Bryan R. Routledge : Citation Profile


Are you Bryan R. Routledge?

Carnegie Mellon University

9

H index

9

i10 index

538

Citations

RESEARCH PRODUCTION:

7

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (1998 - 2010). See details.
   Cites by year: 44
   Journals where Bryan R. Routledge has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 3 (0.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro450
   Updated: 2020-07-04    RAS profile: 2012-11-20    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bryan R. Routledge.

Is cited by:

Sabatini, Fabio (22)

Miao, Jianjun (17)

Antoci, Angelo (11)

Young, Eric (10)

Luo, Yulei (8)

Sodini, Mauro (7)

Epstein, Larry (7)

Schneider, Martin (6)

Fernandez-Villaverde, Jesus (6)

wang, tan (5)

Rubio-Ramirez, Juan F (5)

Cites to:

Caballero, Ricardo (3)

Alvarez, Fernando (3)

Jermann, Urban (3)

Laroque, Guy (2)

Macleod, W. Bentley (2)

Gorton, Gary (2)

Rouwenhorst, K. (2)

Carmichael, Lorne (2)

Wei, Chao (1)

Mehra, Rajnish (1)

Duffie, Darrell (1)

Main data


Where Bryan R. Routledge has published?


Journals with more than one article published# docs
Journal of Finance2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business7
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Bryan R. Routledge (2018 and 2017)


YearTitle of citing document
2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2017What Makes Commodity Prices Move Together? An Answer From A Dynamic Factor Model. (2017). Esposti, Roberto. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260889.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2018On the spot-futures no-arbitrage relations in commodity markets. (2018). Lautier, Delphine ; Ren'e A"id, ; Campi, Luciano . In: Papers. RePEc:arx:papers:1501.00273.

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2017An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael. In: Papers. RePEc:arx:papers:1502.00674.

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2020An Impulse-Regime Switching Game Model of Vertical Competition. (2020). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Ren'e A"id, . In: Papers. RePEc:arx:papers:2006.04382.

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2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

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2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2018Growth strategy with social capital, human capital and physical capital—Theory and evidence: The case of Vietnam. (2018). nguyen, anh ; Simioni, Michel ; le Van, Cuong. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:20:y:2018:i:5:p:768-787.

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2017Are Human and Social Capital Linked? Evidence from India. (2017). Alpaslan, Baris. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:859-881.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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2017Disapproval Aversion or Inflated Inequity Acceptance? The Impact of Expressing Emotions in Ultimatum Bargaining. (2017). Kamei, Kenju ; Chen, Josie I. In: Working Papers. RePEc:dur:durham:2017_10.

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2017Social capital, conflict and welfare. (2017). Sánchez-Pagés, Santiago ; Jennings, Colin ; Sanchez-Pages, Santiago . In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:157-167.

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2017On the behavior of commodity prices when speculative storage is bounded. (2017). Kleppe, Tore ; Oglend, Atle. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:52-69.

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

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2017Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra–Prescott economy. (2017). Dolmas, Jim . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:55-62.

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2019Long-term swings and seasonality in energy markets. (2019). Novales, Alfonso ; Moreno, Manuel ; Platania, Federico. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:1011-1023.

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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2018The asymmetric return-volatility relationship of commodity prices. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2019How to effectively stabilize Chinas commodity price fluctuations?. (2019). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303391.

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2017The fundamental theorem of mutual insurance. (2017). Albrecht, Peter ; Huggenberger, Markus . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:180-188.

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2020A functional time series analysis of forward curves derived from commodity futures. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665.

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2020Market risk-based capital requirements, trading activity, and bank risk. (2020). Torna, Gokhan ; Kitsul, Yuriy ; Holod, Dmytro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302054.

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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2018Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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2018Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics. (2018). Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:21-32.

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2018Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Routledge, Bryan R ; Collin-Dufresne, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

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2018Convex dynamic programming with (bounded) recursive utility. (2018). Bloise, Gaetano ; Vailakis, Yiannis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:118-141.

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2019Generalized entropy and model uncertainty. (2019). Meyer-Gohde, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:312-343.

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2019Endogenous discounting, wariness, and efficient capital taxation. (2019). Araujo, Aloisio ; Gama, Juan Pablo ; Pascoa, Mario R ; Novinski, Rodrigo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:520-545.

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2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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2017Confidence, bond risks, and equity returns. (2017). Zhao, Guihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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2018Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86.

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2019Do speculators drive commodity prices away from supply and demand fundamentals?. (2019). Smith, Aaron. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:4.

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2020Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates. (2020). Irwin, Scott H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851318301053.

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2019Ambiguity and endogenous discounting. (2019). Kochov, Asen ; Bommier, Antoine ; le Grand, Franois ; Legrand, Franois . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:83:y:2019:i:c:p:48-62.

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2018Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C. In: Journal of Monetary Economics. RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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2018Uncertainty-induced dynamic inefficiency and the optimal inflation rate. (2018). Jung, Kuk Mo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:486-506.

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2018Analysis of risk premium in UK natural gas futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:621-636.

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2020Regime shift, speculation, and stock price. (2020). ZHANG, SHUOXUN ; Qin, Zhenjiang ; Fu, Yishu ; Du, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191931027x.

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2017Commodity Spot, Forward, and Futures Prices with a Firms Optimal Strategy. (2017). Katsushi, Nakajima . In: Discussion papers. RePEc:eti:dpaper:17008.

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2019Regulating Financial Networks Under Uncertainty. (2019). Ramirez, Carlos. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-56.

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2017Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine. In: Post-Print. RePEc:hal:journl:hal-01781761.

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2017Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine. In: Post-Print. RePEc:hal:journl:hal-01781765.

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2018The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives. (2018). Legrand, Nicolas. In: Post-Print. RePEc:hal:journl:hal-01924388.

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2017Heterogeneity and Self-Organization of Complex Systems Through an Application to Financial Market with Multiagent Systems. (2017). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris. In: Post-Print. RePEc:hal:journl:hal-02114933.

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2017The more educated, the more engaged? An analysis of social capital and education. (2017). Mediavilla, Mauro ; Ferrer-Esteban, Gerard. In: Working Papers. RePEc:ieb:wpaper:doc2017-13.

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2017Pricing Option on Commodity Futures under String Shock. (2017). Laha, A K ; Deepak, Bisht . In: IIMA Working Papers. RePEc:iim:iimawp:14573.

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2020Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model. (2020). Nakajima, Katsushi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09280-6.

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2018Disapproval aversion or inflated inequity acceptance? The impact of expressing emotions in ultimatum bargaining. (2018). Kamei, Kenju ; Chen, Josie I. In: Experimental Economics. RePEc:kap:expeco:v:21:y:2018:i:4:d:10.1007_s10683-017-9554-z.

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2018Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims. (2018). Inaba, Kei-Ichiro. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0241-6.

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2017A four-factor stochastic volatility model of commodity prices. (2017). Schone, Max F ; Spinler, Stefan. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9126-y.

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2020The Variance Risk Premium in Equilibrium Models. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27108.

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2017Divergent Behavior in Markets with Idiosyncratic Private Information. (2017). Goldbaum, David. In: Review of Behavioral Economics. RePEc:now:jnlrbe:105.00000064.

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2018Stochastic Impatience and the Separation of Time and Risk Preferences. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David. In: PIER Working Paper Archive. RePEc:pen:papers:18-020.

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2017On the Observational Implications of Knightian Uncertainty. (2017). Zhong, Weifeng ; Hassett, Kevin . In: MPRA Paper. RePEc:pra:mprapa:82998.

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2017Life in shakles? The quantitative implications of reforming the educational financing system. (2017). Reijnders, Laurie ; Kindermann, Fabian ; Heijdra, Ben. In: Review of Economic Dynamics. RePEc:red:issued:16-86.

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2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

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2020Regulating financial networks under uncertainty. (2020). Ramirez, Carlos. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020107.

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2017The effect of genetic algorithm learning with a classifier system in limit order markets. (2017). He, Xuezhong ; Zhang, Yongjie ; Xiong, Xiong ; Wei, Lijian. In: Published Paper Series. RePEc:uts:ppaper:2017-3.

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2018Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors. (2018). Yin, Libo ; Han, Liyan ; Liu, Yang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261.

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2018Benchmarking commodity investments. (2018). Molyboga, Marat ; Cooper, Ricky ; Blocher, Jesse. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:340-358.

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2019Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?. (2019). Oglend, Atle ; Kleppe, Tore. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:865-889.

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2017The pricing of average options with jump diffusion processes in the uncertain volatility model. (2017). Fan, Yulian ; Zhang, Huadong. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500050.

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2018The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy. (2018). Zietz, Joachim ; Rehse, Dominik ; Rottke, Nico ; Riordan, Ryan. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18024.

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Works by Bryan R. Routledge:


YearTitleTypeCited
2000Equilibrium Forward Curves for Commodities In: Journal of Finance.
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article155
Equilibrium Forward Curves for Commodities.() In: GSIA Working Papers.
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This paper has another version. Agregated cites: 155
paper
Equilibrium Forward Curves for Commodities.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
paper
2010Generalized Disappointment Aversion and Asset Prices In: Journal of Finance.
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article57
2003Generalized Disappointment Aversion and Asset Prices.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
Model Uncertainty and Liquidity In: GSIA Working Papers.
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paper75
2000Model Uncertainty and Liquidity.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 75
paper
2001Model Uncertainty and Liquidity.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 75
paper
2009Model Uncertainty and Liquidity.(2009) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 75
article
2000MODEL UNCERTAINITY AND LIQUIDITY.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 75
paper
0000Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies, In: GSIA Working Papers.
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paper12
Co-Evolution and Spatial Interactoin In: GSIA Working Papers.
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paper3
Endogenous Social Capital In: GSIA Working Papers.
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paper1
1998The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity In: GSIA Working Papers.
[Citation analysis]
paper6
2001GENETIC ALGORITHM LEARNING TO CHOOSE AND USE INFORMATION In: Macroeconomic Dynamics.
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article11
2003Social capital and growth In: Journal of Monetary Economics.
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article78
2002Project Assignment Rights and Incentives for Eliciting Ideas In: Management Science.
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article4
2005Exotic Preferences for Macroeconomists In: NBER Chapters.
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chapter84
2004Exotic Preferences for Macroeconomists.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84
paper
2004Exotic Preferences for Macroeconomists.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 84
paper
2005Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology In: NBER Working Papers.
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paper14
1999Adaptive Learning in Financial Markets. In: Review of Financial Studies.
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article37
2004International Risk Sharing with exotic preferences In: 2004 Meeting Papers.
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paper0
2006Asset pricing implications for business cycle analysis In: 2006 Meeting Papers.
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paper0
2007Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing In: 2007 Meeting Papers.
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paper0
2008The Term Structure of Oil Prices, Bond Prices, and Monetary Policy In: 2008 Meeting Papers.
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paper0
2009The Cyclical Component of US Asset Returns In: 2009 Meeting Papers.
[Citation analysis]
paper1
2000SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0

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