Jaime Casassus : Citation Profile


Are you Jaime Casassus?

Pontificia Universidad Católica de Chile

6

H index

6

i10 index

328

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 16
   Journals where Jaime Casassus has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 10 (2.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca681
   Updated: 2024-01-16    RAS profile: 2019-05-23    
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Relations with other researchers


Works with:

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

Is cited by:

Prokopczuk, Marcel (11)

Nikitopoulos-Sklibosios, Christina (8)

Vacha, Lukas (6)

Kočenda, Evžen (6)

Baruník, Jozef (6)

Tang, Ke (6)

Wagner, Rodrigo (5)

Baum, Christopher (4)

Grüning, Patrick (4)

Kearney, Fearghal (4)

Lombardi, Marco (4)

Cites to:

Hamilton, James (16)

Kilian, Lutz (12)

Singleton, Kenneth (10)

Duffie, Darrell (9)

merton, robert (8)

Bernanke, Ben (7)

Pindyck, Robert (7)

Wei, Chao (6)

Gertler, Mark (5)

Longstaff, Francis (5)

Campbell, John (5)

Main data


Where Jaime Casassus has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile.7

Recent works citing Jaime Casassus (2024 and 2023)


YearTitle of citing document
2023The asymmetric effects of oil price shocks on green innovation. (2023). Zhong, Angel ; Yu, Jing ; Hu, Xiaolu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003882.

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2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

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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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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461.

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2023The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291.

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2023Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x.

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2023.

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2023Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods. (2023). Assa, Hirbod ; Karimi, Nader ; Adibi, Hojatollah ; Salavati, Erfan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10304-z.

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2023Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y.

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2023Inference in generalized exponential O–U processes. (2023). Nkurunziza, Severien ; Lyu, Yunhong. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:3:d:10.1007_s11203-023-09291-1.

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2023Oil prices in the real economy. (2023). Spencer, Peter ; Shu, Haicheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:878-897.

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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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Jaime Casassus is editor of


Journal
FinanceUC Working Paper Series

Works by Jaime Casassus:


YearTitleTypeCited
2012Consumption and Hedging in Oil†Importing Developing Countries In: European Financial Management.
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article0
2005Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates In: Journal of Finance.
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article200
0000Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies, In: GSIA Working Papers.
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paper23
2018Equilibrium commodity prices with irreversible investment and non-linear technologies.(2018) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 23
article
2005Unspanned stochastic volatility and fixed income derivatives pricing In: Journal of Banking & Finance.
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article15
2010Correlation structure between inflation and oil futures returns: An equilibrium approach In: Resources Policy.
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article3
2010Correlation Structure between Inflation and Oil Futures Returns: An Equilibrium Approach.(2010) In: Documentos de Trabajo.
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This paper has nother version. Agregated cites: 3
paper
1998Optimal Timing of a Mine Expansion: Implementing a Real Options Model In: The Quarterly Review of Economics and Finance.
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article20
2010Consumption and Hedging in Oil Importing Developing Countries In: Documentos de Trabajo.
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paper0
2011Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns In: Documentos de Trabajo.
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paper1
2011Stock Return Predictability and Oil Prices In: Documentos de Trabajo.
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paper6
2013The Economic Impact of Oil on Industry Portfolios In: Documentos de Trabajo.
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paper2
2013Adjusted Moneys Worth Ratios in Life Annuities In: Documentos de Trabajo.
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paper0
2014Maximal Gaussian Affine Models for Multiple Commodities: A Note In: Documentos de Trabajo.
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paper0
2015Maximal Gaussian Affine Models for Multiple Commodities: A Note.(2015) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 0
article
2005Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology In: NBER Working Papers.
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paper19
2013Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: Review of Financial Studies.
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article33
2012Short-horizon return predictability and oil prices In: Quantitative Finance.
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article6

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