Alejandro Perez-Laborda : Citation Profile


Are you Alejandro Perez-Laborda?

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

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

7

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 2
   Journals where Alejandro Perez-Laborda has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 7 (21.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe616
   Updated: 2021-01-02    RAS profile: 2020-11-08    
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Relations with other researchers


Works with:

Lovcha, Yuliya (9)

Gil-Alana, Luis (2)

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 (4)

Spagnolo, Nicola (3)

Menla Ali, Faek (3)

Jooste, Charl (2)

GUPTA, RANGAN (2)

Caporale, Guglielmo Maria (2)

Balcilar, Mehmet (2)

Spyromitros, Eleftherios (1)

Vacha, Lukas (1)

tule, moses (1)

Dräger, Lena (1)

Cites to:

Diebold, Francis (25)

Yilmaz, Kamil (16)

Kilian, Lutz (11)

Lovcha, Yuliya (11)

Christiano, Lawrence (11)

McAleer, Michael (11)

Chang, Chia-Lin (11)

Eichenbaum, Martin (10)

Baruník, Jozef (9)

Vigfusson, Robert (9)

Gil-Alana, Luis (9)

Main data


Where Alejandro Perez-Laborda has published?


Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics8

Recent works citing Alejandro Perez-Laborda (2020 and 2019)


YearTitle of citing document
2020Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-37.

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2019Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020Progressive taxation and human capital as determinants of inflation persistence. (2020). Tsintzos, Panagiotis ; Spyromitros, Eleftherios ; Geronikolaou, George. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:82-97.

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

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2020Time-frequency dynamics of exchange rates in East Asia. (2020). Kinkyo, Takuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919310049.

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2019Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains. (2019). Nakajima, Tadahiro ; Hamori, Shigeyuki ; He, Yijin. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3970-:d:278100.

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2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133.

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2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Wenting. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715.

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2020Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices. (2020). Toyoshima, Yuki ; Nakajima, Tadahiro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1533-:d:336634.

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2020Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1900-:d:345059.

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2020Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

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2019SVARs Identification through Bounds on the Forecast Error Variance. (2019). Volpicella, Alessio. In: Working Papers. RePEc:qmw:qmwecw:890.

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2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

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Works by Alejandro Perez-Laborda:


YearTitleTypeCited
2020Are cryptocurrencies becoming more interconnected? In: Papers.
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paper0
2020Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2015THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING In: Macroeconomic Dynamics.
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article1
2020Dynamic frequency connectedness between oil and natural gas volatilities In: Economic Modelling.
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article9
2013Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market In: Journal of International Money and Finance.
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article5
2010Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market.(2010) In: MNB Working Papers.
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This paper has another version. Agregated cites: 5
paper
2018Monetary policy shocks, inflation persistence, and long memory In: Journal of Macroeconomics.
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article5
2018On the invertibility of seasonally adjusted series In: Computational Statistics.
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article0
2016On the invertibility of seasonally adjusted series.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market In: Empirical Economics.
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article0
2016Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013A fractionally integrated approach to monetary policy and inflation dynamics In: Working Papers.
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paper3
2013Hours worked - Productivity puzzle: identification in fractional integration settings In: Working Papers.
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paper1
2016The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks In: Working Papers.
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paper1
2016Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis In: Working Papers.
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paper0
2018Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns In: Working Papers.
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2019The Determinants of CO2 prices in the EU ETS System In: Working Papers.
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