Robert John Powell : Citation Profile

Are you Robert John Powell?

Edith Cowan University

8

H index

6

i10 index

163

Citations

RESEARCH PRODUCTION:

33

Articles

23

Papers

3

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 11
   Journals where Robert John Powell has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 14 (7.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo461
   Updated: 2023-05-27    RAS profile: 2022-09-29    
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Relations with other researchers

Works with:

Vo, Duc (6)

Allen, David (4)

Pham, Thach (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert John Powell.

Is cited by:

Vo, Duc (20)

Allen, David (18)

Chang, Chia-Lin (7)

Chan, Felix (4)

Oxley, Les (4)

Pérez-Amaral, Teodosio (3)

Ho, Chi (3)

Dalla Valle, Luciana (2)

Giles, David (2)

Škrinjarić, Tihana (2)

Reboredo, Juan (2)

Cites to:

Engle, Robert (26)

Allen, David (23)

Diebold, Francis (10)

Yilmaz, Kamil (8)

merton, robert (8)

Jorion, Philippe (7)

Jagannathan, Ravi (7)

Drehmann, Mathias (7)

Pesaran, Mohammad (6)

Bollerslev, Tim (6)

Bassett, Gilbert (6)

Main data

Where Robert John Powell has published?

Journals with more than one article published# docs
Annals of Financial Economics (AFE)4
Applied Economics Letters4
JRFM3
Applied Economics3
Risks2
The North American Journal of Economics and Finance2
Mathematics and Computers in Simulation (MATCOM)2
Journal of Asian Economics2
International Organization2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10
KIER Working Papers / Kyoto University, Institute of Economic Research5
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4

Recent works citing Robert John Powell (2022 and 2021)

YearTitle of citing document
2021Editorial in Honour of Professor Michael McAleer. (2021). Wong, Wing-Keung ; Tiwari, Aviral ; Moslehpour, Massoud ; Pan, Shin Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:1-14.

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2021Stock Index Prediction using Cointegration test and Quantile Loss. (2021). Kang, Minjung ; Lee, Heejoon ; Cheong, Jaeyoung. In: Papers. RePEc:arx:papers:2109.15045.

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2022Methods in Econophysics: Estimating the Probability Density and Volatility. (2022). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.10178.

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2022An empirical investigation of the quality of value?at?risk disclosure in Australia. (2022). Smith, Daniel R ; Campbell, Angus. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:469-491.

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2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2021Hedging futures performance with denoising and noise-assisted strategies. (2021). Yao, Yinhong ; Su, Kuangxi ; Zheng, Chengli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000899.

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2022Lessons from naïve diversification about the risk-reward trade-off. (2022). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001856.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2022Tail risk, systemic risk and spillover risk of crude oil and precious metals. (2022). Benjasak, Chonlakan ; Kumpamool, Chamaiporn ; Chaudhry, Sajid M ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002298.

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2022Research on credit rating and risk measurement of electricity retailers based on Bayesian Best Worst Method-Cloud Model and improved Credit Metrics model in Chinas power market. (2022). Qi, ZE ; Zhao, Yihang ; Li, Bingkang ; Zhang, Yuanyuan. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222009914.

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2022Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Zhang, Chao ; Wu, Junfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001818.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.

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2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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2021Research on financial early warning of mining listed companies based on BP neural network model. (2021). Lei, Yalin ; Sun, Xiaojun. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002348.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2021Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. (2021). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chung, Chien-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306788.

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2022Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Balli, Hatice ; de Bruin, Anne ; Ozerballi, Hatice ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000208.

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2022An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective. (2022). Yao, Wenying ; Xing, Shuo ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001159.

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2021Financial contagion in the futures markets amidst global geo-economic events. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:288-308.

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2021Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

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2022Financial Risk Meter for emerging markets. (2022). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154.

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2021Optimal Returns in Indian Stock Market during Global Pandemic: A Comparative Study. (2021). Srivastava, Hari Mohan ; Debnath, Pradip. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:592-:d:697507.

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2021Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Ego, Boko ; Marasovi, Branka. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333.

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2021Quantile Risk–Return Trade-Off. (2021). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:249-:d:568106.

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2022A Particle Swarm Optimization Copula-Based Approach with Application to Cryptocurrency Portfolio Optimisation. (2022). Mai, Magdaline Mbong ; Mba, Jules Clement. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:285-:d:849511.

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2022.

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2021.

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2022Fintech and Financial Risks of Systemically Important Commercial Banks in China: An Inverted U-Shaped Relationship. (2022). Ma, Zhenzhong ; Yang, Xinyun ; Chen, Baomin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:5912-:d:814795.

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2023Sustainable Quality Management Based on Metrological Sampling Scheme Design: A Case Study of Food Processor. (2023). Chen, Zhisong ; Zhang, Bin ; Yang, Fengping ; Wang, Mingquan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5283-:d:1099108.

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2022Economic Categorizing Based on DFT-induced Supervised Learning. (2022). Chen, Ray-Ming. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10076-4.

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2021A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations. (2021). Wang, Mingzheng ; Zhang, Xiaohui ; Yan, Dawen. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03571-2.

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2022Portfolio optimization with optimal expected utility risk measures. (2022). Seifried, F T ; Herbinger, J ; Graf, H ; Geissel, S. In: Annals of Operations Research. RePEc:spr:annopr:v:309:y:2022:i:1:d:10.1007_s10479-021-04403-7.

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2022Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. (2022). Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04367-8.

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2021Measuring Market Risk of Commercial Banks Implementing VaR with Historical Simulation Approach. (2021). Minhaz-Ul-Haq, . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:11:y:2021:i:4:f:11_4_4.

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2021The Behavior of Extreme and Cumulative Stock Price Random Variables during the Crisis Periods-A Study of Nifty 50 Stocks. (2021). Gali, Srilakshminarayana. In: Economic Research Guardian. RePEc:wei:journl:v:11:y:2021:i:1:p:103-129.

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2021Systemic risk and macroeconomic forecasting: A globally applicable copula?based approach. (2021). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1420-1443.

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Works by Robert John Powell:

YearTitleTypeCited
2009Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective In: Accounting and Finance.
[Full Text][Citation analysis]		article10
2013Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica.
[Full Text][Citation analysis]		article13
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers.
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2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 13		paper
2013A Capital Adequacy Buffer Model In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2013A Capital Adequacy Buffer Model.(2013) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 0		paper
2016A capital adequacy buffer model.(2016) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 0		article
2014Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics.
[Full Text][Citation analysis]		paper9
2017Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance.
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This paper has another version. Agregated cites: 9		article
2014Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 9		paper
2014European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2014European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3		paper
2015Nuclear Brinkmanship, Limited War, and Military Power In: International Organization.
[Full Text][Citation analysis]		article1
2017Research Bets and Behavioral IR In: International Organization.
[Full Text][Citation analysis]		article0
2017The long and short of commodity tails and their relationship to Asian equity markets In: Journal of Asian Economics.
[Full Text][Citation analysis]		article3
2021Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach In: Journal of Asian Economics.
[Full Text][Citation analysis]		article1
2013EVT and tail-risk modelling: Evidence from market indices and volatility series In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article16
2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2013Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article5
2013Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article13
2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2015Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper1
2015Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper8
2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
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2022An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers In: JRFM.
[Full Text][Citation analysis]		article0
2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: JRFM.
[Full Text][Citation analysis]		article2
2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: KIER Working Papers.
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2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: JRFM.
[Full Text][Citation analysis]		article9
2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia In: Risks.
[Full Text][Citation analysis]		article0
2020A Comprehensive Stability Indicator for Banks In: Risks.
[Full Text][Citation analysis]		article1
2013Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions In: Global Business and Economics Review.
[Full Text][Citation analysis]		article4
2012The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers.
[Full Text][Citation analysis]		paper2
2012Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers.
[Full Text][Citation analysis]		paper1
2013Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers.
[Full Text][Citation analysis]		paper2
2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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2018NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE).
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2011Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Aspects of Volatility and Correlations in European Emerging Economies In: Palgrave Macmillan Books.
[Citation analysis]		chapter2
2008Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2013The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review.
[Full Text][Citation analysis]		article2
2012The fluctuating default risk of Australian banks In: Australian Journal of Management.
[Full Text][Citation analysis]		article16
2015Thoughts on Extreme Risk in Indonesia In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2012A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2012Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2018Economic cycles and downside commodities risk In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2017Tail dependence analysis of stock markets using extreme value theory In: Applied Economics.
[Full Text][Citation analysis]		article0
2019Cattle as a consistently resilient agricultural commodity In: Applied Economics.
[Full Text][Citation analysis]		article0
2017New perspectives on bank risk in Malaysia In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2013Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper5
2011QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article3
2013A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0
2013THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article0

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