Robert John Powell : Citation Profile


Are you Robert John Powell?

Edith Cowan University

8

H index

6

i10 index

174

Citations

RESEARCH PRODUCTION:

35

Articles

23

Papers

3

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 11
   Journals where Robert John Powell has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 14 (7.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo461
   Updated: 2024-01-16    RAS profile: 2024-01-05    
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Relations with other researchers


Works with:

Vo, Duc (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert John Powell.

Is cited by:

Vo, Duc (20)

Allen, David (18)

Chang, Chia-Lin (7)

Oxley, Les (4)

Chan, Felix (4)

Ho, Chi (3)

Pérez-Amaral, Teodosio (3)

Balli, Faruk (2)

Ali, Searat (2)

Giles, David (2)

lucey, brian (2)

Cites to:

Engle, Robert (26)

Allen, David (23)

Diebold, Francis (11)

Yilmaz, Kamil (9)

merton, robert (8)

Drehmann, Mathias (7)

Jagannathan, Ravi (7)

Jorion, Philippe (7)

Manganelli, Simone (6)

Pastor, Lubos (6)

Sharpe, William (6)

Main data


Where Robert John Powell has published?


Journals with more than one article published# docs
Applied Economics Letters4
Annals of Financial Economics (AFE)4
Applied Economics3
JRFM3
Mathematics and Computers in Simulation (MATCOM)2
Journal of Asian Economics2
Accounting and Finance2
International Organization2
The North American Journal of Economics and Finance2
Risks2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10
KIER Working Papers / Kyoto University, Institute of Economic Research5
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4

Recent works citing Robert John Powell (2024 and 2023)


YearTitle of citing document
2023Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. (2023). , Mike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000130.

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2023Does information disclosure and transparency ranking system prevent the default risk of a firm?. (2023). Lee, Shih-Cheng ; Lu, Canyi ; Yen, Huang-Ping ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1089-1105.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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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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2023Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379.

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2023Sustainable Quality Management Based on Metrological Sampling Scheme Design: A Case Study of Food Processor. (2023). Chen, Zhisong ; Zhang, Bin ; Yang, Fengping ; Wang, Mingquan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5283-:d:1099108.

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2023Dependence Analysis of the ISE100 Banking Sector Using Vine Copula. (2023). Evkaya, Ozan ; Gur, Ismail ; Poyraz, Gulden ; Kulekci, Bukre Yildirim. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:55-81.

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2023The Necessity to Discuss ‘Deterrence Failure’ Regarding North Korea’s Nuclear Threat. (2023). Park, Hwee-Rhak. In: International Studies. RePEc:sae:intstu:v:60:y:2023:i:1:p:67-90.

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2023An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies. (2023). Nnanatu, Chibuzor ; Ranganai, Edmore ; Utazi, Chigozie ; Afuecheta, Emmanuel. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:2:d:10.1007_s40745-020-00294-w.

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2023Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing. (2023). Mehra, Aparna ; Sehgal, Ruchika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00355-w.

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2023Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation. (2023). Powdel, Tushar Kanti ; Dutta, Santanu. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-023-00303-x.

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Works by Robert John Powell:


YearTitleTypeCited
2009Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective In: Accounting and Finance.
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article11
2023The relationship between responsible financial behaviours and financial wellbeing: The case of buy?now?pay?later In: Accounting and Finance.
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article0
2022Factors affecting the growth of small privately?owned financial planning businesses In: Australian Economic Papers.
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article0
2013Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica.
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article15
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2013Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 15
paper
2013A Capital Adequacy Buffer Model In: Working Papers in Economics.
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paper0
2013A Capital Adequacy Buffer Model.(2013) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 0
paper
2016A capital adequacy buffer model.(2016) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 0
article
2014Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics.
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paper9
2017Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance.
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This paper has nother version. Agregated cites: 9
article
2014Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 9
paper
2014European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics.
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paper3
2014European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
2015Nuclear Brinkmanship, Limited War, and Military Power In: International Organization.
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article2
2017Research Bets and Behavioral IR In: International Organization.
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article0
2017The long and short of commodity tails and their relationship to Asian equity markets In: Journal of Asian Economics.
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article3
2021Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach In: Journal of Asian Economics.
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article2
2013EVT and tail-risk modelling: Evidence from market indices and volatility series In: The North American Journal of Economics and Finance.
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article17
2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models In: The North American Journal of Economics and Finance.
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article3
2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research.
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article11
2013Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM).
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article5
2013Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM).
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article14
2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures In: Pacific-Basin Finance Journal.
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article3
2015Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
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paper1
2015Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers.
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paper0
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers.
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paper8
2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics.
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This paper has nother version. Agregated cites: 8
article
2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 8
paper
2022An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers In: JRFM.
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article0
2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: JRFM.
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article2
2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: JRFM.
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article9
2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia In: Risks.
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article0
2020A Comprehensive Stability Indicator for Banks In: Risks.
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article1
2013Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions In: Global Business and Economics Review.
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article4
2012The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers.
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paper2
2012Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers.
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paper1
2013Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers.
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paper2
2013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2018NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE).
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This paper has nother version. Agregated cites: 2
article
2011Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis In: Palgrave Macmillan Books.
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chapter1
2015Aspects of Volatility and Correlations in European Emerging Economies In: Palgrave Macmillan Books.
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chapter2
2008Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective In: MPRA Paper.
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paper2
2013The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review.
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article3
2012The fluctuating default risk of Australian banks In: Australian Journal of Management.
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article17
2015Thoughts on Extreme Risk in Indonesia In: Springer Proceedings in Business and Economics.
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chapter0
2012A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters.
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article3
2012Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters.
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article3
2018Economic cycles and downside commodities risk In: Applied Economics Letters.
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article6
2017Tail dependence analysis of stock markets using extreme value theory In: Applied Economics.
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article0
2019Cattle as a consistently resilient agricultural commodity In: Applied Economics.
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article0
2017New perspectives on bank risk in Malaysia In: Cogent Economics & Finance.
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article0
2013Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers.
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paper5
2011QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE).
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article4
2013A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) In: Annals of Financial Economics (AFE).
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article0
2013THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE In: Annals of Financial Economics (AFE).
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article0

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