Charoula Daskalaki : Citation Profile

Are you Charoula Daskalaki?

University of Crete

4

H index

4

i10 index

332

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 55
   Journals where Charoula Daskalaki has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 7 (2.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda872
   Updated: 2024-12-03    RAS profile: 2019-12-22    
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Relations with other researchers

Works with:

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

Is cited by:

Nguyen, Duc Khuong (25)

Prokopczuk, Marcel (11)

Guidolin, Massimo (11)

Pedio, Manuela (9)

AROURI, Mohamed (8)

Walther, Thomas (8)

Chevallier, Julien (8)

Shahzad, Syed Jawad Hussain (7)

Lahiani, Amine (7)

demiralay, sercan (6)

Uddin, Gazi (6)

Cites to:

Skiadopoulos, George (10)

KOSTAKIS, ALEXANDROS (9)

Pedersen, Lasse (9)

Nijman, Theo (8)

Fama, Eugene (7)

Delatte, Anne-Laure (6)

Lopez, Claude (6)

Veld, Chris (6)

Bessembinder, Hendrik (6)

French, Kenneth (6)

Yogo, Motohiro (5)

Main data

Where Charoula Daskalaki has published?

Journals with more than one article published# docs
Journal of Banking & Finance2

Recent works citing Charoula Daskalaki (2024 and 2023)

YearTitle of citing document
2023Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493.

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2023Futures contract collateralization and its implications. (2023). Jarrow, Robert ; Kwok, Simon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000890.

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2023Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments. (2023). Liu, Qianqiu ; Yang, Ping ; Ming, Lei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001068.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2024The 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.

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2023The 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.

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2023The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Zhao, Yuqian ; Liu, Zhenya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Tessmann, Mathias ; Carrasco-Gutierrez, Carlos ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65.

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2024Commodity and Stock Market Interlinkages: Opportunities and Challenges for Investors in Indian Market. (2024). Suresh, Sandra ; Jhunjhunwala, Shital. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s42-s58.

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2023Multivariate models of commodity futures markets: a dynamic copula approach. (2023). Zhang, Yu Yvette ; Wang, Qiaoyu ; Li, QI ; Chen, Sihong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02373-2.

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2023Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

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2024Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Naifar, Nader ; Siddique, Asima ; Mujtaba, Ghulam ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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2023The 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.

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2023Commodity 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.

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Works by Charoula Daskalaki:

YearTitleTypeCited
2017Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article31
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2016The effects of margin changes on commodity futures markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article11
2014The Effects of Margin Changes on Commodity Futures Markets.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2011Should investors include commodities in their portfolios after all? New evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article212
2014Are there common factors in individual commodity futures returns? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article77
2014The Effects of Margin Changes on Commodity Futures Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach In: Working Papers.
[Full Text][Citation analysis]		paper1

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