15
H index
25
i10 index
1156
Citations
Universidad de Navarra | 15 H index 25 i10 index 1156 Citations RESEARCH PRODUCTION: 44 Articles 27 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: 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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Asociacin Espaola de Economa y Finanzas Internacionales | 2 |
Working Papers / University of Pretoria, Department of Economics | 2 |
Year | Title of citing document | |
---|---|---|
2020 | The 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 | |
2020 | The 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 | |
2020 | Volatility 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 | |
2020 | Does 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 | |
2020 | Profit-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 | |
2020 | Seasonal 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 | |
2020 | Value 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 | |
2020 | What 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 | |
2020 | External 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 | |
2020 | Can 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 | |
2021 | The 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 | |
2020 | Do oil price changes really matter to the trade balance? Evidence from Koreaâ€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 | |
2020 | Living 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 | |
2020 | Gold 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 | |
2020 | Make 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 | |
2020 | OIL 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 | |
2021 | Homeownership and happiness: evidence from Canad. (2021). Latif, Ehsan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00727. Full description at Econpapers || Download paper | |
2020 | Effects 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 | |
2020 | Corporate 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 | |
2020 | Crude 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 | |
2020 | Fluctuations 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 | |
2020 | Empirical 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 | |
2020 | Petroleum 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 | |
2020 | Do 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 | |
2020 | The 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 | |
2020 | Forward-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 | |
2020 | Global 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 | |
2020 | Impact 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 | |
2020 | Diversification 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 | |
2020 | Volatility 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 | |
2021 | Does 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 | |
2020 | Dynamic 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 | |
2020 | Visiting 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 | |
2020 | Economic 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 | |
2020 | How 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 | |
2020 | A 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 | |
2020 | Period 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 | |
2020 | Tight 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 | |
2020 | Risk 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 | |
2020 | Oil 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 | |
2020 | How 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 | |
2020 | Oil 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 | |
2020 | The 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 | |
2020 | Magnitude 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 | |
2020 | Moments-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 | |
2020 | Energy 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 | |
2020 | Dynamic 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 | |
2020 | Time-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 | |
2020 | Petrol 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 | |
2020 | Stationarity 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 | |
2020 | Oil 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 | |
2020 | Oil 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 | |
2020 | The 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 | |
2020 | Impact 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 | |
2020 | Volatility 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 | |
2020 | Convergence 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 | |
2020 | Co-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 | |
2020 | Reference 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 | |
2020 | An 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 | |
2020 | Windowed 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 | |
2020 | Dynamics 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 | |
2020 | Estimating 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 | |
2020 | Self-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 | |
2020 | Extreme 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 | |
2021 | Is 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 | |
2021 | Time-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 | |
2021 | Relationships 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 | |
2020 | Modelling 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 | |
2020 | Oil 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 | |
2020 | The 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 | |
2020 | Crude 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 | |
2020 | Brent 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 | |
2020 | The 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 | |
2020 | Does 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 | |
2020 | Impact 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 | |
2020 | Regime 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 | |
2020 | Is 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 | |
2020 | Petrodollar 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 | |
2020 | Oil 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 | |
2020 | Modeling 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 | |
2020 | The 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 | |
2020 | Analyzing 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 | |
2020 | Implied 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 | |
2020 | How 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 | |
2020 | Dynamic 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 | |
2020 | Modeling 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 | |
2020 | An 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 | |
2020 | An 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 | |
2020 | Fluctuation 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 | |
2020 | Multifractal 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 | |
2020 | The (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 | |
2021 | Modeling 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 | |
2020 | Who 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 | |
2020 | Oil 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 | |
2020 | The 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 | |
2021 | Pandemic-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 | |
2020 | Does 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 | |
2021 | Crude 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 | |
2020 | The 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 | |
2020 | Oil 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 | |
2020 | The 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... |
Year | Title | Type | Cited |
---|---|---|---|
2010 | Education and happiness in Spain In: Investigaciones de Economía de la Educación volume 5. [Full Text][Citation analysis] | chapter | 0 |
2001 | Do oil price shocks matter? Evidence for some European countries In: Working Papers. [Full Text][Citation analysis] | paper | 161 |
2003 | Do 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 | |
2001 | Do 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 | |
2001 | INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Intertemporal 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 | |
2018 | Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 31 |
2018 | Oil 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 | |
2015 | Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
2012 | Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. [Full Text][Citation analysis] | article | 0 |
2007 | Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
2007 | Real 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 | |
2009 | AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
2009 | New evidence on long-run monetary neutrality In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Bulls and Bears: Lessons from some European Countries In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 3 |
2004 | Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 2 |
2006 | Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization In: Emerging Markets Review. [Full Text][Citation analysis] | article | 26 |
2014 | Oil price shocks and stock market returns: Evidence for some European countries In: Energy Economics. [Full Text][Citation analysis] | article | 122 |
2016 | Oil price volatility and stock returns in the G7 economies In: Energy Economics. [Full Text][Citation analysis] | article | 47 |
2016 | Oil 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 | |
2015 | Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy. [Full Text][Citation analysis] | article | 49 |
2017 | Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy. [Full Text][Citation analysis] | article | 12 |
2017 | U.S. shale oil production and WTI prices behaviour In: Energy. [Full Text][Citation analysis] | article | 12 |
2017 | Oil price shocks and stock returns of oil and gas corporations In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
2004 | Structural changes in volatility and stock market development: Evidence for Spain In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2003 | Structural 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 | |
2004 | Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 30 |
2006 | Real convergence in Africa in the second-half of the 20th century In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 28 |
2003 | Stock market cycles, financial liberalization and volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 61 |
2003 | Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2003 | Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2011 | Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
2011 | Banks 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 | |
2017 | Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 59 |
2012 | Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2005 | Oil prices, economic activity and inflation: evidence for some Asian countries In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 225 |
2004 | Oil 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 | |
2008 | New Evidence on US Current Account Sustainability In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 1 |
2008 | Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2016 | Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 8 |
2009 | US 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] | article | 4 |
2011 | Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
2013 | Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 9 |
2015 | The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers. [Citation analysis] | paper | 0 |
2016 | Persistence, 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 | |
2015 | Modeling Persistence of Carbon Emission Allowance Prices In: Working Papers. [Citation analysis] | paper | 8 |
2012 | Does Education Affect Happiness? Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 52 |
2013 | Environment and Happiness: New Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 20 |
2004 | Stock market cycles and stock market development in Spain In: Spanish Economic Review. [Full Text][Citation analysis] | article | 12 |
2002 | Stock 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 | |
2006 | Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 12 |
2003 | Additional 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 | |
2003 | Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
2018 | Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2019 | Impact of state-dependent oil price on US stock returns using local projections In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2007 | Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
2009 | Financial liberalization, stock market volatility and outliers in emerging economies In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2006 | Real convergence in some Central and Eastern European countries In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2003 | Sacrifice Ratios: Some lessons from EMU countries, 1960-2001 In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 2 |
2012 | Does Media Consumption Make Us Happy? Evidence for Spain In: Journal of Media Economics. [Full Text][Citation analysis] | article | 9 |
2002 | Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
2015 | Exploring the oil prices and exchange rates nexus in some African economies In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 16 |
2002 | Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Exploring Surveyâ€Based Inflation Forecasts.(2012) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2008 | Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Persistence in some energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team