Thomas Conlon : Citation Profile

University College Dublin

15

H index

22

i10 index

1302

Citations

RESEARCH PRODUCTION:

50

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 72
   Journals where Thomas Conlon has often published
   Relations with other researchers
   Recent citing documents: 215.    Total self citations: 39 (2.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco913
   Updated: 2025-11-08    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Corbet, Shaen (13)

cotter, john (12)

Eyiah-Donkor, Emmanuel (3)

Ongena, Steven (2)

HU, YANG (2)

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

Is cited by:

Corbet, Shaen (49)

Shahzad, Syed Jawad Hussain (22)

lucey, brian (22)

Hassan, M. Kabir (18)

HU, YANG (18)

Umar, Zaghum (17)

Yarovaya, Larisa (17)

Salisu, Afees (16)

Sensoy, Ahmet (16)

GUPTA, RANGAN (16)

Goutte, Stéphane (15)

Cites to:

Corbet, Shaen (73)

cotter, john (61)

lucey, brian (53)

Engle, Robert (32)

Kilian, Lutz (26)

Urquhart, Andrew (22)

Yarovaya, Larisa (22)

Potì, Valerio (20)

Larkin, Charles (19)

TARAZI, Amine (18)

Bouri, Elie (17)

Main data

Where Thomas Conlon has published?

Journals with more than one article published# docs
International Review of Financial Analysis5
Journal of International Financial Markets, Institutions and Money4
Economics Letters4
Journal of Commodity Markets4
Physica A: Statistical Mechanics and its Applications3
European Journal of Operational Research3
Journal of International Money and Finance3
Journal of Financial Stability2
Finance Research Letters2
Journal of Futures Markets2
Journal of Empirical Finance2
Research in International Business and Finance2
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin12
Papers / arXiv.org7

Recent works citing Thomas Conlon (2025 and 2024)

YearTitle of citing document
2024Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135.

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2024Analyzing Reward Dynamics and Decentralization in Ethereum 2.0: An Advanced Data Engineering Workflow and Comprehensive Datasets for Proof-of-Stake Incentives. (2024). Yan, Tao ; Li, Shengnan ; Zhang, Luyao ; Tessone, Claudio J ; Kraner, Benjamin. In: Papers. RePEc:arx:papers:2402.11170.

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2025Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641.

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2025Information Flow in the FTX Bankruptcy: A Network Approach. (2024). Galati, Luca ; Grassi, Rosanna ; de Blasis, Riccardo ; Rizzini, Giorgio. In: Papers. RePEc:arx:papers:2407.12683.

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2025Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545.

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2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

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2024Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131.

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2025Financial stability considerations on bail-in. (2025). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_968_25.

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2025Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2025Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models. (2024). Barboza, Flavio ; Altman, Edward. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000834.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146.

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2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Creditable bonds’ multifunctional roles during the COVID-19 pandemic. (2025). CHONG, Terence Tai Leung ; Yang, Junhong ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002730.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2024COVID-19 literature in Elsevier finance journal ecosystem. (2024). Pandey, Dharen ; Hunjra, Ahmed ; Lal, Madan ; Bruna, Maria Giuseppina ; Rai, Varun Kumar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003896.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Guan, Bo ; Mazouz, Khelifa. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2024Modern developments and analysis of household electricity utilization by applying smart meter and its findings. (2024). Zhu, Chungeng ; Mao, Yanfei. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224018905.

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2025Capital regulation, regulatory avoidance, and bank systemic risk. (2025). Xu, Haoran ; Ma, Yuxian ; Miao, Wenlong. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000894.

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2025AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics. (2025). Yu, Pei-Shan ; Ryan, Darragh ; Neelakantan, Parvati ; Muckley, Cal B ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000675.

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2025Undiversified shareholders, socioemotional wealth, and corporate hedging: Evidence from family firms. (2025). Salas, Jesus M ; Fernando, Chitru S ; Brockman, Paul ; Abeysekera, Amal P. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001796.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Ali, Shoaib ; Naveed, Muhammad ; Gubareva, Mariya ; Hanif, Hasan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Going mainstream: Cryptocurrency narratives in newspapers. (2024). Walker, Clive B. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002370.

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2024Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801.

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2024Unveiling the drivers of banks misconduct: Sanctions, signals, and the extent of unethical behaviour. (2024). Tselika, Maria ; D'Avino, Carmela. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005489.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2025Challenges to corporate supply chain stability under the trend of expert power concentration. (2025). Jin, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400752x.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2024Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010619.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2024Exploiting the potential of a directional changes-based trading algorithm in the stock market. (2024). Li, Munan ; Ao, Han. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013089.

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2024The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Gao, Ting ; Wang, Huaiming ; Du, Dongying. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168.

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2024Does bitcoin still enhance an investment portfolio in a post Covid-19 world?. (2024). Gorman, Michael ; Hughen, Keener W. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002009.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

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2024Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437.

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2024Wavelet quantile correlation between DeFi assets and banking stocks. (2024). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Sulong, Zunaidah ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013011.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2025The spillover effects of the Binance Incident on financial markets: A study based on machine learning approach. (2025). Qi, Jiajun ; Feng, Lingbing ; Wang, Wei ; Liu, YE. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014120.

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2025Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies. (2025). Wu, You ; Han, Liyan ; Wan, Jieru. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000285.

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2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Bank capital regulation and risk after the Global Financial Crisis. (2024). Demirguc-Kunt, Asli ; Bertay, Ata ; Mare, Davide S ; Demirgu-Kunt, Asli ; Cull, Robert ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000516.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar ; Mishra, Sibanjan. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2025The crypto collapse chronicles: Decoding cryptocurrency exchange defaults. (2025). Sapkota, Niranjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001598.

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2025Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies. (2025). Schich, Sebastian ; de Genaro, Alan ; Palazzi, Rafael Baptista. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001744.

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2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

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2025Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data. (2025). Leong, Minhao ; Kwok, Simon ; Alexeev, Vitali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000137.

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2025Alternative investment behavior of households during crises: The effects of the COVID-19 shock on gold purchases in India. (2025). Gopalakrishnan, Balagopal ; Baur, Dirk G ; Mohapatra, Sanket. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004645.

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2025Is bitcoin an inflation hedge?. (2025). Colombo, Jéfferson ; Rodriguez, Harold. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000602.

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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2025Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315.

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2024Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Zhang, Xiangyu ; Raza, Syed Ali ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007724.

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2025Explaining the diversity in findings on derivatives uses and firm value: Insights from firms commodity futures use. (2025). Chu, Yiyun ; Yang, LI ; Shao, Lili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003470.

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2024Information spillover among cryptocurrency and traditional financial assets: Evidence from complex networks. (2024). Yu, Xiaoling ; Cifuentes-Faura, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124004126.

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2024Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223.

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2024A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. (2024). David, S A ; Kristoufek, L ; Queiroz, R. G. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005557.

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2024Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Pradhan, Priodyuti ; Jalan, Sarika ; Reddy, Uday Kumar ; Pradeep, Moturi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381.

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2024Information flow in the FTX bankruptcy: A network approach. (2024). Galati, Luca ; de Blasis, Riccardo ; Rizzini, Giorgio ; Grassi, Rosanna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:655:y:2024:i:c:s0378437124006769.

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2025Novel symbolic detection for flight-to-safety in Bitcoin and investigation of information flow dynamics alongside multiple markets. (2025). Xiao, DI ; Wang, Yuhan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s037843712500010x.

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2025The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

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2025Risk spillover between cryptocurrencies and traditional currencies: An analysis based on neural network quantile regression. (2025). Han, Kefei ; Ding, Xuerou ; Xu, Qiuhua ; Zhang, Shunqi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s0378437125002122.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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2025On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571.

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More than 100 citations found, this list is not complete...

Works by Thomas Conlon:

YearTitleTypeCited
2010Multiscaled Cross-Correlation Dynamics in Financial Time-Series In: Papers.
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2009MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES.(2009) In: Advances in Complex Systems (ACS).
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This paper has nother version. Agregated cites: 14		article
2010Cross-Correlation Dynamics in Financial Time Series In: Papers.
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2009Cross-correlation dynamics in financial time series.(2009) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 24		article
2010Random Matrix Theory and Fund of Funds Portfolio Optimisation In: Papers.
[Full Text][Citation analysis]		paper19
2007Random matrix theory and fund of funds portfolio optimisation.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 19		article
2011An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition In: Papers.
[Full Text][Citation analysis]		paper31
2011An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2012An empirical analysis of dynamic multiscale hedging using wavelet decomposition.(2012) In: Journal of Futures Markets.
[Citation analysis]
This paper has nother version. Agregated cites: 31		article
2014Anatomy of a Bail-In In: Papers.
[Full Text][Citation analysis]		paper24
2014Anatomy of a bail-in.(2014) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 24		article
2014Anatomy of a Bail-In.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2021Machine Learning and Factor-Based Portfolio Optimization In: Papers.
[Full Text][Citation analysis]		paper3
2021Machine Learning and Factor-Based Portfolio Optimization.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2024Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs In: Papers.
[Full Text][Citation analysis]		paper1
2025Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs.(2025) In: PLOS ONE.
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This paper has nother version. Agregated cites: 1		article
2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article6
2015Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2022Mutual fund performance and changes in factor exposure In: Journal of Financial Research.
[Full Text][Citation analysis]		article6
2020Operational Risk Capital In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2020Operational Risk Capital.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Understanding sentiment shifts in central bank digital currencies In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
[Full Text][Citation analysis]		article12
2019Scaling the twin peaks: Systemic risk and dual regulation In: Economics Letters.
[Full Text][Citation analysis]		article3
2020Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? In: Economics Letters.
[Full Text][Citation analysis]		article5
2021Inflation and cryptocurrencies revisited: A time-scale analysis In: Economics Letters.
[Full Text][Citation analysis]		article35
2017Asset allocation with correlation: A composite trade-off In: European Journal of Operational Research.
[Full Text][Citation analysis]		article20
2018Long-run wavelet-based correlation for financial time series In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
2025Asset allocation with factor-based covariance matrices In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2022Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2023A financial modeling approach to industry exchange-traded funds selection In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2013Downside risk and the energy hedgers horizon In: Energy Economics.
[Full Text][Citation analysis]		article22
2012Downside risk and the energy hedgers horizon.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article176
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article48
2019Does corporate hedging enhance shareholder value? A meta-analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2024Seeking a shock haven: Hedging extreme upward oil price changes In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market In: Finance Research Letters.
[Full Text][Citation analysis]		article390
2023Understanding the FTX exchange collapse: A dynamic connectedness approach In: Finance Research Letters.
[Full Text][Citation analysis]		article19
2020Beyond common equity: The influence of secondary capital on bank insolvency risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article12
2018Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2024The influence of European MiCa regulation on cryptocurrencies In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2024Does national culture influence malfeasance in banks around the world? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2024Diversification with globally integrated US stocks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2024HACKED: Understanding the stock market response to cyberattacks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2022The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2022The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2025Trends and key determinants of firm-level integration In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2019Credit default swaps as indicators of bank financial distress In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article17
2016Credit Default Swaps as Indicators of Bank financial Distress.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2023Composite jet fuel cross-hedging In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2024Forecasting the price of oil: A cautionary note In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2025Corporate reputational dynamics and their impact on global commodity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2018Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article6
2008Wavelet multiscale analysis for Hedge Funds: Scaling and strategies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic In: Research in International Business and Finance.
[Full Text][Citation analysis]		article274
2024Bitcoin forks: What drives the branches? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2018Is gold a hedge against inflation? A wavelet time-scale perspective In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article30
2023Co-Skewness across Return Horizons* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2019Co-skewness across Return Horizons.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Co-skewness across Return Horizons.(2022) In: Working Papers.
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2024Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2016Commodity futures hedging, risk aversion and the hedging horizon In: The European Journal of Finance.
[Full Text][Citation analysis]		article38
2012Commodity futures hedging, risk aversion and the hedging horizon.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2024Climate risk and financial stability: evidence from syndicated lending In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2015Long-run international diversification In: Working Papers.
[Full Text][Citation analysis]		paper1
2016The Intervaling Effect on Higher-Order Co-Moments In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2023Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team