Juan Carlos Reboredo : Citation Profile


Are you Juan Carlos Reboredo?

Universidade de Santiago de Compostela

11

H index

14

i10 index

487

Citations

RESEARCH PRODUCTION:

47

Articles

13

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 24
   Journals where Juan Carlos Reboredo has often published
   Relations with other researchers
   Recent citing documents: 202.    Total self citations: 33 (6.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre488
   Updated: 2017-07-22    RAS profile: 2017-05-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ugolini, Andrea (7)

Nguyen, Duc Khuong (6)

Hammoudeh, Shawkat (4)

Antelo, Manel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Carlos Reboredo.

Is cited by:

GUPTA, RANGAN (16)

Tiwari, Aviral (15)

Masih, Abul (13)

Shahbaz, Muhammad (12)

Czudaj, Robert (11)

Beckmann, Joscha (11)

Pierdzioch, Christian (10)

Risse, Marian (9)

Nguyen, Duc Khuong (8)

Bouri, Elie (8)

Batten, Jonathan (7)

Cites to:

Hammoudeh, Shawkat (35)

Baur, Dirk (24)

Patton, Andrew (22)

lucey, brian (21)

Andrews, Donald (17)

Nguyen, Duc Khuong (15)

Reinhart, Carmen (14)

Rogoff, Kenneth (14)

Hansen, Bruce (14)

Diebold, Francis (13)

McAleer, Michael (13)

Main data


Where Juan Carlos Reboredo has published?


Journals with more than one article published# docs
Energy Economics6
Renewable and Sustainable Energy Reviews3
The North American Journal of Economics and Finance3
Economic Modelling3
International Review of Economics & Finance3
Emerging Markets Review3
Journal of Banking & Finance2
Resources Policy2
Applied Economics Letters2
Applied Financial Economics2
Applied Economics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Juan Carlos Reboredo (2017 and 2016)


YearTitle of citing document
2016Energy Shock and Price Adjustment: National Brands vs. Private Labels of Retail Milk Products. (2016). Lopez, Rigoberto ; Xun, LI ; Rui, Wang . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235613.

Full description at Econpapers || Download paper

2016Analysis of Energy and Agricultural Commodity Markets with the Policy Mandated: A Vine Copula-based ARMA-EGARCH Model. (2016). Chen, Kuan-Ju . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236028.

Full description at Econpapers || Download paper

2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

Full description at Econpapers || Download paper

2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

Full description at Econpapers || Download paper

2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Papers. RePEc:arx:papers:1504.03733.

Full description at Econpapers || Download paper

2016An empirical analysis of the relationships between crude oil, gold and stock markets. (2016). Rojas, Omar ; Jim, Rebeca ; Coronado, Semei . In: Papers. RePEc:arx:papers:1510.07599.

Full description at Econpapers || Download paper

2016A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico. (2016). Rojas, Omar ; Coronado, Semei . In: Papers. RePEc:arx:papers:1602.03271.

Full description at Econpapers || Download paper

2016Short term prediction of extreme returns based on the recurrence interval analysis. (2016). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Stanley, Eugene H ; Xie, Chi ; Podobnik, Boris ; Canabarro, Askery . In: Papers. RePEc:arx:papers:1610.08230.

Full description at Econpapers || Download paper

2016The evolution of inflation in Chile since 2000. (2016). Naudon, Alberto ; Vial, Joaquin . In: BIS Papers chapters. RePEc:bis:bisbpc:89-07.

Full description at Econpapers || Download paper

2017Risk assessment of oil price from static and dynamic modelling approaches. (2017). Wei, Yi-Ming ; Mi, Zhifu ; Guan, Dabo ; Cao, Hong ; Yu, Hao ; Cong, Rong-Gang ; Tang, Bao-Jun . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:102.

Full description at Econpapers || Download paper

2016On the impact of dollar movements on oil currencies. (2016). Gomes, Gabriel. In: Working Papers. RePEc:cii:cepidt:2016-11.

Full description at Econpapers || Download paper

2017Measuring the effectiveness of volatility call auctions. (2017). Castro, Carlos ; Preciado, Sergio ; Agudelo, Diego. In: DOCUMENTOS DE TRABAJO. RePEc:col:000092:015498.

Full description at Econpapers || Download paper

2016In Search of Hedges and Safe Havens in Global Financial Markets. (2016). Wanat, Stanisław ; Papie, Monika ; Miech, Sawomir . In: Statistics in Transition new series. RePEc:csb:stintr:v:17:y:2016:i:3:p:557-574.

Full description at Econpapers || Download paper

2016Reassessing the empirical relationship between the oil price and the dollar. (2016). Mignon, Valérie ; Coudert, Virginie. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-2.

Full description at Econpapers || Download paper

2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

Full description at Econpapers || Download paper

2016A modern Dionysus tale: new evidence on the Greek debt crisis and the related costs. (2016). Burietz, Aurore ; ureche -Rangau, Loredana . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00616.

Full description at Econpapers || Download paper

2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

Full description at Econpapers || Download paper

2017Gold as inflation and exchange rate hedge: The case of India. (2017). Gautam, Vikash ; Kumar, Amrendra . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00692.

Full description at Econpapers || Download paper

2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

Full description at Econpapers || Download paper

2016Long run dynamic volatilities between OPEC and non-OPEC crude oil prices. (2016). Ghassan, Hassan ; Alhajhoj, Hassan Rafdan . In: Applied Energy. RePEc:eee:appene:v:169:y:2016:i:c:p:384-394.

Full description at Econpapers || Download paper

2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

Full description at Econpapers || Download paper

2017Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

Full description at Econpapers || Download paper

2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

Full description at Econpapers || Download paper

2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

Full description at Econpapers || Download paper

2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

Full description at Econpapers || Download paper

2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Gong, XU ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua . In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

Full description at Econpapers || Download paper

2016On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215.

Full description at Econpapers || Download paper

2016Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

Full description at Econpapers || Download paper

2016Spatial price dependence by time scale: Empirical evidence from the international butter markets. (2016). Fousekis, Panos ; Grigoriadis, Vasilis . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:195-204.

Full description at Econpapers || Download paper

2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

Full description at Econpapers || Download paper

2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

Full description at Econpapers || Download paper

2016Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

Full description at Econpapers || Download paper

2016Revisiting the accelerator principle in a world of uncertainty: Some empirical evidence. (2016). Arestis, Philip ; Gonzalez-Martinez, Ana Rosa . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:35-42.

Full description at Econpapers || Download paper

2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

Full description at Econpapers || Download paper

2016How is Chinas coke price related with the world oil price? The role of extreme movements. (2016). Wu, Yanrui ; Guo, Yanfeng ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:22-33.

Full description at Econpapers || Download paper

2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

Full description at Econpapers || Download paper

2016On the isolated impact of copulas on risk measurement: Asimulation study. (2016). Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:475-481.

Full description at Econpapers || Download paper

2016Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92.

Full description at Econpapers || Download paper

2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

Full description at Econpapers || Download paper

2017How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

Full description at Econpapers || Download paper

2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan A ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

Full description at Econpapers || Download paper

2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

Full description at Econpapers || Download paper

2017Can energy commodity futures add to the value of carbon assets?. (2017). Bouri, Elie ; Roubaud, David ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

Full description at Econpapers || Download paper

2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

Full description at Econpapers || Download paper

2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

Full description at Econpapers || Download paper

2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

Full description at Econpapers || Download paper

2016Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

Full description at Econpapers || Download paper

2016Co-movements between crude oil and food prices: A post-commodity boom perspective. (2016). Lucotte, Yannick. In: Economics Letters. RePEc:eee:ecolet:v:147:y:2016:i:c:p:142-147.

Full description at Econpapers || Download paper

2017The asymmetric volatility in the gold market revisited. (2017). Todorova, Neda . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:138-141.

Full description at Econpapers || Download paper

2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131.

Full description at Econpapers || Download paper

2016Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

Full description at Econpapers || Download paper

2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

Full description at Econpapers || Download paper

2016The impact of oil shocks on exchange rates: A Markov-switching approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

Full description at Econpapers || Download paper

2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

Full description at Econpapers || Download paper

2016Price differences among crude oils: The private costs of supply disruptions. (2016). Kaufmann, Robert. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:1-8.

Full description at Econpapers || Download paper

2016Predicting the oil prices: Do technical indicators help?. (2016). Yang, Qingyuan ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

Full description at Econpapers || Download paper

2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

Full description at Econpapers || Download paper

2016Contemporaneous interactions among fuel, biofuel and agricultural commodities. (2016). Frijns, Bart ; Fernandez-Perez, Adrian ; Tourani-Rad, Alireza . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:1-10.

Full description at Econpapers || Download paper

2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

Full description at Econpapers || Download paper

2016How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Behmiri, Niaz Bashiri ; Ahmadi, Maryam . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23.

Full description at Econpapers || Download paper

2016Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales. (2016). Huang, Shupei ; Hao, Xiaoqing ; Gao, Xiangyun . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:70-80.

Full description at Econpapers || Download paper

2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

Full description at Econpapers || Download paper

2016Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries. (2016). Liu, Chang ; Chen, Jianming ; Sun, Xiaolei . In: Energy Policy. RePEc:eee:enepol:v:92:y:2016:i:c:p:234-245.

Full description at Econpapers || Download paper

2016Do oil prices drive agricultural commodity prices? Evidence from South Africa. (2016). Fowowe, Babajide . In: Energy. RePEc:eee:energy:v:104:y:2016:i:c:p:149-157.

Full description at Econpapers || Download paper

2016The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun . In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

Full description at Econpapers || Download paper

2016Oil price shocks and U.S. dollar exchange rates. (2016). Chen, Hongtao ; Zhu, Yingming ; Wang, Yudong ; Liu, LI. In: Energy. RePEc:eee:energy:v:112:y:2016:i:c:p:1036-1048.

Full description at Econpapers || Download paper

2017The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution. (2017). Sun, Xiaoqi ; Jiang, Meihui . In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:742-752.

Full description at Econpapers || Download paper

2016Diamonds vs. precious metals: What shines brightest in your investment portfolio?. (2016). faff, robert ; Yao, Yiran ; Yew, Rand Kwong . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:1-14.

Full description at Econpapers || Download paper

2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs. (2016). Gupta, Rakesh ; Roca, Eduardo ; Yuan, Tian . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:230-239.

Full description at Econpapers || Download paper

2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

Full description at Econpapers || Download paper

2016Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Ftiti, Zied ; Guesmi, Khaled ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

Full description at Econpapers || Download paper

2016Determinants of asymmetric return comovements of gold and other financial assets. (2016). Mandal, Anandadeep ; Poshakwale, Sunil S. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:229-242.

Full description at Econpapers || Download paper

2017The price of shelter - Downside risk reduction with precious metals. (2017). Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

Full description at Econpapers || Download paper

2016On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations. (2016). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:255-267.

Full description at Econpapers || Download paper

2016Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. (2016). Tiwari, Aviral ; Ftiti, Zied . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:33-40.

Full description at Econpapers || Download paper

2016Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87.

Full description at Econpapers || Download paper

2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

Full description at Econpapers || Download paper

2016Testing the adaptive market hypothesis and its determinants for the Indian stock markets. (2016). Hiremath, Gourishankar S ; Narayan, Seema . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:173-180.

Full description at Econpapers || Download paper

2016How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254.

Full description at Econpapers || Download paper

2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Miech, Sawomir ; Papie, Monika . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

Full description at Econpapers || Download paper

2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

Full description at Econpapers || Download paper

2017Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

Full description at Econpapers || Download paper

2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

Full description at Econpapers || Download paper

2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

Full description at Econpapers || Download paper

2016Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas. (2016). Naifar, Nader ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:148-165.

Full description at Econpapers || Download paper

2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Marco, Chi Keung ; Gozgor, Giray . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45.

Full description at Econpapers || Download paper

2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

Full description at Econpapers || Download paper

2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

Full description at Econpapers || Download paper

2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiao Jing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

Full description at Econpapers || Download paper

2017Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, Walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:258-279.

Full description at Econpapers || Download paper

2016Shari’ah screening, market risk and contagion: A multi-country analysis. (2016). Masih, Abul ; Bacha, Obiyathulla ; Asutay, Mehmet ; el Alaoui, Abdelkader Ouatik . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:93-112.

Full description at Econpapers || Download paper

2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

Full description at Econpapers || Download paper

2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Bekiros, Stelios . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

Full description at Econpapers || Download paper

2017Economic evaluation of asymmetric and price range information in gold and general financial markets. (2017). Wu, Chih-Chiang ; Chiu, Junmao . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:53-68.

Full description at Econpapers || Download paper

2016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Aktham, Maghyereh ; Cherif, Guermat ; Awartani, Basel . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

Full description at Econpapers || Download paper

2016Exploring the oil prices and exchange rates nexus in some African economies. (2016). Molero, Juan Carlos ; Pershin, Vitaly ; de Gracia, Fernando Perez . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:1:p:166-180.

Full description at Econpapers || Download paper

2016The double nature of the price of gold—A quantitative analysis based on Ensemble Empirical Mode Decomposition. (2016). Ming, Lei ; Cheng, Cheng ; Yang, Shenggang . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:125-131.

Full description at Econpapers || Download paper

2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107.

Full description at Econpapers || Download paper

2016The Turkish appetite for gold: An Islamic explanation. (2016). Ekici, Ozgun ; Gulseven, Osman . In: Resources Policy. RePEc:eee:jrpoli:v:48:y:2016:i:c:p:41-49.

Full description at Econpapers || Download paper

2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India. (2016). Jain, Anshul ; Biswal, P C. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:179-185.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Juan Carlos Reboredo:


YearTitleTypeCited
1997On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions. In: UFAE and IAE Working Papers.
[Citation analysis]
paper0
1997Detecting Unbalanced Regressions Using the Durbin-Watson Test. In: UFAE and IAE Working Papers.
[Citation analysis]
paper0
1997Managerial Reputation and Bad Acquisitions: A Note In: UFAE and IAE Working Papers.
[Citation analysis]
paper0
1997A Markov Model for Risk Evaluation in Banking In: UFAE and IAE Working Papers.
[Citation analysis]
paper0
1997Efficiency, Solvency, and Size of Banking Firms. In: UFAE and IAE Working Papers.
[Citation analysis]
paper0
1999 New Observational Equivalence and Fractionally Integrated Processes. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article0
1998Near observational equivalence and fractionally integrated processes.(1998) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014The Relative Price of Non-traded Goods under Imperfect Competition In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
1997Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2007The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries In: Working Papers.
[Full Text][Citation analysis]
paper0
2015On cocaine consumption: Some lessons from Spain In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2013A wavelet decomposition approach to crude oil price and exchange rate dependence In: Economic Modelling.
[Full Text][Citation analysis]
article31
2014Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling.
[Full Text][Citation analysis]
article7
2014Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling.
[Full Text][Citation analysis]
article11
2014US dollar exchange rate and food price dependence: Implications for portfolio risk management In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2015Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2015An analysis of dependence between Central and Eastern European stock markets In: Economic Systems.
[Full Text][Citation analysis]
article2
2017Obesity: A major problem for Spanish minors In: Economics & Human Biology.
[Full Text][Citation analysis]
article0
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]
article34
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]
article6
2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
[Full Text][Citation analysis]
article10
2011How do crude oil prices co-move?: A copula approach In: Energy Economics.
[Full Text][Citation analysis]
article43
2013Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics.
[Full Text][Citation analysis]
article5
2014Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics.
[Full Text][Citation analysis]
article17
2015Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics.
[Full Text][Citation analysis]
article7
2016Quantile dependence of oil price movements and stock returns In: Energy Economics.
[Full Text][Citation analysis]
article5
2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics.
[Full Text][Citation analysis]
article0
2012Do food and oil prices co-move? In: Energy Policy.
[Full Text][Citation analysis]
article35
2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy.
[Full Text][Citation analysis]
article1
2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article52
2016Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article5
2015Systemic risk in European sovereign debt markets: A CoVaR-copula approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article7
2012Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article66
2013Is gold a hedge or safe haven against oil price movements? In: Resources Policy.
[Full Text][Citation analysis]
article31
2016The impact of downward/upward oil price movements on metal prices In: Resources Policy.
[Full Text][Citation analysis]
article2
2015Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article1
2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article18
2013How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2015Renewable energy contribution to the energy supply: Is there convergence across countries? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article4
2015Are China’s new energy stock prices driven by new energy policies? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article2
2017Do investors pay a premium for going green? Evidence from alternative energy mutual funds In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]
article0
2014Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article34
2014Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article10
2016Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
2011The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement In: Post-Print.
[Full Text][Citation analysis]
paper2
2012The switch from continuous to call auction trading in response to a large intraday price movement.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Nonlinearity in Forecasting of High-Frequency Stock Returns In: Computational Economics.
[Full Text][Citation analysis]
article8
2004The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
paper0
2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Economic crisis and the unemployment effect on household food expenditure: The case of Spain In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2004A note on efficiency and solvency in banking In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2006Competition and R&D in retail banking under expense preference behaviour In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2005Competition, risk taking, and governance structures in retail banking In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
article1
2002Bank solvency evaluation with a Markov model In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2003How is the market reaction to stock splits? In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2010Nonlinear effects of oil shocks on stock returns: a Markov-switching approach In: Applied Economics.
[Full Text][Citation analysis]
article11
2014Power-law behaviour in time durations between extreme returns In: Quantitative Finance.
[Full Text][Citation analysis]
article1
2012Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting.
[Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team