Omar Rojas : Citation Profile


Are you Omar Rojas?

Universidad Panamericana

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   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 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro714
   Updated: 2023-03-02    RAS profile: 2018-08-22    
   Missing citations? Add them    Incorrect content? Let us know

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:

GUPTA, RANGAN (4)

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Omar Rojas has edited the books:


YearTitleTypeCited

Works by Omar Rojas:


YearTitleTypeCited
2014Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets In: Papers.
[Full Text][Citation analysis]
paper1
2015A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective In: Papers.
[Full Text][Citation analysis]
paper2
2016An empirical analysis of the relationships between crude oil, gold and stock markets In: Papers.
[Full Text][Citation analysis]
paper9
2016A 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]
paper3
2018A Nonlinear Empirical Analysis of Oil Price Co-movements In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]
article2
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.
[Full Text][Citation analysis]
chapter0
2015Adaptive market efficiency of agricultural commodity futures contracts In: Contaduría y Administración.
[Full Text][Citation analysis]
article4
2017Causality patterns for Brent, WTI, and Argus oil prices In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2018A Bayesian approach to model changes in volatility in the Mexican stock exchange index In: Applied Economics.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team