Jorge Mario Uribe Gil : Citation Profile


Are you Jorge Mario Uribe Gil?

Universitat Oberta de Catalunya

5

H index

4

i10 index

118

Citations

RESEARCH PRODUCTION:

32

Articles

26

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 8
   Journals where Jorge Mario Uribe Gil has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 10 (7.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pur43
   Updated: 2021-04-17    RAS profile: 2021-04-11    
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Relations with other researchers


Works with:

Chuliá, Helena (14)

Mosquera-López, Stephania (6)

Gomez-Gonzalez, Jose (5)

Hirs-Garzon, Jorge (5)

Pinchao-Rosero, Andres (2)

Fernández Mejía, Julián (2)

GUPTA, RANGAN (2)

Wohar, Mark (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Mario Uribe Gil.

Is cited by:

GUPTA, RANGAN (37)

Wohar, Mark (11)

Gabauer, David (6)

Lau, Chi Keung (5)

Balcilar, Mehmet (5)

Bouri, Elie (4)

Wang, Gang-Jin (3)

Shahzad, Syed Jawad Hussain (3)

Gomez-Gonzalez, Jose (3)

Ji, Qiang (3)

Plakandaras, Vasilios (3)

Cites to:

Bai, Jushan (26)

Ng, Serena (20)

bloom, nicholas (18)

Caballero, Ricardo (18)

Diebold, Francis (18)

Yilmaz, Kamil (17)

Nguyen, Duc Khuong (16)

Rogoff, Kenneth (16)

Pesaran, M (14)

GUPTA, RANGAN (13)

Engle, Robert (13)

Main data


Where Jorge Mario Uribe Gil has published?


Journals with more than one article published# docs
Revista Lecturas de Economía4
Revista Finanzas y Politica Economica3
Journal of International Financial Markets, Institutions and Money2
Energy2
Revista Cuadernos de Economía2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics8
Documentos de Trabajo - CIDSE / Universidad del Valle - CIDSE4
Borradores de Economia / Banco de la Republica de Colombia3
Temas de Estabilidad Financiera / Banco de la Republica de Colombia3
Working papers / Red Investigadores de Economa2
BORRADORES DE ECONOMIA / BANCO DE LA REPBLICA2

Recent works citing Jorge Mario Uribe Gil (2021 and 2020)


YearTitle of citing document
2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Hu, Jie ; Chen, YU ; Zhang, Weiping. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:6:p:78-100.

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2020Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts. (2020). Trespalacios, Alfredo ; Perote, Javier ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:018186.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

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2021Economic policy uncertainty and illiquidity return premium. (2021). Thinh, Van Quoc ; Hsieh, Hui-Ching. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

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2020Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

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2020Variable renewable energy technologies in the Turkish electricity market: Quantile regression analysis of the merit-order effect. (2020). ŞİRİN, Selahattin ; Yilmaz, Berna N ; Sirin, Selahattin Murat . In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303906.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781.

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2020Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936.

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2020Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis. (2020). Geng, Jiang-Bo ; Ji, Qiang ; Xia, Tongshui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119313299.

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2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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2020Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320.

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2021Modeling return and volatility spillover networks of global new energy companies. (2021). Du, Ya-Juan ; Geng, Jiang-Bo ; Zhang, Dayong ; Ji, Qiang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:135:y:2021:i:c:s1364032120305037.

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2020Measuring Chinese consumers’ perceived uncertainty. (2020). Jeon, Yoontae ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:51-70.

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2020Risk dependence between energy corporations: A text-based measurement approach. (2020). Zhu, Xiaoqian ; Li, Jianping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:33-46.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2021Energy Market Prices in Times of COVID-19: The Case of Electricity and Natural Gas in Spain. (2021). Abadie, Luis M. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1632-:d:517157.

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2020State-Dependent Stock Liquidity Premium: The Case of the Warsaw Stock Exchange. (2020). Stereczak, Szymon. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:13-:d:329185.

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2020Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model. (2020). Izumi, Kiyoshi ; Shimada, Takashi ; Matsushima, Hiroyasu ; Sakaji, Hiroki ; Yono, Kyoto. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:79-:d:347519.

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2020Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

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2021The Impact of Uncertainty on State-Level Housing Markets of the United States: The Role of Social Cohesion. (2021). Sheng, Xin ; Dai, Linyan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3065-:d:514906.

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2020COVID 19s impact on crude oil and natural gas S&P GS Indexes. (2020). Goutte, Stéphane ; Hchaichi, Rafla ; Guesmi, Khaled ; Aloui, Donia. In: Working Papers. RePEc:hal:wpaper:halshs-02613280.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2020Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274.

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2020Oil Price Dynamics and Currency-Hedging Behavior. (2020). Ibhagui, Oyakhilome ; Agudze, Komla. In: MPRA Paper. RePEc:pra:mprapa:100949.

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2020Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. (2020). Pincheira, Pablo ; Jarsun, Nabil. In: MPRA Paper. RePEc:pra:mprapa:105056.

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2021Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566.

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2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001.

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2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100.

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2020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024.

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2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202058.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085.

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2020Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202090.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2020Evolutionary Game Analysis of Tripartite Cooperation Strategy under Mixed Development Environment of Cascade Hydropower Stations. (2020). Hu, Zhigen ; Chen, Yun ; Liu, Quan. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:34:y:2020:i:6:d:10.1007_s11269-020-02537-0.

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2021Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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Works by Jorge Mario Uribe Gil:


YearTitleTypeCited
2019Volatility Spillovers in Energy Markets In: The Energy Journal.
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article4
2015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers.
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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates In: Borradores de Economia.
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2007Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo In: Borradores de Economia.
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2007CARACTERIZACIÓN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÁLISIS COMPARATIVO.(2007) In: BORRADORES DE ECONOMIA.
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2009Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio? In: Borradores de Economia.
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2009Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?.(2009) In: BORRADORES DE ECONOMIA.
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2007Indicadores básicos de desarrollo del mercado accionario colombiano. In: Temas de Estabilidad Financiera.
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2008Una aproximación dinámica a la medición del riesgo de mercado para los bancos comerciales en Colombia. In: Temas de Estabilidad Financiera.
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2008Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos. In: Temas de Estabilidad Financiera.
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2020Giving and receiving: Exploring the predictive causality between oil prices and exchange rates In: International Finance.
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2011Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones In: Revista Cuadernos de Economía.
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2014Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos. In: Revista Cuadernos de Economía.
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2011Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP In: Documentos de Trabajo - CIDSE.
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2011Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia. In: Documentos de Trabajo - CIDSE.
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2013Testing for multiple bubbles with daily data In: Documentos de Trabajo - CIDSE.
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2013Burbujas financieras: dos alternativas de identificación aplicadas a Colombia In: Documentos de Trabajo - CIDSE.
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2016Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030 In: Revista Sociedad y Economía - CIDSE.
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2011Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica In: Revista Lecturas de Economía.
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2012La medición del riesgo en eventos extremos. Una revisión metodológica en contexto In: Revista Lecturas de Economía.
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2015Ciclo financiero de referencia en Colombia In: Revista Lecturas de Economía.
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2014Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina In: Revista Lecturas de Economía.
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2016Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile In: Revista de Economía del Caribe.
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2016Crecimiento económico colombiano y quiebres estructurales endógenos In: Ensayos de Economía.
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2015Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia In: Revista Ecos de Economía.
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2016Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo In: Revista Finanzas y Politica Economica.
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2017Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano In: Revista Finanzas y Politica Economica.
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2018Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano.(2018) In: Revista Finanzas y Politica Economica.
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2016MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin.
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2018Financial risk network architecture of energy firms In: Applied Energy.
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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review.
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2015“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”.(2015) In: IREA Working Papers.
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2018Uncovering the nonlinear predictive causality between natural gas and electricity prices In: Energy Economics.
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2017Nonlinear empirical pricing in electricity markets using fundamental weather factors In: Energy.
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2020Characterizing electricity market integration in Nord Pool In: Energy.
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2020Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis.
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2019“Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers.
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2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State In: Finance Research Letters.
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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money.
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2018Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance.
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2020Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation In: Resources Policy.
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2018Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach In: Renewable and Sustainable Energy Reviews.
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2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
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2015“Measuaring Uncertainty in the Stock Market”.(2015) In: IREA Working Papers.
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2018“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” In: IREA Working Papers.
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2018“Scaling Down Downside Risk with Inter-Quantile Semivariances” In: IREA Working Papers.
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2019“Expected, Unexpected, Good and Bad Uncertainty In: IREA Working Papers.
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2020Global effects of US uncertainty: real and financial shocks on real and financial markets In: IREA Working Papers.
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2020Global effects of US uncertainty: real and financial shocks on real and financial markets.(2020) In: Working papers.
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2021Rethinking Asset Pricing with Quantile Factor Models. In: IREA Working Papers.
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2016Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach In: Lecturas de Economía.
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2020Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets In: Working papers.
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2020The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions In: Empirical Economics.
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2018Trends in the Quantiles of the Life Table Survivorship Function In: European Journal of Population.
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2018Risk Synchronization in International Stock Markets In: Global Economic Review.
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2016A comparative analysis of stock market cycles In: Macroeconomics and Finance in Emerging Market Economies.
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