Alexis Stenfors : Citation Profile


Are you Alexis Stenfors?

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.
   Cites by year: 2
   Journals where Alexis Stenfors has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 22 (20.75 %)

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   Permalink: http://citec.repec.org/pst614
   Updated: 2024-01-16    RAS profile: 2024-01-11    
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Relations with other researchers


Works with:

Chatziantoniou, Ioannis (9)

Gabauer, David (9)

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

Is cited by:

Hein, Eckhard (10)

Tiwari, Aviral (7)

Abakah, Emmanuel (6)

Gabauer, David (5)

Detzer, Daniel (4)

Fernandez Bariviera, Aurelio (3)

Szilagyi, Peter (2)

Chishti, Muhammad Zubair (2)

Chatziantoniou, Ioannis (2)

Dodig, Nina (2)

Batten, Jonathan (2)

Cites to:

Gabauer, David (65)

Chatziantoniou, Ioannis (38)

Yilmaz, Kamil (21)

Foucault, Thierry (21)

GUPTA, RANGAN (21)

Diebold, Francis (19)

Antonakakis, Nikolaos (16)

Lyons, Richard (15)

Svensson, Lars (13)

Evans, Martin (10)

Pesaran, Mohammad (10)

Main data


Where Alexis Stenfors has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money7
Journal of Economic Issues5

Working Papers Series with more than one paper published# docs
Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group15

Recent works citing Alexis Stenfors (2024 and 2023)


YearTitle of citing document
2023Quantile 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.

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2023Frequency 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.

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2023Analyzing 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.

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2023Spillovers 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.

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2023Scrutinizing 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.

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2023Volatility 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.

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2023Exploring 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.

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2023Analysis 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.

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2023Oil 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.

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2023Research 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.

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2023Price 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.

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2023Understanding 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.

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2023Dynamical 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.

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2023Extreme 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.

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2023How 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.

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2023Cross-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.

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2023Unconventional 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.

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2023Dynamic 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.

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2023Emerging 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.

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2023Measuring 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.

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2023Dynamic 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.

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2023COVID-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.

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2023Do 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.

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2023Quantile 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.

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2023What 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.

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2023Is 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.

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2023Blockchain 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.

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2023Quantile 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.

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2023An 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.

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2023Dynamical 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.

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2023Industry 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.

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2023How 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.

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Works by Alexis Stenfors:


YearTitleTypeCited
In: .
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article0
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
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article37
2021Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 37
paper
2023Model-free connectedness measures In: Finance Research Letters.
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article1
2014LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011 In: Journal of International Financial Markets, Institutions and Money.
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article3
2018Bid-ask spread determination in the FX swap market: Competition, collusion or a convention? In: Journal of International Financial Markets, Institutions and Money.
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article4
2017Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?.(2017) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 4
paper
2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data In: Journal of International Financial Markets, Institutions and Money.
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article3
2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data.(2017) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 3
paper
2020From 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.
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article8
2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 8
paper
2021Spoofing and pinging in foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
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article0
2018Spoofing and Pinging in Foreign Exchange Markets.(2018) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 0
paper
2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money.
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article3
2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 3
paper
2023Cross-market spoofing In: Journal of International Financial Markets, Institutions and Money.
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article0
2022Cross-Market Spoofing.(2022) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 0
paper
2016Swedish financialisation: ‘Nordic noir’ or ‘safe haven’? In: Chapters.
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chapter7
1995Explaining devaluation expectations in the EMS In: Finnish Economic Papers.
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article2
1994Explaining 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
2014The Swedish Financial System In: FESSUD studies.
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paper2
2014Financialisation and the Financial and Economic Crises: The Case of Sweden In: FESSUD studies.
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paper8
2018High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets In: Journal of Economic Issues.
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article0
2019The Covered Interest Parity Puzzle and the Evolution of the Japan Premium In: Journal of Economic Issues.
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article0
2018The Covered Interest Parity Puzzle and the Evolution of the Japan Premium.(2018) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 0
paper
2021Beyond LIBOR: Money Markets and the Illusion of Representativeness In: Journal of Economic Issues.
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article2
2020Beyond LIBOR: Money Markets and the Illusion of Representativeness.(2020) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 2
paper
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
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article2
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 2
paper
2023The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets In: Journal of Economic Issues.
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article0
2022The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets.(2022) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 0
paper
2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market In: Working Papers in Economics & Finance.
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paper0
2021Stealth Trading in FX Markets In: Working Papers in Economics & Finance.
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paper0
2023The Transmission Mechanism of Stress in the International Banking System In: Working Papers in Economics & Finance.
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paper0
2023A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market In: Working Papers in Economics & Finance.
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paper0
2011Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común In: Revista de Economía Crítica.
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article0
2014LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception In: Review of Political Economy.
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article2

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