Thomas F. P. Wiesen : Citation Profile

Are you Thomas F. P. Wiesen?

University of Maine

2

H index

2

i10 index

80

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 16
   Journals where Thomas F. P. Wiesen has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 3 (3.61 %)

EXPERT IN:

   Mathematical and Quantitative Methods
   International Economics
   Macroeconomics and Monetary Economics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi447
   Updated: 2024-11-08    RAS profile: 2024-04-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas F. P. Wiesen.

Is cited by:

Gabauer, David (27)

Chatziantoniou, Ioannis (13)

GUPTA, RANGAN (11)

Stenfors, Alexis (6)

Balli, Faruk (6)

Balcilar, Mehmet (5)

Tiwari, Aviral (4)

Miller, Stephen (4)

Umar, Zaghum (3)

Billah, Syed (3)

Balli, Hatice (3)

Cites to:

Yilmaz, Kamil (17)

Diebold, Francis (17)

Antonakakis, Nikolaos (14)

Gabauer, David (9)

Pesaran, Mohammad (8)

GUPTA, RANGAN (6)

Bouri, Elie (5)

Koop, Gary (4)

Plakandaras, Vasilios (4)

Potter, Simon (4)

shin, yongcheol (4)

Main data

Where Thomas F. P. Wiesen has published?

Recent works citing Thomas F. P. Wiesen (2024 and 2023)

YearTitle of citing document
2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

Full description at Econpapers || Download paper

2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

Full description at Econpapers || Download paper

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

Full description at Econpapers || Download paper

2023Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244.

Full description at Econpapers || Download paper

2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

Full description at Econpapers || Download paper

2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

Full description at Econpapers || Download paper

2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

Full description at Econpapers || Download paper

2023Connectedness and spillovers in the innovation network of green transportation. (2023). Tzeremes, Panayiotis ; Nel, J ; Dogan, Eyup ; Inglesi-Lotz, R. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s0301421523002719.

Full description at Econpapers || Download paper

2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

Full description at Econpapers || Download paper

2024Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Pradhan, H K ; Banerjee, Ameet Kumar ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

Full description at Econpapers || Download paper

2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

Full description at Econpapers || Download paper

2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

Full description at Econpapers || Download paper

2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

Full description at Econpapers || Download paper

2023Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

Full description at Econpapers || Download paper

2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

Full description at Econpapers || Download paper

2023Market inefficiency spillover network across different regimes. (2023). Feng, Yun ; Yang, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009492.

Full description at Econpapers || Download paper

2024Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047.

Full description at Econpapers || Download paper

2024Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty. (2024). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013077.

Full description at Econpapers || Download paper

2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

Full description at Econpapers || Download paper

2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

Full description at Econpapers || Download paper

2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

Full description at Econpapers || Download paper

2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

Full description at Econpapers || Download paper

2023Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model. (2023). Mefteh-Wali, Salma ; Bouteska, Ahmed ; Ha, Le Thanh ; Anh, Pham The. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009406.

Full description at Econpapers || Download paper

2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

Full description at Econpapers || Download paper

2023Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

Full description at Econpapers || Download paper

2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

Full description at Econpapers || Download paper

2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

Full description at Econpapers || Download paper

2024Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets. (2024). Yeap, Xiu Wei ; Lean, Hooi Hooi ; Gleason, Kimberley ; Alkhazali, Osamah M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:167-186.

Full description at Econpapers || Download paper

2023Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic. (2023). Gemici, Eray ; Bouri, Elie ; Gok, Remzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001496.

Full description at Econpapers || Download paper

2024Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis. (2024). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000710.

Full description at Econpapers || Download paper

2024Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach. (2024). Xie, Fei ; Cao, Guangxi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2155-2175.

Full description at Econpapers || Download paper

2024Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

Full description at Econpapers || Download paper

Works by Thomas F. P. Wiesen:

YearTitleTypeCited
2021The joint spillover index In: Economic Modelling.
[Full Text][Citation analysis]		article55
2018Are generalized spillover indices overstating connectedness? In: Economics Letters.
[Full Text][Citation analysis]		article25
2023Econometric connectedness as a measure of urban influence: evidence from Maine In: Letters in Spatial and Resource Sciences.
[Full Text][Citation analysis]		article0
2023Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team