5
H index
4
i10 index
113
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe616 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alejandro Perez-Laborda. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Macroeconomics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Universitat Rovira i Virgili, Department of Economics | 9 |
Year | Title of citing document |
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2023 | Cryptocurrencies 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 |
2023 | The 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 |
2023 | Forecasting 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 |
2023 | Energy-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 |
2023 | COVID-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 |
2023 | A 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 |
2023 | Quantile 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 |
2023 | Do 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 |
2023 | The 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 |
2023 | Global 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 |
2023 | Connectedness 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 |
2023 | The 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 |
2023 | Portfolio 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 |
2023 | On 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 |
2023 | Anatomy 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 |
2023 | Dynamic 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 |
2023 | Dissecting 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 |
2023 | What 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 |
2023 | Dynamic 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 |
2023 | Impact 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 |
2023 | What 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 |
2023 | Asymmetric 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 |
2023 | The 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 |
2023 | Optimizing 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 |
2023 | An 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 |
2023 | Risks 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 |
2023 | The 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 |
2023 | Carbon 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 |
2023 | Time 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 |
2023 | Short- 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 |
2023 | Multi–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 |
2023 | Intermediate goods-skill complementarity and income distribution. (2023). Takeuchi, Fumihide. In: MPRA Paper. RePEc:pra:mprapa:116372. Full description at Econpapers || Download paper |
2023 | Sustainable 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 |
2023 | A 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 |
2023 | Causal 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 |
Year | Title | Type | Cited |
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2020 | Are cryptocurrencies becoming more interconnected? In: Papers. [Full Text][Citation analysis] | paper | 28 |
2021 | Are cryptocurrencies becoming more interconnected?.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2020 | Are cryptocurrencies becoming more interconnected?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2020 | Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2015 | THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2013 | Hours 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 | |
2022 | The determinants of CO2 prices in the EU emission trading system In: Applied Energy. [Full Text][Citation analysis] | article | 14 |
2020 | Dynamic frequency connectedness between oil and natural gas volatilities In: Economic Modelling. [Full Text][Citation analysis] | article | 43 |
2022 | Long-memory and volatility spillovers across petroleum futures In: Energy. [Full Text][Citation analysis] | article | 1 |
2013 | Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
2010 | Is 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 | |
2018 | Monetary policy shocks, inflation persistence, and long memory In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 11 |
2020 | Capital-skill complementarity and biased technical change across US sectors In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2023 | Competition for domestic tourism in the COVID-19 pandemic: A characterization using a contest model In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
2018 | On the invertibility of seasonally adjusted series In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | On the invertibility of seasonally adjusted series.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Structural 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 | |
2013 | A fractionally integrated approach to monetary policy and inflation dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The Determinants of CO2 prices in the EU ETS System In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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