Javier Perote : Citation Profile


Are you Javier Perote?

Universidad de Salamanca

9

H index

9

i10 index

402

Citations

RESEARCH PRODUCTION:

49

Articles

25

Papers

3

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 18
   Journals where Javier Perote has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 43 (9.66 %)

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   Permalink: http://citec.repec.org/ppe277
   Updated: 2023-11-04    RAS profile: 2022-03-23    
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Relations with other researchers


Works with:

Cortés, Lina (10)

Mora-Valencia, Andrés (8)

Trespalacios, Alfredo (5)

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

Is cited by:

Gächter, Simon (17)

Corbet, Shaen (15)

Neugebauer, Tibor (13)

HU, YANG (13)

Fischbacher, Urs (7)

Fatas, Enrique (7)

Zizzo, Daniel (6)

Renner, Elke (5)

DEL BRIO, ESTHER (5)

Sonntag, Axel (5)

Oxley, Les (4)

Cites to:

Mora-Valencia, Andrés (49)

Ñíguez Grau, Trino (36)

DEL BRIO, ESTHER (35)

Cortés, Lina (33)

Engle, Robert (31)

Bollerslev, Tim (30)

Gallant, A. (29)

Mauleón, Ignacio (26)

Rockinger, Michael (23)

Jondeau, Eric (23)

Sentana, Enrique (21)

Main data


Where Javier Perote has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
The North American Journal of Economics and Finance2
Energies2
Quantitative Finance2
PLOS ONE2
International Review of Financial Analysis2
Emerging Markets Review2
Sustainability2
International Journal of Forecasting2
The European Journal of Finance2

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

Recent works citing Javier Perote (2023 and 2022)


YearTitle of citing document
2022Financial development and public debt. Estimating the role of institutional quality. (2022). Fatima, Sumbal ; Ramzan, Muhammad ; Abbas, Qamar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:5-26.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043.

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2023Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438.

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2023Self-nudging is more ethical, but less efficient than social nudging. (2023). Waichman, Israel ; Goeschl, Timo ; Diederich, Johannes. In: Working Papers. RePEc:awi:wpaper:0726.

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2022.

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2022ECONOMIC GROWTH AND MILITARY EXPENDITURE IN DEVELOPING COUNTRIES DURING COVID-19 PANDEMIC. (2022). Pratiwi, N A ; Putra, Nengah I ; Sari, Dyah Wulan ; Susilo, A K. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:22:y:2022:i:1_2.

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2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622.

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2022Nationalization of private enterprises and default risk: Evidence from mixed-ownership reform in China. (2022). Li, Wanli ; Huang, Qing ; Ran, Maosheng ; Wang, Jinbo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:534-553.

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2022Can low-carbon value bring high returns? Novel quantitative trading from portfolio-of-investment targets in a new-energy market. (2022). Ruan, Yinglin ; Liu, Shan ; Lu, Kai ; Zhu, Qing ; Yang, Sung-Byung ; Wang, Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:755-769.

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2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach. (2022). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000787.

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2022Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558.

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2022The growth of oil futures in China: Evidence of market maturity through global crises. (2022). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863.

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2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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2022Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350.

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2023An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145.

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2023From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618.

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2022Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. (2022). Corbet, Shaen ; Oxley, Les ; Lucey, Brian ; Larkin, Charles ; Hu, Yang ; Hou, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100218x.

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2022Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. (2022). Hakim, Arief ; Suprijanto, Djoko ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004517.

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2022Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878.

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2022Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?. (2022). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003294.

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2022On incentive-compatible estimators. (2022). Spiegler, Ran ; Eliaz, Kfir. In: Games and Economic Behavior. RePEc:eee:gamebe:v:132:y:2022:i:c:p:204-220.

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2022Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x.

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2022The performance of corporate legal insider trading in the Korean market. (2022). Ruh, Benjamin ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:71:y:2022:i:c:s0144818822000321.

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2023Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market. (2023). Mazza, Paolo ; Lefebvre, Jeremie. In: International Review of Law and Economics. RePEc:eee:irlaec:v:74:y:2023:i:c:s0144818823000157.

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2022Information defaults in repeated public good provision. (2022). Zizzo, Daniel John ; Sonntag, Axel ; Liu, Jia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:356-369.

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2022CO2 Emission reduction – Real public good provision by large groups in the laboratory. (2022). Keser, Claudia ; Hennig-Schmidt, Heike ; Heinrich, Timo ; Brosig-Koch, Jeannette ; Weimann, Joachim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1076-1089.

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2023Coordination and free-riding problems in the provision of multiple public goods. (2023). Seki, Erika ; Takeuchi, AI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:95-121.

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2022Hedging UK stock portfolios with gold and oil: The impact of Brexit. (2022). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004438.

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2022Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk. (2022). Arbi, Lukman ; Muchtadi-Alamsyah, Intan ; Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005542.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2022On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

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2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model. (2022). Liu, Yimeng ; Song, Jiashan ; Zeng, Linhui ; Jiang, Kunliang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000228.

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2022Monetary policy shocks and Bitcoin prices. (2022). Deng, Liurui ; Hsiao, Shisong ; Tian, Yonggang ; Ma, Chaoqun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200099x.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023Energy Transition and the Economy: A Review Article. (2023). Kosempel, Stephen ; Genc, Talat S. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:2965-:d:1106226.

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2022System Design for Detecting Real Estate Speculation Abusing Inside Information: For the Fair Reallocation of Land. (2022). Kim, Jeongmin ; Sim, Yeon-Jin ; Huh, Jun-Ho ; Choi, Jaehyeon. In: Land. RePEc:gam:jlands:v:11:y:2022:i:4:p:565-:d:791504.

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2022How Impactful Are Public Policies on Environmental Sustainability? Debating the Portuguese Case of PO SEUR 2014–2020. (2022). Gonalves, Vasco ; Valente, Bernardo ; Medeiros, Eduardo ; Castro, Paula. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7917-:d:851365.

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2022COVID-19, Economic Policies and Public Debt Sustainability in Italy. (2022). Signorelli, Marcello ; Marelli, Enrico ; della Posta, Pompeo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4691-:d:793660.

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2023Effect of Chinese Currency Appreciation on Investments in Renewable Energy Projects in Countries along the Belt and Road. (2023). Zai, Wenjiao ; Ergu, Daji ; Wang, Huazhang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1784-:d:1038820.

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2023A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Laaribi, Sana ; Klein, Jules ; Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-02901988.

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2023RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833.

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2022The Role of Non-Binding Pledges in Social Dilemmas with Mitigation and Adaptation. (2022). Blanco, Esther ; Haller, Tobias ; McEvoy, David M. In: Environmental & Resource Economics. RePEc:kap:enreec:v:81:y:2022:i:4:d:10.1007_s10640-021-00645-y.

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2023The Material basis of Cooperation: how Scarcity Reduces Trusting Behaviour. (2023). Selejio, Onesmo ; Joel, Exaud ; Falco, Paolo ; Agneman, Gustav. In: The Economic Journal. RePEc:oup:econjl:v:133:y:2023:i:652:p:1265-1285..

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2022Public Debt Sustainability in E.U.. (2022). Scarlat, Corina-Florentina. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxii:y:2022:i:2:p:429-439.

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2022Oil tail-risk forecasts: from financial crisis to COVID-19. (2022). Kuang, Wei. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00100-2.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Ghosh, Taniya ; Adil, Masudul Hasan ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:111762.

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2022Determinants of public debt in South Africa: A Regime-Switching Approach. (2022). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: MPRA Paper. RePEc:pra:mprapa:113203.

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2022Inefficient Cooperation Under Stochastic and Strategic Uncertainty. (2022). Orland, Andreas ; Nithammer, Juri ; Gth, Werner ; Bruttel, Lisa. In: Journal of Conflict Resolution. RePEc:sae:jocore:v:66:y:2022:i:4-5:p:755-782.

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2022A meta-measure of performance related to both investors and investments characteristics. (2022). Billio, Monica ; Pelizzon, Loriana ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03771-w.

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2022Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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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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2022Interpolation of non-random missing values in financial statements’ big data using CatBoost. (2022). Ishikawa, Atushi ; Mizuno, Takayuki ; Fujimoto, Shouji. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:5:y:2022:i:2:d:10.1007_s42001-022-00165-9.

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2022Sustainability of renewable energy investment motivations during a feed-in-tariff scheme transition: evidence from a laboratory experiment. (2022). Shimada, Koji ; Takeuchi, AI ; Maekawa, Jun. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:1:d:10.1007_s42973-021-00093-9.

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2022Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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2023Corporate Investment in Bank-Dependent Companies in Crisis Time. (2023). Ilona, Skibiska-Fabrowska ; Elbieta, Bukalska. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:1-22:n:1.

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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.
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2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
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2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
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2003Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting.
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article16
2012Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics.
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article6
2006WITHIN?TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review.
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article15
2005Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental.
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2003The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces.
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2003The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin.
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This paper has another version. Agregated cites: 1
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2003A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces.
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2003Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces.
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2004Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences.
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2010Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003.
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2004Forecasting the density of asset returns In: STICERD - Econometrics Paper Series.
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2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
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2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF.
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2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
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2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF.
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2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo CIEF.
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2019Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo CIEF.
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2019Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo CIEF.
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2020Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy.
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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo CIEF.
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2020Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo CIEF.
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2021Firm size and economic concentration: An analysis from a lognormal expansion.(2021) In: PLOS ONE.
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2020Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo CIEF.
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2021Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts.(2021) In: Energies.
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2021Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions In: Documentos de Trabajo CIEF.
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2008FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development.
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