Aurelio F. Bariviera : Citation Profile


Are you Aurelio F. Bariviera?

Universitat Rovira I Virgili Tarragona

10

H index

10

i10 index

695

Citations

RESEARCH PRODUCTION:

35

Articles

26

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 43
   Journals where Aurelio F. Bariviera has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 42 (5.7 %)

EXPERT IN:

   Information and Market Efficiency; Event Studies; Insider Trading
   Financial Econometrics
   Econometric and Statistical Methods: Special Topics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe210
   Updated: 2024-01-16    RAS profile: 2023-07-16    
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Relations with other researchers


Works with:

Perez-Laborda, Alejandro (3)

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

Is cited by:

Caporale, Guglielmo Maria (14)

Tiwari, Aviral (13)

Sensoy, Ahmet (12)

GUPTA, RANGAN (11)

Shen, Dehua (11)

Corbet, Shaen (10)

Ferreira, Paulo (10)

Gil-Alana, Luis (10)

Plastun, Alex (10)

Sebastião, Helder (9)

ALAGIDEDE, IMHOTEP (9)

Cites to:

Tabak, Benjamin (60)

Bouri, Elie (39)

Roubaud, David (38)

Cajueiro, Daniel (31)

lucey, brian (26)

Fama, Eugene (24)

Corbet, Shaen (21)

GUPTA, RANGAN (19)

Yarovaya, Larisa (19)

Baum, Christopher (17)

Barkoulas, John (17)

Main data


Where Aurelio F. Bariviera has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications7
Fuzzy Economic Review4
Economics Letters3
Finance Research Letters3
The European Physical Journal B: Condensed Matter and Complex Systems2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org23
Working Papers / Universitat Rovira i Virgili, Department of Economics3

Recent works citing Aurelio F. Bariviera (2024 and 2023)


YearTitle of citing document
2023.

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2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2023On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

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2023Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. (2023). Roca, Eduardo ; Su, Jen-Je ; Akimov, Alexandr ; Conterius, Simeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:863-875.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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2023On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359.

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2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

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2023Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow. (2023). Lee, Yunyoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007668.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2023The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003653.

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2023SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x.

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2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023A random forest-based model for crypto asset forecasts in futures markets with out-of-sample prediction. (2023). Solana, Pablo ; Sanchez, Maria Jesus ; Mira, Jose ; Orte, Francisco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200215x.

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2023Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. (2023). Zulfiqar, Noshaba ; Wee, Jung Bum ; Bouri, Elie ; Ghosh, Bikramaditya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000715.

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2023What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies. (2023). Wosik, Katarzyna ; Wider, Wojciech ; Sobaski, Konrad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000033.

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2023Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240.

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2023.

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2023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

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2023ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0.

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2023Bayesian nonlinear expectation for time series modelling and its application to Bitcoin. (2023). Siu, Tak Kuen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02255-z.

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2023Modelling 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.

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2023Weighted-indexed semi-Markov model: calibration and application to financial modeling. (2023). de Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00418-6.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023Bibliometric network analysis of thirty years of islamic banking and finance scholarly research. (2023). Mostafa, Mohamed M ; Hassanein, Ahmed. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01453-2.

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Works by Aurelio F. Bariviera:


YearTitleTypeCited
2015Data manipulation detection via permutation information theory quantifiers In: Papers.
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paper2
2015Thermodynamics of firms growth In: Papers.
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paper1
2015LIBOR troubles: anomalous movements detection based on Maximum Entropy In: Papers.
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paper2
2016LIBOR troubles: Anomalous movements detection based on maximum entropy.(2016) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 2
article
2015The (in)visible hand in the Libor market: an Information Theory approach In: Papers.
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paper8
2015The (in)visible hand in the Libor market: an information theory approach.(2015) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has nother version. Agregated cites: 8
article
2015A permutation Information Theory tour through different interest rate maturities: the Libor case In: Papers.
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paper9
2015Efficiency and credit ratings: a permutation-information-theory analysis In: Papers.
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paper1
2016Libor at crossroads: stochastic switching detection using information theory quantifiers In: Papers.
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paper2
2016Libor at crossroads: Stochastic switching detection using information theory quantifiers.(2016) In: Chaos, Solitons & Fractals.
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This paper has nother version. Agregated cites: 2
article
2016The impact of the financial crisis on the long-range memory of European corporate bond and stock markets In: Papers.
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paper3
2018The impact of the financial crisis on the long-range memory of European corporate bond and stock markets.(2018) In: Empirica.
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This paper has nother version. Agregated cites: 3
article
2017Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers In: Papers.
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paper8
2016CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS.(2016) In: Fuzzy Economic Review.
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This paper has nother version. Agregated cites: 8
article
2017Simplifying credit scoring rules using LVQ+PSO In: Papers.
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2017Some stylized facts of the Bitcoin market In: Papers.
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2017Some stylized facts of the Bitcoin market.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 212
article
2017The inefficiency of Bitcoin revisited: a dynamic approach In: Papers.
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paper197
2017The inefficiency of Bitcoin revisited: A dynamic approach.(2017) In: Economics Letters.
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This paper has nother version. Agregated cites: 197
article
2018Spurious seasonality detection: a non-parametric test proposal In: Papers.
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paper1
2018Spurious Seasonality Detection: A Non-Parametric Test Proposal.(2018) In: Econometrics.
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This paper has nother version. Agregated cites: 1
article
2018Stock returns forecast: an examination by means of Artificial Neural Networks In: Papers.
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paper2
2018An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers In: Papers.
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2019An analysis of cryptocurrencies conditional cross correlations In: Papers.
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2019An analysis of cryptocurrencies conditional cross correlations.(2019) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 49
article
2019A bibliometric analysis of Bitcoin scientific production In: Papers.
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paper25
2019A bibliometric analysis of bitcoin scientific production.(2019) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 25
article
2020One model is not enough: heterogeneity in cryptocurrencies multifractal profiles In: Papers.
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2021One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles.(2021) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 2
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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis In: Papers.
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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS.(2021) In: Journal of Economic Surveys.
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This paper has nother version. Agregated cites: 8
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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent In: Papers.
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2022Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent.(2022) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 4
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2020Are cryptocurrencies becoming more interconnected? In: Papers.
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2021Are cryptocurrencies becoming more interconnected?.(2021) In: Economics Letters.
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This paper has nother version. Agregated cites: 25
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2020Are cryptocurrencies becoming more interconnected?.(2020) In: Working Papers.
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2021The link between Bitcoin and Google Trends attention In: Papers.
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2023Time-frequency co-movements between commodities and economic policy uncertainty across different crises In: Papers.
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2019An information theory perspective on the informational efficiency of gold price In: The North American Journal of Economics and Finance.
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article9
2012A comparative analysis of the informational efficiency of the fixed income market in seven European countries In: Economics Letters.
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article16
2023Data vs. information: Using clustering techniques to enhance stock returns forecasting In: International Review of Financial Analysis.
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2022The link between cryptocurrencies and Google Trends attention In: Finance Research Letters.
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article10
2021The link between cryptocurrencies and Google Trends attention.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 10
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2011The influence of liquidity on informational efficiency: The case of the Thai Stock Market In: Physica A: Statistical Mechanics and its Applications.
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article8
2012On the efficiency of sovereign bond markets In: Physica A: Statistical Mechanics and its Applications.
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article34
2016Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy In: Physica A: Statistical Mechanics and its Applications.
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article12
2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis In: Physica A: Statistical Mechanics and its Applications.
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2023Disentangling the impact of economic and health crises on financial markets In: Research in International Business and Finance.
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2014Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds In: The Economic and Social Review.
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article9
2020Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing? In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2007IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT In: Fuzzy Economic Review.
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2012VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS In: Fuzzy Economic Review.
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2012ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING In: Fuzzy Economic Review.
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2019SME Steeplechase: When Obtaining Money Is Harder Than Innovating In: IJFS.
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article2
2019Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador In: Risks.
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article1
2023Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering In: Sustainability.
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2022Forecasting high-frequency stock returns: a comparison of alternative methods In: Annals of Operations Research.
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article1
2013Revisiting the European sovereign bonds with a permutation-information-theory approach In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article1
2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers.
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2022A meta?analysis of SMEs literature based on the survey on access to finance of enterprises of the European central bank In: International Journal of Finance & Economics.
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2022Dynamic grouping of vehicle trajectories In: EconStor Open Access Articles and Book Chapters.
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