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

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
10
Impact Factor (IF)
0.08
5 Years IF
0.12
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 0.52 0 0 13 13 7 0 0 0 0 0 0.29
2008 0.15 0.59 0.17 0.15 5 18 0 2 3 13 2 13 2 2 100 0 0.29
2009 0 0.59 0 0 1 19 0 3 18 18 0 0 0.33
2010 0 0.53 0.07 0.05 11 30 8 2 5 6 19 1 1 50 1 0.09 0.3
2011 0 0.61 0 0 5 35 6 5 12 30 0 0 0.37
2012 0.44 0.68 0.63 0.26 14 49 68 31 36 16 7 35 9 19 61.3 22 1.57 0.36
2013 0.84 0.67 0.42 0.47 22 71 103 30 66 19 16 36 17 11 36.7 8 0.36 0.35
2014 0.58 0.67 0.29 0.42 13 84 28 24 90 36 21 53 22 3 12.5 0 0.34
2015 0.6 0.66 0.35 0.43 10 94 39 33 123 35 21 65 28 6 18.2 1 0.1 0.36
2016 0.26 0.65 0.21 0.28 4 98 80 21 144 23 6 64 18 0 2 0.5 0.35
2017 1.21 0.62 0.35 0.49 15 113 123 40 184 14 17 63 31 3 7.5 7 0.47 0.35
2018 1.32 0.61 0.53 0.77 10 123 10 65 249 19 25 64 49 0 0 0.35
2019 0.64 0.63 0.41 0.79 9 132 9 54 303 25 16 52 41 4 7.4 0 0.36
2020 0.26 0.71 0.52 1 10 142 9 74 377 19 5 48 48 5 6.8 0 0.76
2021 0.47 0.98 0.48 1.08 9 151 0 73 450 19 9 48 52 0 0 0.4
2022 0.05 0.76 0.2 0.34 4 155 0 31 481 19 1 53 18 0 0 0.24
2023 0.08 0.61 0.19 0.12 3 158 0 30 511 13 1 42 5 1 3.3 0 0.22
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.

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95
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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80
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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58
42012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

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19
52012How 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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18
62015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

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17
72014The 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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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.

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15
92013The 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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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.

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10
112017Signed 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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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.

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8
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
142013Equity 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
152019Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj. In: Working Papers. RePEc:tas:wpaper:31660.

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6
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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6
175
182018Tourist 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.

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5
192011Subset 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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5
202012Identification-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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5
212012Testing for partial exogeneity with weak identification. (2012). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:14565.

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5
222020Covid-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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5
232013Chinese 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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4
242017World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:23636.

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4
252012On 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.

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4
262015Turn-taking in finitely repeated symmetric games: experimental evidence. (2015). Evans, Shaun ; Tisdell, John ; Silby, Hugh. In: Working Papers. RePEc:tas:wpaper:22660.

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

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4
282010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

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4
292017Global 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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4
302014Concurrent 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
312012Exchange 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
322012Crude 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
332014OPEC 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
342014Identifying 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
352015What drives the global official/policy interest rate?. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22666.

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3
362017The 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.

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3
372019Forecasting 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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3
382010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

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3
392012On 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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3
402012Liquidity 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
412015Understanding 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
422017Trade uncertainty and income inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus. In: Working Papers. RePEc:tas:wpaper:23400.

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2
432012Crude 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
442013Broker 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
452020Revising 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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2
462007Changes 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
472018The 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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2
482007Dietary Changes, Calorie Intake and Undernourishment: A Comparative Study of India and Vietnam. (2007). Ray, Ranjan. In: Working Papers. RePEc:tas:wpaper:2133.

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2
492018Who, 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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2
502011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

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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

23
22013Why 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

11
32016The 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

9
42019Oil 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
52018Tourist 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
62020Covid-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

2
Citing documents used to compute impact factor: 1
YearTitle
2023.

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Recent citations
Recent citations received in 2020
YearCiting document