Juan Carlos Reboredo : Citation Profile


Are you Juan Carlos Reboredo?

Universidade de Santiago de Compostela

12

H index

18

i10 index

604

Citations

RESEARCH PRODUCTION:

48

Articles

13

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 30
   Journals where Juan Carlos Reboredo has often published
   Relations with other researchers
   Recent citing documents: 283.    Total self citations: 33 (5.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pre488
   Updated: 2017-11-18    RAS profile: 2017-10-07    
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Relations with other researchers


Works with:

Ugolini, Andrea (7)

Nguyen, Duc Khuong (6)

Hammoudeh, Shawkat (4)

Antelo, Manel (2)

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

Is cited by:

GUPTA, RANGAN (27)

Shahbaz, Muhammad (25)

Tiwari, Aviral (15)

Pierdzioch, Christian (13)

Masih, Abul (13)

Balcilar, Mehmet (11)

Beckmann, Joscha (11)

Czudaj, Robert (11)

Nguyen, Duc Khuong (10)

Bouri, Elie (9)

Risse, Marian (9)

Cites to:

Hammoudeh, Shawkat (35)

Baur, Dirk (24)

Patton, Andrew (22)

lucey, brian (21)

Andrews, Donald (17)

Nguyen, Duc Khuong (15)

Reinhart, Carmen (14)

Rogoff, Kenneth (14)

Hansen, Bruce (14)

McAleer, Michael (13)

Diebold, Francis (13)

Main data


Where Juan Carlos Reboredo has published?


Journals with more than one article published# docs
Energy Economics6
Renewable and Sustainable Energy Reviews3
Emerging Markets Review3
Economic Modelling3
International Review of Economics & Finance3
The North American Journal of Economics and Finance3
Oxford Bulletin of Economics and Statistics2
Applied Economics Letters2
Applied Financial Economics2
Resources Policy2
Applied Economics2
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
MPRA Paper / University Library of Munich, Germany2

Recent works citing Juan Carlos Reboredo (2017 and 2016)


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

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

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

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

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

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

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

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

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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

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

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

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

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

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2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond . In: Working Papers. RePEc:cui:wpaper:0021.

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

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

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

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

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

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

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Power, Gabriel J ; Vedenov, Dmitry ; Turvey, Calum ; Eaves, James . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2017How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations. (2017). Ibrahim, Mansor ; Sukmana, Raditya . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:443-448.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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

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

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

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

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

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

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

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

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

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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

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

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

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

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

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

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

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

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

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

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

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Stochastic convergence in per capita energy use in world. (2017). Fallahi, Firouz. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:228-239.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Roubaud, David ; Al-Yahyaee, Khamis ; Bouri, Elie ; Tiwari, Aviral ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2017Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Andriosopoulos, Kostas ; Spyrou, Spyros ; Galariotis, Emilios. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Mensi, Walid ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahbaz, Muhammad ; Mensi, Walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2017The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective. (2017). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:98-110.

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

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

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

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

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

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2017Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China. (2017). Du, Ziping ; Zhang, Guofu . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:249-256.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo . In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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

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

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

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

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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.
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1997Detecting Unbalanced Regressions Using the Durbin-Watson Test. In: UFAE and IAE Working Papers.
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1997Managerial Reputation and Bad Acquisitions: A Note In: UFAE and IAE Working Papers.
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1997A Markov Model for Risk Evaluation in Banking In: UFAE and IAE Working Papers.
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1997Efficiency, Solvency, and Size of Banking Firms. In: UFAE and IAE Working Papers.
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1999 New Observational Equivalence and Fractionally Integrated Processes. In: Oxford Bulletin of Economics and Statistics.
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1998Near observational equivalence and fractionally integrated processes.(1998) In: DES - Working Papers. Statistics and Econometrics. WS.
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2014The Relative Price of Non-traded Goods under Imperfect Competition In: Oxford Bulletin of Economics and Statistics.
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article1
1997Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships In: DES - Working Papers. Statistics and Econometrics. WS.
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2007The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries In: Working Papers.
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2015On cocaine consumption: Some lessons from Spain In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
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2013A wavelet decomposition approach to crude oil price and exchange rate dependence In: Economic Modelling.
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article38
2014Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling.
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article9
2014Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling.
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article12
2014US dollar exchange rate and food price dependence: Implications for portfolio risk management In: The North American Journal of Economics and Finance.
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article1
2015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector In: The North American Journal of Economics and Finance.
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article3
2015Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance.
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article4
2015An analysis of dependence between Central and Eastern European stock markets In: Economic Systems.
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article2
2017Obesity: A major problem for Spanish minors In: Economics & Human Biology.
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2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
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article48
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 48
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2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
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article14
2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
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article14
2011How do crude oil prices co-move?: A copula approach In: Energy Economics.
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article48
2013Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics.
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article6
2014Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics.
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article21
2015Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics.
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article10
2016Quantile dependence of oil price movements and stock returns In: Energy Economics.
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article10
2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics.
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article2
2012Do food and oil prices co-move? In: Energy Policy.
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article37
2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy.
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article3
2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management In: Journal of Banking & Finance.
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article64
2016Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance.
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article8
2017Economic crisis and the unemployment effect on household food expenditure: The case of Spain In: Food Policy.
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article0
2016Economic crisis and the unemployment effect on household food expenditure: The case of Spain.(2016) In: MPRA Paper.
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2015Systemic risk in European sovereign debt markets: A CoVaR-copula approach In: Journal of International Money and Finance.
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article12
2012Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling.
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article71
2013Is gold a hedge or safe haven against oil price movements? In: Resources Policy.
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article37
2016The impact of downward/upward oil price movements on metal prices In: Resources Policy.
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article4
2015Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM).
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article1
2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
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article24
2013How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article4
2015Renewable energy contribution to the energy supply: Is there convergence across countries? In: Renewable and Sustainable Energy Reviews.
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article7
2015Are China’s new energy stock prices driven by new energy policies? In: Renewable and Sustainable Energy Reviews.
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article3
2017Do investors pay a premium for going green? Evidence from alternative energy mutual funds In: Renewable and Sustainable Energy Reviews.
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article0
2014Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance.
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article38
2014Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance.
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article12
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.
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article8
2011The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement In: Post-Print.
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paper2
2012The switch from continuous to call auction trading in response to a large intraday price movement.(2012) In: Applied Economics.
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This paper has another version. Agregated cites: 2
article
2012Nonlinearity in Forecasting of High-Frequency Stock Returns In: Computational Economics.
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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.
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paper0
2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper.
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2004A note on efficiency and solvency in banking In: Applied Economics Letters.
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2006Competition and R&D in retail banking under expense preference behaviour In: Applied Economics Letters.
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2005Competition, risk taking, and governance structures in retail banking In: Applied Financial Economics Letters.
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article1
2002Bank solvency evaluation with a Markov model In: Applied Financial Economics.
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article0
2003How is the market reaction to stock splits? In: Applied Financial Economics.
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article0
2010Nonlinear effects of oil shocks on stock returns: a Markov-switching approach In: Applied Economics.
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article12
2014Power-law behaviour in time durations between extreme returns In: Quantitative Finance.
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article1
2012Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting.
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article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team