Juan Carlos Reboredo : Citation Profile

Universidade de Santiago de Compostela

34

H index

53

i10 index

4746

Citations

RESEARCH PRODUCTION:

80

Articles

20

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 175
   Journals where Juan Carlos Reboredo has often published
   Relations with other researchers
   Recent citing documents: 632.    Total self citations: 62 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre488
   Updated: 2025-12-13    RAS profile: 2025-09-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ugolini, Andrea (17)

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 (139)

GUPTA, RANGAN (98)

Uddin, Gazi (87)

Shahzad, Syed Jawad Hussain (79)

Yoon, Seong-Min (66)

Shahbaz, Muhammad (58)

Ji, Qiang (55)

lucey, brian (54)

Bouri, Elie (50)

Vo, Xuan Vinh (47)

Hamori, Shigeyuki (43)

Cites to:

Baur, Dirk (44)

Hammoudeh, Shawkat (41)

Ugolini, Andrea (38)

lucey, brian (33)

Patton, Andrew (31)

Diebold, Francis (28)

Managi, Shunsuke (27)

McDermott, Thomas (25)

Hansen, Bruce (22)

Engle, Robert (21)

Nguyen, Duc Khuong (21)

Main data

Where Juan Carlos Reboredo has published?

Journals with more than one article published# docs
Energy Economics12
Resources Policy8
Economic Modelling6
Applied Economics4
Emerging Markets Review3
Renewable and Sustainable Energy Reviews3
International Review of Financial Analysis3
Sustainability3
The North American Journal of Economics and Finance3
International Review of Economics & Finance3
Oxford Bulletin of Economics and Statistics2
Applied Financial Economics2
Physica A: Statistical Mechanics and its Applications2
Finance Research Letters2
Applied Economics Letters2
Journal of Banking & Finance2

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
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Juan Carlos Reboredo (2025 and 2024)

YearTitle of citing document
2024Is the Chinese gold product a hedge or safe haven for Chinese overseas investors?. (2024). Jia, Ruixin ; Zhang, Yu Yvette ; Liu, Mengqiao. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343698.

Full description at Econpapers || Download paper

2024Is the Chinese gold product a hedge or safe haven for Chinese overseas investors?. (2024). Liu, Mengqiao ; Jia, Ruixin ; Zhang, Yu Yvette. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343698.

Full description at Econpapers || Download paper

2025Diesel Price Pass-Through into California Grocery Store Milk Prices. (2025). Gafarov, Bulat ; Hasbany, James ; Hilscher, Jens. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360962.

Full description at Econpapers || Download paper

2025Food Insecurity in Asia Pacific: Climate Change and Macroeconomic Dynamic. (2025). Hamidi, Ichsan ; Atiyatna, Dirta Pratama ; Marwa, Taufiq. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:355701.

Full description at Econpapers || Download paper

2024Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790.

Full description at Econpapers || Download paper

2025ARTIFICIAL INTELLIGENCE-ASSISTED MACHINE LEARNING METHODS FOR FORECASTING GREEN BOND INDEX: A COMPARATIVE ANALYSIS. (2025). Imek, Ahmet Hsan ; Gr, Yunus Emre ; Bulut, Emre. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2025:i:4:p:628-655.

Full description at Econpapers || Download paper

2025Measuring risk contagion in financial networks with CoVaR. (2024). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

Full description at Econpapers || Download paper

2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

Full description at Econpapers || Download paper

2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

Full description at Econpapers || Download paper

2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

Full description at Econpapers || Download paper

2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

Full description at Econpapers || Download paper

2025Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641.

Full description at Econpapers || Download paper

2024Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766.

Full description at Econpapers || Download paper

2024Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains. (2024). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2411.14058.

Full description at Econpapers || Download paper

2025Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries. (2025). Bursa, Nurbanu. In: Papers. RePEc:arx:papers:2506.01945.

Full description at Econpapers || Download paper

2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

Full description at Econpapers || Download paper

2025Signal from Noise Signal from Noise: A Neural Network-Based Denoising Approach for Measuring Global Financial Spillovers. (2025). Alp, Ozge Sezgin ; Karasan, Abdullah. In: Papers. RePEc:arx:papers:2509.01156.

Full description at Econpapers || Download paper

2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

Full description at Econpapers || Download paper

2024Long Memory and Change in Persistence in the Rare Earth Market Index. (2024). Gil-Alana, Luis ; Mokni, Khaled ; Assaf, Ata. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:90.

Full description at Econpapers || Download paper

2024Pre-Financing Oil Imports with Gold. (2024). Zhekova, Liliya. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:149-166.

Full description at Econpapers || Download paper

2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

Full description at Econpapers || Download paper

2025Systemic Climate Risk. (2025). Jourde, Tristan ; Moreaux, Quentin. In: Working papers. RePEc:bfr:banfra:993.

Full description at Econpapers || Download paper

2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

Full description at Econpapers || Download paper

2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728.

Full description at Econpapers || Download paper

2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

Full description at Econpapers || Download paper

2024Climate transition risk and enterprise default probability. (2024). Sun, Haibo ; He, Shuguang ; Cheng, Nan ; Liu, Zhonglu. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8929-8945.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229.

Full description at Econpapers || Download paper

2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

Full description at Econpapers || Download paper

2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

Full description at Econpapers || Download paper

2024A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057.

Full description at Econpapers || Download paper

2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

Full description at Econpapers || Download paper

2024Will the financialisation of agricultural products exacerbate food security risks? Empirical analysis from major grain-producing countries worldwide. (2024). Chen, Yujie ; Tang, Jiangwei. In: Agricultural Economics. RePEc:caa:jnlage:v:70:y:2024:i:4:id:432-2023-agricecon.

Full description at Econpapers || Download paper

2025Climate Sentiment-Induced Stock Liquidity. (2025). Yaghoubi, Mona ; Das, Kuntal K. In: Working Papers in Economics. RePEc:cbt:econwp:25/12.

Full description at Econpapers || Download paper

2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

Full description at Econpapers || Download paper

2024Testing for Persistence in German Green and Brown Stock Market Indices. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Solarin, Sakiru A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11207.

Full description at Econpapers || Download paper

2025Green Bond Returns and the Dynamics of Green and Conventional Financial Markets: An Analysis Using a Thick Pen. (2025). Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11773.

Full description at Econpapers || Download paper

2025Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks. (2025). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11924.

Full description at Econpapers || Download paper

2025Central banks, climate risks, and energy transition—a dynamic macro model and econometric evidence. (2025). Chen, PU ; Braga, Joao Paulo ; Semmler, Willi. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_88.

Full description at Econpapers || Download paper

2025Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189.

Full description at Econpapers || Download paper

2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

Full description at Econpapers || Download paper

2024Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach. (2024). Aman, Aini ; Abdullah, Ahmad Monir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-24.

Full description at Econpapers || Download paper

2024Time Varying Causality between Oil Price and Precious Metals : Bootstrap Rolling Windows Granger Causality Approach. (2024). Zardoub, Amna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-31.

Full description at Econpapers || Download paper

2024The 50-year-old Oil Crisis and its Impact on the Global Economy: A Bibliometric Analysis. (2024). Maniam, Balasundram ; Kathiravan, Chinnadurai ; Mim, Tahmina Akther. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-8.

Full description at Econpapers || Download paper

2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

Full description at Econpapers || Download paper

2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

Full description at Econpapers || Download paper

2025Evaluating low-temperature heat sources for large-scale heat pump integration: A method using open-source data and indicators. (2025). Nkongdem, Bertrand ; Fuchs, Nicolas ; Yanez, Guillermo ; Thomsen, Jessica. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924018701.

Full description at Econpapers || Download paper

2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

Full description at Econpapers || Download paper

2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

Full description at Econpapers || Download paper

2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

Full description at Econpapers || Download paper

2024Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575.

Full description at Econpapers || Download paper

2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

Full description at Econpapers || Download paper

2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

Full description at Econpapers || Download paper

2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

Full description at Econpapers || Download paper

2024Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

Full description at Econpapers || Download paper

2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

Full description at Econpapers || Download paper

2025Inflation expectations and house prices in the euro area. (2025). Michail, Nektarios A ; Louca, Kyriaki G. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:383-391.

Full description at Econpapers || Download paper

2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

Full description at Econpapers || Download paper

2024Does Chinas emission trading scheme affect corporate financial performance: Evidence from a quasi-natural experiment. (2024). Dong, Yizhe ; Liu, Yaorong ; Wang, Tianju ; Ma, Diandian ; Chu, Baoju. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000142.

Full description at Econpapers || Download paper

2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

Full description at Econpapers || Download paper

2025Cross-country risk spillovers: A FHM factor copula approach. (2025). Chen, Zhenlong ; Hao, Xiaozhen ; Chang, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s026499932500118x.

Full description at Econpapers || Download paper

2025Goal-oriented preferences for green bonds: A model of sustainable investment strategies. (2025). Uddin, Gazi Salah ; Nguyen, Thai ; Chen, Yusha. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001233.

Full description at Econpapers || Download paper

2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

Full description at Econpapers || Download paper

2024Can green bond issuance promote enterprise green technological innovation?. (2024). Cheng, Zhonghua ; Dai, Qingling ; Ren, Penghan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001444.

Full description at Econpapers || Download paper

2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

Full description at Econpapers || Download paper

2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

Full description at Econpapers || Download paper

2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

Full description at Econpapers || Download paper

2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

Full description at Econpapers || Download paper

2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

Full description at Econpapers || Download paper

2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

Full description at Econpapers || Download paper

2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

Full description at Econpapers || Download paper

2024Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Gao, Yang ; Liu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536.

Full description at Econpapers || Download paper

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

Full description at Econpapers || Download paper

2024How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Mani, Slavica ; Gaji-Glamolija, Marina ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706.

Full description at Econpapers || Download paper

2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Su, Xianfang ; Chen, Meixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

Full description at Econpapers || Download paper

2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

Full description at Econpapers || Download paper

2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

Full description at Econpapers || Download paper

2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

Full description at Econpapers || Download paper

2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

Full description at Econpapers || Download paper

2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

Full description at Econpapers || Download paper

2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

Full description at Econpapers || Download paper

2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

Full description at Econpapers || Download paper

2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

Full description at Econpapers || Download paper

2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

Full description at Econpapers || Download paper

2024Diversification value of green Bonds: Fresh evidence from China. (2024). Huang, Ziling ; Zhou, You ; Lin, Lichao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001797.

Full description at Econpapers || Download paper

2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

Full description at Econpapers || Download paper

2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

Full description at Econpapers || Download paper

2025Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146.

Full description at Econpapers || Download paper

2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

Full description at Econpapers || Download paper

2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

Full description at Econpapers || Download paper

2025Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination. (2025). Yildirim, Ramazan ; ben Hamida, Hela ; Mejri, Sami ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002353.

Full description at Econpapers || Download paper

2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

Full description at Econpapers || Download paper

2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

Full description at Econpapers || Download paper

2025Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

Full description at Econpapers || Download paper

2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

Full description at Econpapers || Download paper

2024Do investors benefit from investing in stocks of green bond issuers?. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Badia, Guillermo. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003434.

Full description at Econpapers || Download paper

2024Spectral Dependence. (2024). Pinto, Marco ; Ombao, Hernando. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:122-159.

Full description at Econpapers || Download paper

2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

Full description at Econpapers || Download paper

2025Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615.

Full description at Econpapers || Download paper

2025The impacts of green bonds on the green innovation: Evidence from the corporate green transformation in China. (2025). Wu, Wenfeng ; Yang, Minhua ; Ma, Linkun ; Gu, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000019.

Full description at Econpapers || Download paper

2024The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Maneejuk, Paravee ; Kaewtathip, Nuttaphong. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168.

Full description at Econpapers || Download paper

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

Works by Juan Carlos Reboredo:

YearTitleTypeCited
2007Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps In: FEEM Working Papers.
[Full Text][Citation analysis]		paper4
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Staff Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2024) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
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]		article2
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 nother 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
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
2022Do green bonds de-risk investment in low-carbon stocks? In: Economic Modelling.
[Full Text][Citation analysis]		article27
2022Exchange rates and the global transmission of equity market shocks In: Economic Modelling.
[Full Text][Citation analysis]		article3
2021Exchange rates and the global transmission of equity market shocks.(2021) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013A wavelet decomposition approach to crude oil price and exchange rate dependence In: Economic Modelling.
[Full Text][Citation analysis]		article154
2014Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling.
[Full Text][Citation analysis]		article76
2014Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling.
[Full Text][Citation analysis]		article60
2020Price connectedness between green bond and financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article192
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]		article12
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]		article30
2015Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article42
2021Are investors aware of climate-related transition risks? Evidence from mutual fund flows In: Ecological Economics.
[Full Text][Citation analysis]		article14
2015An analysis of dependence between Central and Eastern European stock markets In: Economic Systems.
[Full Text][Citation analysis]		article11
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]		article261
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 261		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article59
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]		article74
2011How do crude oil prices co-move?: A copula approach In: Energy Economics.
[Full Text][Citation analysis]		article147
2013Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics.
[Full Text][Citation analysis]		article49
2014Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics.
[Full Text][Citation analysis]		article124
2015Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics.
[Full Text][Citation analysis]		article228
2016Quantile dependence of oil price movements and stock returns In: Energy Economics.
[Full Text][Citation analysis]		article119
2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics.
[Full Text][Citation analysis]		article245
2018Green bond and financial markets: Co-movement, diversification and price spillover effects In: Energy Economics.
[Full Text][Citation analysis]		article292
2018Oil price dynamics and market-based inflation expectations In: Energy Economics.
[Full Text][Citation analysis]		article29
2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach In: Energy Economics.
[Full Text][Citation analysis]		article110
2018The impact of Twitter sentiment on renewable energy stocks In: Energy Economics.
[Full Text][Citation analysis]		article50
2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
[Full Text][Citation analysis]		article37
2020Network connectedness of green bonds and asset classes In: Energy Economics.
[Full Text][Citation analysis]		article159
2012Do food and oil prices co-move? In: Energy Policy.
[Full Text][Citation analysis]		article126
2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy.
[Full Text][Citation analysis]		article41
2018The performance of precious-metal mutual funds: Does uncertainty matter? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2022Climate transition risk, profitability and stock prices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article27
2024Systemic risk effects of climate transition on financial stability In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2022Switching connectedness between real estate investment trusts, oil, and gold markets In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets In: Finance Research Letters.
[Full Text][Citation analysis]		article30
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]		article305
2016Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article130
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 nother 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]		article151
2012Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article223
2013Is gold a hedge or safe haven against oil price movements? In: Resources Policy.
[Full Text][Citation analysis]		article203
2016The impact of downward/upward oil price movements on metal prices In: Resources Policy.
[Full Text][Citation analysis]		article64
2017Quantile causality between gold commodity and gold stock prices In: Resources Policy.
[Full Text][Citation analysis]		article16
2020Price spillovers between rare earth stocks and financial markets In: Resources Policy.
[Full Text][Citation analysis]		article38
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]		article30
2021Dynamic spillovers and network structure among commodity, currency, and stock markets In: Resources Policy.
[Full Text][Citation analysis]		article37
2024Tail risks of energy transition metal prices for commodity prices In: Resources Policy.
[Full Text][Citation analysis]		article1
2024The impact of uncertainty shocks on energy transition metal prices In: Resources Policy.
[Full Text][Citation analysis]		article3
2015Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article10
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]		article100
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]		article24
2015Are China’s new energy stock prices driven by new energy policies? In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article18
2017Do investors pay a premium for going green? Evidence from alternative energy mutual funds In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article32
2014Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article173
2014Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article40
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]		article112
2019Interdependence Between Renewable-Energy and Low-Carbon Stock Prices In: Energies.
[Full Text][Citation analysis]		article8
2019Does Sustainability Score Impact Mutual Fund Performance? In: Sustainability.
[Full Text][Citation analysis]		article17
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]		article1
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 nother version. Agregated cites: 9		article
2011The switch from continuous to call auction trading in response to a large intraday price movement.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2022The impact of climate transition risks on financial stability. A systemic risk approach In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper4
2012Nonlinearity in Forecasting of High-Frequency Stock Returns In: Computational Economics.
[Full Text][Citation analysis]		article13
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]		article9
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]		paper15
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 nother version. Agregated cites: 15		article
2023Forecasting emergency department arrivals using INGARCH models In: Health Economics Review.
[Full Text][Citation analysis]		article0
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
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]		article54
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]		article23
2012Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting.
[Citation analysis]		article12

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team