Javier Perote : Citation Profile

Universidad de Salamanca

11

H index

13

i10 index

479

Citations

RESEARCH PRODUCTION:

64

Articles

25

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 19
   Journals where Javier Perote has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 51 (9.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe277
   Updated: 2025-05-24    RAS profile: 2024-07-05    
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Relations with other researchers

Works with:

Mora-Valencia, Andrés (15)

Cortés, Lina (10)

Trespalacios, Alfredo (3)

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

Is cited by:

Corbet, Shaen (21)

HU, YANG (17)

Gächter, Simon (17)

Neugebauer, Tibor (13)

Ñíguez Grau, Trino (7)

Fischbacher, Urs (7)

Fatas, Enrique (7)

Larkin, Charles (6)

Zizzo, Daniel (6)

DEL BRIO, ESTHER (5)

Sonntag, Axel (5)

Cites to:

Mora-Valencia, Andrés (62)

Ñíguez Grau, Trino (44)

DEL BRIO, ESTHER (40)

Engle, Robert (40)

Cortés, Lina (37)

Mauleón, Ignacio (33)

Gallant, A. (30)

Bollerslev, Tim (30)

Jondeau, Eric (23)

Sentana, Enrique (23)

Rockinger, Michael (23)

Main data

Where Javier Perote has published?

Journals with more than one article published# docs
Finance Research Letters4
Physica A: Statistical Mechanics and its Applications3
Emerging Markets Review3
Energies3
The European Journal of Finance2
Sustainability2
International Journal of Forecasting2
The North American Journal of Economics and Finance2
International Review of Financial Analysis2
International Review of Economics & Finance2
Economics Letters2
PLOS ONE2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo CIEF / Universidad EAFIT9
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces3
Experimental / University Library of Munich, Germany3
Working Papers / Lancaster University Management School, Economics Department2
Working Papers / Banco de Espaa2

Recent works citing Javier Perote (2025 and 2024)

YearTitle of citing document
2024Beliefs in Repeated Games: An Experiment. (2024). Aoyagi, Masaki ; Yuksel, Sevgi ; Frchette, Guillaume R. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:12:p:3944-75.

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2025The Impact of New Technologies and Political-Economic Systems on Public and Private Debt in the Context of Industrial Revolution 4.0. (2025). Vaduva, Florin ; Duca, Ioana ; Grecu, Robert-Adrian ; Postole, Mirela Anca ; Gherghina, Rodica ; Campeanu, Emilia Mioara. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:68:p:35.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Belhassine, Olfa ; Nivoix, Sophie ; Riahi, Montassar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00469.

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2024How antitrust enforcement affects corporate ESG performance? Evidence from merger review cases in China. (2024). Yi, Fang ; Xu, Jingxuan ; Cao, Chenru. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1730-1746.

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2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

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2024Risk quantification and validation for green energy markets: New insight from a credibility theory approach. (2024). Syuhada, Khreshna ; Hakim, Arief. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001703.

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2024No reward—no effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246.

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2024Are Bitcoin option traders speculative or informed?. (2024). Wei, Wang Chun ; Zhu, Min ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007694.

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2024Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279.

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2024Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273.

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2024Economic policy uncertainty and narrative R&D disclosures. (2024). Kim, Sehee ; Jung, Keumah. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013199.

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2024Monetary policy uncertainty and financial risk: The mediating role of corporate investment. (2024). Yang, Wenshuai ; Tang, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013321.

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2024Cryptocurrency use and tax collections: Direct and indirect channels of influence. (2024). Goel, Rajeev ; Mazhar, Ummad. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000366.

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2024Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449.

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2024Top research performance in Poland over three decades: A multidimensional micro-data approach. (2024). Roszka, Wojciech ; Kwiek, Marek. In: Journal of Informetrics. RePEc:eee:infome:v:18:y:2024:i:4:s175115772400107x.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2024On the estimation of Value-at-Risk and Expected Shortfall at extreme levels. (2024). Wang, Shixuan ; Lazar, Emese ; Pan, Jingqi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000102.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Li, Jian ; Etienne, Xiaoli ; Wang, Linjie. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2024The usage of apologies and group cooperation. (2024). Zhuo, Shi ; Yeo, Jonathan. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:104:y:2024:i:c:s0167487024000631.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

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2024Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Taffler, Richard ; Cioroianu, Iulia ; Larkin, Charles. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000977.

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2024Heterogeneous productivity stabilizes public good contributions under certainty, uncertainty and ambiguity. (2024). Tucker, Steven ; Hassan, Gazi ; Dorner, Zack. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:110:y:2024:i:c:s2214804324000466.

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2024Do ICT firms manage R&D differently? Firm-level and macroeconomic effects on corporate R&D investment: Empirical evidence from a multi-countries context. (2024). Alexeeva-Alexeev, Inna ; Mazas-Perez, Cristina. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558.

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2024An Empirical Examination of Bitcoin’s Halving Effects: Assessing Cryptocurrency Sustainability within the Landscape of Financial Technologies. (2024). Kvasnicova-Galovicova, Terezia ; Stalmasekova, Natalia ; Fabus, Juraj ; Kremenova, Iveta. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:229-:d:1404365.

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2024Debt Sustainability in the Context of Population Ageing: A Risk Management Approach. (2024). Provenzano, Davide ; Consiglio, Andrea ; Ajovalasit, Samantha. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:188-:d:1530010.

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2024Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility. (2024). Abdullah, Mohammad Nayeem ; Chowdhury, Emon Kalyan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10423-1.

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2025Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?. (2025). Cruz, Carlos A ; Novoa-Hernndez, Pavel ; Lara-Rubio, Juan ; Navarro-Galera, Andrs. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10586-5.

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2024Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9.

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2024One bad apple spoils the barrel? Public good provision under threshold uncertainty. (2024). Carlsson, Fredrik ; Ek, Claes ; Lange, Andreas. In: Experimental Economics. RePEc:kap:expeco:v:27:y:2024:i:3:d:10.1007_s10683-024-09836-y.

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2024Mixtures of log-normal distributions in the mid-scale range of firm-size variables. (2024). Ramos, Arturo ; Massing, Till ; Ishikawa, Atushi ; Fujimoto, Shouji ; Mizuno, Takayuki. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-024-00283-1.

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2024The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors. (2024). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Pergeris, Georgios ; Koutsokostas, Drosos. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02583-2.

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2025The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach. (2025). Jiang, Xuejun ; Cheng, Lingju ; Dai, Xinjie. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00680-w.

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2024A comprehensive review on insider trading detection using artificial intelligence. (2024). Kumar, Prabhat ; Priyadarshi, Prashant. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00284-5.

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2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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2024The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Kose, Nezir ; Yildirim, Hakan ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695.

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2024Trading commodity ETFs: Price behavior, investment insights, and performance analysis. (2024). Nippani, Srinivas ; Hadad, Elroi ; Malhotra, Davinder. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1257-1276.

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Works by Javier Perote:

YearTitleTypeCited
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
[Full Text][Citation analysis]		paper11
2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2003Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article16
2012Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2006WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review.
[Full Text][Citation analysis]		article16
2005Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2023Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy In: The World Economy.
[Full Text][Citation analysis]		article0
2003The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper1
2003The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2003A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper0
2003Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper4
2004Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences.
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This paper has nother version. Agregated cites: 4		article
2010Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003.
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This paper has nother version. Agregated cites: 4		paper
2004Forecasting the density of asset returns In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper1
2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Moral hazard index for credit risk to SMEs In: International Economics.
[Full Text][Citation analysis]		article0
2022Moral hazard index for credit risk to SMEs.(2022) In: International Economics.
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This paper has nother version. Agregated cites: 0		article
2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper3
2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
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This paper has nother version. Agregated cites: 3		article
2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper6
2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2019Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2019Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper4
2020Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy.
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This paper has nother version. Agregated cites: 4		article
2019Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2020Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper1
2021Firm size and economic concentration: An analysis from a lognormal expansion.(2021) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2020Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper1
2021Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts.(2021) In: Energies.
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This paper has nother version. Agregated cites: 1		article
2021Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions In: Documentos de Trabajo de Valor Público.
[Full Text][Citation analysis]		paper0
2008FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2022Financial contagion drivers during recent global crises In: Economic Modelling.
[Full Text][Citation analysis]		article11
2017Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2012On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article1
2022The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach In: Economics Letters.
[Full Text][Citation analysis]		article3
2014VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article9
2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article27
2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2019The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article38
2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2018Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2022Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2024Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2012Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2011Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2011Multivariate semi-nonparametric distributions with dynamic conditional correlations.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 12		article
2024Basel III countercyclical bank capital buffer estimation and its relation to monetary policy In: Journal of Economics and Business.
[Full Text][Citation analysis]		article0
2009Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article133
2005Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2005) In: Experimental.
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2007Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2007) In: Kiel Working Papers.
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2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2020Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2002An investigation of insider trading profits in the Spanish stock market In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article29
2021Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2024Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2022Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2023Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article0
2012Strategic behavior in regressions: an experimental In: Working Papers.
[Full Text][Citation analysis]		paper1
2020A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies.
[Full Text][Citation analysis]		article8
2024Real Options Volatility Surface for Valuing Renewable Energy Projects In: Energies.
[Full Text][Citation analysis]		article0
2020Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies In: Mathematics.
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2018Efficiency and Sustainability in Teamwork: The Role of Entry Costs In: Sustainability.
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2020Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic In: Sustainability.
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2007What Enhances Insider Trading Profitability? In: Atlantic Economic Journal.
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2008Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback In: Experimental Economics.
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2006Positive Definiteness of Multivariate Densities Based on Hermite Polynomials In: International Advances in Economic Research.
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2015Strategic behavior in regressions: an experimental study In: Theory and Decision.
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2013Higher-order moments in the theory of diversification and portfolio composition In: Working Papers.
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2011On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers.
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2017The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade.
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2022Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies In: Risk Management.
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2017The Lazarillo’s game: Sharing resources with asymmetric conditions In: PLOS ONE.
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2008Multivariate Gram-Charlier Densities In: MPRA Paper.
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2017Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
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2018Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect In: CSR, Sustainability, Ethics & Governance.
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2016Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management In: Economia Politica: Journal of Analytical and Institutional Economics.
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2016Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions In: Innovation, Technology, and Knowledge Management.
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2004The multivariate Edgeworth-Sargan density In: Spanish Economic Review.
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2021Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books.
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2020The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate In: Applied Economics Letters.
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2019Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications In: The European Journal of Finance.
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2000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t In: The European Journal of Finance.
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2019Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance.
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2009Gram-Charlier densities: a multivariate approach In: Quantitative Finance.
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2022Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns In: The Engineering Economist.
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2021Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures In: International Journal of Finance & Economics.
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2024Predicting carbon and oil price returns using hybrid models based on machine and deep learning In: Intelligent Systems in Accounting, Finance and Management.
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2005THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS In: Experimental.
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