Omar Rojas : Citation Profile

Are you Omar Rojas?

Universidad Panamericana


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Books edited


   4 years (2014 - 2018). See details.
   Cites by year: 6
   Journals where Omar Rojas has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (4 %)


   Updated: 2023-03-02    RAS profile: 2018-08-22    
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Relations with other researchers

Works with:

Fullerton, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Omar Rojas.

Is cited by:


McAleer, Michael (2)

Asai, Manabu (2)

Gradojevic, Nikola (1)

Nazlioglu, Saban (1)

Kirikkaleli, Dervis (1)

Nasreen, Samia (1)

Lento, Camillo (1)

Tiwari, Aviral (1)

Bonato, Matteo (1)

Lau, Chi Keung (1)

Cites to:

Hinich, Melvin (9)

Serletis, Apostolos (6)

Filis, George (5)

Floros, Christos (4)

Reboredo, Juan (4)

Degiannakis, Stavros (4)

Narayan, Paresh (3)

Soytas, Ugur (3)

Narayan, Seema (3)

Hammoudeh, Shawkat (3)

Ratti, Ronald (3)

Main data

Where Omar Rojas has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Omar Rojas (2022 and 2021)

YearTitle of citing document
2021Discriminating modelling approaches for Point in Time Economic Scenario Generation. (2021). Wang, Rui. In: Papers. RePEc:arx:papers:2108.08818.

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

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2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

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2022Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets. (2022). Naveed, Hafiz Muhammad ; Yao, Hongxing ; Memon, Bilal Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001635.

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2021S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown. (2021). Lento, Camillo ; Gradojevic, Nikola. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:330-:d:595312.

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2021Dinámica anticipada del PIB trimestral en México ante shocks negativos derivados de factores debidos a la crisis sanitaria del covid-19. (2021). de Leon, Adrian ; Gonzalez, Gustavo Cabrera. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:4.

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2021Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico. (2021). Santillan-Salgado, Roberto J ; Morales, Rodrigo A. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:5.

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2022COVID-19 and adaptive behavior of returns: evidence from commodity markets. (2022). Shahid, Muhammad Naeem. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01332-z.

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2021Co-movement of commodity price indexes and energy price index: a wavelet coherence approach. (2021). Kirikkaleli, Dervis ; Güngör, Hasan ; Gungor, Hasan. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00230-8.

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2022Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models. (2022). Muzindutsi, Paul-Francois ; Ndlovu, Nothando ; Mvuyana, Lungelo ; Tshutsha, Akona ; Obalade, Adefemi A. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0053.

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Omar Rojas has edited the books:


Works by Omar Rojas:

2014Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets In: Papers.
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2015A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective In: Papers.
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2016An empirical analysis of the relationships between crude oil, gold and stock markets In: Papers.
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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 In: Papers.
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2018A Nonlinear Empirical Analysis of Oil Price Co-movements In: International Journal of Energy Economics and Policy.
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2018Oil prices and stock markets returns: a comparison among Brazil, Chile, and Mexico In: Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional.
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2015Adaptive market efficiency of agricultural commodity futures contracts In: Contaduría y Administración.
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2017Causality patterns for Brent, WTI, and Argus oil prices In: Applied Economics Letters.
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2018A Bayesian approach to model changes in volatility in the Mexican stock exchange index In: Applied Economics.
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