2020Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation. (2020). Wang, Jun. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301675.

Full description at Econpapers || Download paper

2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

Full description at Econpapers || Download paper

2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870.

Full description at Econpapers || Download paper

2020Petrol prices and subjective wellbeing. (2020). Smyth, Russell ; Prakash, Kushneel ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302073.

Full description at Econpapers || Download paper

2020Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302085.

Full description at Econpapers || Download paper

2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

Full description at Econpapers || Download paper

2020Oil curse, economic growth and trade openness. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030236x.

Full description at Econpapers || Download paper

2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

Full description at Econpapers || Download paper

2020Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data. (2020). Equiza-Goñi, Juan ; de Gracia, Fernando Perez ; Equiza-Goi, Juan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302917.

Full description at Econpapers || Download paper

2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

Full description at Econpapers || Download paper

2020Convergence and determinants of greenhouse gas emissions in Australia: A regional analysis. (2020). Churchill, Sefa Awaworyi ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030311x.

Full description at Econpapers || Download paper

2020Co-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

2020Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761.

Full description at Econpapers || Download paper

2020An investigation of long range reliance on shale oil and shale gas production in the U.S. market. (2020). solarin, sakiru ; Gil-Alana, Luis ; Lafuente, Carmen. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220300402.

Full description at Econpapers || Download paper

2020Windowed 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

2020Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841.

Full description at Econpapers || Download paper

2020Estimating environmental efficiency and convergence: 1980 to 2016. (2020). TAGHIZADEH-HESARY, Farhad ; Edziah, Bless Kofi ; Kporsu, Anthony Kwaku ; Sun, Huaping. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220313311.

Full description at Econpapers || Download paper

2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

Full description at Econpapers || Download paper

2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

Full description at Econpapers || Download paper

2021Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

Full description at Econpapers || Download paper

2021Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841.

Full description at Econpapers || Download paper

2021Relationships and portfolios between oil and Chinese stock sectors: A study based on wavelet denoising-higher moments perspective. (2021). Lu, Tuantuan ; Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325238.

Full description at Econpapers || Download paper

2020Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

Full description at Econpapers || Download paper

2020Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

Full description at Econpapers || Download paper

2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

Full description at Econpapers || Download paper

2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

Full description at Econpapers || Download paper

2020Brent crude oil prices volatility during major crises. (2020). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304380.

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

2020Does oil price uncertainty affect renewable energy firms’ investment? Evidence from listed firms in China. (2020). Zhang, Lin ; Guo, Litian ; Cao, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309541.

Full description at Econpapers || Download paper

2020Impact of economic policy uncertainty shocks on Chinas financial conditions. (2020). Zhong, Junhao ; Li, Zhenghui. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306841.

Full description at Econpapers || Download paper

2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

Full description at Econpapers || Download paper

2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

Full description at Econpapers || Download paper

2020Petrodollar recycling, oil monopoly, and carbon taxes. (2020). Marz, Waldemar ; Pfeiffer, Johannes. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:100:y:2020:i:c:s0095069618302584.

Full description at Econpapers || Download paper

2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

Full description at Econpapers || Download paper

2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

Full description at Econpapers || Download paper

2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

Full description at Econpapers || Download paper

2020Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

Full description at Econpapers || Download paper

2020Implied 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

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.

Full description at Econpapers || Download paper

2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

Full description at Econpapers || Download paper

2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

Full description at Econpapers || Download paper

2020An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

Full description at Econpapers || Download paper

2020An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach. (2020). Gil-Alana, Luis ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711932062x.

Full description at Econpapers || Download paper

2020Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump. (2020). Wang, Jun ; Ke, Jinchuan ; Jia, Linlu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319545.

Full description at Econpapers || Download paper

2020Multifractal analysis of the WTI crude oil market, US stock market and EPU. (2020). Ju, Wei-Jia ; Liu, Cheng ; Yao, Can-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322629.

Full description at Econpapers || Download paper

2020The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303952.

Full description at Econpapers || Download paper

2021Modeling return and volatility spillover networks of global new energy companies. (2021). Du, Ya-Juan ; Geng, Jiang-Bo ; Zhang, Dayong ; Ji, Qiang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:135:y:2021:i:c:s1364032120305037.

Full description at Econpapers || Download paper

2020Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Xin Lv, ; Yu, Chang ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:85-100.

Full description at Econpapers || Download paper

2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions. (2020). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:20-32.

Full description at Econpapers || Download paper

2020The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:563-581.

Full description at Econpapers || Download paper

2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

Full description at Econpapers || Download paper

2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates. (2020). Guesmi, Khaled ; Goutte, Stéphane ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300595.

Full description at Econpapers || Download paper

2021Crude oil shocks and African stock markets. (2021). Odei-Mensah, Jones ; Junior, Peterson Owusu ; Enwereuzoh, Precious Adaku. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309545.

Full description at Econpapers || Download paper

2020The Impact of Tourism Development on Economic Growth in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice ; Nyasha, Sheilla. In: Working Papers. RePEc:exs:wpaper:20/044.

Full description at Econpapers || Download paper

2020Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses. (2020). Mahmood, Haider ; Yousef, Tarek Tawfik. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3058-:d:370939.

Full description at Econpapers || Download paper

2020The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3901-:d:392498.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Fernando Pérez de Gracia:


YearTitleTypeCited
2010Education and happiness in Spain In: Investigaciones de Economía de la Educación volume 5.
[Full Text][Citation analysis]
chapter0
2001Do oil price shocks matter? Evidence for some European countries In: Working Papers.
[Full Text][Citation analysis]
paper161
2003Do oil price shocks matter? Evidence for some European countries.(2003) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161
article
2001Do Oil Price Shocks Matter? Evidence For Some Europesan Countries.(2001) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161
paper
2001INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES In: Working Papers.
[Full Text][Citation analysis]
paper0
2001Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries.(2001) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
[Full Text][Citation analysis]
paper31
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers.
[Full Text][Citation analysis]
paper13
2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]
article0
2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article0
2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
[Full Text][Citation analysis]
article1
2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
[Full Text][Citation analysis]
article0
2002Bulls and Bears: Lessons from some European Countries In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
paper3
2004Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics.
[Full Text][Citation analysis]
article2
2006Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization In: Emerging Markets Review.
[Full Text][Citation analysis]
article26
2014Oil price shocks and stock market returns: Evidence for some European countries In: Energy Economics.
[Full Text][Citation analysis]
article122
2016Oil price volatility and stock returns in the G7 economies In: Energy Economics.
[Full Text][Citation analysis]
article47
2016Oil price volatility and stock returns in the G7 economies.(2016) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2015Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy.
[Full Text][Citation analysis]
article49
2017Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy.
[Full Text][Citation analysis]
article12
2017U.S. shale oil production and WTI prices behaviour In: Energy.
[Full Text][Citation analysis]
article12
2017Oil price shocks and stock returns of oil and gas corporations In: Finance Research Letters.
[Full Text][Citation analysis]
article24
2004Structural changes in volatility and stock market development: Evidence for Spain In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
2003Structural Changes in Volatility and Stock Market Development: Evidence for Spain.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2004Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business.
[Full Text][Citation analysis]
article30
2006Real convergence in Africa in the second-half of the 20th century In: Journal of Economics and Business.
[Full Text][Citation analysis]
article28
2003Stock market cycles, financial liberalization and volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article61
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article8
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective.(2011) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article59
2012Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2005Oil prices, economic activity and inflation: evidence for some Asian countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article225
2004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries.(2004) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 225
paper
2008New Evidence on US Current Account Sustainability In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article1
2008Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting.
[Full Text][Citation analysis]
article11
2016Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article8
2009US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article4
2011Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]
article0
2013Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers.
[Full Text][Citation analysis]
paper2
2010European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal.
[Full Text][Citation analysis]
article9
2015The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers.
[Citation analysis]
paper0
2016Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Modeling Persistence of Carbon Emission Allowance Prices In: Working Papers.
[Citation analysis]
paper8
2012Does Education Affect Happiness? Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article52
2013Environment and Happiness: New Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article20
2004Stock market cycles and stock market development in Spain In: Spanish Economic Review.
[Full Text][Citation analysis]
article12
2002Stock Market Cycles and Stock Market Development in Spain.(2002) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2006Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article12
2003Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2003Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article7
2018Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2019Impact of state-dependent oil price on US stock returns using local projections In: Applied Economics Letters.
[Full Text][Citation analysis]
article3
2007Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics.
[Full Text][Citation analysis]
article14
2009Financial liberalization, stock market volatility and outliers in emerging economies In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2006Real convergence in some Central and Eastern European countries In: Applied Economics.
[Full Text][Citation analysis]
article3
2008Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2003Sacrifice Ratios: Some lessons from EMU countries, 1960-2001 In: International Review of Applied Economics.
[Full Text][Citation analysis]
article2
2012Does Media Consumption Make Us Happy? Evidence for Spain In: Journal of Media Economics.
[Full Text][Citation analysis]
article9
2002Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L In: Faculty Working Papers.
[Full Text][Citation analysis]
paper10
2015Exploring the oil prices and exchange rates nexus in some African economies In: Faculty Working Papers.
[Full Text][Citation analysis]
paper16
2002Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers.
[Full Text][Citation analysis]
paper0
2011Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers.
[Full Text][Citation analysis]
paper10
2012Exploring Survey‐Based Inflation Forecasts.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 10
article
2008Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences In: Faculty Working Papers.
[Full Text][Citation analysis]
paper6
2004Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help In: Faculty Working Papers.
[Full Text][Citation analysis]
paper1
2010Persistence in some energy futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article13

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team