4
H index
2
i10 index
49
Citations
Universidad de Castilla La Mancha | 4 H index 2 i10 index 49 Citations RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Esparcia. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The North American Journal of Economics and Finance | 3 |
Energy Economics | 2 |
Economic Analysis and Policy | 2 |
Year | Title of citing document |
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2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper |
2024 | Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup. (2024). Demir, Ender ; Ante, Lennart ; Saggu, Aman. In: Papers. RePEc:arx:papers:2403.15810. Full description at Econpapers || Download paper |
2023 | The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594. Full description at Econpapers || Download paper |
2023 | Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370. Full description at Econpapers || Download paper |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper |
2023 | Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058. Full description at Econpapers || Download paper |
2023 | An empirical analysis of exchange-traded funds in the US. (2023). Moradi-Motlagh, Amir ; Valadkhani, Abbas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:995-1009. Full description at Econpapers || Download paper |
2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547. Full description at Econpapers || Download paper |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper |
2023 | Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003423. Full description at Econpapers || Download paper |
2024 | The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616. Full description at Econpapers || Download paper |
2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper |
2023 | Connectedness between travel & tourism tokens, tourism equity, and other assets. (2023). Goodell, John W ; Abrar, Afsheen ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007711. Full description at Econpapers || Download paper |
2023 | Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442. Full description at Econpapers || Download paper |
2023 | Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000788. Full description at Econpapers || Download paper |
2023 | Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381. Full description at Econpapers || Download paper |
2023 | Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling. (2023). Riaz, Yasir ; Yousaf, Imran ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006487. Full description at Econpapers || Download paper |
2023 | Does climate risk matter for gold price volatility?. (2023). Zhang, Junchao ; Zhu, Jiaji. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009169. Full description at Econpapers || Download paper |
2023 | Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2024 | The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066. Full description at Econpapers || Download paper |
2024 | FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies. (2024). Yousaf, Imran ; Youssef, Manel ; Naveed, Muhammad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013028. Full description at Econpapers || Download paper |
2023 | Network connectedness of the term structure of yield curve and global Sukuks. (2023). Teplova, Tamara ; Shahab, Yasir ; Riaz, Yasir ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221. Full description at Econpapers || Download paper |
2023 | Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283. Full description at Econpapers || Download paper |
2023 | Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162. Full description at Econpapers || Download paper |
2024 | ESG scores and firm performance- evidence from emerging market. (2024). Kumar, Satish ; Rao, Purnima ; Narula, Radhika ; Matta, Rahul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1170-1184. Full description at Econpapers || Download paper |
2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. Full description at Econpapers || Download paper |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
2024 | Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A Systematic Literature Review on ESG during the COVID-19 Pandemic. (2023). Ventimiglia, Francesca ; Dandrassi, Edoardo ; Savio, Riccardo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2020-:d:1042796. Full description at Econpapers || Download paper |
2023 | The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1. Full description at Econpapers || Download paper |
2024 | Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective. (2024). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:120190. Full description at Econpapers || Download paper |
2023 | Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?. (2023). ben Abdelaziz, Fouad ; Tampakoudis, Ioannis ; Kiosses, Nikolaos ; Petridis, Konstantinos. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:3:d:10.1007_s12351-023-00795-5. Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Dynamic optimal portfolio choice under time-varying risk aversion In: International Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Dynamic optimal portfolio choice under time-varying risk aversion.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 6 |
2022 | The impact of COVID-19 induced panic on stock market returns: A two-year experience In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 2 |
2022 | Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 16 |
2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2024 | The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Spillovers between sovereign yield curve components and oil price shocks In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2023 | How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Tail connectedness between lending/borrowing tokens and commercial bank stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2023 | Unveiling the diversification capabilities of carbon markets in NFT portfolios In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2023 | Shock transmission between crude oil prices and stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2021 | Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
In: . [Full Text][Citation analysis] | article | 0 |
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