Pedro Cortesão Godinho : Citation Profile

Are you Pedro Cortesão Godinho?

Universidade do Coimbra

8

H index

6

i10 index

179

Citations

RESEARCH PRODUCTION:

28

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 8
   Journals where Pedro Cortesão Godinho has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 8 (4.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo295
   Updated: 2024-11-04    RAS profile: 2021-08-30    
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Relations with other researchers

Works with:

Sebastião, Helder (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pedro Cortesão Godinho.

Is cited by:

Simionescu, Mihaela (5)

Sebastião, Helder (5)

GUPTA, RANGAN (4)

Büchel, Berno (3)

Demir, Ender (2)

Krištoufek, Ladislav (2)

Goutte, Stéphane (2)

Dimpfl, Thomas (2)

Naccarato, Alessia (2)

Pascoal, Rui (2)

Perote, Javier (2)

Cites to:

Shephard, Neil (15)

Ait-Sahalia, Yacine (13)

Sentana, Enrique (12)

Bollerslev, Tim (12)

Ledoit, Olivier (10)

Wolf, Michael (10)

Harvey, Campbell (9)

Mencia, Javier (8)

Markowitz, Harry (7)

Fernandez Bariviera, Aurelio (7)

Uppal, Raman (7)

Main data

Where Pedro Cortesão Godinho has published?

Journals with more than one article published# docs
European Journal of Operational Research4
Journal of Retailing and Consumer Services2
Global Business and Economics Review2
International Journal of Economics and Business Research2

Working Papers Series with more than one paper published# docs
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra7
CeBER Working Papers / Centre for Business and Economics Research (CeBER), University of Coimbra3

Recent works citing Pedro Cortesão Godinho (2024 and 2023)

YearTitle of citing document
2023Cryptocurrency Return Prediction Using Investor Sentiment Extracted by BERT-Based Classifiers from News Articles, Reddit Posts and Tweets. (2022). Ider, Duygu. In: Papers. RePEc:arx:papers:2204.05781.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2023Luxury hotels green practices and consumer brand identification: The roles of perceived green service innovation and perceived values. (2023). Vothanh, Tan ; Dangvan, Thac ; Nguyen, Ninh ; Wang, Jianming. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4568-4583.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024Inverse optimization of integer programming games for parameter estimation arising from competitive retail location selection. (2024). Tang, Christopher S ; Minner, Stefan ; Martin, Layla ; Cronert, Tobias. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:938-953.

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2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2023Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863.

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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2023Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system. (2023). Maghsoodi, Abtin Ijadi. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001943.

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2024How consumer preference determines site selection in a metropolitan setting: Analysis of retailer perspective to stay ahead of the competition in the aftermath of a large-scale crisis. (2024). Chandrachai, Achara ; Chavarnakul, Thira ; Tiyachareonsri, Sirikunya ; Triukose, Sipat. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:78:y:2024:i:c:s0969698923004551.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

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2023Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data. (2023). Stundien, Alina ; Lukauskas, Mantas ; Pilinkien, Vaida ; Grybauskas, Andrius ; Bruneckien, Jurgita. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:130-:d:1132215.

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2024Real Options Volatility Surface for Valuing Renewable Energy Projects. (2024). Perote, Javier ; Mora-Valencia, Andres ; Molina-Muoz, Jesus ; Gonzalez-Muoz, Rosa-Isabel. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1225-:d:1350871.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023.

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2023Exploring the Factors Influencing Heritage Tourism Development: A Model Development. (2023). Subramaniam, Rajalakshmi ; Nakkeeran, Senthilkumar ; Arumugam, Annadurai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11986-:d:1210308.

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2023The Relationship between Search Engines and Entrepreneurship Development: A Granger-VECM Approach. (2023). Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Olumekor, Michael. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5053-:d:1095542.

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2024Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach. (2024). Cai, Shaokang ; Weng, Tien-Hsiung ; Li, Kuan-Ching ; Han, Dezhi ; Zheng, Zibin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10378-3.

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2023Hedging cryptocurrency options. (2023). Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-023-09194-6.

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2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

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2023Machine Learning for Intelligent Data Analysis and Automation in Cybersecurity: Current and Future Prospects. (2023). Sarker, Iqbal H. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:6:d:10.1007_s40745-022-00444-2.

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2023Empirical evidence on the ownership and liquidity of real estate tokens. (2023). Swinkels, Laurens. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00427-5.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023Markets in crypto-assets regulation: Does it provide legal certainty and increase adoption of crypto-assets?. (2023). Shirazi, Tina ; Linden, Tina. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00432-8.

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2023Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm. (2023). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00438-2.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

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2023The transaction behavior of cryptocurrency and electricity consumption. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Zheng, Mingbo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7.

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2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

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2023Effect of blockchain technology initiatives on firms’ market value. (2023). Xie, Jingui ; Lou, Zhiyuan ; Jia, Feiyan ; Ali, Haji Suleman. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00456-8.

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2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

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2023Blockchain technology-based FinTech banking sector involvement using adaptive neuro-fuzzy-based K-nearest neighbors algorithm. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Rjoub, Husam. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00469-3.

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2023Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets. (2023). Yan, Jingzhou ; Xia, Xiaobao ; Pang, Tao ; Lv, Wujun. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00472-8.

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2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Blockchain-oriented approach for detecting cyber-attack transactions. (2023). Ma, Xiaochen ; Li, Yongli ; Feng, Zhiqi. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00490-6.

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2023Intelligent design: stablecoins (in)stability and collateral during market turbulence. (2023). Galati, Luca ; Webb, Alexander ; Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00492-4.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

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2023Bitcoin: a new proof-of-work system with reduced variance. (2023). Gangemi, Andrea ; Bazzanella, Danilo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00505-2.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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Works by Pedro Cortesão Godinho:

YearTitleTypeCited
2011Fuel taxes and tolls in cost-benefit analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2003The AGAP system: A GDSS for project analysis and evaluation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2010A two-player competitive discrete location model with simultaneous decisions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2012Adaptive policies for multi-mode project scheduling under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2013Two-player simultaneous location game: Preferential rights and overbidding In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2020Bitcoin futures: An effective tool for hedging cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article26
2017Predicting high consumer-brand identification and high repurchase: Necessary and sufficient conditions In: Journal of Business Research.
[Full Text][Citation analysis]		article11
2017Portuguese food retailers – Exploring three classic theories of retail location In: Journal of Retailing and Consumer Services.
[Full Text][Citation analysis]		article12
2019Building customers’ resilience to negative information in the airline industry In: Journal of Retailing and Consumer Services.
[Full Text][Citation analysis]		article3
2012Can abnormal returns be earned on bandwidth-bounded currencies? Evidence from a genetic algorithm In: Economic Issues Journal Articles.
[Full Text][Citation analysis]		article1
2019Opportunity entrepreneurship, oil rents and control of corruption In: Journal of Enterprising Communities: People and Places in the Global Economy.
[Full Text][Citation analysis]		article0
2004The Use of Cost and Time in Project Decision Trees: A model and an application In: Notas Económicas.
[Full Text][Citation analysis]		article0
2017On the gains of using high frequency data and higher moments in Portfolio Selection In: CeBER Working Papers.
[Full Text][Citation analysis]		paper1
2019NIESIM: A Simulation-based Application for Estimating the Value of Information in Mobile Network Management In: CeBER Working Papers.
[Full Text][Citation analysis]		paper0
2020The Relationship Between USD/EUR Official Exchange Rates And Implied Exchange Rates From The Bitcoin Market In: CeBER Working Papers.
[Full Text][Citation analysis]		paper0
2006Monte Carlo Estimation of Project Volatility for Real Options Analysis In: GEMF Working Papers.
[Full Text][Citation analysis]		paper11
2014The Impact of Expectations, Match Importance and Results in the Stock Prices of European Football Teams In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2015Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2015Efficient Skewness/Semivariance Portfolios In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2015Portfolio Management With Higher Moments: The Cardinality Impact In: GEMF Working Papers.
[Full Text][Citation analysis]		paper2
2015A remuneração dos administradores nas sociedades cotadas: determinantes e enquadramento jurídico In: GEMF Working Papers.
[Full Text][Citation analysis]		paper0
2016Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect In: GEMF Working Papers.
[Full Text][Citation analysis]		paper0
2017A Memetic Algorithm for Maximizing Earned Attention in Social Media In: Post-Print.
[Citation analysis]		paper0
2011Some issues about the application of the analytic hierarchy process to R&D project selection In: Global Business and Economics Review.
[Full Text][Citation analysis]		article1
2002A note on the use of bicriteria decision trees in capital budgeting In: Global Business and Economics Review.
[Full Text][Citation analysis]		article0
2018Do high brand equity and very high brand equity require different conditions? An empirical study using fsQCA In: International Journal of Economics and Business Research.
[Full Text][Citation analysis]		article0
2013Estimating the social costs of firearms: application to the Portuguese case In: International Journal of Economics and Business Research.
[Full Text][Citation analysis]		article0
2020A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm In: Computational Economics.
[Full Text][Citation analysis]		article3
2013Nowcasting unemployment rate and new car sales in south-western Europe with Google Trends In: Netnomics.
[Full Text][Citation analysis]		article20
2016Efficient skewness/semivariance portfolios In: Journal of Asset Management.
[Full Text][Citation analysis]		article3
1999Linhas de orientação para a selecção de métodos de avaliação de projectos de investimento em sistemas de apoio à decisão In: Portuguese Journal of Management Studies.
[Full Text][Citation analysis]		article0
2018The Impact of Expectations, Match Importance, and Results in the Stock Prices of European Football Teams In: Journal of Sports Economics.
[Full Text][Citation analysis]		article3
2021Forecasting and trading cryptocurrencies with machine learning under changing market conditions In: Financial Innovation.
[Full Text][Citation analysis]		article49
2020Global minimum variance portfolios under uncertainty: a robust optimization approach In: Journal of Global Optimization.
[Full Text][Citation analysis]		article0
2020A stochastic model and algorithms for determining efficient time–cost tradeoffs for a project activity In: Operational Research.
[Full Text][Citation analysis]		article1
2017Portfolio choice with high frequency data: CRRA preferences and the liquidity effect In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article2
2020The influence of city reputation on T-KIBS concentration In: European Planning Studies.
[Full Text][Citation analysis]		article2
2018Simulation-based estimation of state-dependent project volatility In: The Engineering Economist.
[Full Text][Citation analysis]		article1
2018On the Gains of Using High Frequency Data in Portfolio Selection In: Scientific Annals of Economics and Business.
[Full Text][Citation analysis]		article0
2015A MODEL FOR OPTIMISING EARNED ATTENTION IN SOCIAL MEDIA BASED ON A MEMETIC ALGORITHM In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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