Robert John Powell : Citation Profile

Are you Robert John Powell?

Edith Cowan University

7

H index

3

i10 index

110

Citations

RESEARCH PRODUCTION:

28

Articles

33

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 11
   Journals where Robert John Powell has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 11 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo461
   Updated: 2020-08-09    RAS profile: 2020-01-26    
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Relations with other researchers

Works with:

Allen, David (39)

McAleer, Michael (31)

Pham, Thach (4)

Vo, Duc (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 (38)

Allen, David (26)

Vo, Duc (12)

Chang, Chia-Lin (10)

Chan, Felix (5)

Oxley, Les (5)

perez-amaral, teodosio (4)

Dalla Valle, Luciana (2)

Sosvilla-Rivero, Simon (2)

Reboredo, Juan (2)

Ho, Chi (2)

Cites to:

McAleer, Michael (32)

Allen, David (19)

Engle, Robert (13)

Diebold, Francis (8)

Chang, Chia-Lin (7)

Jorion, Philippe (7)

merton, robert (6)

Pastor, Lubos (6)

Manganelli, Simone (6)

Pesaran, M (6)

Yilmaz, Kamil (5)

Main data

Where Robert John Powell has published?

Journals with more than one article published# docs
Applied Economics Letters4
Annals of Financial Economics (AFE)4
Applied Economics3
International Organization2
Journal of Risk and Financial Management2
Mathematics and Computers in Simulation (MATCOM)2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico10
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 (2019 and 2018)

YearTitle of citing document
2019Sectoral Risks in Vietnam and Malaysia A Comparative Analysis. (2019). Vo, Duc ; Pham, Trung Vu-Thanh ; van Tuan, Quang. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:62-87.

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2018A review of research on regulation changes in the Asiaâ€Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667.

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2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Ferrando, Laura. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:2:p:212-242.

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2017ESTIMATING THE RETURN OF THE FINANCIAL TITLES OF THE COMPANIES FROM THE MANUFACTURING INDUSTRY, LISTED ON THE BUCHAREST STOCK EXCHANGE. (2017). Nicolae, Baltes ; Alexandra-Gabriela, Dragoe . In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:3:p:19-28.

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2017A Study on the Volatility of the Bangladesh Stock Market — Based on GARCH Type Models. (2017). Bhowmik, Roni ; Kumar, Jewel Roy ; Shouyang, Wang ; Chao, WU. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:3:p:193-215:n:1.

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2018Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2018). Chowdhury, Biplob ; Dungey, Mardi ; JEYASREEDHARAN, NAGARATNAM . In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:29-47.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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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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2018Financial distress and bankruptcy prediction: An appropriate model for listed firms in Vietnam. (2018). Vo, Binh Pham ; Do, Trung. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:616-624.

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2017Economic lot sampling inspection from defect counts with minimum conditional value-at-risk. (2017). Fernandez, Arturo J. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:573-580.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2017Hedging downside risk of oil refineries: A vine copula approach. (2017). Sukcharoen, Kunlapath ; Leatham, David. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:493-507.

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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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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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2019Severity modeling of extreme insurance claims for tariffication. (2019). Wenzel, Jorg ; Desmettre, Sascha ; Laudage, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:77-92.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2017A new parametric method of estimating the joint probability density. (2017). Alghalith, Moawia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:799-803.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

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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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2018A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). Singh, A K ; Allen, D E. In: Econometric Institute Research Papers. RePEc:ems:eureir:109055.

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2019Corporate Financial Distress of Industry Level Listings in an Emerging Market. (2019). Vo, Duc ; McAleer, Michael ; Pham, T. V.-T., ; Pham, B. V.-N., . In: Econometric Institute Research Papers. RePEc:ems:eureir:115613.

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2019Risk Analysis of Energy in Vietnam. (2019). Vo, Duc ; McAleer, Michael ; Duong, T. N.-T., ; Tran, N P. In: Econometric Institute Research Papers. RePEc:ems:eureir:115616.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2019Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980.

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2019VIX Futures as a Market Timing Indicator. (2019). Hourvouliades, Nikolas ; Fassas, Athanasios P. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:113-:d:244838.

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2019An Empirical Test of Capital Structure Theories for the Vietnamese Listed Firms. (2019). Vo, Duc ; Ho, Chi ; Nguyen, Hoang Huy. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:148-:d:266004.

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2019Corporate Financial Distress of Industry Level Listings in Vietnam. (2019). Vo, Duc ; McAleer, Michael ; Ho, Chi. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:155-:d:269614.

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2018On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets. (2018). Candila, Vincenzo ; Farace, Salvatore . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:116-:d:174522.

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2018The Asymptotic Decision Scenarios of an Emerging Stock Exchange Market: Extreme Value Theory and Artificial Neural Network. (2018). Musah, Abdul-Aziz Ibn ; Abdul-Rasheed, Alhassan Alolo ; Ud, Hira Salah. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:132-:d:183344.

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2019Market Risk Analysis of Energy in Vietnam. (2019). Vo, Duc ; McAleer, Michael ; Nguyen, Thang Cong ; Tran, Ngoc Phu. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:112-:d:283415.

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2020A Comprehensive Stability Indicator for Banks. (2020). Vo, Duc ; Powell, Robert J. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:13-:d:315737.

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2017Risk Measurement and Risk Modelling Using Applications of Vine Copulas. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713.

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2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index. (2017). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Adame-Garcia, Victor . In: IREA Working Papers. RePEc:ira:wpaper:201702.

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2019Firm Value and the Impact of Operational Management. (2019). Karathanasopoulos, Andreas ; Mitra, Sovan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9258-1.

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2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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2019Examining Dynamic Interdependencies Among Major Global Financial Markets. (2019). Deisting, Florent ; Saini, Sakshi ; Sehgal, Sanjay. In: Multinational Finance Journal. RePEc:mfj:journl:v:23:y:2019:i:1-2:p:103-139.

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2017A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. (2017). Li, Longqing. In: MPRA Paper. RePEc:pra:mprapa:85645.

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2017The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:1:p:38-59.

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2017The nature of sellers’ cyber credit in C2C e-commerce: the perspective of social capital. (2017). Liang, Kun ; Jia, Zelin ; Ning, Weihong ; Lin, Zhangxi ; Jiang, Cuiqing. In: Electronic Commerce Research. RePEc:spr:elcore:v:17:y:2017:i:1:d:10.1007_s10660-016-9231-x.

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2017Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2017). Dungey, Mardi ; Jeyasreedharan, Nagaratnam ; Chowdhury, Biplob. In: Working Papers. RePEc:tas:wpaper:23638.

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2017A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170013.

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2018A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies. (2018). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1818.

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2017Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory. (2017). Giles, David ; Chen, Qinlu . In: Econometrics Working Papers. RePEc:vic:vicewp:1704.

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2018Coordinating Supply Chain with Buy-Back Contracts in the Presence of Risk Aversion. (2018). Luo, Chunlin ; Cai, Qiang ; Mao, Xiaobing ; Tian, Xin. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:35:y:2018:i:02:n:s0217595918400080.

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2019Game theory, Strategies and the convoluted triangle - India, Pakistan, Kashmir. (2019). Pradeep, Siddhartha. In: EconStor Preprints. RePEc:zbw:esprep:195929.

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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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2013Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica.
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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: 10		paper
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Documentos de Trabajo del ICAE.
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2013A Capital Adequacy Buffer Model In: Working Papers in Economics.
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2016A capital adequacy buffer model.(2016) In: Applied Economics Letters.
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2013A Capital Adequacy Buffer Model.(2013) In: Econometric Institute Research Papers.
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2013A Capital Adequacy Buffer Model.(2013) In: Documentos de Trabajo del ICAE.
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2014Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics.
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2017Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance.
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2014Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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2014European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics.
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2014European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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2014European Market Portfolio Diversification Strategies across the GFC.(2014) In: Documentos de Trabajo del ICAE.
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2015Nuclear Brinkmanship, Limited War, and Military Power In: International Organization.
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2017Research Bets and Behavioral IR In: International Organization.
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2017The long and short of commodity tails and their relationship to Asian equity markets In: Journal of Asian Economics.
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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]		article13
2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research.
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2013Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article6
2013Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article12
2015Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
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2015Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers.
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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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2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Documentos de Trabajo del ICAE.
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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
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2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics.
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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers.
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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Documentos de Trabajo del ICAE.
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2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]		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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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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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.
[Full Text][Citation analysis]		article7
2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia 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.
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2012The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions.(2012) In: Documentos de Trabajo del ICAE.
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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.
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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		paper
2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers.
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2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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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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2018NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE).
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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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2013The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review.
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In: .
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2012A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters.
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2012Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters.
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2018Economic cycles and downside commodities risk In: Applied Economics Letters.
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2017Tail dependence analysis of stock markets using extreme value theory In: Applied Economics.
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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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2013Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers.
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2011QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE).
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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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