Joaquin Vespignani : Citation Profile


Are you Joaquin Vespignani?

University of Tasmania (95% share)
Australian National University (5% share)

10

H index

12

i10 index

222

Citations

RESEARCH PRODUCTION:

16

Articles

74

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 37
   Journals where Joaquin Vespignani has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 39 (14.94 %)

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   Permalink: http://citec.repec.org/pve271
   Updated: 2019-10-15    RAS profile: 2019-07-30    
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Relations with other researchers


Works with:

Ratti, Ronald (57)

Ravazzolo, Francesco (7)

Brückner, Markus (4)

Kang, Wensheng (4)

Knop, Stephen (2)

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

Is cited by:

Kang, Wensheng (9)

CAKIR MELEK, NIDA (9)

Sousa, Ricardo (8)

Smyth, Russell (7)

TAGHIZADEH-HESARY, Farhad (7)

Shahbaz, Muhammad (6)

Nguyen, Duc Khuong (6)

Yoshino, Naoyuki (6)

Salisu, Afees (6)

Valadkhani, Abbas (6)

Ratti, Ronald (5)

Cites to:

Kilian, Lutz (65)

Ratti, Ronald (31)

Hamilton, James (27)

Kim, Soyoung (27)

Sims, Christopher (26)

Rogoff, Kenneth (22)

Obstfeld, Maurice (22)

Belke, Ansgar (20)

Pesaran, M (19)

Watson, Mark (19)

Frankel, Jeffrey (18)

Main data


Where Joaquin Vespignani has published?


Journals with more than one article published# docs
Economic Modelling5
Energy Economics4
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Tasmania, Tasmanian School of Business and Economics25
MPRA Paper / University Library of Munich, Germany21
Globalization Institute Working Papers / Federal Reserve Bank of Dallas8

Recent works citing Joaquin Vespignani (2018 and 2017)


YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719.

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2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). Rebei, Nooman ; Sbia, Rashid. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

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2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2018). Wkatorek, Marcin ; Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1812.08548.

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2018Oil and Iron Ore Price Shocks: What Are the Different Economic Effects in Australia?. (2018). Hoang, Nam T ; Nguyen, Bao H. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:305:p:186-203.

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2018The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065.

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2018External effects of US monetary policy. (2018). Yu, M. In: Outlines of global transformations: politics, economics, law. RePEc:ccs:journl:y:2018:id:330.

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2017Modeling Fluctuations in the Global Demand for Commodities. (2017). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6749.

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2018Un Indicador Contemporáneo de Actividad (ICA) para Chile. (2018). Riquelme, Victor ; Riveros, Gabriela. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:21:y:2018:i:1:p:134-149.

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2017The Effects of USA Monetary Policy on Central America and the Dominican Republic. (2017). Checo, Ariadne M ; Ramirez, Francisco A ; Pradel, Salome . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-07.

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2019Efecto del precio del petróleo en el sector industrial de Colombia: Un análisis empírico para los años 2000-2010.. (2019). Pelaez, Jose Tomas ; Sierra, Lya Paola ; del Rosario, Milena. In: Working Papers. RePEc:ddt:wpaper:41.

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2017Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria. (2017). Ebechidi, Simeon ; Nduka, Eleanya K. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00518.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2017The Dynamics of Financial and Macroeconomic Determinants in Natural Gas and Crude Oil Markets: Evidence from Organization for Economic Cooperation and Development/Gulf Cooperation Council/Organization. (2017). Karacaer-Ulusoy, Merve ; Kapusuzoglu, Ayhan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-21.

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2017Price volatility and demand for oil: A comparative analysis of developed and developing countries. (2017). Jamasb, Tooraj ; Jobling, Andrew . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:53:y:2017:i:c:p:96-113.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2018Causes and consequences of oil price shocks on the UK economy. (2018). Pieroni, Luca ; Lorusso, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:223-236.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2018The real exchange rate in Taylor rules: A Re-Assessment. (2018). Guender, Alfred ; Froyen, Richard T. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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2019Dynamics of monetary policy spillover: The role of exchange rate regimes. (2019). Dash, Pradyumna ; Rohit, Abhishek Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:276-288.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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2017Oil prices and the global economy: Is it different this time around?. (2017). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325.

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2017OPEC and demand response to crude oil prices. (2017). Genc, Talat. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:238-246.

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2017Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

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2017Does human capital matter for energy consumption in China?. (2017). Salim, Ruhul ; Chen, George S ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59.

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2017Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018An empirical analysis of mining costs and mining royalties in Queensland local government. (2018). Dollery, Brian ; Blackwell, Boyd ; de Souza, Simone Valle . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:656-662.

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2018A dynamic network analysis of the world oil market: Analysis of OPEC and non-OPEC members. (2018). Tas, Bedri ; sbia, rashid ; al Rousan, Sahel. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:28-41.

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2018Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Heterogeneous noncompliance with OPECs oil production cuts. (2019). Parnes, Dror. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:289-300.

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2019Energy and Food Security: Linkages through Price Volatility. (2019). Yoshino, Naoyuki ; Rasoulinezhad, Ehsan ; Taghizadeh-Hesary, Farhad. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:796-806.

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2019Oil price shocks and U.S. economic activity. (2019). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar . In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:89-99.

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2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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2019Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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2019Long-term forecast of energy commodities price using machine learning. (2019). Constantino, Michel ; Herrera, Gabriel Paes ; Naranpanawa, Athula ; Su, Jen-Je ; Pistori, Hemerson ; Tabak, Benjamin Miranda. In: Energy. RePEc:eee:energy:v:179:y:2019:i:c:p:214-221.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach. (2018). Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Tiwari, Aviral Kumar ; Kumar, Surya Bhushan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:169-174.

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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching. (2018). Roubaud, David ; Arouri, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:28-33.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2018Modeling fluctuations in the global demand for commodities. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78.

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2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

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2018A square deal? Mining costs, mining royalties and local government in New South Wales, Australia. (2018). Dollery, Brian ; Blackwell, Boyd Dirk ; Drew, Joseph. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:113-122.

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2018The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration. (2018). Türsoy, Turgut ; Faisal, Faisal ; Tursoy, Turgut . In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:49-54.

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2018Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Ur, Mobeen ; Hedstrom, Axel ; Uddin, Gazi Salah ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89.

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2019The spillover effects of Chinas industrial growth on price changes of base metal. (2019). Wang, Cangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:375-384.

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2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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2019The impacts of government ideology on innovation: What are the main implications?. (2019). Wen, Jun ; Chen, Yin E ; Feng, Gen-Fu ; Wang, Quan-Jing ; Chang, Chun-Ping. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:5:p:1232-1247.

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2017Impacts of oil price shocks on Chinese stock market liquidity. (2017). Zheng, Xinwei ; Su, Dan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:136-174.

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2019Global real interest rate dynamics from the late 19th century to today. (2019). Probst, Julius. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:522-547.

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2018Financial Liquidity, Geopolitics, and Oil Prices. (2018). Abdel-Latif, Hany ; El-Gamal, Mahmoud . In: Working Papers. RePEc:erg:wpaper:1255.

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2019An Analysis for New Institutionality in Science, Technology and Innovation in Colombia Using a Structural Vector Autoregression Model. (2019). Ronderos, Nicolas ; Poveda, Alexander Cotte ; Pardo, Clara Ines. In: European Research Studies Journal. RePEc:ers:journl:v:xxii:y:2019:i:2:p:218-228.

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2017The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis. (2017). Yucel, Mine ; Plante, Michael ; CAKIR MELEK, NIDA. In: Working Papers. RePEc:fip:feddwp:1708.

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2018Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member Countries. (2018). Lee, Chin ; Bala, Umar ; Chin, Lee. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3017-:d:180137.

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2018On the Impact of Policy Uncertainty on Oil Prices: An Asymmetry Analysis. (2018). Bahmani-Oskooee, Mohsen ; Niroomand, Farhang ; Harvey, Hanafiah. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:12-:d:128355.

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2018Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Liao, Jia ; Xu, Xiangyun ; Shi, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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2018Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach. (2018). Xiao, Xiaoyong ; Huang, Jing. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3298-:d:169990.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). Rebei, Nooman ; Sbia, Rashid. In: Working Papers. RePEc:hal:wpaper:halshs-02193700.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Discussion Paper Series. RePEc:iek:wpaper:1704.

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2018Oil prices and stock markets returns: a comparison among Brazil, Chile, and Mexico. (2018). Rodriguez-Nava, Abigail ; Rojas, Omar ; Coronado, Semei ; Venegas-Martinez, Francisco. In: Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional. RePEc:ipn:capitu:032.

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2018Oil price changes and stock market returns: cointegration evidence from emerging market. (2018). Elian, Mohammad I ; Kisswani, Khalid M. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-016-9199-5.

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2019Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

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2018Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Dupoyet, Brice V ; Shank, Corey A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7.

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2018Oil shocks, policy uncertainty and earnings surprises. (2018). Kang, Wensheng ; Wang, Jing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0674-5.

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2017The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies. (2017). ribba, antonio ; Raduzzi, Raphael . In: Center for Economic Research (RECent). RePEc:mod:recent:127.

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2017The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis. (2017). Yucel, Mine ; Plante, Michael ; CAKIR MELEK, NIDA. In: NBER Working Papers. RePEc:nbr:nberwo:23818.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:80775.

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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80791.

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2017The Shocks To Crude Oil Production. Nonparametric Stationarity Analysis For 20 OPEC And Non-OPEC Countries. (2017). , Presno ; Gonzalez, Fernandez . In: MPRA Paper. RePEc:pra:mprapa:81594.

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2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

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2018Crude oil price and speculative activity: a cointegration analysis. (2018). Socha, Robert ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:263-304.

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2018The US Shale Oil Boom, the Oil Export Ban and the Economy: A General Equilibrium Analysis. (2018). CAKIR MELEK, NIDA. In: 2018 Meeting Papers. RePEc:red:sed018:26.

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2018Volatility Transmission between Oil and LME Futures. (2018). Park, Jaehwan. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:2:p:65-72.

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2018Impact of World Oil Prices on an Energy Exporting Economy Including Monetary Policy. (2018). Alekhina, Victoriia ; Yoshino, Naoyuki. In: ADBI Working Papers. RePEc:ris:adbiwp:0828.

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2018Volatility Linkages between Energy and Food Prices: Case of Selected Asian Countries. (2018). TAGHIZADEH-HESARY, Farhad ; Yoshino, Naoyuki ; Rasoulinezhad, Ehsan. In: ADBI Working Papers. RePEc:ris:adbiwp:0829.

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2017International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Belke, Ansgar ; Osowski, Thomas. In: ROME Working Papers. RePEc:rmn:wpaper:201703.

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2018Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Socha, Robert ; Wdowiski, Piotr. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2018:i:1:p:103-135.

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2017Oil price effects over individual Portuguese stock returns. (2017). Teixeira, Rui F ; Vieira, Elisabete S ; Madaleno, Mara. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1166-5.

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2019Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2017Coal price fluctuation mechanism in China based on system dynamics model. (2017). Liu, Manzhi ; Wang, Guangqiang ; He, Lingyun ; Feng, Caicai ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:85:y:2017:i:2:d:10.1007_s11069-016-2626-0.

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

Works by Joaquin Vespignani:


YearTitleTypeCited
2017Trade Uncertainty and Income Inequality In: ANU Working Papers in Economics and Econometrics.
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2017Trade uncertainty and income inequality.(2017) In: CAMA Working Papers.
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2017Trade Uncertainty and Income Inequality.(2017) In: Globalization Institute Working Papers.
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2017Trade uncertainty and income inequality.(2017) In: Working Papers.
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2013The Industrial Impact of Monetary Shocks During the Inflation-Targeting Era in A ustralia In: Australian Economic History Review.
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2013The industrial impact of monetary shocks during the inflation targeting era in Australia.(2013) In: MPRA Paper.
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2013The industrial impact of monetary shocks during the inflation targeting era in Australia.(2013) In: Working Papers.
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2015A New Monthly Indicator of Global Real Economic Activity In: Working Paper.
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2015A New Monthly Indicator of Global Real Economic Activity.(2015) In: Working Papers.
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2015A New Monthly Indicator of Global Real Economic Activity.(2015) In: CAMA Working Papers.
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2015A new monthly indicator of global real economic activity.(2015) In: Globalization Institute Working Papers.
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2015A new monthly indicator of global real economic activity.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 12
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2016The implications of monetary expansion in China for the US dollar In: Journal of Asian Economics.
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article0
2013Liquidity and crude oil prices: Chinas influence over 1996–2011 In: Economic Modelling.
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article9
2012Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011.(2012) In: MPRA Paper.
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2012Liquidity and crude oil prices: China’s influence over 1996-2011.(2012) In: Working Papers.
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2014The sectorial impact of commodity price shocks in Australia In: Economic Modelling.
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2014The sectorial impact of commodity price shocks in Australia.(2014) In: CAMA Working Papers.
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2014The sectorial impact of commodity price shocks in Australia.(2014) In: MPRA Paper.
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2014The sectorial impact of commodity price shocks in Australia.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2015International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China In: Economic Modelling.
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2016Chinese liquidity increases and the U.S. economy In: Economic Modelling.
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2016Not all international monetary shocks are alike for the Japanese economy In: Economic Modelling.
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article2
2014Not all international monetary shocks are alike for the Japanese economy.(2014) In: CAMA Working Papers.
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2013Not all international monetary shocks are alike for the Japanese economy.(2013) In: MPRA Paper.
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2013Not all international monetary shocks are alike for the Japanese economy.(2013) In: Working Papers.
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2013Why are crude oil prices high when global activity is weak? In: Economics Letters.
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article17
2012Why are crude oil prices high when global activity is weak?.(2012) In: MPRA Paper.
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2016The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non-U.S. oil production In: Economics Letters.
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2015The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non-U.S. oil production.(2015) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 17
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2013Crude oil prices and liquidity, the BRIC and G3 countries In: Energy Economics.
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article14
2012Crude Oil Prices and Liquidity, the BRIC and G3 countries.(2012) In: MPRA Paper.
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2012Crude Oil Prices and Liquidity, the BRIC and G3 countries.(2012) In: Working Papers.
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2015OPEC and non-OPEC oil production and the global economy In: Energy Economics.
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article16
2014OPEC and non-OPEC oil production and the global economy.(2014) In: CAMA Working Papers.
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2014OPEC and non-OPEC oil production and the global economy.(2014) In: MPRA Paper.
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2014OPEC and non-OPEC oil producioon and the global economy.(2014) In: Working Papers.
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2016Oil prices and global factor macroeconomic variables In: Energy Economics.
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article10
2015Oil prices and global factor macroeconomic variables.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production In: Energy Economics.
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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production.(2017) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 18
paper
2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production.(2017) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 18
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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production.(2017) In: Working Papers.
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2015On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy In: Journal of International Financial Markets, Institutions and Money.
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article1
2015Commodity prices and BRIC and G3 liquidity: A SFAVEC approach In: Journal of Banking & Finance.
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article13
2014Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach.(2014) In: CAMA Working Papers.
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2013Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach.(2013) In: MPRA Paper.
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2013Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach.(2013) In: Working Papers.
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2014Oil prices and the economy: A global perspective In: CAMA Working Papers.
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paper1
2014Oil prices and the economy: A global perspective.(2014) In: MPRA Paper.
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2014Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia In: CAMA Working Papers.
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paper3
2015Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia.(2015) In: Working Papers.
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2015What drives the global official/policy interest rate? In: CAMA Working Papers.
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2015What drives the global official/policy interest rate?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2016The implications of liquidity expansion in China for the US dollar In: CAMA Working Papers.
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2016The implications of liquidity expansion in China for the US dollar.(2016) In: Globalization Institute Working Papers.
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2016The implications of liquidity expansion in China for the US dollar.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2016The impact of oil price shocks on the US stock market: A note on the roles of US and non-US oil production In: CAMA Working Papers.
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2016Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks In: CAMA Working Papers.
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2016Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks.(2016) In: Working Papers.
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2017The impact of global uncertainty on the global economy, and large developed and developing economies In: CAMA Working Papers.
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2017The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies.(2017) In: Globalization Institute Working Papers.
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2017The impact of global uncertainty on the global economy, and large developed and developing economies.(2017) In: Working Papers.
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2017Global commodity prices and global stock volatility shocks: Effects across countries In: CAMA Working Papers.
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2017Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries.(2017) In: Globalization Institute Working Papers.
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2017Global commodity prices and global stock volatility shocks: effects across countries.(2017) In: Working Papers.
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2017World steel production: A new monthly indicator of global real economic activity In: CAMA Working Papers.
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2017World steel production: A new monthly indicator of global real economic activity.(2017) In: Working Papers.
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2018Financial and non-financial global stock market volatility shocks In: CAMA Working Papers.
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2018Financial and non-financial global stock market volatility shocks.(2018) In: Working Papers.
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2015What drives the global interest rate In: Globalization Institute Working Papers.
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paper1
2013International monetary transmission to the Euro area: Evidence from the U.S., Japan and China In: MPRA Paper.
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2013International monetary transmission to the Euro area: Evidence from the U.S., Japan and China.(2013) In: MPRA Paper.
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2013International monetary transmission to the Euro area: Evidence from the U.S., Japan and China.(2013) In: MPRA Paper.
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2013International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China.(2013) In: Working Papers.
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2013Chinese monetary expansion and the U.S. economy: A note‎ In: MPRA Paper.
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2013Chinese monetary expansion and the U.S. economy.(2013) In: MPRA Paper.
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2013Chinese monetary expansion and the U.S. economy.(2013) In: MPRA Paper.
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2013Chinese Monetary Expansion and the US Economy.(2013) In: Working Papers.
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2012Modelling asymmetric consumer demand response: Evidence from scanner data In: MPRA Paper.
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2014Liquidity expansion in China and the U.S. economy In: MPRA Paper.
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2017Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies In: MPRA Paper.
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2018Global Commodity Prices and Global Stock Volatility Shocks In: MPRA Paper.
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2018Understanding the deviation of Australian policy rate from the Taylor rule In: Applied Economics.
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article0
2012Crude Oil Prices: China’s Influence Over 1996-2011 In: Working Papers.
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paper1
2012Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Liquidity and crude oil prices: China’s influence over 1996-2011.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Why crude oil prices are high when global activity is weak? In: Working Papers.
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2012Why are crude oil prices high when global activity is weak?.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
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2016The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production In: Working Papers.
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paper28

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