Celso Brunetti : Citation Profile

Are you Celso Brunetti?

Johns Hopkins University (34% share)
Government of the United States (33% share)
Federal Reserve Board (Board of Governors of the Federal Reserve System) (33% share)

9

H index

9

i10 index

482

Citations

RESEARCH PRODUCTION:

13

Articles

19

Papers

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 17
   Journals where Celso Brunetti has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 9 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr67
   Updated: 2024-01-16    RAS profile: 2023-06-08    
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Relations with other researchers

Works with:

Harris, Jeffrey (4)

Dennis, Benjamin (3)

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

Is cited by:

Joëts, Marc (8)

DE TRUCHIS, Gilles (8)

Zhou, Wei-Xing (7)

Keddad, Benjamin (7)

Watkins, Clinton (6)

van Huellen, Sophie (6)

Harris, Jeffrey (6)

Otranto, Edoardo (6)

MORANA, CLAUDIO (5)

Gallo, Giampiero (5)

Robe, Michel (5)

Cites to:

Kaminsky, Graciela (13)

Reinhart, Carmen (13)

Kilian, Lutz (12)

Harris, Jeffrey (12)

Bollerslev, Tim (12)

Fratzscher, Marcel (12)

Shleifer, Andrei (11)

Acharya, Viral (8)

Rose, Andrew (8)

Engle, Robert (8)

Summers, Lawrence (8)

Main data

Where Celso Brunetti has published?

Journals with more than one article published# docs
The Energy Journal2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Celso Brunetti (2024 and 2023)

YearTitle of citing document
2023Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24.

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2023Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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2023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685.

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2023Leveraging the Disagreement on Climate Change: Theory and Evidence. (2023). Phan, Toan ; Wong, Russell ; Bakkensen, Laura. In: Working Paper. RePEc:fip:fedrwp:95450.

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2023Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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2023.

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2023Fintech Innovation in Social Service Provision: A Bibliometric Review. (2023). Sibindi, Athenia Bongani ; Munodei, Alan. In: Social Sciences. RePEc:gam:jscscx:v:12:y:2023:i:1:p:47-:d:1036192.

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2023The Impact of Climate Change on Financial Stability. (2023). Lin, Tiantian ; Liu, Dehong ; Wu, Lingke. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11744-:d:1206480.

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2023The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797.

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2023When Climate Meets Real Estate: A Survey of the Literature. (). Suandi, Matthew ; Mejia, Luis ; Hopkins, Caroline ; Contat, Justin. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:23-05.

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2023Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach. (2023). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios ; Kyriakou, Maria I. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09879-5.

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2023Pricing vulnerable basket spread options with liquidity risk. (2023). Wang, Xingchun ; Tang, Dan ; Dong, Ziming. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09192-0.

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2023A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547.

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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2023Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7. (2023). Usman, Ojonugwa ; Olasehinde-Williams, Godwin O ; Olanipekun, Ifedolapo O ; Alao, Saheed ; Alhassan, Abdul Kareem. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00325-z.

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2023Does climate change lead financial instability?: A benchmark result. (2023). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e175.

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2023Climate change, financial intermediation, and monetary policy. (2023). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e179.

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2023.

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2023Commodity tail risks. (2023). Prokopczuk, Marcel ; Wursig, Christoph Matthias ; Moerke, Mathis ; Ammann, Manuel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:168-197.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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2023Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237.

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Works by Celso Brunetti:

YearTitleTypeCited
2013Herding and Speculation in the Crude Oil Market In: The Energy Journal.
[Full Text][Citation analysis]		article8
2013OPEC Fair Price Pronouncements and the Market Price of Crude Oil In: The Energy Journal.
[Full Text][Citation analysis]		article4
2015Speculators, Prices and Market Volatility In: Staff Working Papers.
[Full Text][Citation analysis]		paper88
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		article
2022The urgency to borrow in the interbank market In: Economics Letters.
[Full Text][Citation analysis]		article1
2020High frequency traders and the price process In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2008Markov switching GARCH models of currency turmoil in Southeast Asia In: Emerging Markets Review.
[Full Text][Citation analysis]		article32
2007Markov switching GARCH models of currency turmoil in southeast Asia.(2007) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2000Bivariate FIGARCH and fractional cointegration In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article67
1999Bivariate FIGARCH and Fractional Cointegration.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2014Commodity index trading and hedging costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article50
2011Commodity index trading and hedging costs.(2011) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2022Sidedness in the interbank market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2019Interconnectedness in the interbank market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article66
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
1995Metals price volatility, 1972-1995 In: Resources Policy.
[Full Text][Citation analysis]		article33
2013Economic volatility and financial markets: the case of mortgage-backed securities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2017Managing Counterparty Risk in OTC Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2022Climate-related Financial Stability Risks for the United States: Methods and Applications In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2023Measuring Interest Rate Risk Management by Financial Institutions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2021Climate Change and Financial Stability In: FEDS Notes.
[Full Text][Citation analysis]		paper6
2023Analyzing State Resilience to Weather and Climate Disasters In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2011Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis In: Review of Financial Studies.
[Full Text][Citation analysis]		article75
2003Markov Switching Garch Models of Currency Crises in Southeast Asia In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper9
1996Are Metals Prices Becoming More Volatile? In: Working Papers.
[Full Text][Citation analysis]		paper4
1998A Bivariate FIGARCH Model of Crude Oil Price Volatility In: Working Papers.
[Full Text][Citation analysis]		paper1
1999Bivariate FIGARCH and Fractional Cointegration In: Working Papers.
[Full Text][Citation analysis]		paper4
2005Asset Prices and Asset Correlations in Illiquid Markets In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper11
2006Asset Prices and asset Correlations in Illiquid Markets.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2017Trading networks In: Econometrics Journal.
[Full Text][Citation analysis]		article17

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