Mateusz Mikutowski : Citation Profile


Are you Mateusz Mikutowski?

Uniwersytet Ekonomiczny w Poznaniu

2

H index

2

i10 index

65

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 32
   Journals where Mateusz Mikutowski has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi961
   Updated: 2024-01-16    RAS profile: 2021-04-15    
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Relations with other researchers


Works with:

Zaremba, Adam (6)

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

Is cited by:

Tiwari, Aviral (3)

Jareño, Francisco (3)

Gubareva, Mariya (2)

Yousaf, Imran (2)

Gabauer, David (2)

Kenourgios, Dimitris (2)

Zaremba, Adam (2)

Balcilar, Mehmet (2)

Nepal, Rabindra (1)

Olubiyi, Ebenezer (1)

Salisu, Afees (1)

Cites to:

Zaremba, Adam (9)

Pedersen, Lasse (7)

French, Kenneth (7)

Fama, Eugene (6)

Fuertes, Ana-Maria (6)

Newey, Whitney (5)

Panagiotidis, Theodore (5)

West, Kenneth (5)

Summers, Lawrence (5)

Amihud, Yakov (5)

Panagiotidis, Theodore (5)

Main data


Where Mateusz Mikutowski has published?


Journals with more than one article published# docs
Economics Letters2

Recent works citing Mateusz Mikutowski (2024 and 2023)


YearTitle of citing document
2023Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535.

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2023Analyzing 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.

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2023Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390.

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2023Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399.

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2023The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

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2023Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417.

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2023Market segmentation and international diversification across country and industry portfolios. (2023). Zaremba, Adam ; Yargi, Seher Goren ; Umutlu, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000806.

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2023Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8.

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2023The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

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2023High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. (2023). Peter, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00463-y.

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2023Emerging market debt and the COVID?19 pandemic: A time–frequency analysis of spreads and total returns dynamics. (2023). Umar, Zaghum ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126.

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Works by Mateusz Mikutowski:


YearTitleTypeCited
2021Herding for profits: Market breadth and the cross-section of global equity returns In: Economic Modelling.
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article2
2019Picking winners to pick your winners: The momentum effect in commodity risk factors In: The North American Journal of Economics and Finance.
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article2
2019Return seasonalities in government bonds and macroeconomic risk In: Economics Letters.
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article1
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
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article36
2021The alpha momentum effect in commodity markets In: Energy Economics.
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article2
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
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article22

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