2
H index
1
i10 index
33
Citations
Roberto Joaquín Santillán-Salgado : Citation Profile
Instituto Tecnológico y de Estudios Superiores de Monterrey (ITESM) | RESEARCH PRODUCTION: 46 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (2000 - 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 Roberto Joaquín Santillán-Salgado. | Is cited by:
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Main data
Where Roberto Joaquín Santillán-Salgado has published?
Recent works citing Roberto Joaquín Santillán-Salgado (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Transforming Mexico€™s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020. (2024). Venegas-Martínez, Francisco ; Venegas-Martainez, Francisco ; Hernaandez-Del, Adriaan ; Jiotsop-Foze, Wellcome Peujio. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-54. Full description at Econpapers || Download paper |
| 2024 | Productive electricity and non-electricity consumption effects on economic growth: A Latin America analysis. (2024). Pozo-Barajas, Rafael ; Pablo-Romero, Maria P ; Washburn, Christian. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224020553. Full description at Econpapers || Download paper |
| 2024 | Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497. Full description at Econpapers || Download paper |
| 2024 | Identification of Patterns in CO 2 Emissions among 208 Countries: K-Means Clustering Combined with PCA and Non-Linear t -SNE Visualization. (2024). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Venegas-Martinez, Francisco ; Jimenez-Preciado, Ana Lorena. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:16:p:2591-:d:1461259. Full description at Econpapers || Download paper |
| 2025 | The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model. (2025). Chikhi, Mohammed ; Benhmad, Franois. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10745-8. Full description at Econpapers || Download paper |
Works by Roberto Joaquín Santillán-Salgado:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | WHAT HAPPENED TO THE WILLINGNESS OF COMPANIES TO INVEST AFTER THE FINANCIAL CRISIS? EVIDENCE FROM LATIN AMERICAN COUNTRIES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2010 | STOCK MARKET WEALTH-EFFECTS DURING PRIVATIZATION INITIAL PUBLIC OFFERS IN CHILE (1984-1989) In: Estudios Gerenciales. [Full Text][Citation analysis] | article | 0 |
| 2017 | Efficient portfolios and the generalized hyperbolic distribution In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets In: International Journal of Economics and Financial Issues. [Full Text][Citation analysis] | article | 0 |
| 2018 | On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 0 |
| 2019 | Is There a Reverse Causality from Nominal Financial Variables to Energy Prices? In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 0 |
| 2020 | On the Relations among CO2 Emissions, Gross Domestic Product, Energy Consumption, Electricity Use, Urbanization, and Income Inequality for a Sample of 134 Countries In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 6 |
| 2019 | Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2019 | Exchange rate exposure of Latin American firms: Empirical evidence In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2000 | Strategic alliances in emerging Latin America: a view from Brazilian, Chilean, and Mexican companies In: Journal of World Business. [Full Text][Citation analysis] | article | 18 |
| 2010 | Las Administradoras de Fondos de Pensiones y el desarrollo del mercado de capitales en Chile In: Ensayos Revista de Economia. [Full Text][Citation analysis] | article | 1 |
| 2020 | Optimal Hedge Ratios for the Mexican Stock Market Index Futures Contract: A Multivariate GARCH Approach In: Economía: teoría y práctica. [Full Text][Citation analysis] | article | 0 |
| 2025 | The Effects of ESG Scores and ESG Momentum on Stock Returns and Volatility: Evidence from U.S. Markets In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets In: Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2012 | Endogeneidad y Exogeneidad en las Opciones Reales: Una Propuesta de Cambio de Paradigma para la Evaluaci´on de Proyectos de Inversi In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 1 |
| 2016 | The integration of Latin American bond markets: a copula analysis approach (1999-2015) In: International Journal of Bonds and Derivatives. [Full Text][Citation analysis] | article | 0 |
| 2016 | Análisis Econométrico del Riesgo y Rendimiento de las SIEFORES In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2018 | Polls, Prediction Markets, and Financial Variables In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2019 | The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016) In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2019 | The day-of-the-week effects in the exchange rate of Latin American currencies In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2020 | On the Interaction among Economic Growth, Energy-Electricity Consumption, CO2 Emissions, and Urbanization in Latin America In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 1 |
| 2021 | Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2022 | The Global Automotive Industry Stock Returns During the COVID-19 Pandemic In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2024 | Labor Productivity Convergence among Eurozone Member Countries In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2024 | An Exploration of the Relative Influence of the Determinants of the Mexican Peso - U.S. Dollar Exchange Rate In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2004 | APPLICATION OF THE REAL OPTIONS METHODOLOGY TO VALUE A CEMENT FIRMS ACQUISITION In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2011 | Is the Mexican Stock Market Becoming More Efficient? In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2011 | Offshore Financial Centers: Recent Evolution and Likely Future Trends In: Journal of Global Economy. [Full Text][Citation analysis] | article | 0 |
| 2017 | An Exploratory Study on Nonlinear Causality Among the MILA Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
| 2015 | The profile of the entrepreneur supported by venture capital/private equity funds in Mexico In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2015 | European stock markets’ cointegration in the presence of structural breaks (1999-2014) In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2018 | Impacto de los precios de los metales en la estructura de capital de las empresas minero-metalúrgicas en América Latina (2004-2014) In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2018 | The impact of metals’ prices on the capital structure of mining and metallurgic firms in Latin America (2004-2014) In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2018 | La dependencia del Ãndice de Precios y Cotizaciones de la Bolsa Mexicana de Valores (IPC) con respecto a los principales Ãndices bursátiles latinoamericanos In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2018 | The dependence of the Price and Quotation Index of the Mexican Stock Exchange (IPC) with respect to the main Latin American stock market indices In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2019 | Empirical evidence on the relationship of capital structure and market value among Mexican publicly listed companies In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2011 | Generalidades sobre los Fondos de Capital Privado y de Capital Emprendedor: una visión actualizada de la industria y de su entorno en México In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisione In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 2012 | Razones financieras y el spread que pagan por su deuda emisoras que cotizan en la Bolsa Mexicana de Valores / Financial ratios and the spread paid on their debt by issuers listed on the Mexican Stock In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 2013 | Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 2014 | Interrelaciones y causalidad entre los principales mercados de capitales en América Latina : un enfoque de series de tiempo / Interrelations and causality among the main capital markets in Latin Amer In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 2016 | Evaluación del grado de integración de los principales mercados de capital europeos con un modelo Cópula-GARCH In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 2019 | Incidencia de las fluctuaciones del Ãndice VIX en la volatilidad de los mercados bursátiles latinoamericanos / VIX Index Spillover on Latin American Stock Markets Volatility In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 2020 | Regime-Switching in the Volatility of Mexican Pension Fund Returns In: Springer Books. [Citation analysis] | chapter | 0 |
| 2011 | Banking Concentration in the European Union during the Last Fifteen Years In: Panoeconomicus. [Full Text][Citation analysis] | article | 0 |
| 2014 | Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach In: Panoeconomicus. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team