3
H index
0
i10 index
24
Citations
Omar Rojas : Citation Profile
Universidad Panamericana | RESEARCH PRODUCTION: 4 Articles 4 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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4 years (2014 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Omar Rojas. | Is cited by:
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Main data
Where Omar Rojas has published?
| Working Papers Series with more than one paper published | # docs |
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| Papers / arXiv.org | 4 |
Recent works citing Omar Rojas (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Discriminating modelling approaches for Point in Time Economic Scenario Generation. (2021). Wang, Rui. In: Papers. RePEc:arx:papers:2108.08818. Full description at Econpapers || Download paper |
| 2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper |
| 2021 | Dynamic 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. Full description at Econpapers || Download paper |
| 2022 | Examining 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. Full description at Econpapers || Download paper |
| 2021 | S&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. Full description at Econpapers || Download paper |
| 2021 | Dinámica 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. Full description at Econpapers || Download paper |
| 2021 | Oil 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. Full description at Econpapers || Download paper |
| 2022 | COVID-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. Full description at Econpapers || Download paper |
| 2021 | Co-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. Full description at Econpapers || Download paper |
| 2022 | Are 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. Full description at Econpapers || Download paper |
Omar Rojas has edited the books:
| Year | Title | Type | Cited |
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Works by Omar Rojas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | An empirical analysis of the relationships between crude oil, gold and stock markets In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | A Nonlinear Empirical Analysis of Oil Price Co-movements In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 2 |
| 2018 | Oil 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. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Adaptive market efficiency of agricultural commodity futures contracts In: Contaduría y Administración. [Full Text][Citation analysis] | article | 4 |
| 2017 | Causality patterns for Brent, WTI, and Argus oil prices In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | A Bayesian approach to model changes in volatility in the Mexican stock exchange index In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team