10
H index
12
i10 index
427
Citations
Javier Perote : Citation Profile
Universidad de Salamanca | RESEARCH PRODUCTION: 49 Articles 25 Papers 3 Chapters RESEARCH ACTIVITY:
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22 years (2000 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Javier Perote. | Is cited by:
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Main data
Where Javier Perote has published?
Recent works citing Javier Perote (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438. Full description at Econpapers || Download paper |
| 2023 | Self-nudging is more ethical, but less efficient than social nudging. (2023). Waichman, Israel ; Goeschl, Timo ; Diederich, Johannes. In: Working Papers. RePEc:awi:wpaper:0726. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J ; Babu, Manivannan ; Anandhabalaji, V. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36. Full description at Econpapers || Download paper |
| 2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper |
| 2023 | Robust inference in first-price auctions: Overbidding as an identifying restriction. (2023). Zhu, YU ; Grundl, Serafin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:484-506. Full description at Econpapers || Download paper |
| 2023 | Multivariate 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. Full description at Econpapers || Download paper |
| 2023 | An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145. Full description at Econpapers || Download paper |
| 2023 | From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers || Download paper |
| 2023 | Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168. Full description at Econpapers || Download paper |
| 2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
| 2023 | Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market. (2023). Mazza, Paolo ; Lefebvre, Jeremie. In: International Review of Law and Economics. RePEc:eee:irlaec:v:74:y:2023:i:c:s0144818823000157. Full description at Econpapers || Download paper |
| 2023 | Coordination and free-riding problems in the provision of multiple public goods. (2023). Seki, Erika ; Takeuchi, AI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:95-121. Full description at Econpapers || Download paper |
| 2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
| 2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
| 2023 | Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers || Download paper |
| 2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers || Download paper |
| 2023 | Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450. Full description at Econpapers || Download paper |
| 2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
| 2023 | Using Milestones as a Source of Feedback in Teamwork: Insights from a Dynamic Voluntary Contribution Mechanism. (2023). Koh, Boon Han ; Lam, Nguyen ; Erkal, Nisvan. In: Discussion Papers. RePEc:exe:wpaper:2310. Full description at Econpapers || Download paper |
| 2023 | Revisited Multi-moment Approximate Option. (2002). Negrea, Bogdan ; Maillet, Bertrand ; Jurczenko, Emmanuel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp430. Full description at Econpapers || Download paper |
| 2023 | Energy Transition and the Economy: A Review Article. (2023). Kosempel, Stephen ; Genc, Talat S. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:2965-:d:1106226. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Effect of Chinese Currency Appreciation on Investments in Renewable Energy Projects in Countries along the Belt and Road. (2023). Zai, Wenjiao ; Ergu, Daji ; Wang, Huazhang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1784-:d:1038820. Full description at Econpapers || Download paper |
| 2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02. Full description at Econpapers || Download paper |
| 2023 | RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833. Full description at Econpapers || Download paper |
| 2023 | Punishing the weakest link - Voluntary sanctions and efficient coordination in the minimum effort game. (2023). Le Lec, Fabrice ; Rydval, Ondej ; Matthey, Astrid. In: Theory and Decision. RePEc:kap:theord:v:95:y:2023:i:3:d:10.1007_s11238-023-09931-1. Full description at Econpapers || Download paper |
| 2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Panagiotidis, Theodore ; Papapanagiotou, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2023_05. Full description at Econpapers || Download paper |
| 2023 | The Material basis of Cooperation: how Scarcity Reduces Trusting Behaviour. (2023). Selejio, Onesmo ; Joel, Exaud ; Falco, Paolo ; Agneman, Gustav. In: The Economic Journal. RePEc:oup:econjl:v:133:y:2023:i:652:p:1265-1285.. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6. Full description at Econpapers || Download paper |
| 2023 | Corporate Investment in Bank-Dependent Companies in Crisis Time. (2023). Ilona, Skibiska-Fabrowska ; Elbieta, Bukalska. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:1-22:n:1. Full description at Econpapers || Download paper |
| 2023 | Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Javier Perote:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2003 | Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 16 |
| 2012 | Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2006 | WITHIN?TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review. [Full Text][Citation analysis] | article | 16 |
| 2005 | Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2003 | The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 1 |
| 2003 | The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2003 | A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2010 | Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Forecasting the density of asset returns In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 3 |
| 2016 | The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2019 | Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Firm size and economic concentration: An analysis from a lognormal expansion.(2021) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts.(2021) In: Energies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2008 | FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2017 | Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 10 |
| 2017 | The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 23 |
| 2019 | The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 27 |
| 2020 | Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
| 2018 | Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2012 | Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2009 | Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 129 |
| 2005 | Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2005) In: Experimental. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
| 2007 | Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2007) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
| 2014 | Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2020 | Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2002 | An investigation of insider trading profits in the Spanish stock market In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 28 |
| 2021 | Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
| 2012 | Strategic behavior in regressions: an experimental In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies. [Full Text][Citation analysis] | article | 6 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2018 | Efficiency and Sustainability in Teamwork: The Role of Entry Costs In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2020 | Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 13 |
| 2007 | What Enhances Insider Trading Profitability? In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2008 | Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback In: Experimental Economics. [Full Text][Citation analysis] | article | 20 |
| 2006 | Positive Definiteness of Multivariate Densities Based on Hermite Polynomials In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Strategic behavior in regressions: an experimental study In: Theory and Decision. [Full Text][Citation analysis] | article | 2 |
| 2013 | Higher-order moments in the theory of diversification and portfolio composition In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2022 | Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies In: Risk Management. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Lazarillo’s game: Sharing resources with asymmetric conditions In: PLOS ONE. [Full Text][Citation analysis] | article | 3 |
| 2008 | Multivariate Gram-Charlier Densities In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 0 |
| 2018 | Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect In: CSR, Sustainability, Ethics & Governance. [Citation analysis] | chapter | 0 |
| 2016 | Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions In: Innovation, Technology, and Knowledge Management. [Citation analysis] | chapter | 0 |
| 2004 | The multivariate Edgeworth-Sargan density In: Spanish Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2021 | Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books. [Citation analysis] | chapter | 0 |
| 2020 | The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2019 | Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2000 | Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t In: The European Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2009 | Gram-Charlier densities: a multivariate approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2021 | Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS In: Experimental. [Full Text][Citation analysis] | paper | 0 |
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