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Citation Profile [Updated: 2021-02-02 17:32:57]
5 Years H
9
Impact Factor
0.16
5 Years IF
0.83
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.5 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.4 0 0 13 13 4 0 0 0 0 0 0.23
2008 0.15 0.46 0.17 0.15 5 18 0 2 3 13 2 13 2 2 100 0 0.23
2009 0 0.43 0 0 1 19 0 3 18 18 0 0 0.23
2010 0 0.38 0.07 0.05 11 30 10 2 5 6 19 1 1 50 1 0.09 0.19
2011 0 0.47 0 0 5 35 6 5 12 30 0 0 0.25
2012 0.44 0.5 0.27 0.26 14 49 52 13 18 16 7 35 9 3 23.1 4 0.29 0.26
2013 0.84 0.52 0.32 0.47 22 71 54 23 41 19 16 36 17 7 30.4 5 0.23 0.24
2014 0.44 0.55 0.23 0.34 13 84 22 19 60 36 16 53 18 3 15.8 0 0.28
2015 0.43 0.54 0.26 0.32 9 93 27 24 84 35 15 65 21 3 12.5 1 0.11 0.27
2016 0.18 0.56 0.15 0.19 4 97 52 15 99 22 4 63 12 0 2 0.5 0.28
2017 1.08 0.56 0.27 0.37 15 112 59 30 129 13 14 62 23 2 6.7 6 0.4 0.28
2018 1.16 0.57 0.43 0.63 10 122 0 53 182 19 22 63 40 0 0 0.28
2019 0.6 0.6 0.36 0.73 9 131 1 47 229 25 15 51 37 2 4.3 0 0.37
2020 0.16 0.66 0.44 0.83 10 141 0 62 291 19 3 47 39 4 6.5 0 0.73
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12016The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23112.

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53
22017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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49
32013Why crude oil prices are high when global activity is weak?. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16298.

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20
42012How Firms Innovate: R&D, Non-R&D, and Technology Adoption. (2012). Huang, Can ; Hollanders, Hugo. In: Working Papers. RePEc:tas:wpaper:9854.

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17
52014The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen J. In: Working Papers. RePEc:tas:wpaper:17833.

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13
62013The industrial impact of monetary shocks during the inflation targeting era in Australia. (2013). Vespignani, Joaquin. In: Working Papers. RePEc:tas:wpaper:15934.

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12
72012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

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11
82012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030.

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10
92015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

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9
102013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:17213.

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8
112015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius. In: Working Papers. RePEc:tas:wpaper:22658.

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8
122015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

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6
132010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

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6
142017The changing international network of sovereign debt and financial institutions. (2017). Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23500.

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4
152011Subset hypotheses testing and instrument exclusion in the linear IV regression. (2011). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:10668.

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4
162012Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15728.

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4
172013Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets. (2013). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17313.

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4
182012Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15727.

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3
192017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23671.

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3
202013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

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3
212014Concurrent momentum and contrarian strategies in the Australian stock market. (2014). Alexeev, Vitali ; Doan, Minh Phuong ; Brooks, Robert. In: Working Papers. RePEc:tas:wpaper:17830.

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3
222017Global commodity prices and global stock volatility shocks: effects across countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23501.

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3
232015What drives the global official/policy interest rate?. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22666.

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3
242012Exchange Rate Risk Exposure and the Value of European Firms. (2012). PARLAPIANO, FABIO ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:201209.

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3
252010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

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3
262014OPEC and non-OPEC oil producioon and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:18748.

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3
272013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: Working Papers. RePEc:tas:wpaper:17027.

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3
282014Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data. (2014). Dungey, Mardi ; Treepongkaruna, Sirimon ; Matei, Marius. In: Working Papers. RePEc:tas:wpaper:18605.

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2
292012On the correspondence between data revision and trend-cycle decomposition. (2012). van Norden, Simon ; Tian, Jing ; Jacobs, Jan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:12975.

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2
302019Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:tas:wpaper:32152.

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2
312015Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry . In: Working Papers. RePEc:tas:wpaper:22663.

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2
322012Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062.

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2
332007Changes in Indonesian Food Consumption Patterns and their Nutritional Implications. (2007). Ray, Ranjan ; Ngwenya, Elkana . In: Working Papers. RePEc:tas:wpaper:2486.

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2
342007A Regular Demand System with Commodity-Specific Demographic Effects. (2007). McLaren, Keith ; Cooper, Russell ; Blacklow, Paul ; Ham, Roger . In: Working Papers. RePEc:tas:wpaper:818.

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2
352011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

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2
362010Financial crises in Asia: concordance by asset market or country?. (2010). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10575.

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1
372013Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange. (2013). Pham, Thu Phuong. In: Working Papers. RePEc:tas:wpaper:17211.

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1
382014Contagion and banking crisis — internatonal evidence for 2007-2009. (2014). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:18569.

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1
392011A SVECM Model of the UK Economy and The Term Premium. (2011). Dungey, Mardi ; Vehbi, Tugrul M. In: Working Papers. RePEc:tas:wpaper:11610.

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1
402018The changing network of financial market linkages: the Asian experience. (2018). Chowdhury, Biplob ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:28599.

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1
412013Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks. (2013). Yamazaki, Satoshi ; Tian, Jing ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:17518.

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1
422010Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06). (2010). Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10450.

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1
432012Identification-robust inference for endogeneity parameters in linear structural models. (2012). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15064.

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1
442013An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume. (2013). Westerholm, P. Joakim ; Pham, Thu Phuong. In: Working Papers. RePEc:tas:wpaper:17210.

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1
452014VAR modelling in the presence of China’s rise : an application to the Taiwanese economy. (2014). Vehbi, Tugrul ; Dungey, Mardi ; Martin, Charlton . In: Working Papers. RePEc:tas:wpaper:18039.

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1
462007The Determinants of the Quantity-Quality Balance in Monopoly. (2007). Sibly, Hugh. In: Working Papers. RePEc:tas:wpaper:2511.

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1
472013Equity portfolio diversification with high frequency data. (2013). Dungey, Mardi ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17316.

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1
482017Trade uncertainty and income inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus. In: Working Papers. RePEc:tas:wpaper:23400.

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1
492013International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Raghavan, Mala ; Dungey, Mardi ; Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208.

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1
502008Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence.. (2008). Ray, Ranjan ; Nicholas, Aaron ; Blacklow, Paul. In: Working Papers. RePEc:tas:wpaper:9289.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

Full description at Econpapers || Download paper

33
22016The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23112.

Full description at Econpapers || Download paper

27
32013Why crude oil prices are high when global activity is weak?. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16298.

Full description at Econpapers || Download paper

6
42013The industrial impact of monetary shocks during the inflation targeting era in Australia. (2013). Vespignani, Joaquin. In: Working Papers. RePEc:tas:wpaper:15934.

Full description at Econpapers || Download paper

5
52014The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen J. In: Working Papers. RePEc:tas:wpaper:17833.

Full description at Econpapers || Download paper

4
62012How Firms Innovate: R&D, Non-R&D, and Technology Adoption. (2012). Huang, Can ; Hollanders, Hugo. In: Working Papers. RePEc:tas:wpaper:9854.

Full description at Econpapers || Download paper

4
72017Global commodity prices and global stock volatility shocks: effects across countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23501.

Full description at Econpapers || Download paper

3
82015What drives the global official/policy interest rate?. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22666.

Full description at Econpapers || Download paper

3
92015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

Full description at Econpapers || Download paper

3
102015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius. In: Working Papers. RePEc:tas:wpaper:22658.

Full description at Econpapers || Download paper

3
112015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

Full description at Econpapers || Download paper

3
122017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23671.

Full description at Econpapers || Download paper

3
132019Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:tas:wpaper:32152.

Full description at Econpapers || Download paper

2
142017The changing international network of sovereign debt and financial institutions. (2017). Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23500.

Full description at Econpapers || Download paper

2
152014Concurrent momentum and contrarian strategies in the Australian stock market. (2014). Alexeev, Vitali ; Doan, Minh Phuong ; Brooks, Robert. In: Working Papers. RePEc:tas:wpaper:17830.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 3
YearTitle
2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: NBER Working Papers. RePEc:nbr:nberwo:27001.

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2020Energy Markets and Global Economic Conditions. (2020). Korobilis, Dimitris ; Baumeister, Christiane ; Lee, Thomas K. In: Working Papers. RePEc:gla:glaewp:2020_08.

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Recent citations
Recent citations received in 2019

YearCiting document

Recent citations received in 2017

YearCiting document
2017Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

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2017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Discussion Paper Series. RePEc:iek:wpaper:1704.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:80775.

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