5
H index
4
i10 index
141
Citations
Robert J. Bianchi : Citation Profile
Griffith University (34% share) | RESEARCH PRODUCTION: 15 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2005 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert J. Bianchi. | Is cited by:
| Cites to:
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Main data
Where Robert J. Bianchi has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Accounting and Finance | 2 |
| Review of Pacific Basin Financial Markets and Policies (RPBFMP) | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics | 6 |
Recent works citing Robert J. Bianchi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745. Full description at Econpapers || Download paper |
| 2023 | A Bibliometric Analysis of Climate Investing. (2023). Dash, Ranjan ; Joshi, Girish. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-44. Full description at Econpapers || Download paper |
| 2023 | A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883. Full description at Econpapers || Download paper |
| 2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper |
| 2023 | Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053. Full description at Econpapers || Download paper |
| 2023 | Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375. Full description at Econpapers || Download paper |
| 2023 | The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508. Full description at Econpapers || Download paper |
| 2023 | Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866. Full description at Econpapers || Download paper |
| 2024 | Dynamic interdependence structure of industrial metals and the African stock market. (2024). Woode, John ; Owusu Junior, Peterson ; Adam, Anokye M. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011662. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2024 | On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072. Full description at Econpapers || Download paper |
| 2024 | Time-frequency return connectedness between Chinese coal futures and international stock indices. (2024). Liu, Danhe ; Huang, Jionghao ; Chen, Baifan ; Xia, Xiaohua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:316-333. Full description at Econpapers || Download paper |
| 2023 | Understanding the Evolution of Environment, Social and Governance Research: Novel Implications From Bibliometric and Network Analysis. (2023). , Anu ; Zhang, Yifang ; Singh, Amit Kumar. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:350-386. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216. Full description at Econpapers || Download paper |
| 2023 | Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548. Full description at Econpapers || Download paper |
| 2023 | Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068. Full description at Econpapers || Download paper |
| 2023 | The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237. Full description at Econpapers || Download paper |
Works by Robert J. Bianchi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Exploiting the dynamics of commodity futures curves In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Exploiting the dynamics of commodity futures curves.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Risk factors in Australian bond returns In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver.(2014) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Retirement Adequacy of Indigenous Australians: A Baseline Study In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2013 | Preserving Value through Adaptation to Climate Change In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Financialization and de-financialization of commodity futures: A quantile regression approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 34 |
| 2014 | Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Combining momentum with reversal in commodity futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2016 | Commodities momentum: A behavioral perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2010 | On the responsible investment disclosure practices of the worlds largest pension funds In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
| 2010 | Systemic Risk, the TED Spread and Hedge Fund Returns In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 6 |
| 2012 | 2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2012 | 2012-12 On the Ethics of Short Selling In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes. In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Microscopic momentum in commodity futures In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 2 |
| 2005 | A test of momentum trading strategies in foreign exchange markets: evidence from the G7 In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2019 | Lessons Learned from Public–Private Partnerships in Indonesia’s Water Sector In: Bulletin of Indonesian Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2020 | Local government and public–private partnerships: experiencing multilevel governance issues in Indonesian water supply provision In: International Journal of Water Resources Development. [Full Text][Citation analysis] | article | 1 |
| 2012 | Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 2 |
| 2015 | The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk? In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 2 |
| 2016 | The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team