Victor Troster : Citation Profile


Are you Victor Troster?

Universitat de les Illes Balears

6

H index

6

i10 index

185

Citations

RESEARCH PRODUCTION:

15

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 30
   Journals where Victor Troster has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 3 (1.6 %)

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   Permalink: http://citec.repec.org/ptr354
   Updated: 2022-09-24    RAS profile: 2022-04-07    
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Relations with other researchers


Works with:

Uddin, Gazi (10)

Shahbaz, Muhammad (4)

Yoon, Seong-Min (3)

Wied, Dominik (2)

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

Is cited by:

Sharif, Arshian (10)

Shahbaz, Muhammad (10)

Sinha, Avik (9)

Lee, Chien-Chiang (7)

Uddin, Gazi (6)

Phiri, Andrew (6)

Lee, Chi-Chuan (6)

Bouri, Elie (5)

Ozturk, Ilhan (5)

Jiao, Zhilun (5)

Mishra, Shekhar (4)

Cites to:

Campbell, John (13)

Engle, Robert (12)

Acharya, Viral (10)

Roubaud, David (9)

Bouri, Elie (9)

lucey, brian (8)

Bollerslev, Tim (8)

Bekiros, Stelios (7)

Payne, James (7)

Shiller, Robert (7)

Shahbaz, Muhammad (7)

Main data


Where Victor Troster has published?


Journals with more than one article published# docs
Journal of Multinational Financial Management2
International Review of Financial Analysis2
Econometric Reviews2

Recent works citing Victor Troster (2022 and 2021)


YearTitle of citing document
2021Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2021Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12179.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2022Youth Unemployment and Stigmatization Over the Business Cycle in Europe*. (2022). Plum, Alexander ; Valbuena, Javier ; Ayllon, Sara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:103-129.

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2021Energy Sustainability, Energy Financing and Economic Growth in Nigeria. (2021). Okafor, Victoria ; Onabote, Ademola ; Ede, Christian ; Otobo, Oghenetega ; Osabohien, Romanus ; Jolaade, Ayobami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-51.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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2021Output-unemployment asymmetry in Okun coefficients for OECD countries. (2021). Povaanova, Mariana ; Boda, Martin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:307-323.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021Air quality, COVID-19, and the oil market: Evidence from China’s provinces. (2021). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:58-72.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Inflation and the NAIRU: assessing the role of long-term unemployment as a cause of hysteresis. (2022). Stirati, Antonella ; Romaniello, Davide ; Meloni, Walter Paternesi. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001468.

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2021The effect of financial fragility on employment. (2021). Sintos, Andreas ; Chletsos, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:104-120.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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2022The dependence of quantile power prices on supply from renewables. (2022). Stet, Cristian ; Huisman, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005351.

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2022Nonlinear tail dependence between the housing and energy markets. (2022). Taghizadeh-Hesary, Farhad ; Uddin, Gazi Salah ; Yoshino, Naoyuki ; Hedstrom, Axel ; Stenvall, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006137.

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2022Oil shocks and corporate social responsibility. (2022). al Mamun, Mohammed Abdullah ; Wong, Jin Boon ; Hasan, Mostafa Monzur. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000639.

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2022Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021The impact of natural disaster on energy consumption: International evidence. (2021). Lee, Chien-Chiang ; Wu, Ting-Pin ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988320303613.

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2021Is clean energy prosperity and technological innovation rapidly mitigating sustainable energy-development deficit in selected sub-Saharan Africa? A myth or reality. (2021). Ozturk, Ilhan ; Bekun, Festus ; Alola, Andrew Adewale. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521003906.

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2021Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA?. (2021). Shahbaz, Muhammad ; Mefteh-Wali, Salma ; Lahiani, Amine ; Vo, Xuan Vinh. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521003943.

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2021Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks. (2021). Lee, Chien-Chiang ; Ranjbar, Omid. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322970.

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2021Asymmetric between oil prices and renewable energy consumption in the G7 countries. (2021). Cheng, Hui ; Zhang, Hongwei ; Xiyu, Chen ; Guo, Yaoqi. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005685.

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2022The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268.

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2021Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Upreti, Vineet ; Zhao, Yixiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428.

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2021Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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2021Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. (2021). Vo, Xuan Vinh ; Hung, Ngo Thai. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000739.

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2021How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. (2021). Meo, Muhammad ; Chowdhury, Mohammad Ashraful Ferdous ; Ferdous, Mohammad Ashraful ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001009.

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2021Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets. (2021). Dingec, Kemal Dincer ; Silahli, Baykar ; Aydin, Nezir ; Cifter, Atilla. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312024.

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2021Measuring the risk of Chinese Fintech industry: evidence from the stock index. (2021). Sun, Xiaolei ; Li, Jian Ping ; Yao, Yinhong. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311055.

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2022The determinants of positive feedback trading behaviors in Bitcoin markets. (2022). Lee, Ming-Chih ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002014.

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2022Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk. (2022). Kim, Young Shin ; Kurosaki, Tetsuo. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002245.

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2022Risk management of Bitcoin futures with GARCH models. (2022). Guo, Zi-Yi. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002671.

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2022Interest in cryptocurrencies predicts conditional correlation dynamics. (2022). Chuffart, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002956.

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2022Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004128.

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2022More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies. (2022). Pereira, Javier ; Jeong, Jiin ; Fung, Kennard. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005079.

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2022The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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2021Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66.

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2021Do volatility indices diminish golds appeal as a safe haven to investors before and during the COVID-19 pandemic?. (2021). Shahbaz, Muhammad ; Sarker, Ashutosh ; Hammoudeh, Shawkat ; Tanin, Tauhidul Islam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:214-235.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021Asymmetric connectedness and dynamic spillovers between renewable energy and rare earth markets in China: Evidence from firms’ high-frequency data. (2021). Chen, Yufeng ; Zhang, Yuquan ; Zheng, Biao. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000131.

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2021Understanding the dynamics of the resource curse and financial development in China? A novel evidence based on QARDL model. (2021). Zhang, Yadi ; Jiang, Chun ; Afshan, Sahar ; Kamran, Hafiz Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001069.

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2021Asymmetric dynamics and quantile dependency of the resource curse in the USA. (2021). Luo, Gong-Li ; Wang, LU ; Dinca, Gheorghita ; Sharif, Arshian. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001185.

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2021Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2021). Hung, Ngo Thai. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002476.

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2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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2021The dynamic effects of international oil price shocks on economic fluctuation. (2021). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003147.

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2021Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States. (2021). Raggad, Bechir . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004311.

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2022Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2021Does crude oil price stimulate economic policy uncertainty in BRICS?. (2021). Umar, Muhammad ; Qin, Meng ; Huang, Shi-Wen ; Su, Chi-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000263.

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2021The role of technology innovation, renewable energy and globalization in reducing environmental degradation in Pakistan: A step towards sustainable environment. (2021). Chien, Fengsheng ; Sharif, Arshian ; Ahmad, Paiman ; Chau, Ka Yin ; Andlib, Zubaria ; Ajaz, Tahseen. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:308-317.

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2022The paradigms of technological innovation and renewables as a panacea for sustainable development: A pathway of going green. (2022). Meo, Muhammad ; Afshan, Sahar ; Suki, Norbayah Mohd ; Sharif, Arshian. In: Renewable Energy. RePEc:eee:renene:v:181:y:2022:i:c:p:1431-1439.

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2022The effects of non-renewable energy, renewable energy, economic growth, and foreign direct investment on the sustainability of African countries. (2022). Mahmood, Haider ; Ahmed, Rizwan ; Elheddad, Mohamed ; Abdelli, Latifa ; Djellouli, Nassima. In: Renewable Energy. RePEc:eee:renene:v:183:y:2022:i:c:p:676-686.

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2022Sustainable development of countries all over the world and the impact of renewable energy. (2022). Wang, Derek D ; Mo, Fei ; Sueyoshi, Toshiyuki. In: Renewable Energy. RePEc:eee:renene:v:184:y:2022:i:c:p:320-331.

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2022Higher oil prices, are they good or bad for renewable energy consumption: The case of Iran?. (2022). Suleymanov, Elchin ; Aliyev, Javid ; Maharramov, Shahin ; Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:411-419.

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2022Asymmetric impact of renewable and non-renewable energy on the industrial sector in Pakistan: Fresh evidence from Bayesian and non-linear ARDL. (2022). Ozturk, Ilhan ; Radulescu, Magdalena ; Hussain, Khadim ; Abbasi, Kashif Raza. In: Renewable Energy. RePEc:eee:renene:v:187:y:2022:i:c:p:944-957.

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2022Renewable energy and economic growth relationship under the oil reserve ownership: Evidence from panel VAR approach. (2022). Ozturk, Ilhan ; Ozsolak, Baki ; Ocal, Oguz ; Aslan, Alper. In: Renewable Energy. RePEc:eee:renene:v:188:y:2022:i:c:p:402-410.

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2022The role of energy prices and economic growth in renewable energy capacity expansion – Evidence from OECD Europe. (2022). Lee, Hazel ; Li, Raymond. In: Renewable Energy. RePEc:eee:renene:v:189:y:2022:i:c:p:435-443.

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2021Understanding cryptocurrency volatility: The role of oil market shocks. (2021). Yin, Libo ; Han, Liyan ; Nie, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:233-253.

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2021Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

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2022The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing. (2022). Yarovaya, Larisa ; Naqvi, Bushra ; Saba, Irum ; Abbas, Syed Kumail ; Mirza, Nawazish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295.

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2021COVID-19, stock market and sectoral contagion in US: a time-frequency analysis. (2021). Costa, Antonio ; Matos, Paulo ; da Silva, Cristiano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000210.

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2022Safe haven assets for international stock markets: A regime-switching factor copula approach. (2022). Tachibana, Minoru. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002129.

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2022Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model. (2022). Liu, Yimeng ; Song, Jiashan ; Zeng, Linhui ; Jiang, Kunliang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000228.

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001128.

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2022The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method. (2022). Lu, Zudi ; Wen, Fenghua ; Yan, Cheng ; Li, Yiying ; Ren, Xiaohang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:179:y:2022:i:c:s0040162522001433.

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2021Asymmetric inter-linkages between green technology innovation and consumption-based carbon emissions in BRICS countries using quantile-on-quantile framework. (2021). Wang, Yufeng ; Razzaq, Asif ; Shahzad, Farrukh ; Suksatan, Wanich ; Chupradit, Supat. In: Technology in Society. RePEc:eee:teinso:v:66:y:2021:i:c:s0160791x21001317.

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2021The Impact of Oil Price on Transition toward Renewable Energy Consumption? Evidence from Russia. (2021). Mukhtarov, Shahriyar ; Karacan, Ridvan ; Yardimci, Mehmet Emin ; Leyen, Aykut ; Bari, Smail. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:10:p:2947-:d:558024.

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2021Global Oil Price and Innovation for Sustainability: The Impact of R&D Spending, Oil Price and Oil Price Volatility on GHG Emissions. (2021). Khan, Muhammad Asif ; Liczmaska-Kopcewicz, Katarzyna ; Pypacz, Paula ; Ahmed, Masood ; Mohamued, Elyas Abdulahi. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1757-:d:521879.

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2022ICT, Energy Intensity, and CO 2 Emission Nexus. (2022). Gen, Sema Yilmaz ; Kayiki, Fazil ; Castanho, Rui Alexandre ; Bildirici, Melike E. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4567-:d:845389.

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2022Energy Security, Sustainable Development and the Green Bond Market. (2022). Bombol, Magorzata ; Orzechowski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6218-:d:898446.

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2021Intraday Volatility Spillovers among European Financial Markets during COVID-19. (2021). Bashir, Beenish ; Mughal, Khurrum Shahzad ; Ferreira, Paulo ; Aslam, Faheem. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:1:p:5-:d:475123.

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2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2021Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN. (2021). Leatham, David J ; Wan, Qing ; Shen, ZE. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:337-:d:597599.

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2022.

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2021.

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2022Banking Sector Profitability: Does Household Income Matter?. (2022). Voronova, Natalia ; Iakovleva, Elena ; Miroshnichenko, Olga. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3345-:d:769836.

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2022Deconstruction of the Green Bubble during COVID-19 International Evidence. (2022). Kenourgios, Dimitris ; Dar, Vandita ; Papathanasiou, Spyros ; Ghosh, Bikramaditya. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3466-:d:772284.

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2021Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y.

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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). McIver, Ron P ; Kang, Sang Hoon ; Arreolahernandez, Jose ; Yoon, Seong-Min. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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2022Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8.

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2021Cryptocurrencies and Gold - Similarities and Differences. (2021). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:202128.

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2021Does Green Financing help to improve the Environmental & Social Responsibility? Designing SDG framework through Advanced Quantile modelling. (2021). Sinha, Avik ; Mishra, Shekhar ; Yarovaya, Larisa ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:108150.

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2021The asymmetric effect of public private partnership investment on transport CO2 emission in China: Evidence from quantile ARDL approach. (2021). Sinha, Avik ; Sharif, Arshian ; Anwar, Ahsan ; Jermsittiparsert, Kittisak ; Rehman, Syed Abdul ; Ahmad, Paiman ; Fatima, Saba. In: MPRA Paper. RePEc:pra:mprapa:108160.

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2021Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA?. (2021). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Mefteh-Wali, Salma ; Lahiani, Amine. In: MPRA Paper. RePEc:pra:mprapa:109446.

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2021Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Joseph, Solomon O ; Vo, Xuan Vinh ; Awolaja, Oladapo G. In: MPRA Paper. RePEc:pra:mprapa:109831.

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2021Asymmetric effects of Eco-innovation and Human Capital development in realizing Environmental Sustainability in China: Evidence from Quantile ARDL framework. (2021). Sinha, Avik ; Saleem, Faiza ; Razzaq, Asif ; Jin, Cheng. In: MPRA Paper. RePEc:pra:mprapa:111922.

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2021Testing for Granger Causality in Quantiles Between the Wage Share and Capacity Utilization. (2021). Lima, Gilberto ; Marques, Andr M. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2021wpecon03.

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2021Human capital, energy and economic growth in China: evidence from multivariate nonlinear Granger causality tests. (2021). Wolski, Marcin ; Fang, Zheng. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01781-7.

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2021Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00185-2.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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2022Cryptocurrency trading: a comprehensive survey. (2022). Li, Lingbo ; Wu, Fan ; Martinez-Rego, David ; Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6.

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2021Modelling the volatility of crude oil returns: Jumps and volatility forecasts. (2021). Roubaud, David ; Dutta, Anupam ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:889-897.

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2021The role of financial stress in the economic activity: Fresh evidence from a Granger?causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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2021Analysing spillover between returns and volatility series of oil across major stock markets. (2021). Shahbaz, Muhammad ; Ullah, Subhan ; Nasreen, Samia ; Tiwari, Aviral Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2458-2490.

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2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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More than 100 citations found, this list is not complete...

Works by Victor Troster:


YearTitleTypeCited
2022A Robust Test for Monotonicity in Asset Returns In: Journal of Time Series Econometrics.
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2022Asymmetric dynamics between uncertainty and unemployment flows in the United States In: Studies in Nonlinear Dynamics & Econometrics.
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2020Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States.(2020) In: LiU Working Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2017Unemployment persistence in OECD countries after the Great Recession In: Economic Modelling.
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article12
2016Unemployment Persistence in OECD Countries after the Great Recession.(2016) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 12
paper
2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro In: Journal of Empirical Finance.
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article4
2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis In: Energy Economics.
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article73
2018Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 73
paper
2021Ethical and unethical investments under extreme market conditions In: International Review of Financial Analysis.
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article0
2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience In: International Review of Financial Analysis.
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article1
2019Bitcoin returns and risk: A general GARCH and GAS analysis In: Finance Research Letters.
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article30
2019A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy.
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article14
2019Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management.
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article12
2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories In: Journal of Multinational Financial Management.
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article3
2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2021Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition In: Journal of Economic Interaction and Coordination.
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article0
2021New Insights on the Trading Volume–Return Relationship: Evidence from the Three Largest Stock Exchanges In: Springer Books.
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2018Testing for Granger-causality in quantiles In: Econometric Reviews.
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article36
2021A specification test for dynamic conditional distribution models with function-valued parameters In: Econometric Reviews.
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article0
2021Cointegration, information transmission, and the lead?lag effect between industry portfolios and the stock market In: Journal of Forecasting.
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