Alejandro Perez-Laborda : Citation Profile


Are you Alejandro Perez-Laborda?

Universitat Rovira I Virgili Tarragona (50% share)
Universitat Rovira I Virgili Tarragona (50% share)

5

H index

4

i10 index

113

Citations

RESEARCH PRODUCTION:

12

Articles

11

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 8
   Journals where Alejandro Perez-Laborda has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 8 (6.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe616
   Updated: 2024-01-16    RAS profile: 2023-05-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Fernandez Bariviera, Aurelio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alejandro Perez-Laborda.

Is cited by:

Hamori, Shigeyuki (7)

Nakajima, Tadahiro (5)

GUPTA, RANGAN (4)

Spagnolo, Nicola (3)

Menla Ali, Faek (3)

Spagnolo, Fabio (3)

Fernandez Bariviera, Aurelio (3)

Pontines, Victor (2)

Taylor, Robert (2)

Jooste, Charl (2)

Rey, Alexey (2)

Cites to:

Diebold, Francis (39)

Yilmaz, Kamil (27)

Baruník, Jozef (18)

Kilian, Lutz (14)

Lovcha, Yuliya (13)

Nguyen, Duc Khuong (12)

Gil-Alana, Luis (12)

Chang, Chia-Lin (11)

Hammoudeh, Shawkat (11)

Kočenda, Evžen (9)

Johansen, Soren (8)

Main data


Where Alejandro Perez-Laborda has published?


Journals with more than one article published# docs
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics9

Recent works citing Alejandro Perez-Laborda (2024 and 2023)


YearTitle of citing document
2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

Full description at Econpapers || Download paper

2023The climate change challenge and fiscal instruments and policies in the EU. (2023). Ferdinandusse, Marien ; Domingues, Joo ; Delgado-Tellez, Mar ; Dallari, Pietro ; Cochard, Marion ; Caracciolo, Giacomo ; Theofilakou, Anastasia ; Caprioli, Francesco ; Schmidt, Katja ; Avgousti, Aris ; Prammer, Doris ; Nerlich, Carolin ; Filip, Daniela. In: Occasional Paper Series. RePEc:ecb:ecbops:2023315.

Full description at Econpapers || Download paper

2023Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093.

Full description at Econpapers || Download paper

2023Energy-sharing operation strategy of multi-district integrated energy systems considering carbon and renewable energy certificate trading. (2023). Zhang, Can ; Hu, Haoming ; Li, Yang ; Pan, Weiqi ; Tan, Jinjing. In: Applied Energy. RePEc:eee:appene:v:339:y:2023:i:c:s030626192300199x.

Full description at Econpapers || Download paper

2023COVID-19 policy actions and inflation targeting in South Asia. (2023). Pathirage, Kasun ; Aun, Syed. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001324.

Full description at Econpapers || Download paper

2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

Full description at Econpapers || Download paper

2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

Full description at Econpapers || Download paper

2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

Full description at Econpapers || Download paper

2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

Full description at Econpapers || Download paper

2023Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365.

Full description at Econpapers || Download paper

2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

Full description at Econpapers || Download paper

2023The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

Full description at Econpapers || Download paper

2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

Full description at Econpapers || Download paper

2023On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

Full description at Econpapers || Download paper

2023Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359.

Full description at Econpapers || Download paper

2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

Full description at Econpapers || Download paper

2023Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow. (2023). Lee, Yunyoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007668.

Full description at Econpapers || Download paper

2023What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Hammoudeh, Shawkat ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965.

Full description at Econpapers || Download paper

2023Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

Full description at Econpapers || Download paper

2023Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x.

Full description at Econpapers || Download paper

2023What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies. (2023). Wosik, Katarzyna ; Wider, Wojciech ; Sobaski, Konrad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000033.

Full description at Econpapers || Download paper

2023Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data. (2023). He, Chunyan ; Qu, Fang ; She, Wensen ; Zhang, Deyuan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5898-:d:1213838.

Full description at Econpapers || Download paper

2023The Unprecedented Natural Gas Crisis in Europe: Investigating the Causes and Consequences with a Focus on Italy. (2023). Thorin, Eva ; Krayem, Alaa ; Desideri, Umberto. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5954-:d:1215947.

Full description at Econpapers || Download paper

2023Optimizing Generation Maintenance Scheduling Considering Emission Factors. (2023). Kaewprapha, Phisan ; Prukpanit, Panit ; Leeprechanon, Nopbhorn. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:23:p:7775-:d:1287805.

Full description at Econpapers || Download paper

2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

Full description at Econpapers || Download paper

2023Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks. (2023). Yoon, Seong-Min ; Mensi, Walid ; Jiang, Zhuhua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2193-:d:1045871.

Full description at Econpapers || Download paper

2023The Influencing Factors of the Carbon Trading Price: A Case of China against a “Double Carbon” Background. (2023). Yu, Yang ; Tian, Yihua ; Yang, Danni ; Fu, Qinyi ; Zeng, Shaolong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2203-:d:1046138.

Full description at Econpapers || Download paper

2023Carbon Pricing in Current Global Institutional Changes. (2023). Ovechkin, Danila ; Pisarenko, Zhanna ; Devyatkov, Anton ; Boldyreva, Natalia ; Reshetnikova, Liudmila. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3632-:d:1070440.

Full description at Econpapers || Download paper

2023Time and frequency dynamics of connectedness between green bonds, clean energy markets and carbon prices. (2023). Tselika, Kyriaki ; Flessum, Ingrid Emilie. In: Discussion Papers. RePEc:hhs:nhhfms:2023_018.

Full description at Econpapers || Download paper

2023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

Full description at Econpapers || Download paper

2023Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6.

Full description at Econpapers || Download paper

2023Intermediate goods-skill complementarity and income distribution. (2023). Takeuchi, Fumihide. In: MPRA Paper. RePEc:pra:mprapa:116372.

Full description at Econpapers || Download paper

2023Sustainable small ports: performance assessment tool for management, responsibility, impact, and self-monitoring. (2023). Inkinen, Tommi ; Kunnaala-Hyrkki, Vappu ; Brunila, Olli-Pekka. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:8:y:2023:i:1:d:10.1186_s41072-023-00142-z.

Full description at Econpapers || Download paper

2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

Full description at Econpapers || Download paper

2023Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57.

Full description at Econpapers || Download paper

Works by Alejandro Perez-Laborda:


YearTitleTypeCited
2020Are cryptocurrencies becoming more interconnected? In: Papers.
[Full Text][Citation analysis]
paper28
2021Are cryptocurrencies becoming more interconnected?.(2021) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
article
2020Are cryptocurrencies becoming more interconnected?.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2020Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2015THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article2
2013Hours worked - Productivity puzzle: identification in fractional integration settings.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022The determinants of CO2 prices in the EU emission trading system In: Applied Energy.
[Full Text][Citation analysis]
article14
2020Dynamic frequency connectedness between oil and natural gas volatilities In: Economic Modelling.
[Full Text][Citation analysis]
article43
2022Long-memory and volatility spillovers across petroleum futures In: Energy.
[Full Text][Citation analysis]
article1
2013Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article6
2010Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market.(2010) In: MNB Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2018Monetary policy shocks, inflation persistence, and long memory In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article11
2020Capital-skill complementarity and biased technical change across US sectors In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article3
2023Competition for domestic tourism in the COVID-19 pandemic: A characterization using a contest model In: Tourism Economics.
[Full Text][Citation analysis]
article0
2018On the invertibility of seasonally adjusted series In: Computational Statistics.
[Full Text][Citation analysis]
article0
2016On the invertibility of seasonally adjusted series.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market In: Empirical Economics.
[Full Text][Citation analysis]
article0
2016Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013A fractionally integrated approach to monetary policy and inflation dynamics In: Working Papers.
[Full Text][Citation analysis]
paper3
2016The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks In: Working Papers.
[Full Text][Citation analysis]
paper1
2016Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns In: Working Papers.
[Full Text][Citation analysis]
paper0
2019The Determinants of CO2 prices in the EU ETS System In: Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team