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Working Papers / University of Tasmania, Tasmanian School of Business and Economics

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
9
Impact Factor
0.16
5 Years IF
0.85
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 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 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 0.13
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 0.44 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 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 13 13 4 0 0 0 0 0 0.22
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 0.22
2010 0 0.37 0.07 0.05 11 30 7 2 5 6 19 1 1 50 1 0.09 0.19
2011 0 0.46 0 0 5 35 6 5 12 30 0 0 0.25
2012 0.44 0.5 0.27 0.26 14 49 53 13 18 16 7 35 9 3 23.1 4 0.29 0.25
2013 0.84 0.5 0.31 0.44 22 71 59 22 40 19 16 36 16 7 31.8 5 0.23 0.24
2014 0.42 0.53 0.2 0.3 13 84 25 17 57 36 15 53 16 3 17.6 0 0.27
2015 0.43 0.53 0.26 0.32 9 93 27 24 81 35 15 65 21 3 12.5 1 0.11 0.27
2016 0.18 0.54 0.14 0.19 4 97 62 14 95 22 4 63 12 0 2 0.5 0.27
2017 1 0.54 0.27 0.37 15 112 76 30 125 13 13 62 23 2 6.7 6 0.4 0.27
2018 1.16 0.53 0.43 0.63 10 122 2 53 178 19 22 63 40 0 0 0.26
2019 0.6 0.55 0.36 0.73 9 131 3 47 225 25 15 51 37 2 4.3 0 0.32
2020 0.16 0.63 0.45 0.85 10 141 2 64 289 19 3 47 40 4 6.3 0 0.58
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
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.

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65
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.

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62
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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21
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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19
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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14
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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13
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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9
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
122013Equity 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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6
132015The 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
145
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.

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4
162017The 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
172011Subset 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
182012Exchange 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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4
192012Crude 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
202010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

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3
212014OPEC 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
222013Chinese 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
232017Global 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
242014Identifying 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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3
252013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

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3
262015What drives the global official/policy interest rate?. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22666.

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3
272017Signed 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
282010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

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3
292007A 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
302011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

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2
312012Crude 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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2
322019Forecasting 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
332012On 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
342007Changes 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
352015Understanding 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
362013Broker 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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2
372019Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj. In: Working Papers. RePEc:tas:wpaper:31660.

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2
382012Liquidity 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
392020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412.

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1
402007The Determinants of the Quantity-Quality Balance in Monopoly. (2007). Sibly, Hugh. In: Working Papers. RePEc:tas:wpaper:2511.

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1
412014Mortgage Choice Determinants: the Role of Risk and Bank Regulation. (2014). Wells, Graeme ; Dungey, Mardi ; Doko Tchatoka, Firmin ; Yanotti, Maria Belen . In: Working Papers. RePEc:tas:wpaper:17831.

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1
422016Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23108.

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1
432020Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:34827.

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1
442010Financial 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
452014Contagion 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
462011A 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
472018Who, What, Where? Residential Property Investment in Australia. (2018). Dungey, Mardi ; Yanotti, Maria ; Wright, Danika. In: Working Papers. RePEc:tas:wpaper:23822.

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1
482013Are 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
492020Covid-19 infections and the performance of the stock market: an empirical analysis for Australia. (2020). Vespignani, Joaquin ; Brückner, Markus. In: Working Papers. RePEc:tas:wpaper:33228.

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1
502010Cojumping: 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
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

49
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

36
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

7
42012How 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

6
52013The 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

6
62015Surfing 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

5
72014The 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

5
82017Signed 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
92015What 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
102015A 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
112017Global 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
122015The 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
132013Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets. (2013). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17313.

Full description at Econpapers || Download paper

3
142019Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj. In: Working Papers. RePEc:tas:wpaper:31660.

Full description at Econpapers || Download paper

2
152017The 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
162014Concurrent 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
172019Forecasting 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
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 2020
YearCiting document

Recent citations received in 2019
YearCiting document

Recent citations received in 2018
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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