Javier Perote : Citation Profile


Are you Javier Perote?

Universidad de Salamanca

10

H index

12

i10 index

427

Citations

RESEARCH PRODUCTION:

49

Articles

25

Papers

3

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 19
   Journals where Javier Perote has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 43 (9.15 %)

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   Permalink: http://citec.repec.org/ppe277
   Updated: 2024-01-16    RAS profile: 2022-03-23    
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Relations with other researchers


Works with:

Cortés, Lina (10)

Mora-Valencia, Andrés (7)

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)

HU, YANG (13)

Neugebauer, Tibor (13)

Fischbacher, Urs (7)

Fatas, Enrique (7)

Larkin, Charles (6)

Zizzo, Daniel (6)

Renner, Elke (5)

DEL BRIO, ESTHER (5)

Sonntag, Axel (5)

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 European Journal of Finance2
PLOS ONE2
Emerging Markets Review2
Quantitative Finance2
Energies2
International Review of Financial Analysis2
Sustainability2
The North American Journal of Economics and Finance2
International Journal of Forecasting2

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 (2024 and 2023)


YearTitle of citing document
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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2023.

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2023Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J ; Babu, Manivannan ; Anandhabalaji, V. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36.

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2023Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696.

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2023Robust inference in first-price auctions: Overbidding as an identifying restriction. (2023). Zhu, YU ; Grundl, Serafin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:484-506.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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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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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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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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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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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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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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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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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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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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2023Using Milestones as a Source of Feedback in Teamwork: Insights from a Dynamic Voluntary Contribution Mechanism. (2023). Koh, Boon Han ; Lam, Nguyen ; Erkal, Nisvan. In: Discussion Papers. RePEc:exe:wpaper:2310.

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2023Revisited Multi-moment Approximate Option. (2002). Negrea, Bogdan ; Maillet, Bertrand ; Jurczenko, Emmanuel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp430.

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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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2023.

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2023.

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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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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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2023Punishing the weakest link - Voluntary sanctions and efficient coordination in the minimum effort game. (2023). Le Lec, Fabrice ; Rydval, Ondej ; Matthey, Astrid. In: Theory and Decision. RePEc:kap:theord:v:95:y:2023:i:3:d:10.1007_s11238-023-09931-1.

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2023A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Panagiotidis, Theodore ; Papapanagiotou, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2023_05.

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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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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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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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2023Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614.

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2023.

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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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paper1
2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
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paper9
2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 9
article
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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article7
2006WITHIN?TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review.
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article16
2005Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental.
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This paper has nother version. Agregated cites: 16
paper
2003The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces.
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paper1
2003The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin.
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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.
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paper0
2003Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces.
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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.
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paper1
2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 1
paper
2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF.
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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 CIEF.
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paper5
2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 5
article
2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo CIEF.
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paper0
2019Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo CIEF.
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paper0
2019Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo CIEF.
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paper5
2020Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy.
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This paper has nother version. Agregated cites: 5
article
2019Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo CIEF.
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paper0
2020Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo CIEF.
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paper1
2021Firm size and economic concentration: An analysis from a lognormal expansion.(2021) In: PLOS ONE.
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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 CIEF.
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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 CIEF.
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paper0
2008FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development.
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2017Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance.
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article3
2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance.
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article1
2012On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters.
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article1
2014VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review.
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article10
2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review.
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article23
2019The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis.
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article27
2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis.
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article12
2018Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters.
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article8
2012Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics.
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article3
2011Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting.
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article10
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: 10
article
2009Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments In: Journal of Economic Psychology.
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article129
2005Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2005) In: Experimental.
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This paper has nother version. Agregated cites: 129
paper
2007Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2007) In: Kiel Working Papers.
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This paper has nother version. Agregated cites: 129
paper
2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications.
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article4
2020Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications.
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article1
2002An investigation of insider trading profits in the Spanish stock market In: The Quarterly Review of Economics and Finance.
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article28
2021Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty In: International Review of Economics & Finance.
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article4
2022Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance.
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article4
2012Strategic behavior in regressions: an experimental In: Working Papers.
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paper1
2020A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies.
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article6
In: .
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article1
2018Efficiency and Sustainability in Teamwork: The Role of Entry Costs In: Sustainability.
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article1
2020Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic In: Sustainability.
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article13
2007What Enhances Insider Trading Profitability? In: Atlantic Economic Journal.
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article3
2008Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback In: Experimental Economics.
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article20
2006Positive Definiteness of Multivariate Densities Based on Hermite Polynomials In: International Advances in Economic Research.
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article0
2015Strategic behavior in regressions: an experimental study In: Theory and Decision.
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article2
2013Higher-order moments in the theory of diversification and portfolio composition In: Working Papers.
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paper0
2011On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers.
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paper1
2017The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade.
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article0
2022Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies In: Risk Management.
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article0
2017The Lazarillo’s game: Sharing resources with asymmetric conditions In: PLOS ONE.
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article3
2008Multivariate Gram-Charlier Densities In: MPRA Paper.
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paper0
2017Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
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article0
2018Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect In: CSR, Sustainability, Ethics & Governance.
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chapter0
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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article3
2016Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions In: Innovation, Technology, and Knowledge Management.
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chapter0
2004The multivariate Edgeworth-Sargan density In: Spanish Economic Review.
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article5
2021Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books.
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chapter0
2020The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate In: Applied Economics Letters.
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article4
2019Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications In: The European Journal of Finance.
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article2
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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article10
2019Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance.
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article7
2009Gram-Charlier densities: a multivariate approach In: Quantitative Finance.
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article7
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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article0
2005THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS In: Experimental.
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paper0

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