Helena Chuliá : Citation Profile

Universitat de Barcelona

11

H index

11

i10 index

453

Citations

RESEARCH PRODUCTION:

31

Articles

19

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 26
   Journals where Helena Chuliá has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 12 (2.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch675
   Updated: 2025-07-05    RAS profile: 2025-01-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Uribe, Jorge (15)

Authors registered in RePEc who have co-authored more than one work in the last five years with Helena Chuliá.

Is cited by:

GUPTA, RANGAN (61)

Wohar, Mark (20)

Uribe, Jorge (11)

Pierdzioch, Christian (11)

Sosvilla-Rivero, Simon (10)

Salisu, Afees (8)

Gómez-Puig, Marta (8)

Balcilar, Mehmet (8)

Nguyen, Duc Khuong (8)

Gomez-Gonzalez, Jose (7)

Gabauer, David (6)

Cites to:

Diebold, Francis (33)

Reichlin, Lucrezia (29)

Engle, Robert (27)

Ng, Serena (22)

Bai, Jushan (22)

bloom, nicholas (20)

Bekaert, Geert (19)

Yilmaz, Kamil (18)

Forni, Mario (18)

GUPTA, RANGAN (17)

Nguyen, Duc Khuong (15)

Main data

Where Helena Chuliá has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Emerging Markets Review2
Global Economic Review2
Journal of International Financial Markets, Institutions and Money2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics13
Working Papers / Universitat de Barcelona, UB Riskcenter2

Recent works citing Helena Chuliá (2025 and 2024)

YearTitle of citing document
2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

Full description at Econpapers || Download paper

2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

Full description at Econpapers || Download paper

2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

Full description at Econpapers || Download paper

2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

Full description at Econpapers || Download paper

2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

Full description at Econpapers || Download paper

2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

Full description at Econpapers || Download paper

2024A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190.

Full description at Econpapers || Download paper

2025Multi-step double barrier options under time-varying interest rates. (2025). Kye, Yisub ; Lee, Hangsuck ; Kong, Byungdoo ; Song, Seongjoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000129.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and tax avoidance: International evidence. (2024). Ramesh, Vishnu K ; Athira, A. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s156601412400030x.

Full description at Econpapers || Download paper

2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses. (2024). Sua, Lutfu S ; Wang, Haibo ; Alidaee, Bahram ; Ortiz, Jaime ; Huang, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001122.

Full description at Econpapers || Download paper

2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

Full description at Econpapers || Download paper

2024Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676.

Full description at Econpapers || Download paper

2024Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949.

Full description at Econpapers || Download paper

2024Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973.

Full description at Econpapers || Download paper

2024Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413.

Full description at Econpapers || Download paper

2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

Full description at Econpapers || Download paper

2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

Full description at Econpapers || Download paper

2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

Full description at Econpapers || Download paper

2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

Full description at Econpapers || Download paper

2024Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405.

Full description at Econpapers || Download paper

2024The connectedness features of German electricity futures over short and long maturities. (2024). Gianfreda, Angelica ; Scandolo, Giacomo ; Bunn, Derek. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013448.

Full description at Econpapers || Download paper

2024Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x.

Full description at Econpapers || Download paper

2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

Full description at Econpapers || Download paper

2025Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525.

Full description at Econpapers || Download paper

2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

Full description at Econpapers || Download paper

2025Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616.

Full description at Econpapers || Download paper

2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

Full description at Econpapers || Download paper

2025Bayesian Belief Networks: Redefining wholesale electricity price modelling in high penetration non-firm renewable generation power systems. (2025). Mahmoud, Thair S ; Maticka, Martin J. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s096014812402113x.

Full description at Econpapers || Download paper

2024The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844.

Full description at Econpapers || Download paper

2024Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265.

Full description at Econpapers || Download paper

2024Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501.

Full description at Econpapers || Download paper

2024Parent–subsidiary geographic dispersion and debt aggressiveness: Analysis from the tax enforcement perspective. (2024). Yang, Zhenhe ; Liu, Xiaomei ; Gao, Boyuan ; Wang, Yuanqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s105905602400594x.

Full description at Econpapers || Download paper

2024Term spread spillovers to Latin America and emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006749.

Full description at Econpapers || Download paper

2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

Full description at Econpapers || Download paper

2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

Full description at Econpapers || Download paper

2024The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis. (2024). Türsoy, Turgut ; Mari, Muhammad ; Seraj, Mehdi. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:8:p:120-:d:1447141.

Full description at Econpapers || Download paper

2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

Full description at Econpapers || Download paper

2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

Full description at Econpapers || Download paper

2025The international spillover effects of US Quality of Political Signals: A Global VAR approach. (2025). Salisu, Afees ; Akume, Michael ; Hammed, Yinka S. In: MPRA Paper. RePEc:pra:mprapa:123530.

Full description at Econpapers || Download paper

2025Do High Power Prices Slow Electrification? Some Panel Data Evidence. (2025). Huntington, Hillard. In: MPRA Paper. RePEc:pra:mprapa:124376.

Full description at Econpapers || Download paper

2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

Full description at Econpapers || Download paper

2024A simplified model for measuring longevity risk for life insurance products. (2024). Atance, David ; Navarro, Eliseo. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00515-0.

Full description at Econpapers || Download paper

2024The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2.

Full description at Econpapers || Download paper

Works by Helena Chuliá:

YearTitleTypeCited
2019Volatility Spillovers in Energy Markets In: The Energy Journal.
[Full Text][Citation analysis]		article27
2019Volatility Spillovers in Energy Markets.(2019) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2014European government bond market integration in turbulent times In: Working Papers.
[Full Text][Citation analysis]		paper8
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Time€ varying Integration in European Government Bond Markets In: European Financial Management.
[Full Text][Citation analysis]		article15
2023Expected, unexpected, good and bad aggregate uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2010Análisis de volatilidad y correlación entre Estados Unidos y Asia In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2016MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
2009EMU and European government bond market integration In: Working Paper Series.
[Full Text][Citation analysis]		paper81
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		article
2023Systemic political risk In: Economic Modelling.
[Full Text][Citation analysis]		article0
2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review.
[Full Text][Citation analysis]		article25
2015“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2023Energy firms in emerging markets: Systemic risk and diversification opportunities In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2022Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities..(2022) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain In: Energy Economics.
[Full Text][Citation analysis]		article12
2024Vulnerability of European electricity markets: A quantile connectedness approach In: Energy Policy.
[Full Text][Citation analysis]		article4
2020Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2019“Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Nonlinear market liquidity: An empirical examination In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article85
2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2024Daily growth at risk: Financial or real drivers? The answer is not always the same In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2022Daily Growth at Risk: financial or real drivers? The answer is not always the same..(2022) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Vulnerable funding in the global economy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2021Vulnerable Funding in the Global Economy..(2021) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article94
2018Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article29
2015“Measuaring Uncertainty in the Stock Market”.(2015) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2014The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2007The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper2
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
[Full Text][Citation analysis]		article0
2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
[Full Text][Citation analysis]		paper3
2014“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis” In: IREA Working Papers.
[Full Text][Citation analysis]		paper1
2018“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” In: IREA Working Papers.
[Full Text][Citation analysis]		paper0
2019“Expected, Unexpected, Good and Bad Uncertainty In: IREA Working Papers.
[Full Text][Citation analysis]		paper0
2022Monitoring daily unemployment at risk. In: IREA Working Papers.
[Full Text][Citation analysis]		paper0
2024Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI In: IREA Working Papers.
[Full Text][Citation analysis]		paper0
2007VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC.
[Full Text][Citation analysis]		paper16
2009Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2018Trends in the Quantiles of the Life Table Survivorship Function In: European Journal of Population.
[Full Text][Citation analysis]		article0
2021Asymmetric volatility spillovers and consumption risk-sharing In: Applied Economics.
[Full Text][Citation analysis]		article2
2011Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2012Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis In: Global Economic Review.
[Full Text][Citation analysis]		article2
2018Risk Synchronization in International Stock Markets In: Global Economic Review.
[Full Text][Citation analysis]		article1
2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team