9
H index
7
i10 index
345
Citations
Paulo Jorge Ferreira : Citation Profile
Instituto Politécnico de Portalegre | RESEARCH PRODUCTION: 103 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2008 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo Jorge Ferreira. | Is cited by:
| Cites to:
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Main data
Where Paulo Jorge Ferreira has published?
| Working Papers Series with more than one paper published | # docs |
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| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Paulo Jorge Ferreira (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80. Full description at Econpapers || Download paper | |
| 2022 | On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2021). Chin, Kevin ; James, Nick. In: Papers. RePEc:arx:papers:2111.11022. Full description at Econpapers || Download paper | |
| 2022 | The return of (I)DeFiX. (2022). Jimenez-Garces, Sonia ; Dumas, Guillaume ; Csoiman, Florentina. In: Papers. RePEc:arx:papers:2204.00251. Full description at Econpapers || Download paper | |
| 2022 | Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Poulomi. In: Papers. RePEc:arx:papers:2210.09619. Full description at Econpapers || Download paper | |
| 2023 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
| 2023 | Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440. Full description at Econpapers || Download paper | |
| 2023 | Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853. Full description at Econpapers || Download paper | |
| 2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
| 2022 | Spillover effects in Chinese carbon, energy and financial markets. (2022). Ling, Meijun ; Xie, Fei ; Cao, Guangxi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:416-434. Full description at Econpapers || Download paper | |
| 2022 | ESTIMATING VOLATILITY CLUSTERING USING GJR-GARCH MODEL: A CASE STUDY FOR GERMAN STOCK MARKET. (2022). Iacob, Anca Ioana ; Birau, Ramona ; Trivedi, Jatin ; Spulbar, Cristi ; Baid, Rachana. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:6:p:4-10. Full description at Econpapers || Download paper | |
| 2022 | AN EMPIRICAL STUDY ON THE LONG-TERM BEHAVIOR OF THE GERMAN STOCK MARKET. (2022). Simion, Mircea Laurentiu ; Iacob, Anca Ioana. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:6:p:70-76. Full description at Econpapers || Download paper | |
| 2023 | Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1. Full description at Econpapers || Download paper | |
| 2022 | Can the Heston Model Forecast Energy Generation? A Systematic Literature Review. (2022). Souza, Adriano Mendona ; Reichert, Bianca. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-36. Full description at Econpapers || Download paper | |
| 2022 | Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100. Full description at Econpapers || Download paper | |
| 2022 | Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703. Full description at Econpapers || Download paper | |
| 2022 | Multifractal risk measures by Macroeconophysics perspective: The case of Brazilian inflation dynamics. (2022). , Fernando ; Fernando, ; Se, JO ; Jose , . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002624. Full description at Econpapers || Download paper | |
| 2022 | Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008438. Full description at Econpapers || Download paper | |
| 2023 | Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280. Full description at Econpapers || Download paper | |
| 2023 | Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734. Full description at Econpapers || Download paper | |
| 2023 | How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037. Full description at Econpapers || Download paper | |
| 2022 | The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523. Full description at Econpapers || Download paper | |
| 2022 | Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833. Full description at Econpapers || Download paper | |
| 2022 | Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115. Full description at Econpapers || Download paper | |
| 2022 | Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels. (2022). Cajueiro, Daniel ; Resende, Marcelo ; Vasconcelos, Silvinha ; Silveira, Douglas. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005594. Full description at Econpapers || Download paper | |
| 2022 | Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359. Full description at Econpapers || Download paper | |
| 2022 | Renewable energy stocks forecast using Twitter investor sentiment and deep learning. (2022). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004170. Full description at Econpapers || Download paper | |
| 2023 | Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634. Full description at Econpapers || Download paper | |
| 2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
| 2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper | |
| 2023 | Achieving the objectives of renewable energy policy – Insights from renewable energy auction design in Europe. (2023). Anatolitis, Vasilios ; Fleck, Ann-Katrin. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005766. Full description at Econpapers || Download paper | |
| 2022 | Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674. Full description at Econpapers || Download paper | |
| 2022 | How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084. Full description at Econpapers || Download paper | |
| 2022 | Understanding the linkage-dependence structure between oil and gas markets: A new perspective. (2022). Lu, Quanying ; Dong, Jichang ; Chai, Jian ; Wei, Zhaohao. In: Energy. RePEc:eee:energy:v:257:y:2022:i:c:s0360544222016589. Full description at Econpapers || Download paper | |
| 2022 | Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis. (2022). Bulut, Umit ; Kuskaya, Sevda ; Kocak, Emrah ; Bilgili, Faik. In: Energy. RePEc:eee:energy:v:259:y:2022:i:c:s0360544222017777. Full description at Econpapers || Download paper | |
| 2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
| 2022 | Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x. Full description at Econpapers || Download paper | |
| 2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
| 2022 | Extreme tail network analysis of cryptocurrencies and trading strategies. (2022). Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001872. Full description at Econpapers || Download paper | |
| 2022 | Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183. Full description at Econpapers || Download paper | |
| 2022 | Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach. (2022). Li, Xiafei ; Bai, Lan ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001398. Full description at Econpapers || Download paper | |
| 2022 | COVID19: A blessing in disguise for European stock markets?. (2022). Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003580. Full description at Econpapers || Download paper | |
| 2023 | Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116. Full description at Econpapers || Download paper | |
| 2023 | Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447. Full description at Econpapers || Download paper | |
| 2022 | Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x. Full description at Econpapers || Download paper | |
| 2022 | Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. (2022). Krištoufek, Ladislav ; Bouri, Elie ; Kristoufek, Ladislav ; Mitra, Subrata Kumar ; Iqbal, Najaf ; Kumar, Ashish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000166. Full description at Econpapers || Download paper | |
| 2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper | |
| 2022 | Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283. Full description at Econpapers || Download paper | |
| 2022 | The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices. (2022). Klotzle, Marcelo Cabus ; Meira, Erick ; Palazzi, Rafael Baptista. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000150. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric influences on Latin American stock markets: A quantile approach. (2022). Ceretta, Paulo Sergio ; Kruel, Maximiliano. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000238. Full description at Econpapers || Download paper | |
| 2022 | Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets. (2022). Naveed, Hafiz Muhammad ; Yao, Hongxing ; Memon, Bilal Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001635. Full description at Econpapers || Download paper | |
| 2022 | Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264. Full description at Econpapers || Download paper | |
| 2022 | Tail risk transmission from commodity prices to sovereign risk of emerging economies. (2022). Hussain, Syed Jawad ; Zhang, Zhengyong ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003154. Full description at Econpapers || Download paper | |
| 2022 | Booms in commodities price: Assessing disorder and similarity over economic cycles. (2022). Tabak, Benjamin Miranda. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004639. Full description at Econpapers || Download paper | |
| 2022 | Effects of institutional quality and political risk on the renewable energy consumption in the OECD countries. (2022). Gözgör, Giray ; Hu, Guo Heng ; Patel, Gupteswar ; Mahalik, Mantu Kumar ; Wang, Erhong. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004846. Full description at Econpapers || Download paper | |
| 2022 | The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold. (2022). Destek, Mehmet ; Çevik, Emrah ; Tuna, Fatih ; Bugan, Mehmet Fatih ; Zafar, Muhammad Wasif ; Gunay, Samet. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005244. Full description at Econpapers || Download paper | |
| 2022 | Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Song, Yixuan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005360. Full description at Econpapers || Download paper | |
| 2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper | |
| 2023 | How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277. Full description at Econpapers || Download paper | |
| 2023 | Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. (2023). Zhou, Qiyao ; Xiang, George ; Li, Xin ; Hu, Debao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001191. Full description at Econpapers || Download paper | |
| 2022 | A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods. (2022). TANRIOVEN, Cihan ; Susay, Aynur ; Kuzu, Erkan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006907. Full description at Econpapers || Download paper | |
| 2022 | Analysis of critical events in the correlation dynamics of cryptocurrency market. (2022). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007354. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric multifractal behaviour and network connectedness between socially responsible stocks and international oil before and during COVID-19. (2022). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121007627. Full description at Econpapers || Download paper | |
| 2022 | The structure of the South African stock market network during COVID-19 hard lockdown. (2022). Alovokpinhou, Sedjro Aaron ; Mbatha, Vusisizwe Moses. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:590:y:2022:i:c:s0378437121009572. Full description at Econpapers || Download paper | |
| 2022 | On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2022). Chin, Kevin ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000279. Full description at Econpapers || Download paper | |
| 2022 | Multiscale complexity fluctuation behaviours of stochastic interacting cryptocurrency price model. (2022). Zhang, Junhuan ; Lu, Yunfan ; Zheng, Zhiyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000528. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model. (2022). Wei, Dan ; Zhuang, Xiaoyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s037843712200601x. Full description at Econpapers || Download paper | |
| 2022 | The long-memory temporal dependence of traffic crash fatality for different types of road users. (2022). Chang, Fangrong ; Zhou, Hanchu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007683. Full description at Econpapers || Download paper | |
| 2022 | Autocorrelation of wind speed: A sliding window approach. (2022). da Silva, A M ; Zebende, G F ; Guedes, E F ; Santos, E. C. O., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007713. Full description at Econpapers || Download paper | |
| 2022 | Equity premium prediction: Taking into account the role of long, even asymmetric, swings in stock market behavior. (2022). Ausloos, Marcel ; Un, Kuok Sin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008433. Full description at Econpapers || Download paper | |
| 2023 | Entropy, energy, and instability in music. (2023). Gunduz, Gungor. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009232. Full description at Econpapers || Download paper | |
| 2022 | Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35. Full description at Econpapers || Download paper | |
| 2022 | A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty. (2022). Junior, Peterson Owusu ; Agyei, Samuel Kwaku ; Umar, Zaghum ; Bossman, Ahmed. In: Research in Economics. RePEc:eee:reecon:v:76:y:2022:i:3:p:189-205. Full description at Econpapers || Download paper | |
| 2023 | COVID-19 and stock market performance: Evidence from the RCEP countries. (2023). Qu, Xuefeng ; Zhang, Xuan ; Cao, Shuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:717-735. Full description at Econpapers || Download paper | |
| 2023 | Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239. Full description at Econpapers || Download paper | |
| 2023 | Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David Iheke. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:29-38. Full description at Econpapers || Download paper | |
| 2022 | Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Altuntas, Mehmet ; Kilic, Emre ; Kucukkaplan, Ilhan ; Nazlioglu, Saban. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001404. Full description at Econpapers || Download paper | |
| 2023 | Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; el Khoury, Rim ; Mensi, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557. Full description at Econpapers || Download paper | |
| 2022 | Market-based versus bank-based financial structure in China: From the perspective of financial risk. (2022). Wang, Chao ; Xie, Qiwei ; Fan, Yixin ; Liu, Chao. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:24-39. Full description at Econpapers || Download paper | |
| 2022 | Do specific entrepreneurial ecosystems favor high-level networking while others not? Lessons from the Hungarian IT sector. (2022). Bed, Zsolt ; Toth-Pajor, Akos ; Sebestyen, Tamas ; Komlosi, Eva. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007800. Full description at Econpapers || Download paper | |
| 2022 | Carbon emission reduction effects of industrial robot applications: Heterogeneity characteristics and influencing mechanisms. (2022). Veglianti, Eleonora ; Han, Minchun ; Pan, AN ; Zhang, Yuru. In: Technology in Society. RePEc:eee:teinso:v:70:y:2022:i:c:s0160791x22001750. Full description at Econpapers || Download paper | |
| 2022 | Unbundling the information needs of new-generation agricultural companies. (2022). Macchia, Silvia. In: MANAGEMENT CONTROL. RePEc:fan:macoma:v:html10.3280/maco2022-002-s1006. Full description at Econpapers || Download paper | |
| 2023 | Global Navigation Satellite Systems as State-of-the-Art Solutions in Precision Agriculture: A Review of Studies Indexed in the Web of Science. (2023). Jurii, Mladen ; Plaak, Ivan ; Radoaj, Dorijan. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:7:p:1417-:d:1195839. Full description at Econpapers || Download paper | |
| 2022 | Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis. (2022). Asif, Mohammad ; Shamim, Mohd ; Siddiqui, Ayesha ; Saleh, Mamdouh Abdulaziz. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:87-:d:787988. Full description at Econpapers || Download paper | |
| 2022 | Marketing Communication and Reputation Building of Leading European Oil and Gas Companies on Instagram. (2022). Partlova, Petra ; Duek, Radim ; Sagapova, Nikola. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8683-:d:977570. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the US. (2022). Wisetsri, Worakamol ; Kettanom, Thasporn ; Huynh, Nhan ; Samantreeporn, Saowanee ; Maneengam, Apichit ; Nadeem, Hira ; Ui, Inzamam. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:3:p:76-:d:907599. Full description at Econpapers || Download paper | |
| 2022 | Portfolios under Different Methods and Scenarios: A Case of Fiji’s South Pacific Stock Exchange. (2022). Stauvermann, Peter Josef ; Kumar, Ronald Ravinesh. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:549-:d:983004. Full description at Econpapers || Download paper | |
| 2022 | Do Stock Market Volatility and Cybercrime Affect Cryptocurrency Returns? Evidence from South African Economy. (2022). Eita, Joel ; Sanusi, Kazeem Abimbola ; Mthembu, Nosipho. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:589-:d:996256. Full description at Econpapers || Download paper | |
| 2022 | Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach. (2022). Ferreruela, Sandra ; lMartin, Danie . In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:308-:d:862960. Full description at Econpapers || Download paper | |
| 2023 | Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262. Full description at Econpapers || Download paper | |
| 2023 | Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long–Short Asymmetry and Significance of the Power-Law Tail. (2023). Takaishi, Tetsuya. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:391-:d:1231324. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Paulo Jorge Ferreira:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION? In: Review of Socio - Economic Perspectives. [Full Text][Citation analysis] | article | 0 |
| 2017 | Assessment of 48 Stock markets using adaptive multifractal approach In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Assessment of 48 Stock markets using adaptive multifractal approach.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2008 | Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2016 | The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal. [Full Text][Citation analysis] | article | 0 |
| 2022 | Energy markets – Who are the influencers? In: Energy. [Full Text][Citation analysis] | article | 5 |
| 2022 | A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Using QCA to explain firm demography in the European Union In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
| 2016 | What are the conditions for good innovation results? A fuzzy-set approach for European Union In: Journal of Business Research. [Full Text][Citation analysis] | article | 5 |
| 2022 | Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
| 2016 | How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
| 2016 | Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2017 | The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2017 | DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2017 | What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2018 | Efficiency or speculation? A time-varying analysis of European sovereign debt In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2018 | A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2018 | What detrended fluctuation analysis can tell us about NBA results In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2018 | Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2018 | Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2018 | Cross-correlation analysis on Brazilian gasoline retail market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2018 | Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2019 | Assessing the relationship between dependence and volume in stock markets: A dynamic analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2019 | Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
| 2019 | An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2019 | Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| 2019 | Multiscale network for 20 stock markets using DCCA In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
| 2019 | Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2020 | The relationship between oil prices and the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2020 | DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 25 |
| 2020 | Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2021 | Is Brazilian music getting more predictable? A statistical physics approach for different music genres In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2022 | Network dynamic and stability on European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2022 | Interplay multifractal dynamics among metal commodities and US-EPU In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2019 | Energy consumption as a condition for per capita carbon dioxide emission growth: The results of a qualitative comparative analysis in the European Union In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 7 |
| 2019 | Regional and global integration of Asian stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 2022 | Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks In: China Finance Review International. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2021 | Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes In: Agriculture. [Full Text][Citation analysis] | article | 1 |
| 2023 | Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty In: Economies. [Full Text][Citation analysis] | article | 0 |
| 2023 | Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic In: Economies. [Full Text][Citation analysis] | article | 0 |
| 2019 | Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies. [Full Text][Citation analysis] | article | 8 |
| 2019 | Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies In: Economies. [Full Text][Citation analysis] | article | 2 |
| 2021 | Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales In: Economies. [Full Text][Citation analysis] | article | 0 |
| 2021 | Modeling Dynamic Multifractal Efficiency of US Electricity Market In: Energies. [Full Text][Citation analysis] | article | 1 |
| 2022 | Relative Prices of Ethanol-Gasoline in the Major Brazilian Capitals: An Analysis to Support Public Policies In: Energies. [Full Text][Citation analysis] | article | 1 |
| 2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis In: Energies. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 2 | |
| In: . [Full Text][Citation analysis] | article | 5 | |
| 2019 | Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies In: IJFS. [Full Text][Citation analysis] | article | 3 |
| 2020 | Efficiency of the Brazilian Bitcoin: A DFA Approach In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2020 | Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak In: IJFS. [Full Text][Citation analysis] | article | 21 |
| 2021 | The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2021 | Intraday Volatility Spillovers among European Financial Markets during COVID-19 In: IJFS. [Full Text][Citation analysis] | article | 12 |
| 2019 | Contagion Effect in Cryptocurrency Market In: JRFM. [Full Text][Citation analysis] | article | 19 |
| 2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2020 | From Big Data to Econophysics and Its Use to Explain Complex Phenomena In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2021 | Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2022 | Uncertainty and Risk in the Cryptocurrency Market In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2022 | Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | A Giant Falls: The Impact of Evergrande on Asian Stock Indexes In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2019 | City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2019 | Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market In: Sustainability. [Full Text][Citation analysis] | article | 2 |
| 2020 | The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2020 | An Econophysics Study of the S&P Global Clean Energy Index In: Sustainability. [Full Text][Citation analysis] | article | 4 |
| 2020 | The Exposure of European Union Productive Sectors to Oil Price Changes In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2020 | Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms In: Sustainability. [Full Text][Citation analysis] | article | 8 |
| 2021 | An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI In: Sustainability. [Full Text][Citation analysis] | article | 2 |
| 2021 | Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2022 | Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2022 | Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2022 | Inland or Coastal: That’s the Question! Different Impacts of COVID-19 on the Tourism Sector in Portugal In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2023 | Intellectual Capital and a Firm’s Sustainable Performance and Growth before and during the COVID-19 Crisis: A Comparative Analysis of Small and Large European Hospitality Firms In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2021 | Diesel prices in Brazil: A dynamic fractional integration analysis In: Economics and Business Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Seasonality in fuel consumption: a case study of a gas station || Estacionalidad en el consumo de combustible: un estudio de caso de una gasolinera In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2015 | Entropy, competitiveness and UEFA football ranking In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Monetary Integration in the European Union In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises In: Revista Galega de Economía. [Full Text][Citation analysis] | article | 0 |
| 2017 | Equity Markets Integration in Asia In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Dynamic long-range dependences in the Swiss stock market In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
| 2022 | Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2019 | Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
| 2010 | Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 6 |
| 2017 | Portuguese and Brazilian stock market integration: a non-linear and detrended approach In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2018 | Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2021 | Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2018 | What guides Central and Eastern European stock markets? A view from detrended methodologies In: Post-Communist Economies. [Full Text][Citation analysis] | article | 3 |
| 2020 | Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies. [Full Text][Citation analysis] | article | 2 |
| 2020 | Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies. [Full Text][Citation analysis] | article | 3 |
| 2021 | The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis In: Post-Communist Economies. [Full Text][Citation analysis] | article | 2 |
| 2022 | A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy In: Post-Communist Economies. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2016 | GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives. [Full Text][Citation analysis] | article | 1 |
| 2021 | Extreme Value Theory and COVID-19 Pandemic: Evidence from India In: Economic Research Guardian. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team