3
H index
0
i10 index
25
Citations
Alejandro Perez-Laborda : Citation Profile
Universitat Rovira I Virgili Tarragona (50% share) | RESEARCH PRODUCTION: 7 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2010 - 2020). Relations with other researchers
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:
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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 Economics | 8 |
Recent works citing Alejandro Perez-Laborda (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | Identifying 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. Full description at Econpapers || Download paper |
| 2019 | Time 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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Progressive 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. 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 | Time-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. Full description at Econpapers || Download paper |
| 2019 | Connectedness 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. Full description at Econpapers || Download paper |
| 2020 | Spillovers 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. Full description at Econpapers || Download paper |
| 2020 | How 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. Full description at Econpapers || Download paper |
| 2020 | Examination 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. Full description at Econpapers || Download paper |
| 2020 | Influence 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. Full description at Econpapers || Download paper |
| 2020 | Measuring 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. Full description at Econpapers || Download paper |
| 2019 | SVARs Identification through Bounds on the Forecast Error Variance. (2019). Volpicella, Alessio. In: Working Papers. RePEc:qmw:qmwecw:890. Full description at Econpapers || Download paper |
| 2019 | Information 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. Full description at Econpapers || Download paper |
Works by Alejandro Perez-Laborda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Are cryptocurrencies becoming more interconnected? In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 1 |
| 2020 | Dynamic frequency connectedness between oil and natural gas volatilities In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 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 | 5 |
| 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 another version. Agregated cites: 5 | paper | |
| 2018 | Monetary policy shocks, inflation persistence, and long memory In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
| 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 another 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 another 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 |
| 2013 | Hours worked - Productivity puzzle: identification in fractional integration settings In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 0 |
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