4
H index
1
i10 index
84
Citations
University of Portsmouth | 4 H index 1 i10 index 84 Citations RESEARCH PRODUCTION: 18 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY: 29 years (1994 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pst614 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexis Stenfors. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Financial Markets, Institutions and Money | 7 |
Journal of Economic Issues | 5 |
Working Papers Series with more than one paper published | # docs |
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Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group | 15 |
Year | Title of citing document |
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2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper |
2023 | Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049. Full description at Econpapers || Download paper |
2023 | Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079. Full description at Econpapers || Download paper |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper |
2023 | Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683. Full description at Econpapers || Download paper |
2023 | Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920. Full description at Econpapers || Download paper |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper |
2023 | Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852. Full description at Econpapers || Download paper |
2023 | Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058. Full description at Econpapers || Download paper |
2023 | Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. (2023). Yang, Yung-Lieh ; Ling, Yuan Hung ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001216. Full description at Econpapers || Download paper |
2023 | Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348. Full description at Econpapers || Download paper |
2023 | How connected is the crypto market risk to investor sentiment?. (2023). Zhu, Hao ; Meng, Yiqun ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494. Full description at Econpapers || Download paper |
2023 | Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483. Full description at Econpapers || Download paper |
2023 | Unconventional monetary policy and debt sustainability in Japan. (2023). Cheng, Gong ; Alberola, Enrique ; Zenios, Stavros A ; Consiglio, Andrea. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:69:y:2023:i:c:s0889158323000291. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper |
2023 | Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407. Full description at Econpapers || Download paper |
2023 | Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763. Full description at Econpapers || Download paper |
2023 | Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method. (2023). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Adeleke, Musefiu A ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003495. Full description at Econpapers || Download paper |
2023 | COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707. Full description at Econpapers || Download paper |
2023 | Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?. (2023). Ndubuisi, Gideon ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:94-111. Full description at Econpapers || Download paper |
2023 | Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625. Full description at Econpapers || Download paper |
2023 | What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577. Full description at Econpapers || Download paper |
2023 | Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? Evidence from conventional and Islamic ESG stocks. (2023). Tedeschi, Marco ; Asl, Mahdi Ghaemi ; Shahzad, Umer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:139-154. Full description at Econpapers || Download paper |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper |
2023 | Quantile connectedness between Chinese stock and commodity futures markets. (2023). Kang, Sang Hoon ; Ahmad, Nasir ; Ko, Hee-Un ; Vo, Xuan Vinh ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001969. Full description at Econpapers || Download paper |
2023 | An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552. Full description at Econpapers || Download paper |
2023 | Dynamical Linkages and Frequency Spillovers between Crude Oil and Stock Markets in BRICS During Turbulent and Tranquil Times. (2023). Ellouz, Dhoha Mellouli. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:77-96. Full description at Econpapers || Download paper |
2023 | Industry Volatility and Employment Extreme Risk Transmission: Evidence from China. (2023). Zhong, Xuan ; Zhang, Zuominyang ; Li, Jin ; Lin, Ling. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:12916-:d:1226148. Full description at Econpapers || Download paper |
2023 | How Do Global Uncertainties Spillovers Affect Leading Renewable Energy Indices? Evidence from the Network Connectedness Approach. (2023). Noman, Abul Ala ; Alonazi, Wadi B ; Khan, Uzair Abdullah ; Rehman, Mohd Ziaur. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13630-:d:1238209. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 0 | |
2021 | Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters. [Full Text][Citation analysis] | article | 37 |
2021 | Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2023 | Model-free connectedness measures In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2014 | LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011 In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2018 | Bid-ask spread determination in the FX swap market: Competition, collusion or a convention? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2017 | Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?.(2017) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2019 | Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2017 | Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data.(2017) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
2019 | From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | Spoofing and pinging in foreign exchange markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2018 | Spoofing and Pinging in Foreign Exchange Markets.(2018) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2021 | Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Cross-market spoofing In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2022 | Cross-Market Spoofing.(2022) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Swedish financialisation: ‘Nordic noir’ or ‘safe haven’? In: Chapters. [Full Text][Citation analysis] | chapter | 7 |
1995 | Explaining devaluation expectations in the EMS In: Finnish Economic Papers. [Full Text][Citation analysis] | article | 2 |
1994 | Explaining Devaluation Expectations in the EMS.(1994) In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | The Swedish Financial System In: FESSUD studies. [Full Text][Citation analysis] | paper | 2 |
2014 | Financialisation and the Financial and Economic Crises: The Case of Sweden In: FESSUD studies. [Full Text][Citation analysis] | paper | 8 |
2018 | High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 0 |
2019 | The Covered Interest Parity Puzzle and the Evolution of the Japan Premium In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 0 |
2018 | The Covered Interest Parity Puzzle and the Evolution of the Japan Premium.(2018) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Beyond LIBOR: Money Markets and the Illusion of Representativeness In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 2 |
2020 | Beyond LIBOR: Money Markets and the Illusion of Representativeness.(2020) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 2 |
2021 | The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 0 |
2022 | The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets.(2022) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 0 |
2021 | Stealth Trading in FX Markets In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 0 |
2023 | The Transmission Mechanism of Stress in the International Banking System In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 0 |
2023 | A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 0 |
2011 | Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común In: Revista de Economía Crítica. [Full Text][Citation analysis] | article | 0 |
2014 | LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception In: Review of Political Economy. [Full Text][Citation analysis] | article | 2 |
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