9
H index
9
i10 index
213
Citations
Robert John Powell : Citation Profile
Edith Cowan University | RESEARCH PRODUCTION: 37 Articles 33 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2008 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Robert John Powell. | Is cited by:
| Cites to:
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Main data
Where Robert John Powell has published?
Recent works citing Robert John Powell (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Bibliometric Insights into Crisis Management: A Review of Key Literature. (2024). Almazyad, Tareq ; Butt, Shamaila ; Esmaeel, Raghed Ibrahim ; Zakuan, Norhayati ; Alrubaiee, Laith ; Ashaari, Azmirul. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:1-34. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper |
| 2024 | Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390. Full description at Econpapers || Download paper |
| 2024 | An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239. Full description at Econpapers || Download paper |
| 2024 | Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755. Full description at Econpapers || Download paper |
| 2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
| 2024 | Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach. (2024). Lv, Zhiyu ; Zhang, XU ; Naeem, Muhammad Abubakr ; Liu, Jiawen ; Rauf, Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400401x. Full description at Econpapers || Download paper |
| 2024 | Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585. Full description at Econpapers || Download paper |
| 2024 | Stochastic orders and distortion risk contribution ratio measures. (2024). Zhang, Yiying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:104-122. Full description at Econpapers || Download paper |
| 2024 | The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897. Full description at Econpapers || Download paper |
| 2024 | Riding the wave of change: Buy now, pay later as a disruptive threat to payment cards in the global market. (2024). Stella, Gian Paolo ; Sampagnaro, Gabriele ; Salerno, Dario ; Filotto, Umberto. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002927. Full description at Econpapers || Download paper |
| 2024 | Financing a capital-constrained supply chain: Equity or debt. (2024). Xu, Xun ; He, Xiuli ; Sethi, Suresh ; Yan, Nina. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:188:y:2024:i:c:s1366554524002059. Full description at Econpapers || Download paper |
| 2025 | Data-Driven Risk Warning of Electricity Sales Companies in the Whole Business Process. (2025). Fu, Tianwang ; Chen, Biyun ; Wei, Liming ; Zheng, Rong ; Lin, Zhe ; Liu, Haiwei ; Qin, Zhijun. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:3884-:d:1642590. Full description at Econpapers || Download paper |
| 2024 | IMPACT OF CORPORATE LOAN DELEVERAGING ON BANKING PERFORMANCES IN INDONESIA. (2024). Sultansyah, Fariz Ahmad ; Aryani, Ade Dwi ; Hermawan, Danny ; Harun, Cicilia Anggadewi. In: Working Papers. RePEc:idn:wpaper:wp082024. Full description at Econpapers || Download paper |
| 2024 | Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4. Full description at Econpapers || Download paper |
| 2024 | Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7. Full description at Econpapers || Download paper |
| 2024 | How Buy Now, Pay Later (BNPL) is Shaping Gen Zs Spending Spree in Malaysia. (2024). Bin, Muhammad Faiz ; Farhan, Muhammad Aziz ; Osman, Ismah ; Muhamad, Nur Afizah ; Naim, Muhammad Farhan. In: Information Management and Business Review. RePEc:rnd:arimbr:v:16:y:2024:i:3:p:657-674. Full description at Econpapers || Download paper |
| 2024 | A new formal model analysis of deterrent to brinkmanship and the causes of the armament dilemma. (2024). Yamamoto, Katsuzo. In: Journal of Theoretical Politics. RePEc:sae:jothpo:v:36:y:2024:i:2:p:132-155. Full description at Econpapers || Download paper |
| 2024 | Abducted by hackers: Using the case of Bletchley Park to construct a theory of intelligence performance that generalizes to cybersecurity. (2024). Lindsay, Jon R. In: Journal of Peace Research. RePEc:sae:joupea:v:61:y:2024:i:1:p:87-102. Full description at Econpapers || Download paper |
| 2025 | The future of fintech in the UAE and KSA: a shift from convenience to business viability. (2025). Govani, Killol ; Pandya, Darshan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:1:d:10.1007_s40622-025-00419-1. Full description at Econpapers || Download paper |
| 2024 | Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2. Full description at Econpapers || Download paper |
| 2024 | Splitting long‐term and short‐term financial ratios for improved financial distress prediction: Evidence from Taiwanese public companies. (2024). Fadilah, Ayu Nur ; Liang, Deron ; Lu, Chiachi ; Rahmi, Asyrofa. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2886-2903. Full description at Econpapers || Download paper |
Works by Robert John Powell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective In: Accounting and Finance. [Full Text][Citation analysis] | article | 12 |
| 2023 | The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Factors affecting the growth of small privately‐owned financial planning businesses In: Australian Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 17 |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | A Capital Adequacy Buffer Model In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | A capital adequacy buffer model.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2014 | Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | Nuclear Brinkmanship, Limited War, and Military Power In: International Organization. [Full Text][Citation analysis] | article | 4 |
| 2017 | Research Bets and Behavioral IR In: International Organization. [Full Text][Citation analysis] | article | 0 |
| 2017 | The long and short of commodity tails and their relationship to Asian equity markets In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 7 |
| 2013 | EVT and tail-risk modelling: Evidence from market indices and volatility series In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
| 2020 | Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
| 2024 | Tail risk network analysis of Asian banks In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2013 | Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2013 | Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 15 |
| 2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2012 | A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: JRFM. [Full Text][Citation analysis] | article | 11 |
| 2018 | Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Comprehensive Stability Indicator for Banks In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2013 | Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 4 |
| 2012 | The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Volatility Spillovers from the US to Australia and China across the GFC.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2011 | Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2015 | Aspects of Volatility and Correlations in European Emerging Economies In: Palgrave Macmillan Books. [Citation analysis] | chapter | 2 |
| 2008 | Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2013 | The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review. [Full Text][Citation analysis] | article | 4 |
| 2012 | The fluctuating default risk of Australian banks In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
| 2025 | Industry return predictability using health policy uncertainty In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2015 | Thoughts on Extreme Risk in Indonesia In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2012 | A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2018 | Economic cycles and downside commodities risk In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2017 | Tail dependence analysis of stock markets using extreme value theory In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Cattle as a consistently resilient agricultural commodity In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | New perspectives on bank risk in Malaysia In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 5 |
| 2013 | A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2013 | THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2025. Contact: CitEc Team