Pierangelo De Pace : Citation Profile

Pomona College

7

H index

6

i10 index

251

Citations

RESEARCH PRODUCTION:

14

Articles

16

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 13
   Journals where Pierangelo De Pace has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 18 (6.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde112
   Updated: 2025-12-27    RAS profile: 2023-05-10    
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Relations with other researchers

Works with:

Guidolin, Massimo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierangelo De Pace.

Is cited by:

Tiwari, Aviral (10)

Ji, Qiang (9)

Claessens, Stijn (6)

Fiess, Norbert (5)

Byrne, Joseph (5)

Paccagnini, Alessia (5)

Baas, Timo (5)

Cerutti, Eugenio (4)

Contessi, Silvio (4)

Francis, Johanna (4)

Shahzad, Syed Jawad Hussain (4)

Cites to:

Engle, Robert (12)

Gilchrist, Simon (8)

Gertler, Mark (8)

Contessi, Silvio (8)

Guidolin, Massimo (7)

Zakrajšek, Egon (6)

Tambalotti, Andrea (6)

Sheppard, Kevin (6)

Yankov, Vladimir (6)

Andrews, Donald (6)

Stock, James (6)

Main data

Where Pierangelo De Pace has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis5
Economics Department, Working Paper Series / Economics Department, Pomona College3
Fordham Economics Discussion Paper Series / Fordham University, Department of Economics2

Recent works citing Pierangelo De Pace (2025 and 2024)

YearTitle of citing document
2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024Does agricultural trade respond asymmetrically to oil price shocks? Evidence from New Zealand. (2024). Baek, Jungho ; Vatsa, Puneet. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:553-569.

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2024American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372.

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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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2024The Impact of COVID-19 and Structural Market Changes on the Greek Stock Market: An Empirical Analysis. (2024). Tserkezos, Dikaios ; Christodoulou-Volos, Christos. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-35.

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2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888.

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2024Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224.

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2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2025Examining dynamics: Unraveling the impact of oil price fluctuations on forecasting agricultural futures prices. (2025). Wu, Jiayi ; Zhang, Wei ; Wang, Shun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007026.

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2025Impact of COVID-19 pandemic on diversification: Evidence from microfinance. (2025). Suk, David Y ; Mo, Hyun ; Han, Ki C ; Lee, Sukhun. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001692.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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2024Inflation targeting and capital flows: A tale of two cycles in developing countries. (2024). Rodriguez, Cesar ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001086.

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2024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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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.

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2024Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400059x.

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2024Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets. (2024). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010875.

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2024The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence. (2024). Huang, Linxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:811-826.

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2025Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959.

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2025Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns. (2025). Bakry, Walid ; Ul, Inzamam ; Naeem, Muhammad Abubakr ; Huo, Chunhui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002278.

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2025Predicting prices of the US and G7 stock indices in uncertain times: Evidence from the application of a hybrid neural network. (2025). Abedin, Mohammad Zoynul ; Hajek, Petr ; Sharif, Taimur ; Bouteska, Ahmed. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:116:y:2025:i:c:s2214804325000333.

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2025Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach. (2025). Li, Xianhua ; Wang, Qin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10687-1.

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2025Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets. (2025). Ullah, Mirzat ; Sohag, Kazi ; Doroshenko, Svetlana ; Mariev, Oleg. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10710-5.

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2025CEO power and firm risk at the onset of the 2007 financial crisis and the COVID-19 health crisis: international evidence. (2025). Aldawsari, Hamad ; Choudhry, Taufiq ; Luo, DI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01347-4.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

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2024Vulnerability of the Agricultural Commodity Markets in Ghana to Global Oil Price Fluctuations: An Empirical Analysis. (2024). Sebu, Joshua ; Iledare, Omowumi ; Oteng, Clement. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440231219121.

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2024Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach. (2024). Mitra, Subrata K ; Pal, Debdatta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00382-1.

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2025International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00263-8.

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2024Changes in the Perception of Error Announcements from the German Two-Tier Enforcement. (2024). Berninger, Marc. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:76:y:2024:i:4:d:10.1007_s41471-024-00193-3.

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2025Can green bonds be a safe haven for equity investors?. (2025). Sheenan, Lisa ; Flavin, Thomas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2270-2283.

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2025Climate policy and international capital reallocation. (2025). Li, Xiang ; Fourne, Marius. In: IWH Discussion Papers. RePEc:zbw:iwhdps:302560.

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Works by Pierangelo De Pace:

YearTitleTypeCited
2012(NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS In: Pacific Economic Review.
[Full Text][Citation analysis]		article7
2011The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Mildly Explosive Dynamics in U.S. Fixed Income Markets In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]		paper1
2020Mildly explosive dynamics in U.S. fixed income markets.(2020) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2017Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2017) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Comovement and Instability in Cryptocurrency Markets In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]		paper7
2023Comovement and instability in cryptocurrency markets.(2023) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2020The International Spread of COVID-19 Stock Market Collapses In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]		paper34
2021The international spread of COVID-19 stock market collapses.(2021) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2013CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article12
2009Do European capital flows comove? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2008Do European capital flows comove?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Changes in the second-moment properties of disaggregated capital flows In: Economics Letters.
[Full Text][Citation analysis]		article0
2010Changes in the second-moment properties of disaggregated capital flows.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Changes in the Second-Moment Properties of Disaggregated Capital Flows.(2010) In: Fordham Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2013High yield spreads, real economic activity, and the financial accelerator In: Economics Letters.
[Full Text][Citation analysis]		article11
2014How did the financial crisis alter the correlations of U.S. yield spreads? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
2013How did the financial crisis alter the correlations of U.S. yield spreads?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2016Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment In: Energy Economics.
[Full Text][Citation analysis]		article90
2016The time-varying leading properties of the high yield spread in the United States In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2013The cyclical properties of disaggregated capital flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2008The cyclical properties of disaggregated capital flows.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2009The Cyclical Properties of Disaggregated Capital Flows.(2009) In: Fordham Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 48		paper
2014An international perspective on the recent behavior of inflation In: Review.
[Full Text][Citation analysis]		article5
2014Co-movement of major commodity price returns: A time-series assessment In: IFPRI discussion papers.
[Full Text][Citation analysis]		paper5
2014Co-movement of major commodity price returns : time-series assessment.(2014) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2013GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS In: International Journal of Finance & Economics.
[Citation analysis]		article6
2005Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe In: Econometrics.
[Full Text][Citation analysis]		paper0
2004An Enlarged Economic and Monetary Union: Effects and Policy Implications In: Macroeconomics.
[Full Text][Citation analysis]		paper0

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