Juan Carlos Reboredo : Citation Profile

Universidade de Santiago de Compostela

32

H index

50

i10 index

4183

Citations

RESEARCH PRODUCTION:

76

Articles

20

Papers

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 154
   Journals where Juan Carlos Reboredo has often published
   Relations with other researchers
   Recent citing documents: 700.    Total self citations: 61 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre488
   Updated: 2025-01-10    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Ugolini, Andrea (15)

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 (131)

GUPTA, RANGAN (94)

Uddin, Gazi (80)

Shahzad, Syed Jawad Hussain (78)

Yoon, Seong-Min (63)

Shahbaz, Muhammad (58)

Ji, Qiang (55)

lucey, brian (54)

Bouri, Elie (50)

Vo, Xuan Vinh (47)

Hamori, Shigeyuki (40)

Cites to:

Baur, Dirk (44)

Hammoudeh, Shawkat (41)

Ugolini, Andrea (37)

lucey, brian (33)

Patton, Andrew (30)

Diebold, Francis (28)

Managi, Shunsuke (27)

McDermott, Thomas (25)

Nguyen, Duc Khuong (21)

Hansen, Bruce (21)

Rogoff, Kenneth (19)

Main data

Production by document typearticlepaper1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20062007200820092010201120122013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 32Most cited documents123456789101112131415161718192021222324252627282930313233340100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Juan Carlos Reboredo has published?

Journals with more than one article published# docs
Energy Economics11
Resources Policy8
Economic Modelling6
International Review of Economics & Finance3
Applied Economics3
Renewable and Sustainable Energy Reviews3
Sustainability3
Emerging Markets Review3
The North American Journal of Economics and Finance3
Oxford Bulletin of Economics and Statistics2
International Review of Financial Analysis2
Applied Economics Letters2
Physica A: Statistical Mechanics and its Applications2
Finance Research Letters2
Applied Financial 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
Working Papers / Joint Research Centre, European Commission2

Recent works citing Juan Carlos Reboredo (2024 and 2023)

Year  ↓Title of citing document  ↓
2023Impact of Financial Liberalization on Firm Risk. (2023). Lin, Oshamah Lin ; Chang, Chong-Chuo ; Hsu, Oshamah Kun-Zhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45.

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2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

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2023.

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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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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Portfolio Optimization with Relative Tail Risk. (2023). Kim, Young Shin. In: Papers. RePEc:arx:papers:2303.12209.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Investigating Short-Term Dynamics in Green Bond Markets. (2023). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Papers. RePEc:arx:papers:2308.12179.

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2024Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473.

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

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

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

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

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2023.

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2023The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach. (2023). Romero, José ; Melo-Velandia, Luis ; Ramirez-Gonzalez, Mahicol Stiben. In: Borradores de Economia. RePEc:bdr:borrec:1231.

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2023The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

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2023COVID?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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2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

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

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2023Interactive effects of brand reputation and ESG on green bond issues: A sustainable development perspective. (2023). Broadstock, David C ; Sharma, Piyush. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:570-586.

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2023.

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

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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.

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2024The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries. (2019). McCarthy, Joseph ; Goldstein, Michael A ; Orlov, Alexei G. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:5-56.

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2024.

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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.

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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.

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2024.

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2023Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27.

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2023US Municipal Green Bonds and Financial Integration. (2023). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10323.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2023Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773.

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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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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Energy Price and Stock Return: Evidence of Energy Sector Companies in Indonesia. (2023). Endri, Endri ; Rheynaldi, Pande Ketut ; Karyatun, Subur ; Ferranti, Putri Andari ; Minanari, Minanari. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-5.

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2023The Effect of World Oil Price on Türkiye’s Exchange Rate. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-32.

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2023Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71.

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2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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

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2023COVID-19 pandemic and herd behavior: Evidence from a frontier market. (2023). Giang, Thi Huong ; Bakry, Walid ; Nguyen, Huu Manh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000217.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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2023Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

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

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies. (2023). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858.

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2023Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158.

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2023Does green direct financing work in reducing carbon risk?. (2023). Li, Shouwei ; Shen, Hong ; Wang, HU. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003073.

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2023ESG rating confusion and bond spreads. (2023). Yan, Jingzhou ; Zou, Jin ; Deng, Guoying. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s026499932300367x.

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

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2024Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

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

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

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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.

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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.

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

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

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

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

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

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

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

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

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

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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.

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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.

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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.

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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.

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

Works by Juan Carlos Reboredo:

Year  ↓Title  ↓Type  ↓Cited  ↓
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps In: FEEM Working Papers.
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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Staff Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2024) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 0		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: 0		paper
2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0		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]		article1
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.
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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]		article18
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: Working Papers.
[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]		article151
2014Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling.
[Full Text][Citation analysis]		article70
2014Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling.
[Full Text][Citation analysis]		article58
2020Price connectedness between green bond and financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article156
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]		article10
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]		article28
2015Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article37
2021Are investors aware of climate-related transition risks? Evidence from mutual fund flows In: Ecological Economics.
[Full Text][Citation analysis]		article7
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]		article251
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 251		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article54
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]		article72
2011How do crude oil prices co-move?: A copula approach In: Energy Economics.
[Full Text][Citation analysis]		article141
2013Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics.
[Full Text][Citation analysis]		article43
2014Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics.
[Full Text][Citation analysis]		article119
2015Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics.
[Full Text][Citation analysis]		article188
2016Quantile dependence of oil price movements and stock returns In: Energy Economics.
[Full Text][Citation analysis]		article112
2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics.
[Full Text][Citation analysis]		article210
2018Green bond and financial markets: Co-movement, diversification and price spillover effects In: Energy Economics.
[Full Text][Citation analysis]		article231
2018Oil price dynamics and market-based inflation expectations In: Energy Economics.
[Full Text][Citation analysis]		article18
2018The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach In: Energy Economics.
[Full Text][Citation analysis]		article95
2018The impact of Twitter sentiment on renewable energy stocks In: Energy Economics.
[Full Text][Citation analysis]		article41
2020Network connectedness of green bonds and asset classes In: Energy Economics.
[Full Text][Citation analysis]		article119
2012Do food and oil prices co-move? In: Energy Policy.
[Full Text][Citation analysis]		article118
2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy.
[Full Text][Citation analysis]		article40
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]		article11
2022Switching connectedness between real estate investment trusts, oil, and gold markets In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets In: Finance Research Letters.
[Full Text][Citation analysis]		article13
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]		article279
2016Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article118
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.
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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]		article130
2012Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article214
2013Is gold a hedge or safe haven against oil price movements? In: Resources Policy.
[Full Text][Citation analysis]		article194
2016The impact of downward/upward oil price movements on metal prices In: Resources Policy.
[Full Text][Citation analysis]		article62
2017Quantile causality between gold commodity and gold stock prices In: Resources Policy.
[Full Text][Citation analysis]		article15
2020Price spillovers between rare earth stocks and financial markets In: Resources Policy.
[Full Text][Citation analysis]		article32
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]		article23
2021Dynamic spillovers and network structure among commodity, currency, and stock markets In: Resources Policy.
[Full Text][Citation analysis]		article20
2024Tail risks of energy transition metal prices for commodity prices In: Resources Policy.
[Full Text][Citation analysis]		article0
2024The impact of uncertainty shocks on energy transition metal prices In: Resources Policy.
[Full Text][Citation analysis]		article0
2015Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article9
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]		article96
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]		article20
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]		article29
2014Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article166
2014Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article39
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]		article106
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]		article15
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.
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This paper has nother 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]		paper2
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
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]		article53
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]		article17
2012Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting.
[Citation analysis]		article12

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