6
H index
6
i10 index
209
Citations
Pomona College | 6 H index 6 i10 index 209 Citations RESEARCH PRODUCTION: 14 Articles 16 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde112 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierangelo De Pace. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of St. Louis | 5 |
Economics Department, Working Paper Series / Economics Department, Pomona College | 3 |
Fordham Economics Discussion Paper Series / Fordham University, Department of Economics | 2 |
Year | Title of citing document |
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2023 | Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952. Full description at Econpapers || Download paper |
2023 | Capital?flow volatility in emerging markets: A panel GARCH approach. (2023). Erden, Lutfi ; Kaya, Ahmet Ihsan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:172-188. Full description at Econpapers || Download paper |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper |
2023 | Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852. Full description at Econpapers || Download paper |
2023 | The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062. Full description at Econpapers || Download paper |
2023 | Investigating the impact of technology and noise shocks on capital flows. (2023). Wu, LI ; Zhang, Ren ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004233. Full description at Econpapers || Download paper |
2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper |
2023 | Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865. Full description at Econpapers || Download paper |
2023 | Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:63-80. Full description at Econpapers || Download paper |
2023 | COVID-19 and stock market performance: Evidence from the RCEP countries. (2023). Qu, Xuefeng ; Zhang, Xuan ; Cao, Shuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:717-735. Full description at Econpapers || Download paper |
2023 | Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45. Full description at Econpapers || Download paper |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper |
2023 | Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7. Full description at Econpapers || Download paper |
2023 | Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | (NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS In: Pacific Economic Review. [Full Text][Citation analysis] | article | 6 |
2011 | The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2020 | Mildly Explosive Dynamics in U.S. Fixed Income Markets In: Economics Department, Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Mildly explosive dynamics in U.S. fixed income markets.(2020) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2017 | Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2017) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Comovement and Instability in Cryptocurrency Markets In: Economics Department, Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2023 | Comovement and instability in cryptocurrency markets.(2023) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | The International Spread of COVID-19 Stock Market Collapses In: Economics Department, Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2021 | The international spread of COVID-19 stock market collapses.(2021) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2013 | CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 12 |
2009 | Do European capital flows comove? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2008 | Do European capital flows comove?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2012 | Changes in the second-moment properties of disaggregated capital flows In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2010 | Changes in the second-moment properties of disaggregated capital flows.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Changes in the Second-Moment Properties of Disaggregated Capital Flows.(2010) In: Fordham Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | High yield spreads, real economic activity, and the financial accelerator In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2014 | How did the financial crisis alter the correlations of U.S. yield spreads? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
2013 | How did the financial crisis alter the correlations of U.S. yield spreads?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2016 | Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment In: Energy Economics. [Full Text][Citation analysis] | article | 73 |
2016 | The time-varying leading properties of the high yield spread in the United States In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2013 | The cyclical properties of disaggregated capital flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 43 |
2008 | The cyclical properties of disaggregated capital flows.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2009 | The Cyclical Properties of Disaggregated Capital Flows.(2009) In: Fordham Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2014 | An international perspective on the recent behavior of inflation In: Review. [Full Text][Citation analysis] | article | 5 |
2014 | Co-movement of major commodity price returns: A time-series assessment: In: IFPRI discussion papers. [Full Text][Citation analysis] | paper | 5 |
2014 | Co-movement of major commodity price returns : time-series assessment.(2014) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME?VARIATION AND STRUCTURAL BREAKS In: International Journal of Finance & Economics. [Citation analysis] | article | 6 |
2005 | Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
2004 | An Enlarged Economic and Monetary Union: Effects and Policy Implications In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
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