Nicola Spagnolo : Citation Profile

Are you Nicola Spagnolo?

19

H index

29

i10 index

1364

Citations

RESEARCH PRODUCTION:

66

Articles

56

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 62
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 35 (2.5 %)

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   Permalink: http://citec.repec.org/psp160
   Updated: 2024-11-04    RAS profile: 2024-07-30    
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Relations with other researchers

Works with:

Caporale, Guglielmo Maria (25)

Spagnolo, Fabio (12)

Arin, Kerim (7)

albanese, marina (2)

Adnan, Wifag (2)

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

Is cited by:

GUPTA, RANGAN (24)

Sola, Martin (15)

Corbet, Shaen (13)

Yousaf, Imran (12)

Kočenda, Evžen (12)

Spagnolo, Fabio (12)

Caporale, Guglielmo Maria (11)

Salisu, Afees (11)

Wohar, Mark (10)

Tiwari, Aviral (10)

Psaradakis, Zacharias (9)

Cites to:

Caporale, Guglielmo Maria (44)

Engle, Robert (27)

Spagnolo, Fabio (21)

Hansen, Bruce (20)

Diebold, Francis (18)

Bekaert, Geert (17)

Hamilton, James (16)

Harvey, Campbell (14)

Pesaran, Mohammad (14)

Heckman, James (14)

Rey, Helene (13)

Main data

Where Nicola Spagnolo has published?

Journals with more than one article published# docs
Economics Letters7
Journal of International Money and Finance3
International Economics3
Empirical Economics3
Energy Policy2
Journal of Time Series Analysis2
International Economics2
Review of International Economics2
Energy Economics2
Applied Financial Economics2
Research in International Business and Finance2
Finance Research Letters2
International Journal of Finance & Economics2
Journal of International Financial Markets, Institutions and Money2
International Journal of Finance & Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo29
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research13
Department of Economics Working Papers / Universidad Torcuato Di Tella2

Recent works citing Nicola Spagnolo (2024 and 2023)

YearTitle of citing document
2023Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Securing containerized supply chain through public and private partnership. (2023). Gumus, Mehmet ; Pourakbar, Morteza ; Nikoofal, Mohammad Ebrahim. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:7:p:2341-2361.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10960.

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2023On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence. (2023). Otranto, E ; Domianello, Scaffidi L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202304.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2023The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3. (2023). Rifa, Khamdan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-65.

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2023Blockchain + IoT sensor network to measure, evaluate and incentivize personal environmental accounting and efficient energy use in indoor spaces. (2023). Braham, William W ; Hakkarainen, Max ; Waegel, Alex ; Ma, Nan ; Aviv, Dorit ; Glass, Lior. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017007.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024When are tax multipliers large?. (2024). Ziegenbein, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001914.

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2023Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. (2023). Roca, Eduardo ; Su, Jen-Je ; Akimov, Alexandr ; Conterius, Simeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:863-875.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2024Decarbonization policy and high-carbon enterprise default risk: Evidence from China. (2024). Sun, Haibo ; Pang, Tengfei ; Liu, Zhonglu. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000415.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Coup détat in Africa and stock market returns: The case of French companies. (2024). Wahyono, Budi ; Gupta, Praveen ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s016517652400137x.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2023Transmission investment under uncertainty: Reconciling private and public incentives. (2023). Siddiqui, Afzal S ; Hagspiel, Verena ; Lavrutich, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1167-1188.

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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Connecting the stocks of major energy firms in China to identify the systemic risk. (2023). Yu, Si-Qi ; Feng, Chao ; Guo, Li-Yang. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005133.

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2023Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach. (2023). Ijaz, Muhammad Shahzad ; Ali, Shoaib ; Yousaf, Imran. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006011.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Convergence of CO2 emissions in countries at different stages of development. Do globalisation and environmental policies matter?. (2024). Papie, Monika ; Borowiec, Justyna. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004512.

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2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

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2023Bilevel programming approach for the quantitative analysis of renewable portfolio standards considering the electricity market. (2023). Yun, Sangmin ; Oh, Hyobin ; Shin, Han Sol ; Kwag, Kyuhyeong ; Kim, Wook ; Hwang, Pyeong-Ik. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028997.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2023Potential utilization of hydrogen in the UAEs industrial sector. (2023). Mezher, Toufic ; El-Fadel, Mutasem ; Bouabid, Ali ; Ramadan, Mohamad ; Zaiter, Issa. In: Energy. RePEc:eee:energy:v:280:y:2023:i:c:s0360544223015025.

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2023Exploring the moderating role of foreign direct investment in the renewable energy and economic growth nexus: Evidence from West Africa. (2023). Ampah, Jeffrey Dankwa ; Chen, Xudong ; Appiah-Otoo, Isaac. In: Energy. RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017401.

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2024Asymmetric 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.

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2023Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794.

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2023Measuring the multi-scale price transmission effects from crude oil to energy stocks: A cascaded view. (2023). Sun, Qingru ; Yu, Jinxiu ; Zhang, Shuo ; Wang, HE ; Zhao, Wenqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004076.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024Nonlinear impact of climate transition risks on green stock performance: Perspectives from multiscale and lag effects. (2024). Xu, Xin ; Rong, Xueyun ; Cheng, Siyu ; Wang, Junling. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002011.

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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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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023Cybersecurity risks and central banks’ sentiment on central bank digital currency: Evidence from global cyberattacks. (2023). Olivares, Resi Ong ; Zhao, BO ; Tian, Shu. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007851.

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2023Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966.

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2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

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2023Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000788.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381.

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2023The reaction of the financial market to the January 6 United States Capitol attack: An intraday study. (2023). Stoica, Ovidiu ; Gherghina, Ştefan ; Mehdian, Seyed ; Stephens, John. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004208.

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2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

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2023Mood, attention, and household trading: Evidence from terrorist attacks. (2023). Young, Michael ; Wang, Albert Y. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000563.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Extreme negative events and corporate acquisitions: Terrorist attacks. (2023). Lin, Chih-Yen ; Huang, Chia-Wei. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000832.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Vigne, Samuel A ; Wang, Yizhi ; Wei, YU ; Ma, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000896.

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2023Geopolitical risk and stock market development. (2023). Shahedur, MD ; Boudreau, James W ; Khraiche, Maroula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001154.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2023Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122.

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2023Taxes and firm investment. (2023). Arin, Kerim ; Mazur, Mieszko ; Devereux, Kevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000174.

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2023The price of war: Effect of the Russia-Ukraine war on the global financial market. (2023). Kumar, Rahul ; Gupta, Deeksha ; Assaf, Rima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000403.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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2023Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach. (2023). ben Arfi, Wissal ; Rezgui, Hichem ; ben Jabeur, Sami ; Aloui, Riadh. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005846.

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2023Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Cui, Luansong ; Zhao, Jing ; Zhang, Qiwen. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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2023Screening for collusion in wholesale electricity markets: A literature review. (2023). Silveira, Douglas ; Brown, David ; Eckert, Andrew. In: Utilities Policy. RePEc:eee:juipol:v:85:y:2023:i:c:s0957178723001832.

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2023Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749.

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2023Bitcoin market networks and cyberattacks. (2023). Sousa, Ricardo ; Costantini, Mauro ; Mishra, Tapas ; Maaitah, Ahmad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123007203.

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2024Frequency connectedness between DeFi and cryptocurrency markets. (2024). Kang, Sang Hoon ; Gubareva, Mariya ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2023Measuring the diversification of energy sources: The energy mix. (2023). Avila-Cano, Antonio ; Aranda, Francisco Trujillo ; Triguero-Ruiz, Francisco. In: Renewable Energy. RePEc:eee:renene:v:216:y:2023:i:c:s0960148123010108.

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2023The impact of primary energy supply, effective capital and renewable energy on economic growth in the EU-27 countries. A dynamic panel GMM analysis. (2023). Seraj, Mehdi ; Ozdeser, Huseyin ; Deka, Abraham. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p1:s0960148123013654.

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2023The effects of terrorist attacks on inventor productivity and mobility. (2023). Petmezas, Dimitris ; Nguyen, Tung ; Fich, Eliezer M. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001767.

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2023Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

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2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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2024Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2024Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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More than 100 citations found, this list is not complete...

Works by Nicola Spagnolo:

YearTitleTypeCited
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth In: The Energy Journal.
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.() In: .
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2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence In: Asociación Argentina de Economía Política: Working Papers.
[Full Text][Citation analysis]		paper0
2006Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article49
2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article18
2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
[Full Text][Citation analysis]		article3
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 3		paper
2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
[Citation analysis]		article32
2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 32		paper
2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
[Full Text][Citation analysis]		article117
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 117		paper
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 117		paper
2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
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2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 117		paper
2002Power Properties of Nonlinearity Tests for Time Series with Markov Regimes In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article20
2016Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India In: Revue économique.
[Full Text][Citation analysis]		article0
2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2024US municipal green bonds and financial integration.(2024) In: Chapters.
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This paper has nother version. Agregated cites: 0		chapter
2023Aggregate Insider Trading and Stock Market Volatility in the UK In: CESifo Working Paper Series.
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2023Aggregate insider trading and stock market volatility in the UK.(2023) In: Journal of International Financial Markets, Institutions and Money.
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2023European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2024The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Climate Physical Risk and Asian Stock Market Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper92
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 92		paper
2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review.
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This paper has nother version. Agregated cites: 92		article
2013Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2013Exchange Rate Uncertainty and International Portfolio Flows.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper93
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2015Oil price uncertainty and sectoral stock returns in China: A time-varying approach.(2015) In: China Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2016Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2014Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper16
2014Macro News and Bond Yield Spreads in the Euro Area.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2018Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper59
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2015Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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This paper has nother version. Agregated cites: 59		article
2016Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers.
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This paper has nother version. Agregated cites: 59		paper
2015Macro News and Commodity Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper20
2015Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 20		paper
2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 20		article
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 3		paper
2016Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2016Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 14		paper
2017Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 14		article
2016Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 9		paper
2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 9		article
2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis.(2016) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 3		paper
2021Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis.(2021) In: Empirical Economics.
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This paper has nother version. Agregated cites: 3		article
2018Political Tension and Stock Markets in the Arabian Peninsula In: CESifo Working Paper Series.
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2021Political tension and stock markets in the Arabian Peninsula.(2021) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 4		article
2018The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2020The impact of business and political news on the GCC stock markets.(2020) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 7		article
2019Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2020Financial Integration in the GCC Region: Market Size Versus National Effects.(2020) In: Open Economies Review.
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This paper has nother version. Agregated cites: 4		article
2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 18		article
2020Cross-Border Portfolio Flows and News Media Coverage In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Cross-border portfolio flows and news media coverage.(2022) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 1		article
2020Cyber-Attacks, Cryptocurrencies, and Cyber Security In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper27
2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 27		article
2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
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2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
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2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies In: Economic Modelling.
[Full Text][Citation analysis]		article8
2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
[Full Text][Citation analysis]		article137
2011Short-term growth effects of fiscal policy revisited: A Markov-switching approach In: Economics Letters.
[Full Text][Citation analysis]		article4
2015Happiness, taxes and social provision: A note In: Economics Letters.
[Full Text][Citation analysis]		article0
2017A note on the macroeconomic consequences of ethnic/racial tension In: Economics Letters.
[Full Text][Citation analysis]		article1
2002A test for volatility spillovers In: Economics Letters.
[Full Text][Citation analysis]		article31
2003Asset prices and output growth volatility: the effects of financial crises In: Economics Letters.
[Full Text][Citation analysis]		article16
2007Predicting Markov volatility switches using monetary policy variables In: Economics Letters.
[Full Text][Citation analysis]		article7
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article155
2004TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance.
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This paper has nother version. Agregated cites: 155		paper
2023The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity In: Energy Economics.
[Full Text][Citation analysis]		article1
2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
[Full Text][Citation analysis]		article16
2020The effect of a new power cable on energy prices volatility spillovers In: Energy Policy.
[Full Text][Citation analysis]		article5
2023Small and medium sized European firms and energy saving measures: The role of financing In: Energy Policy.
[Full Text][Citation analysis]		article0
2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
[Full Text][Citation analysis]		article7
2022The economic and welfare state determinants of well-being in Europe In: International Economics.
[Full Text][Citation analysis]		article0
2011Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article39
2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article24
2015Fiscal multipliers in good times and bad times In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article31
2013Fiscal Multipliers in Good Times and Bad Times.(2013) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2021Financial markets and fiscal discipline in the Eurozone In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
2019A closer look at the employment effects of fiscal policy shocks: What have minorities got to do with it? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2010Understanding Homeland Security: Theory and UK Evidence In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2024Environmental awareness and firm creation In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
[Full Text][Citation analysis]		paper2
2012Stock market, economic growth and EU accession: evidence from three CEECs In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article6
2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article61
2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article11
2022Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility In: Review of Economics.
[Full Text][Citation analysis]		article0
2004Evaluating currency crises: the case of the European Monetary System In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper8
2008Evaluating currency crises: the case of the European monetary system.(2008) In: Empirical Economics.
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2011Volatility spillovers and contagion from mature and emerging stock markets. In: NCID Working Papers.
[Full Text][Citation analysis]		paper0
2012Stock Market Integration Between Three CEECs In: Journal of Economic Integration.
[Full Text][Citation analysis]		article12
2002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models In: Computing in Economics and Finance 2002.
[Citation analysis]		paper5
2017Portfolio flows and the US dollar–yen exchange rate In: Empirical Economics.
[Full Text][Citation analysis]		article0
2014Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2006Volatility transmission and financial crises In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article59
2018Happy PIIGS? In: Journal of Happiness Studies.
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2022Effect of Media News on Radicalization of Attitudes to Immigration In: Journal of Economics, Race, and Policy.
[Full Text][Citation analysis]		article1
2024Do not shut up and do dribble: social media and TV consumption In: Journal of Population Economics.
[Full Text][Citation analysis]		article0
2005Was the Currency Crisis in Argentina Self-Fulfilling? In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article6
2003IGARCH models and structural breaks In: Applied Economics Letters.
[Full Text][Citation analysis]		article19
2004Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article17
2009Central bank intervention and foreign exchange markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2010Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper7
2024Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022On the heterogeneous effects of tax policy on labor market outcomes In: Southern Economic Journal.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team