Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

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

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
10
Impact Factor (IF)
0.47
5 Years IF
1.06
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
2007 0 0.5 0 0 13 13 7 0 0 0 0 0 0.29
2008 0.15 0.58 0.17 0.15 5 18 0 2 3 13 2 13 2 2 100 0 0.3
2009 0 0.56 0 0 1 19 0 3 18 18 0 0 0.32
2010 0 0.51 0.07 0.05 11 30 8 2 5 6 19 1 1 50 1 0.09 0.29
2011 0 0.6 0 0 5 35 6 5 12 30 0 0 0.35
2012 0.44 0.65 0.63 0.26 14 49 69 31 36 16 7 35 9 19 61.3 22 1.57 0.34
2013 0.84 0.64 0.42 0.47 22 71 95 30 66 19 16 36 17 11 36.7 8 0.36 0.34
2014 0.58 0.65 0.29 0.42 13 84 28 24 90 36 21 53 22 3 12.5 0 0.34
2015 0.57 0.63 0.34 0.42 9 93 34 32 122 35 20 65 27 5 15.6 1 0.11 0.35
2016 0.27 0.63 0.22 0.29 4 97 75 21 143 22 6 63 18 0 2 0.5 0.34
2017 1.15 0.62 0.34 0.47 15 112 104 38 181 13 15 62 29 3 7.9 7 0.47 0.34
2018 1.32 0.62 0.51 0.76 10 122 8 62 243 19 25 63 48 0 0 0.35
2019 0.64 0.62 0.4 0.8 9 131 7 53 296 25 16 51 41 3 5.7 0 0.37
2020 0.21 0.7 0.52 1 10 141 7 74 370 19 4 47 47 5 6.8 0 0.72
2021 0.47 1.01 0.49 1.06 9 150 0 73 443 19 9 48 51 0 0 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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.

Full description at Econpapers || Download paper

80
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

75
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

51
42012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

19
52012How 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

19
62014The 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

16
72015A 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

16
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.

Full description at Econpapers || Download paper

15
92013The 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

15
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.

Full description at Econpapers || Download paper

10
112017Signed 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

9
122015Surfing 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

8
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

6
142015The 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

6
155
162012Identification-robust inference for endogeneity parameters in linear structural models. (2012). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15064.

Full description at Econpapers || Download paper

5
172012Testing for partial exogeneity with weak identification. (2012). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:14565.

Full description at Econpapers || Download paper

5
182017The 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

5
192011Subset hypotheses testing and instrument exclusion in the linear IV regression. (2011). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:10668.

Full description at Econpapers || Download paper

5
202010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

4
222012Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15728.

Full description at Econpapers || Download paper

4
232013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: Working Papers. RePEc:tas:wpaper:17027.

Full description at Econpapers || Download paper

4
242012Exchange Rate Risk Exposure and the Value of European Firms. (2012). PARLAPIANO, FABIO ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:201209.

Full description at Econpapers || Download paper

4
252019Oil 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

4
262012On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments. (2012). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15061.

Full description at Econpapers || Download paper

4
272013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

3
292017World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:23636.

Full description at Econpapers || Download paper

3
302010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

Full description at Econpapers || Download paper

3
312018Tourist arrivals, energy consumption and pollutant emissions in a developing economy–implications for sustainable tourism. (2018). Nepal, Rabindra ; al Irsyad, Indra M. In: Working Papers. RePEc:tas:wpaper:28894.

Full description at Econpapers || Download paper

3
322015What 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
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.

Full description at Econpapers || Download paper

3
342019Forecasting 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

3
352017Global 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
362014OPEC and non-OPEC oil producioon and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:18748.

Full description at Econpapers || Download paper

3
372020Covid-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.

Full description at Econpapers || Download paper

3
382015Understanding 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.

Full description at Econpapers || Download paper

2
392007A Regular Demand System with Commodity-Specific Demographic Effects. (2007). McLaren, Keith ; Cooper, Russell ; Blacklow, Paul ; Ham, Roger . In: Working Papers. RePEc:tas:wpaper:818.

Full description at Econpapers || Download paper

2
402017Trade uncertainty and income inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus. In: Working Papers. RePEc:tas:wpaper:23400.

Full description at Econpapers || Download paper

2
412011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

Full description at Econpapers || Download paper

2
422012Specification tests with weak and invalid instruments. (2012). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15063.

Full description at Econpapers || Download paper

2
432007Dietary Changes, Calorie Intake and Undernourishment: A Comparative Study of India and Vietnam. (2007). Ray, Ranjan. In: Working Papers. RePEc:tas:wpaper:2133.

Full description at Econpapers || Download paper

2
442020Revising 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.

Full description at Econpapers || Download paper

2
452017The impact of global uncertainty on the global economy, and large developed and developing economies. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23397.

Full description at Econpapers || Download paper

2
462007Changes in Indonesian Food Consumption Patterns and their Nutritional Implications. (2007). Ray, Ranjan ; Ngwenya, Elkana . In: Working Papers. RePEc:tas:wpaper:2486.

Full description at Econpapers || Download paper

2
472012Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062.

Full description at Econpapers || Download paper

2
482018The 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.

Full description at Econpapers || Download paper

2
492012Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15727.

Full description at Econpapers || Download paper

2
502013Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange. (2013). Pham, Thu Phuong. In: Working Papers. RePEc:tas:wpaper:17211.

Full description at Econpapers || Download paper

2
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

53
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

35
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

15
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

6
52012How 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
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

4
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

4
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

4
92018Tourist arrivals, energy consumption and pollutant emissions in a developing economy–implications for sustainable tourism. (2018). Nepal, Rabindra ; al Irsyad, Indra M. In: Working Papers. RePEc:tas:wpaper:28894.

Full description at Econpapers || Download paper

3
102020Covid-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.

Full description at Econpapers || Download paper

3
112012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

3
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.

Full description at Econpapers || Download paper

3
132019Oil 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

3
142019Forecasting 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

3
152018Who, What, Where? Residential Property Investment in Australia. (2018). Dungey, Mardi ; Yanotti, Maria ; Wright, Danika. In: Working Papers. RePEc:tas:wpaper:23822.

Full description at Econpapers || Download paper

2
162017World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:23636.

Full description at Econpapers || Download paper

2
172017Trade uncertainty and income inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus. In: Working Papers. RePEc:tas:wpaper:23400.

Full description at Econpapers || Download paper

2
182020Revising 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.

Full description at Econpapers || Download paper

2
192018The 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.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 9
YearTitle
2021The Nexus between Economic Growth and Natural Resource Abundance in Selected ASEAN countries before Pandemic Covid-19. (2021). Shaari, Mohd Shahidan ; Ridzuan, Abdul Rahim ; Zakaria, Shahsuzan ; Lestari, Arsiyanti ; Siswantini, Siswantini ; Rahim, Abdul ; Rosli, Anita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-35.

Full description at Econpapers || Download paper

2021The competing role of natural gas and oil as fossil fuel and the non-linear dynamics of resource curse in Russia. (2021). Koondhar, Mansoor Ahmed ; Umar, Muhammad ; Tan, Zhixiong ; Abbas, Syed Kumail ; Yang, Jinxuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001148.

Full description at Econpapers || Download paper

2021Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730.

Full description at Econpapers || Download paper

2021The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic and Black Summer Bushfires: A Sectoral Analysis. (2021). Al-Mohamad, Somar ; Bakry, Walid ; Gunay, Samet. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:175-:d:534154.

Full description at Econpapers || Download paper

2021Stock Market Reactions during Different Phases of the COVID-19 Pandemic: Cases of Italy and Spain. (2021). Kviklis, Julius ; Keliuotyte-Staniuleniene, Greta. In: Economies. RePEc:gam:jecomi:v:10:y:2021:i:1:p:3-:d:708931.

Full description at Econpapers || Download paper

2021COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach. (2021). Gherghina, Ştefan ; Jolde, Camelia Ctlina ; Armeanu, Daniel Tefan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:341-:d:599162.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100249x.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020
YearCiting document

Recent citations received in 2019
YearCiting document

Recent citations received in 2018
YearCiting document