Fernando Pérez de Gracia : Citation Profile

Are you Fernando Pérez de Gracia?

Universidad de Navarra

13

H index

17

i10 index

851

Citations

RESEARCH PRODUCTION:

44

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 50
   Journals where Fernando Pérez de Gracia has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 17 (1.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe392
   Updated: 2019-10-06    RAS profile: 2019-06-17    
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Relations with other researchers

Works with:

Gil-Alana, Luis (7)

Cuñado, Juncal (7)

Antonakakis, Nikolaos (3)

GUPTA, RANGAN (3)

Molero, Juan Carlos (3)

Filis, George (3)

Jo, Soojin (2)

Gabauer, David (2)

Monge, Manuel (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 (32)

Ratti, Ronald (21)

Shahbaz, Muhammad (19)

AROURI, Mohamed (19)

Balcilar, Mehmet (15)

LE, Thai-Ha (13)

Chang, Youngho (13)

McAleer, Michael (12)

Gil-Alana, Luis (12)

Smyth, Russell (12)

Nusair, Salah (12)

Cites to:

Gil-Alana, Luis (41)

Bekaert, Geert (33)

Kilian, Lutz (29)

Hamilton, James (28)

Harvey, Campbell (27)

Perron, Pierre (27)

Granger, Clive (20)

Diebold, Francis (19)

Ratti, Ronald (19)

GUPTA, RANGAN (18)

Oswald, Andrew (18)

Main data

Where Fernando Pérez de Gracia has published?

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

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

Recent works citing Fernando Pérez de Gracia (2019 and 2018)

YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2017THE IMPACT OF OIL SHOCK ON NIGERIA ECONOMY: ASYMMETRY EFFECT ANALYSIS. (2017). Adi, Agya ; Friday, Udoh. In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:6:y:2017:i:1:p:60-74.

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2017“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201701.

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2018Does 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.

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2017Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim M ; Al-Ewesat, Abdel-Rahman . In: Review of Economics & Finance. RePEc:bap:journl:170307.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?. (2017). Baharumshah, Ahmad Zubaidi ; Nor, Norashidah Mohamed ; Sirag, Abdalla. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:446-457.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2018Oil and Iron Ore Price Shocks: What Are the Different Economic Effects in Australia?. (2018). Hoang, Nam T ; Nguyen, Bao H. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:305:p:186-203.

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2017Energy Boom and Gloom? Local Effects of Oil and Natural Gas Drilling on Subjective Well†Being. (2017). Winters, John ; Maguire, Karen. In: Growth and Change. RePEc:bla:growch:v:48:y:2017:i:4:p:590-610.

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2017MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul. In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:5:p:55-72.

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2018How the Financial Market Can Dampen the Effects of Commodity Price Shocks. (2018). Kim, Myunghyun. In: Working Papers. RePEc:bok:wpaper:1828.

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2018Macroeconomic Impacts of Oil Price Shocks in Venezuela. (2018). Crespo, Raul J ; Zambrano, Jose A. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/703.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2017Fossil Resources and Climate Change – The Green Paradox and Resource Market Power Revisited in General Equilibrium. (2017). Pfeiffer, Johannes. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:77.

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2019Komplexitätsdimensionen von Klimapolitik: Die Rolle von politischer Ökonomie, Kapitalmärkten und der Stadtform. (2019). Marz, Waldemar. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:85.

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2018External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022.

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2018US shale oil and the behaviour of commodity prices. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0047.

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2018The international spillovers of the 2010 U.S. flash crash. (2018). Jansen, David-Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:589.

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2017Economic Factors and Life Satisfaction: Trends from South African Communities. (2017). Mafini, Chengedzai . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:3:p:155-168.

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2017Oil Price Shocks and Economic Performance in Africa’s Oil Exporting Countries. (2017). Rotimi, Mathew Ekundayo ; Ngalawa, Harold. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:5:p:169-188.

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2017The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016. (2017). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:17:y:2017:i:1_3.

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2017Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia. (2017). Liew, Venus ; Balasubramaniam, Arunnan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00598.

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2017The threshold effect of oil-price shocks on economic growth. (2017). Alimi, Nabil ; Aflouk, Nabil. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00234.

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2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

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2018Macroeconomic Response of Disentangled Oil Price Shocks: Empirical Evidence from Japan. (2018). zoundi, zakaria. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00218.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2018The heterogeneous impact of oil price on exchange rate: Evidence from Thailand. (2018). Law, Chee-Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00563.

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2019Dynamic Nexus between Oil Revenues and Economic Growth in Nigeria. (2019). Raifu, Isiaka ; Aminu, Alarudeen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00603.

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2017Asymmetric Oil Price Shocks and Economic Activity in Developing Oil-importing Economies: The Case of Jordan. (2017). Abu Asab, Nora. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-16.

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2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-72.

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2018The Role of Macroeconomic Factors on Sukuk Market Development of Gulf Cooperation Council (GCC) Countries. (2018). Al-Raeai, Arafat Mansoor ; Bin, Ahmad Khilmy ; Zainol, Zairy. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-39.

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2018Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Altintas, Halil ; Yacouba, Kassouri . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-7.

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2017Oil Prices, Economic Growth and Emigration: An Empirical Study of Transmission Channel. (2017). Burakov, Dmitry. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-10.

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2017Asymmetric and Dynamic Effects of Oil Price Shocks and Exchange Rate Fluctuations: Evidence from a Panel of Economic Community of West African States (ECOWAS). (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Presley, J R ; Wang, Zhen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-01.

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2017The Impact of Oil Price on the Growth, Inflation, Unemployment and Budget Deficit of Vietnam. (2017). Ngoc, Nguyen Thi ; Thu, Dinh Thi ; Tho, Tran Ngoc . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-06.

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2017The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21.

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2017The Impact of Oil Price Volatility on the Economic Growth in Iran: An Application of a Threshold Regression Model. (2017). Tehranchian, Amirmansour ; Seyyedkolaee, Mohammad Abdi . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-21.

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2017Effects of Gasoline Price Changes on Short Term Market Behavior of Energy and Non-Energy Sector: Evidence from Saudi Arabia. (2017). Shahid, Humera ; Usman, Muhammad ; Mahmood, Faiq. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-34.

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2017Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries. (2017). Marashdeh, Hazem ; Afandi, Akhsyim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-35.

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2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

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2018Effect of Exogenous Oil Revenue Shocks on Reallocation of Public and Private Investments in Iran. (2018). Shahnazi, Rouhollah ; Afrasiabi, Maryam Lashani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-5.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2019The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27.

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2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua. In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

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2017Global energy investment structure from the energy stock market perspective based on a Heterogeneous Complex Network Model. (2017). Li, Huajiao ; Yan, Lili ; Zhong, Weiqiong ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:648-657.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. (2019). van Eyden, Renee ; Wohar, Mark E ; Gupta, Rangan ; Difeto, Mamothoana. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:612-621.

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2017Credit expansion and financial stability in Malaysia. (2017). Law, Siong Hook ; Ibrahim, Mansor ; Koong, Seow Shin . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:339-350.

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2017Macroeconomic and financial effects of oil price shocks: Evidence for the euro area. (2017). MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:82-96.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2018On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Network-based asset allocation strategies. (2019). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan ; Vrost, Tomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:516-536.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2018Every breath you take, every move you make: Visits to the outdoors and physical activity help to explain the relationship between air pollution and subjective wellbeing. (2018). Laffan, Kate . In: Ecological Economics. RePEc:eee:ecolec:v:147:y:2018:i:c:p:96-113.

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2018Subjective Well-being and Environmental Quality: The Impact of Air Pollution and Green Coverage in China. (2018). Managi, Shunsuke ; Shin, Kong Joo ; Yuan, Liang. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:124-138.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

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2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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2017Energy price, regulatory price distortion and economic growth: A case study of China. (2017). Sun, Sizhong ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:261-271.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Multinational operation, ownership and efficiency differences in the international oil industry. (2017). Ohene-Asare, Kwaku ; Afful-Dadzie, Anthony ; Turkson, Charles. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:303-312.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Caspi, Itamar ; Katzke, Nico . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018Selection of Value at Risk Models for Energy Commodities. (2018). Laporta, Alessandro G ; Petrella, Lea ; Merlo, Luca. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:628-643.

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2018Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. (2018). Nademi, Arash . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:757-766.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2018Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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2018Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS. (2018). Shahbaz, Muhammad ; Nasir, Muhammad ; Amoo, Nii ; Naidoo, Lutchmee. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:76-88.

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2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12.

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2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

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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]		paper140
2003Do oil price shocks matter? Evidence for some European countries.(2003) In: Energy Economics.
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2001Do Oil Price Shocks Matter? Evidence For Some Europesan Countries.(2001) In: Working Papers on International Economics and Finance.
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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.
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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]		paper2
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers.
[Full Text][Citation analysis]		paper7
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).
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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]		article25
2014Oil price shocks and stock market returns: Evidence for some European countries In: Energy Economics.
[Full Text][Citation analysis]		article86
2016Oil price volatility and stock returns in the G7 economies In: Energy Economics.
[Full Text][Citation analysis]		article26
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: 26		paper
2015Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy.
[Full Text][Citation analysis]		article24
2017Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy.
[Full Text][Citation analysis]		article8
2017U.S. shale oil production and WTI prices behaviour In: Energy.
[Full Text][Citation analysis]		article6
2017Oil price shocks and stock returns of oil and gas corporations In: Finance Research Letters.
[Full Text][Citation analysis]		article8
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]		article28
2006Real convergence in Africa in the second-half of the 20th century In: Journal of Economics and Business.
[Full Text][Citation analysis]		article22
2003Stock market cycles, financial liberalization and volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article56
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 56		paper
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
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: 7		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]		article25
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]		article190
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: 190		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]		article9
2016Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article3
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]		article3
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]		paper0
2010European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal.
[Full Text][Citation analysis]		article6
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
2015Modeling Persistence of Carbon Emission Allowance Prices In: Working Papers.
[Citation analysis]		paper7
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]		article34
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]		article15
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]		article11
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: 11		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]		article0
2019Impact of state-dependent oil price on US stock returns using local projections In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2007Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics.
[Full Text][Citation analysis]		article13
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
2016Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013 In: Applied Economics.
[Full Text][Citation analysis]		article0
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]		article7
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]		paper9
2015Exploring the oil prices and exchange rates nexus in some African economies In: Faculty Working Papers.
[Full Text][Citation analysis]		paper10
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]		paper9
2012Exploring Survey‐Based Inflation Forecasts.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 9		article
2008Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences In: Faculty Working Papers.
[Full Text][Citation analysis]		paper5
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]		article10

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team