Alvaro Escribano : Citation Profile

Are you Alvaro Escribano?

Universidad Carlos III de Madrid

15

H index

19

i10 index

940

Citations

RESEARCH PRODUCTION:

42

Articles

89

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   36 years (1987 - 2023). See details.
   Cites by year: 26
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 61 (6.09 %)

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   Permalink: http://citec.repec.org/pes1
   Updated: 2023-11-04    RAS profile: 2023-06-07    
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Relations with other researchers

Works with:

Blazsek, Szabolcs (16)

Ayala, Astrid (2)

Sucarrat, Genaro (2)

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

Is cited by:

Sucarrat, Genaro (14)

Panagiotidis, Theodore (13)

Véganzonès, Marie-Ange (13)

Panagiotidis, Theodore (13)

Francq, Christian (12)

Milas, Costas (11)

Kinda, Tidiane (10)

Mignon, Valérie (10)

Dufrénot, Gilles (10)

Otero, Jesus (10)

Pelagatti, Matteo (10)

Cites to:

Blazsek, Szabolcs (55)

Bollerslev, Tim (43)

Lucas, Andre (39)

Phillips, Peter (37)

Jaffe, Adam (34)

Hall, Bronwyn (34)

Koopman, Siem Jan (33)

Engle, Robert (33)

Rodrik, Dani (28)

Subramanian, Arvind (28)

Blundell, Richard (27)

Main data

Where Alvaro Escribano has published?

Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Journal of Time Series Analysis3
Studies in Nonlinear Dynamics & Econometrics3
Applied Economics3
Journal of Applied Econometrics2
Research Policy2
Energy Economics2
The European Journal of Finance2
Spanish Economic Review2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía45
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
MPRA Paper / University Library of Munich, Germany3
Policy Research Working Paper Series / The World Bank3
Working Papers / Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales2
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing Alvaro Escribano (2023 and 2022)

YearTitle of citing document
2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01720.

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2022Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732.

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2022A Multivariate Spatial and Spatiotemporal ARCH Model. (2022). Otto, Philipp. In: Papers. RePEc:arx:papers:2204.12472.

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2022Efficiency of the Moscow Stock Exchange before 2022. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2207.10476.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023Technology catch?up in agriculture among advanced economies. (2023). Sheng, YU ; Ericson, Kennet ; Manteiga, Carlos Sunyer ; san Juan, Carlos ; Ball, Virgil Eldon. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:18-37.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2023Complementarity of additionalities resulting from European Union funds: Perspective of the users of research infrastructures. (2023). Hegerty, Scott ; Lewandowska, Magorzata S ; Kowalski, Arkadiusz M. In: Review of Policy Research. RePEc:bla:revpol:v:40:y:2023:i:2:p:307-331.

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2022THE SYNERGY BETWEEN DIGITALIZATION AND THE LEVEL OF RESEARCH AND BUSINESS DEVELOPMENT ALLOCATIONS AT EU LEVEL. (2022). Ionela, Tofan ; Kamer-Ainur, Aivaz. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:3:p:5-17.

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2023Specialisation precedes diversification: R&D productivity effects. (2023). Zhou, Peng ; Foreman-Peck, James. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/16.

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2022Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544.

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2022Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Li, Shaoting ; Wang, Xuerui. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2022The reward and contract theories of patents in a model of endogenous growth. (2022). Klein, Michael. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122001003.

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2022Investment in process innovation in supply chains with knowledge spillovers under innovation uncertainty. (2022). Shen, Houcai ; Niu, Wenju. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1128-1141.

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2023Threshold effects, technology purchasing, and firm outcomes: An absorptive capacity perspective. (2023). Fang, Hanqing ; Wang, Cizhi ; Yu, Zhu ; Sun, Zhongjuan. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000905.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2022The impact of wind and solar power generation on the level and volatility of wholesale electricity prices in Greece. (2022). Milonas, Nikolaos T ; Maniatis, Georgios I. In: Energy Policy. RePEc:eee:enepol:v:170:y:2022:i:c:s0301421522004621.

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2023Rebuilding energy infrastructures and the manufacturing sector in post-conflict countries. (2023). Binetti, Marco Nicola. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005171.

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2022Impact of wind-hydro dynamics on electricity price: A seasonal spatial econometric analysis. (2022). Sheng, Mingyue Selena ; Yi, Ming ; Sharp, Basil ; Suomalainen, Kiti ; Wen, LE. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221023240.

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2022Optimal management of a mega pumped hydro storage system under stochastic hourly electricity prices in the Iberian Peninsula. (2022). Goicoechea, Nestor ; Abadie, Luis M. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222008775.

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2023Asymmetric behaviour and the 9-ending pricing of retail gasoline. (2023). Holmes, Mark ; Otero, Jesus. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026524.

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2022A smooth difference-in-differences model for assessing gradual policy effects: Revisiting the impact of banking deregulation on income distribution. (2022). Jv, Yue-Qi ; Wang, Zheng-Xin. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004986.

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2023The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833.

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2023Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

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2022Understanding organizational resilience in a platform-based sharing business: The role of absorptive capacity. (2022). Yu, Jiang ; Liu, Martin J ; Luo, Jun ; Yuan, Ruizhi. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:85-99.

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2022Innovation and misconduct in the pharmaceutical industry. (2022). Stewart, Oscar Jerome ; Troyer, Jennifer L ; Amato, Louis H ; Arnold, Denis G. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:1052-1063.

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2022Explore how SME family businesses of travel service industry use market knowledge for product innovation. (2022). Huan, Tzung-Cheng ; Chen, Kuan-Yang. In: Journal of Business Research. RePEc:eee:jbrese:v:151:y:2022:i:c:p:519-530.

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2023The impact of artificial intelligence capabilities on servitization: The moderating role of absorptive capacity-A dynamic capabilities perspective. (2023). Lopez-Tenorio, Pablo J ; Ruiz-Alba, Jose L ; Abou-Foul, Mohamad. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296322010748.

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2022Estimation of multivariate asymmetric power GARCH models. (2022). Saussereau, B ; Kadmiri, O ; Mainassara, Boubacar Y. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:192:y:2022:i:c:s0047259x2200077x.

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2022Multi-step-ahead copper price forecasting using a two-phase architecture based on an improved LSTM with novel input strategy and error correction. (2022). Wu, Qiaosheng ; Cheng, Jinhua ; Wang, De Yun ; Luo, Hongyuan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004056.

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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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2022Productivity with Endogenous FDI Spillovers: A Novel Estimation Approach. (2022). Tsionas, Mike ; Bournakis, Ioannis. In: International Journal of Production Economics. RePEc:eee:proeco:v:251:y:2022:i:c:s0925527322001396.

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2022Financial development and renewable energy consumption in Nigeria. (2022). Asongu, Simplice ; Ekesiobi, Chukwunonso ; Madichie, Chekwube V ; Dimnwobi, Stephen Kelechi. In: Renewable Energy. RePEc:eee:renene:v:192:y:2022:i:c:p:668-677.

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2022A question worth a million: The expert, the crowd, or myself? An investigation of problem solving. (2022). Vieth, Sabrina ; Haeussler, Carolin . In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:3:s0048733321002456.

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2022Entrepreneurship and subjective vs objective institutional performance: A decade of US hospital data. (2022). Tietz, Matthias A ; Meek, Shelby Renee. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:9:s0048733322001731.

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2023Entrepreneurial innovativeness: When too little or too much agglomeration hurts. (2023). Martinez, Marian Garcia ; Sanchez, Mercedes ; Pindado, Emilio. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001469.

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2023Employees entrepreneurial human capital and firm performance. (2023). Lappi, Emma ; Braunerhjelm, Pontus. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:2:s0048733322002244.

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2022Global value chains and exchange rate pass-through—The role of non-linearities. (2022). Kotowski, Jacek ; Haka, Aleksandra ; Hagemejer, Jan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:461-478.

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2022Absorbing knowledge from an emerging field: The role of interfacing by proponents in big pharma. (2022). , Iwan ; van der Sijde, Peter. In: Technovation. RePEc:eee:techno:v:110:y:2022:i:c:s0166497221001449.

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2022Measuring open innovation practices through topic modelling: Revisiting their impact on firm financial performance. (2022). Chesbrough, Henry ; Lu, Qinli. In: Technovation. RePEc:eee:techno:v:114:y:2022:i:c:s0166497221002157.

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2023An integrated conceptual framework for analysing heterogeneous configurations of absorptive capacity in manufacturing firms with the DUI innovation mode. (2023). Horvat, Djerdj ; Som, Oliver ; Weidner, Nadia. In: Technovation. RePEc:eee:techno:v:121:y:2023:i:c:s0166497222001857.

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2022Corporate innovation and R&D expenditure disclosures. (2022). Luo, Rongxi ; Gu, Junjian ; Chen, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006636.

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2022Informal competition and firm level innovation in South Asia: The moderating role of innovation time off and R&D intensity. (2022). Abbas, Sadia ; Adapa, Sujana ; Azeem, Muhammad Masood ; Sheridan, Alison. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002761.

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2022The Effect of Digitalization on Innovation Capabilities through the Lenses of the Knowledge Management Strategy. (2022). Ramirez, Sergio Sanchez ; Gomez, Fatima Guadamillas ; Gonzalez, Isabel M ; Grieva, Olga. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:4:p:144-:d:953144.

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2022The Impact of Coskewness and Cokurtosis as Augmentation Factors in Modeling Colombian Electricity Price Returns. (2022). Sarmiento, Julio ; Cayon, Edgardo. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:6930-:d:921619.

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2023.

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2023.

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2022.

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2022.

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2022Understanding the Double-Level Influence of Guanxi on Construction Innovation in China: The Mediating Role of Interpersonal Knowledge Sharing and the Cross-Level Moderating Role of Inter-Organizationa. (2019). Zou, Yang ; Wang, Mengjun ; Qian, Yingmiao ; Yuan, Ruijia ; Jin, Ruoyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1657-:d:215281.

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2022Substitution or Complementarity: Influence of Industry–University–Research-Institute Cooperation Governance Mechanism on Knowledge Transfer—An Empirical Analysis from China. (2022). Lan, Jing ; Wan, Ting ; Li, Zihanxin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7606-:d:845236.

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2022Saudi Non-Oil Exports before and after COVID-19: Historical Impacts of Determinants and Scenario Analysis. (2022). Joutz, Frederick L ; Javid, Muhammad ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2379-:d:753249.

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2022Managing Knowledge Resources in Family Firms: Opportunity or Challenge?. (2022). Belkhodja, Omar. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5087-:d:800412.

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2023Impact of Digital Finance on Manufacturing Technology Innovation: Fixed-Effects and Panel-Threshold Approaches. (2023). Obuobi, Bright ; Tang, Decai ; Chen, Wenya ; Sheng, Xin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11476-:d:1201570.

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2023Rockets and Feathers in the Gasoline Market: Evidence from South Korea. (2023). Lee, Chul-Yong ; Cha, Kyung Soo . In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3815-:d:1074031.

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2022Rainbow Wash or Rainbow Revolution? Dynamic Stakeholder Engagement for SDG-Driven Responsible Innovation. (2022). Gutierrez, Leopoldo ; Montiel, Ivan ; Surroca, Jordi A ; Tribo, Josep A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:180:y:2022:i:4:d:10.1007_s10551-022-05190-2.

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2022Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09640-8.

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2022Climate change and economic prosperity: Evidence from a flexible damage function. (2022). Eberhardt, Markus ; Desbordes, Rodolphe. In: Discussion Papers. RePEc:not:notgep:2022-06.

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2023FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series. (2023). Letmathe, Sebastian ; Gries, Thomas ; Feng, Yuanhua. In: Working Papers CIE. RePEc:pdn:ciepap:156.

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2022Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields. (2022). Khanthaporn, Rewat. In: PIER Discussion Papers. RePEc:pui:dpaper:183.

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2022.

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2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9.

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2022University spillovers, absorptive capacities, and firm performance. (2022). Wirsching, Katharine ; Menter, Matthias ; Lehmann, Erik E. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:1:d:10.1007_s40821-021-00199-5.

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2022Knowledge Sharing Opportunities for Industry 4.0 Firms. (2022). Spigarelli, Francesca ; Micozzi, Alessandra ; Dubbini, Sabrina ; Lepore, Dominique. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00750-9.

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2023Knowledge Activities of External Knowledge Network and Technological Capability: Evidence from China. (2023). Xie, Fuji ; Zhan, Xiangdong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00894-2.

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2023The Mediating Role of Knowledge Creation Processes in the Relationship Between Social Media and Open Innovation. (2023). Cegarra-Navarro, Juan-Gabriel ; Garrido-Moreno, Aurora ; Ortega-Gutierrez, Jaime ; Cepeda-Carrion, Ignacio. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00949-4.

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2023Measuring open innovation in SMEs: an overview of current research. (2023). Garcia-Perez, Domingo ; Castillo-Vergara, Mauricio ; Carrasco-Carvajal, Omar. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:2:d:10.1007_s11846-022-00533-9.

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2022A statistical investigation of a stock valuation model. (2022). Tavora, Jose L ; Ospina, Raydonal ; Paes, Nelson L ; Amaral, Joo B ; Bernardino, Wilton. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00270-x.

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2022The effect of firm informality on sustainable and responsible innovation in developing countries: Evidence from Nigeria. (2022). Gasmi, Farid ; Kouakou, Dorgyles ; Sanni, Maruf. In: TSE Working Papers. RePEc:tse:wpaper:127408.

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2022Futures–spot price transmission in EU corn markets. (2022). Trestini, Samuele ; Giampietri, Elisa ; Penone, Carlotta. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:3:p:679-709.

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2022Step?ahead spot price densities using daily synchronously reported prices and wind forecasts. (2022). Solibakke, Per B. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:17-42.

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2023Digital transformation and corporate innovation: A factor input perspective. (2023). Gong, Cheng ; Liu, Jianmei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:2159-2174.

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Works by Alvaro Escribano:

YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article30
1993Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has another version. Agregated cites: 30		paper
2002Nonlinear error correction models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article46
2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
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This paper has another version. Agregated cites: 46		paper
1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has another version. Agregated cites: 46		paper
2006Range Unit?Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article24
2000Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics.
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2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article171
2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
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2012Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
2018Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics.
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2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics.
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