Robert John Powell : Citation Profile


Are you Robert John Powell?

Edith Cowan University

7

H index

4

i10 index

132

Citations

RESEARCH PRODUCTION:

30

Articles

33

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 11
   Journals where Robert John Powell has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 12 (8.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo461
   Updated: 2021-02-20    RAS profile: 2021-01-01    
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Relations with other researchers


Works with:

Allen, David (10)

McAleer, Michael (8)

Vo, Duc (5)

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:

McAleer, Michael (48)

Allen, David (27)

Vo, Duc (23)

Chang, Chia-Lin (10)

Oxley, Les (5)

Chan, Felix (5)

perez-amaral, teodosio (4)

Ho, Chi (3)

Sosvilla-Rivero, Simon (2)

Dalla Valle, Luciana (2)

Giles, David (2)

Cites to:

McAleer, Michael (33)

Allen, David (21)

Engle, Robert (17)

Diebold, Francis (9)

Chang, Chia-Lin (8)

Yilmaz, Kamil (7)

Jorion, Philippe (7)

merton, robert (7)

Manganelli, Simone (6)

Pesaran, M (6)

Pastor, Lubos (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
Applied Economics3
Risks2
Mathematics and Computers in Simulation (MATCOM)2
The North American Journal of Economics and Finance2
Journal of Risk and Financial Management2
International Organization2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico10
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 (2021 and 2020)


YearTitle of citing document
2020Price volatility spillovers between supply chain and innovation of financial pledges in China. (2020). Wang, Yinyin ; Zhang, Lang ; Sui, BO ; Chen, DI ; Hu, Haiqing. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:397-413.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020Systematic Risk at the Industry Level: A Case Study of Australia. (2020). Vo, Duc ; McAleer, Michael ; Vu, Tan Ngoc ; Nguyen, Thang Cong. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914.

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2020Consumer marketplace lending in Australia: Credit scores and loan funding success. (2020). Deer, Luke ; Grant, Andrew. In: Australian Journal of Management. RePEc:sae:ausman:v:45:y:2020:i:4:p:607-623.

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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.
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article9
2013Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica.
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article11
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers.
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This paper has another version. Agregated cites: 11
paper
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 11
paper
2013A Capital Adequacy Buffer Model In: Working Papers in Economics.
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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
2013A Capital Adequacy Buffer Model.(2013) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2014Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics.
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paper7
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: 7
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: 7
paper
2014European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics.
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paper5
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: 5
paper
2014European Market Portfolio Diversification Strategies across the GFC.(2014) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 5
paper
2015Nuclear Brinkmanship, Limited War, and Military Power In: International Organization.
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article1
2017Research Bets and Behavioral IR In: International Organization.
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article0
2017The long and short of commodity tails and their relationship to Asian equity markets In: Journal of Asian Economics.
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article3
2013EVT and tail-risk modelling: Evidence from market indices and volatility series In: The North American Journal of Economics and Finance.
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article14
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.
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article0
2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research.
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article7
2013Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM).
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article6
2013Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM).
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article12
2015Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
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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
2015Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Documentos de Trabajo del ICAE.
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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.
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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
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Documentos de Trabajo del ICAE.
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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.
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paper2
2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics.
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This paper has another version. Agregated cites: 2
article
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 2
paper
2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: Journal of Risk and Financial Management.
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article1
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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This paper has another version. Agregated cites: 1
paper
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: 1
paper
2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 1
paper
2016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: Journal of Risk and Financial Management.
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article8
2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia In: Risks.
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article0
2020A Comprehensive Stability Indicator for Banks In: Risks.
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article1
2013Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions In: Global Business and Economics Review.
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article4
2012The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers.
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paper3
2012The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions.(2012) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 3
paper
2012Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers.
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paper1
2013Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2012Volatility Spillovers from the US to Australia and China across the GFC.(2012) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 1
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2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers.
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paper1
2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1
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2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 1
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2008Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective In: MPRA Paper.
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paper2
2013The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review.
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article2
2012The fluctuating default risk of Australian banks In: Australian Journal of Management.
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article15
2012A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters.
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article2
2012Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters.
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article3
2018Economic cycles and downside commodities risk In: Applied Economics Letters.
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article5
2017Tail dependence analysis of stock markets using extreme value theory In: Applied Economics.
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article0
2019Cattle as a consistently resilient agricultural commodity In: Applied Economics.
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2017New perspectives on bank risk in Malaysia In: Cogent Economics & Finance.
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article0
2013Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers.
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paper3
2011QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE).
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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).
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2013THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE In: Annals of Financial Economics (AFE).
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