Juan Carlos Reboredo : Citation Profile

Are you Juan Carlos Reboredo?

Universidade de Santiago de Compostela

30

H index

44

i10 index

3156

Citations

RESEARCH PRODUCTION:

73

Articles

15

Papers

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 126
   Journals where Juan Carlos Reboredo has often published
   Relations with other researchers
   Recent citing documents: 847.    Total self citations: 54 (1.68 %)

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   Permalink: http://citec.repec.org/pre488
   Updated: 2023-03-25    RAS profile: 2022-12-01    
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Relations with other researchers

Works with:

Ugolini, Andrea (14)

Ojea Ferreiro, Javier (3)

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

Is cited by:

Tiwari, Aviral (98)

GUPTA, RANGAN (87)

Shahzad, Syed Jawad Hussain (60)

Ji, Qiang (55)

Shahbaz, Muhammad (50)

Yoon, Seong-Min (50)

Bouri, Elie (50)

Uddin, Gazi (47)

Vo, Xuan Vinh (35)

Albulescu, Claudiu (34)

Balcilar, Mehmet (32)

Cites to:

Baur, Dirk (44)

Hammoudeh, Shawkat (41)

Ugolini, Andrea (32)

lucey, brian (31)

Patton, Andrew (30)

Managi, Shunsuke (27)

Diebold, Francis (26)

McDermott, Thomas (25)

Nguyen, Duc Khuong (21)

Rogoff, Kenneth (19)

Hansen, Bruce (19)

Main data

Where Juan Carlos Reboredo has published?

Journals with more than one article published# docs
Energy Economics11
Resources Policy6
Economic Modelling6
Emerging Markets Review3
International Review of Economics & Finance3
The North American Journal of Economics and Finance3
Sustainability3
Renewable and Sustainable Energy Reviews3
Applied Economics3
Journal of Banking & Finance2
Applied Financial Economics2
Applied Economics Letters2
International Review of Financial Analysis2
Physica A: Statistical Mechanics and its Applications2
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
Working Papers / Joint Research Centre, European Commission2

Recent works citing Juan Carlos Reboredo (2022 and 2021)

YearTitle of citing document
2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042.

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2021Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44.

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2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042.

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2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310361.

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2021Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2022Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2023Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

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2021Can satellite?based weather index insurance improve the hedging of yield risk of perennial non?irrigated olive trees in Spain?. (2021). Musshoff, Oliver ; Kolle, Wienand ; Buchholz, Matthias ; Salgueiro, Andrea Martinez. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:1:p:66-93.

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2021COVID?19 outbreak and sectoral performance of the Australian stock market: An event study analysis. (2021). , Abu ; Wei, Haitian ; Alam, Md Mahmudul. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:3:p:482-495.

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2021Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2022Death or rebirth? How small? and medium?sized enterprises respond to responsible investment. (2022). Zhao, Rui ; Yin, Haitao ; Wang, Feng ; Sun, Junxiu. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1749-1762.

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2021The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2021The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012.

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2022Energy and crop price cycles before and after the global financial crisis: A new approach. (2022). Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:220-233.

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2022The economic impact of the COVID?19 pandemic on the Taiwanese food industry: Empirical evidence using business transaction data. (2022). Wang, Jiunhao ; Chang, Hunghao ; Yang, Fengan. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:2:p:376-395.

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2022Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy. (2022). Ansari, Saghir Ahmad ; Sharma, Vishal ; Khan, Waseem. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1733-1784.

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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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2021Modeling the dependence structure and systemic risk of all listed insurance companies in the Chinese insurance market. (2021). Cao, Yufei. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:4:p:367-399.

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2021Dynamics of Money Market Interest Rates in Ghana: Time?Frequency Analysis of Volatility Spillovers. (2021). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:555-589.

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2021Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia. (2021). Baek, Jungho ; Choi, Yoon Jung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:312-325.

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2022.

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2021Time–Frequency Regression. (2021). Yoshito, Funashima. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:21-32:n:1.

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2021The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2.

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2021SUSTAINABILITY OF EXCHANGE RATES AND CRUDE OIL PRICES CONNECTION WITH COVID-19: AN INVESTIGATION FOR BRICS. (2021). Bhatia, Parul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:19-29.

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2022TENDENCIES IN GREEN FINANCE. (2022). Lupu, Iulia ; Criste, Adina. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:3:p:57-63.

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2021Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28.

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2022The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10050.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings. (2022). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9824.

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2021Extreme Volatility Dependence in Exchange Rate. (2021). Diaz, Hector Eduardo ; Pacheco, Christian Bucio ; Castro, Magnolia Sosa. In: Revista Cuadernos de Economía. RePEc:col:000093:020159.

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2021Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030.

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2021Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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2021The Surprising Stability Between Gas Prices and Expected Inflation. (2021). Olson, Eric ; Devore, Sam. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01277.

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2021Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States. (2021). Mighri, Zouheir ; el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00151.

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2022Climate change mitigation: how effective is green quantitative easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20222701.

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2021The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach. (2021). Pruchnicka-Grabias, Izabela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-34.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee. (2021). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Hazmi, Yusri ; Kamaruddin, Kamaruddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-25.

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2022Asymmetric Causality Relationship between Oil Prices and Inflation in BRIC Countries. (2022). Omarova, Aizhan ; Zhantayeva, Ardak ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-19.

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2023Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56.

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2021Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). Rajkumar, Antonio ; Charles, Don ; McLean, Sheldon. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46657.

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2021Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). McLean, Sheldon ; Rajkumar, Antonio ; Charles, Don. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46813.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022The impacts of dual carbon goals on asset prices in China. (2022). Yang, Sijie ; Qiu, Zhigang ; Jiang, Dayan ; Huo, Xiaolin. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001026.

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2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459.

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2022Interrelation measurement based on the multi-layer limited penetrable horizontal visibility graph. (2022). Tian, Lixin ; Xu, Hua ; Xie, Shangshan ; Zhu, Mengrui ; Hua, Chenyu ; Wang, Minggang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006324.

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2021De-risking of green investments through a green bond market – Empirics and a dynamic model. (2021). Semmler, Willi ; Grass, Dieter ; Braga, Joao Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001366.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2021The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data. (2021). Geng, Yong ; Yin, Haitao ; Zhang, Yuquan W ; Zheng, Biao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:651-667.

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2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022Does COVID-19 play any role in the asymmetric relationship between oil prices and exchange rates? Evidence from South Korea. (2022). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:553-559.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309.

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2022Does green finance inspire sustainable development? Evidence from a global perspective. (2022). Li, Zheng-Zheng ; Jiang, Cui-Feng ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:412-426.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2021Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2021Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x.

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2022Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions. (2022). Grigoriadis, Vasilis ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002807.

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2022Clean energy deserves to be an asset class: A volatility-reward analysis. (2022). Fahmy, Hany. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002856.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2022Extreme risk spillovers across financial markets under different crises. (2022). Cao, Yufei. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002656.

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2022Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector. (2022). Yu, Yihua ; Cui, Jian ; Song, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002735.

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2022The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches. (2022). Wang, Yujou ; Gao, Zhimin ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002759.

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2022Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Ghardallou, Wafa ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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2022Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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2021Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. (2021). Jiang, Cuixia ; Jin, Bei ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302357.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Li, Yangyang ; Gao, Yang ; Wang, Yaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000231.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Bhuiyan, Abul Bashar ; Hassan, Kabir M ; Mahi, Masnun ; Hasan, Md Bokhtiar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001236.

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2021Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Wang, DA ; Liu, Lan ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001303.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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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
2022Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects In: Business Strategy and the Environment.
[Full Text][Citation analysis]		article0
1999Near 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]		article4
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
2015On cocaine consumption: Some lessons from Spain In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2022Do green bonds de-risk investment in low-carbon stocks? In: Economic Modelling.
[Full Text][Citation analysis]		article1
2022Exchange rates and the global transmission of equity market shocks In: Economic Modelling.
[Full Text][Citation analysis]		article0
2021Exchange rates and the global transmission of equity market shocks.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013A wavelet decomposition approach to crude oil price and exchange rate dependence In: Economic Modelling.
[Full Text][Citation analysis]		article134
2014Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling.
[Full Text][Citation analysis]		article55
2014Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling.
[Full Text][Citation analysis]		article47
2020Price connectedness between green bond and financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article65
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]		article6
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]		article24
2015Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article32
2021Are investors aware of climate-related transition risks? Evidence from mutual fund flows In: Ecological Economics.
[Full Text][Citation analysis]		article1
2015An analysis of dependence between Central and Eastern European stock markets In: Economic Systems.
[Full Text][Citation analysis]		article10
2017Obesity: A major problem for Spanish minors In: Economics & Human Biology.
[Full Text][Citation analysis]		article2
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article211
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: 211		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article49
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]		article61
2011How do crude oil prices co-move?: A copula approach In: Energy Economics.
[Full Text][Citation analysis]		article124
2013Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics.
[Full Text][Citation analysis]		article30
2014Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics.
[Full Text][Citation analysis]		article97
2015Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics.
[Full Text][Citation analysis]		article138
2016Quantile dependence of oil price movements and stock returns In: Energy Economics.
[Full Text][Citation analysis]		article85
2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics.
[Full Text][Citation analysis]		article145
2018Green bond and financial markets: Co-movement, diversification and price spillover effects In: Energy Economics.
[Full Text][Citation analysis]		article116
2018Oil price dynamics and market-based inflation expectations In: Energy Economics.
[Full Text][Citation analysis]		article15
2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach In: Energy Economics.
[Full Text][Citation analysis]		article54
2018The impact of Twitter sentiment on renewable energy stocks In: Energy Economics.
[Full Text][Citation analysis]		article26
2020Network connectedness of green bonds and asset classes In: Energy Economics.
[Full Text][Citation analysis]		article50
2012Do food and oil prices co-move? In: Energy Policy.
[Full Text][Citation analysis]		article107
2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy.
[Full Text][Citation analysis]		article35
2018The performance of precious-metal mutual funds: Does uncertainty matter? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2022Climate transition risk, profitability and stock prices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2022Switching connectedness between real estate investment trusts, oil, and gold markets In: Finance Research Letters.
[Full Text][Citation analysis]		article0
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]		article241
2016Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article86
2017Economic crisis and the unemployment effect on household food expenditure: The case of Spain In: Food Policy.
[Full Text][Citation analysis]		article6
2016Economic crisis and the unemployment effect on household food expenditure: The case of Spain.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2015Systemic risk in European sovereign debt markets: A CoVaR-copula approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article107
2012Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article173
2013Is gold a hedge or safe haven against oil price movements? In: Resources Policy.
[Full Text][Citation analysis]		article174
2016The impact of downward/upward oil price movements on metal prices In: Resources Policy.
[Full Text][Citation analysis]		article52
2017Quantile causality between gold commodity and gold stock prices In: Resources Policy.
[Full Text][Citation analysis]		article14
2020Price spillovers between rare earth stocks and financial markets In: Resources Policy.
[Full Text][Citation analysis]		article13
2021Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic In: Resources Policy.
[Full Text][Citation analysis]		article10
2021Dynamic spillovers and network structure among commodity, currency, and stock markets In: Resources Policy.
[Full Text][Citation analysis]		article4
2015Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article8
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]		article90
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]		article8
2021Does length of hospital stay reflect power-law behavior? A q-Weibull density approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2015Renewable energy contribution to the energy supply: Is there convergence across countries? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article18
2015Are China’s new energy stock prices driven by new energy policies? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article15
2017Do investors pay a premium for going green? Evidence from alternative energy mutual funds In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article24
2014Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article142
2014Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article31
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]		article82
2019Interdependence Between Renewable-Energy and Low-Carbon Stock Prices In: Energies.
[Full Text][Citation analysis]		article4
2019Does Sustainability Score Impact Mutual Fund Performance? In: Sustainability.
[Full Text][Citation analysis]		article10
2020How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? In: Sustainability.
[Full Text][Citation analysis]		article0
2021Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms In: Sustainability.
[Full Text][Citation analysis]		article0
2011The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement In: Post-Print.
[Full Text][Citation analysis]		paper9
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: 9		article
2022The impact of climate transition risks on financial stability. A systemic risk approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Nonlinearity in Forecasting of High-Frequency Stock Returns In: Computational Economics.
[Full Text][Citation analysis]		article11
2020Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach In: Emerging Markets Finance and Trade.
[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]		paper11
2017Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2004A note on efficiency and solvency in banking In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
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]		article2
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]		article1
2010Nonlinear effects of oil shocks on stock returns: a Markov-switching approach In: Applied Economics.
[Full Text][Citation analysis]		article47
2014Power-law behaviour in time durations between extreme returns In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2021Quantile causality and dependence between crude oil and precious metal prices In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article12
2012Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting.
[Citation analysis]		article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team