Fernando Pérez de Gracia : Citation Profile


Are you Fernando Pérez de Gracia?

Universidad de Navarra

19

H index

30

i10 index

1999

Citations

RESEARCH PRODUCTION:

50

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 99
   Journals where Fernando Pérez de Gracia has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 24 (1.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe392
   Updated: 2024-01-16    RAS profile: 2022-01-14    
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Relations with other researchers


Works with:

Equiza-Goñi, Juan (2)

Ratti, Ronald (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Pérez de Gracia.

Is cited by:

GUPTA, RANGAN (61)

Gil-Alana, Luis (40)

Ratti, Ronald (31)

Vespignani, Joaquin (28)

Filis, George (25)

Balcilar, Mehmet (21)

Shahbaz, Muhammad (21)

Cuestas, Juan (19)

AROURI, Mohamed (18)

Smyth, Russell (17)

Tiwari, Aviral (17)

Cites to:

Gil-Alana, Luis (54)

Kilian, Lutz (42)

Hamilton, James (35)

Bekaert, Geert (34)

Perron, Pierre (32)

Ratti, Ronald (31)

Edwards, Sebastian (28)

Harvey, Campbell (27)

Cuñado, Juncal (23)

Oswald, Andrew (23)

Bai, Jushan (21)

Main data


Where Fernando Pérez de Gracia has published?


Journals with more than one article published# docs
Energy Economics4
Applied Economics Letters3
Journal of International Money and Finance3
Applied Economics3
Journal of Economics and Business2
Energy2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Recherches économiques de Louvain2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics2
Working Papers / Asociación Española de Economía y Finanzas Internacionales2

Recent works citing Fernando Pérez de Gracia (2024 and 2023)


YearTitle of citing document
2023Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690.

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2023Can Health Insurance Improve the Happiness of the Romanian People?. (2023). Lazar, Sorin Paul ; Mare, Codruta ; Muresan, Gabriela Mihaela. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:64:p:903.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data. (2023). Suominen, Hanna ; Lensky, Artem ; Isai, Leigh ; Lalbakhsh, Pooia ; Ge, Wenbo. In: Papers. RePEc:arx:papers:2306.12446.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023More Education Does Make You Happier – Unless You Are Unemployed. (2023). Schildberg-Horisch, Hannah ; Kamhofer, Daniel A ; Bertermann, Alexander. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1192.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023The Impact of Natural Gas Prices on Electricity Tariffs in the UK. (2023). Althaqafi, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-9.

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2023Growth and Financial Performance Governance by the Total Resources: A Case of Indian Downstream Oil and Gas Firms. (2023). Fatima, Nadeem ; Ali, Anis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-17.

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2023Exploring the Effects of Oil and Gas Prices on Industrial Production in Colombia: A Quantile Regression Analysis. (2023). Oviedo-Gomez, Andres ; Candelo-Viafara, Juan Manuel ; del Pilar, Maria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-38.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2023Are greenhouse gas emissions converging in Latin America? Implications for environmental policies. (2023). Molina, José Alberto ; Belloc, Ignacio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:337-356.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152.

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2023Toward sustainable development: Does the rising oil price stimulate innovation in climate change mitigation technologies?. (2023). Chang, Chun-Ping ; Yin, Hua-Tang ; Feng, Gen-Fu ; Wang, Jun-Zhuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:569-583.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Fossil resource market power and capital markets. (2023). Pfeiffer, Johannes ; Marz, Waldemar. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005746.

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2023Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. (2023). Usman, Ojonugwa ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001111.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475.

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2023Dynamic effects and driving intermediations of oil price shocks on major economies. (2023). Chai, Jian ; Xiao, Hao ; Lin, Jie. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002773.

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2023Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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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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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

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2023The false prosperity and promising future: Effects of data resources on bank efficiency. (2023). Qu, Yang ; Cheng, Maoyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300265x.

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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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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849.

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2023Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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2023Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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2023Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach. (2023). Miao, Jiafeng ; Xu, Jing ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000041.

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2023Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144.

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2023Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). Al-Faryan, Mamdouh Abdulaziz Sa ; Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Pui Kiew ; Yaya, Olaoluwa Simon ; Furuoka, Fumitaka. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478.

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2023How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806.

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2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad ; Xiao, YA. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915.

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2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

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2023Does carbon emission react to oil price shocks? Implications for sustainable growth in Africa. (2023). Alhassan, Abdulkareem ; Okwanya, Innocent ; Bekun, Festus Victor ; Ozturk, Ilhan ; Amaka, Eje-Ojeka G ; Abah, Patricia O. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003215.

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2023Quantile connectedness between oil price shocks and exchange rates. (2023). Bossman, Ahmed ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690.

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2023Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic. (2023). Filis, George ; Antonakakis, Nikolaos ; Gabauer, David ; Cunado, Juncal ; de Gracia, Fernando Perez. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:114-123.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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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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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2023Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57.

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2023The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence. (2023). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002161.

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2023High-speed rail and happiness. (2023). Chen, Zhongfei. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:170:y:2023:i:c:s0965856423000551.

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2023The Effects of Crude Oil Price Surprises on National Income: Evidence from India. (2023). Babu, Manivannan ; Dana, Leo Paul ; Maniam, Balasundram ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1148-:d:1042450.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey. (2023). Tuna, Gulcay ; Taha, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3103-:d:1110401.

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2023.

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2023Interdependence between the BRICS Stock Markets and the Oil Price since the Onset of Financial and Economic Crises. (2023). Bouslama, Narjess. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:316-:d:1183137.

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2023.

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2023.

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2023.

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2023Research on the Influence of Ecological Environment Satisfaction and Income Level on Chinese Residents’ Happiness: Empirical Analysis Based on CGSS Data. (2023). Cao, Yang ; Wu, Yongsong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8175-:d:1149530.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759.

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2023Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Bhardwaj, Indira ; Sharma, Sudhi ; Yadav, Miklesh Prasad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09381-9.

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2023Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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2023Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023The impact of oil price changes on industrial production: a panel smooth-transition approach on G7 countries. (2023). Shiva, Mehdi ; Moayyed, Majid. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:4:d:10.1007_s10368-023-00573-w.

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2023Tax more or spend less? Historical evidence from Switzerland’s federal budget plans. (2023). Schaltegger, Christoph ; Salvi, Michele. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:3:d:10.1007_s10797-021-09716-8.

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2023Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. (2023). Skjold, Christian ; Westgaard, Sjur ; Osmundsen, Petter ; Frydenberg, Stein ; Mohanty, Sunil K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01107-2.

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2023Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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2023Social preferences and well-being: theory and evidence. (2023). Iwasaki, Masaki. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01782-z.

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2023Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis. (2023). Cao, Ziqiu ; Xiong, Xianyan ; Wang, Liang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01928-z.

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2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320.

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2023Asymmetric Effects of Commodity Prices on Stock Returns of BRICS Countries. (2023). Singla, Ravi ; Kaur, Parminder. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:145-164.

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2023Relationship Between Oil Price Movements and Stock Returns of Oil Firms in Oil Importing Economies. (2023). Siddiqui, Areej Aftab ; Kushwah, Silky Vigg. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:916-932.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2023Effect of the ecological environment on the residents’ happiness: the mechanism and an evidence from Zhejiang Province of China. (2023). Pan, Hulin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02163-3.

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2023Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19. (2023). Ho, Chi-Ming. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00403-z.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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More than 100 citations found, this list is not complete...

Works by Fernando Pérez de Gracia:


YearTitleTypeCited
2010Education and happiness in Spain In: Investigaciones de Economía de la Educación volume 5.
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chapter0
2001Do oil price shocks matter? Evidence for some European countries In: Working Papers.
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paper220
2003Do oil price shocks matter? Evidence for some European countries.(2003) In: Energy Economics.
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This paper has nother version. Agregated cites: 220
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2001Do Oil Price Shocks Matter? Evidence For Some Europesan Countries.(2001) In: Working Papers on International Economics and Finance.
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This paper has nother version. Agregated cites: 220
paper
2001INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES In: Working Papers.
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paper0
2001Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries.(2001) In: Working Papers on International Economics and Finance.
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This paper has nother version. Agregated cites: 0
paper
2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
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paper120
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
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This paper has nother version. Agregated cites: 120
article
2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers.
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paper19
2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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article3
2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
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article2
2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has nother version. Agregated cites: 2
paper
2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
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article4
2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
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article0
2009New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 0
article
2002Bulls and Bears: Lessons from some European Countries In: Royal Economic Society Annual Conference 2002.
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paper3
2004Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics.
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article2
2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry In: The North American Journal of Economics and Finance.
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article7
2006Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization In: Emerging Markets Review.
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article32
2014Oil price shocks and stock market returns: Evidence for some European countries In: Energy Economics.
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article200
2016Oil price volatility and stock returns in the G7 economies In: Energy Economics.
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article114
2016Oil price volatility and stock returns in the G7 economies.(2016) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 114
paper
2015Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy.
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article83
2017Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy.
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article25
2017U.S. shale oil production and WTI prices behaviour In: Energy.
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article21
2017Oil price shocks and stock returns of oil and gas corporations In: Finance Research Letters.
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article106
2004Structural changes in volatility and stock market development: Evidence for Spain In: Journal of Banking & Finance.
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article7
2003Structural Changes in Volatility and Stock Market Development: Evidence for Spain.(2003) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2004Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business.
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article33
2006Real convergence in Africa in the second-half of the 20th century In: Journal of Economics and Business.
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article37
2003Stock market cycles, financial liberalization and volatility In: Journal of International Money and Finance.
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article82
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 82
paper
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 82
paper
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
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article11
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective.(2011) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations In: Journal of International Money and Finance.
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article144
2012Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications.
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article0
2005Oil prices, economic activity and inflation: evidence for some Asian countries In: The Quarterly Review of Economics and Finance.
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article339
2004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries.(2004) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 339
paper
2019Impact of fossil fuel prices on electricity prices in Mexico In: Journal of Economic Studies.
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article6
2008New Evidence on US Current Account Sustainability In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article1
2008Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting.
[Full Text][Citation analysis]
article19
2016Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article13
2009US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting.
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article6
2011Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España In: Estudios de Economia Aplicada.
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article0
2013Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers.
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paper4
2010European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal.
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article13
2015The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper.
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paper0
2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers.
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paper0
2016Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics.
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This paper has nother version. Agregated cites: 0
article
2015Modeling Persistence of Carbon Emission Allowance Prices In: Working Papers.
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paper13
2008Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics.
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article3
2020The effect of oil price shocks on economic activity: a local projections approach In: Journal of Economics and Finance.
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article6
2012Does Education Affect Happiness? Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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article91
2013Environment and Happiness: New Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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article37
2004Stock market cycles and stock market development in Spain In: Spanish Economic Review.
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article13
2002Stock Market Cycles and Stock Market Development in Spain.(2002) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2006Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv).
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article14
2003Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2003Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters.
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article8
2018Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach In: Applied Economics Letters.
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article3
2019Impact of state-dependent oil price on US stock returns using local projections In: Applied Economics Letters.
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article6
2007Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics.
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article15
2009Financial liberalization, stock market volatility and outliers in emerging economies In: Applied Financial Economics.
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article2
2006Real convergence in some Central and Eastern European countries In: Applied Economics.
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article6
2021Do gasoline prices respond to non-US and US oil supply shocks? In: Applied Economics.
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article0
2008Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance.
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article0
2003Sacrifice Ratios: Some lessons from EMU countries, 1960-2001 In: International Review of Applied Economics.
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article2
2012Does Media Consumption Make Us Happy? Evidence for Spain In: Journal of Media Economics.
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article12
2002Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers.
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paper0
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L In: Faculty Working Papers.
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paper27
2015Exploring the oil prices and exchange rates nexus in some African economies In: Faculty Working Papers.
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paper29
2002Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers.
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paper0
2011Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers.
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paper12
2012Exploring Survey?Based Inflation Forecasts.(2012) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 12
article
2008Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences In: Faculty Working Papers.
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paper6
2004Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help In: Faculty Working Papers.
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paper1
2010Persistence in some energy futures markets In: Journal of Futures Markets.
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article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team