Nicola Spagnolo : Citation Profile

20

H index

34

i10 index

1603

Citations

RESEARCH PRODUCTION:

72

Articles

59

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 69
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 40 (2.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp160
   Updated: 2026-01-10    RAS profile: 2025-08-29    
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Relations with other researchers

Works with:

Caporale, Guglielmo Maria (25)

Spagnolo, Fabio (11)

Arin, Kerim (6)

Sola, Martin (3)

albanese, marina (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 (32)

Sola, Martin (23)

Spagnolo, Fabio (20)

Balcilar, Mehmet (20)

Corbet, Shaen (15)

Yousaf, Imran (14)

Wohar, Mark (14)

Lütkepohl, Helmut (14)

Kočenda, Evžen (13)

Tiwari, Aviral (12)

Caporale, Guglielmo Maria (12)

Cites to:

Caporale, Guglielmo Maria (47)

Engle, Robert (28)

Spagnolo, Fabio (27)

Hansen, Bruce (23)

Sola, Martin (21)

Hamilton, James (19)

Diebold, Francis (18)

Bekaert, Geert (17)

Pesaran, Mohammad (15)

Fratzscher, Marcel (14)

Harvey, Campbell (14)

Main data

Where Nicola Spagnolo has published?

Journals with more than one article published# docs
Economics Letters7
International Economics4
Empirical Economics3
Journal of International Money and Finance3
Journal of Time Series Analysis3
Research in International Business and Finance2
Energy Economics2
International Economics2
Journal of International Financial Markets, Institutions and Money2
Review of International Economics2
International Journal of Finance & Economics2
Energy Policy2
Journal of Macroeconomics2
International Journal of Finance & Economics2
Applied Financial Economics2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo30
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research13
Department of Economics Working Papers / Universidad Torcuato Di Tella4

Recent works citing Nicola Spagnolo (2025 and 2024)

YearTitle of citing document
2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Massa, Olga Isengildina ; Stewart, Shamar L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343936.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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2024Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models. (2024). Younas, Zahid I ; Jeleskovic, Vahidin ; Koch, Dennis. In: Papers. RePEc:arx:papers:2401.03393.

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2024A Novel {\delta}-SBM-OPA Approach for Policy-Driven Analysis of Carbon Emission Efficiency under Uncertainty in the Chinese Industrial Sector. (2024). Li, Xiaoyan ; Cui, Shutian ; Wang, Renlong. In: Papers. RePEc:arx:papers:2408.11600.

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2024Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches. (2024). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2412.17379.

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2025Export proceeds repatriation policies: A shield against exchange rate volatility in emerging markets?. (2025). Uli, Sondang Marsinta ; Djuranovik, Leslie ; Gitaharie, Beta Yulianita ; Ekananda, Mahjus. In: Papers. RePEc:arx:papers:2506.09168.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2024Exchange rate uncertainty and economic fluctuations in typical emerging economies. (2024). Ba, Nguyen. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:14:y:2024:i:1:p:88-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS. (2024). Gallo, Giampiero ; Otranto, Edoardo ; Domianello, Luca Scaffidi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:21-43.

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2024A tale of two taxes: State‐dependency of tax policy. (2024). Ulubasoglu, Mehmet ; Tang, Xueli ; Omay, Tolga ; Gahramanov, Emin ; Arin, Kerim. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:1-27.

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2024Impact of terror on international trade in financial services: Does the development of financial institutions matter?. (2024). Pham, Cong S ; Nguyen, Hoa. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2476-2514.

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2024Drivers of Portfolio Flows into Chinese Debt Securities Amidst China’s Bond Market Development. (2024). Tuuli, Mccully. In: China Finance and Economic Review. RePEc:bpj:cferev:v:13:y:2024:i:3:p:64-82:n:1004.

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2024The Economic Impact of Arms Spending in Germany, Italy, and Spain. (2024). Mario, Pianta ; Paolo, Maranzano ; Chiara, Bonaiuti ; Marco, Stamegna. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:4:p:393-422:n:1002.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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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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2024Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels. (2024). Caporale, Guglielmo Maria ; Menla-Ali, Faek. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11337.

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2024Examining Volatility Spillover between India and Global Emerging Stock Markets during COVID 19 and Russia-Ukraine War Crisis. (2024). Lakhanpal, Aakriti ; Panchamia, Aastha ; Maurya, Harshita ; Anchan, Veerendra. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:102-118.

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2024Effect of Economic Growth on CO2 Emission in Africa: Do Financial Development and Globalization Matter?. (2024). Yagmur, Mete ; Yaamur, Mete Han ; Teklie, Derese Kebede. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-15.

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2024Energy Efficiency in Developing Countries: A Systematic Review of Current Findings and Directions towards a Net Zero Economy. (2024). Jaaffar, Amar Hisham ; Abdullah, Azlina ; Mohamed, Erna Farina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-51.

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

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2025Powering progress: The interplay of energy security and institutional quality in driving economic growth. (2025). Maraseni, Tek ; Rahman, Mohammad Mafizur ; Azimi, Mohammad Naim. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022189.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025Advanced models for hourly marginal CO2 emission factor estimation: A synergy between fundamental and statistical approaches. (2025). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s030626192500995x.

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2025How do companies manage energy? A systematic literature review on energy cost accounting, energy efficiency, and energy management. (2025). Dickemann, Philip. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s030626192501102x.

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

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2025Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment. (2025). Li, Jingrui ; John, Kose. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001051.

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2025Hidden semi-Markov models with inhomogeneous state dwell-time distributions. (2025). Koslik, Jan-Ole. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:209:y:2025:i:c:s0167947325000477.

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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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2025Green technology investment: Announced vs. unannounced subsidy retraction. (2025). Kort, Peter ; Hagspiel, Verena ; Wen, Xingang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924002227.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2025Could U.S.-China conflicts intensify climate transition risks?. (2025). Chang, Shuangshuang ; Qin, Meng ; Hsueh, Hsin-Pei ; Lobont, Oana-Ramona. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1592-1604.

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2025Do industrial robots bring happiness? The moderating role of public trust. (2025). Wang, Wen ; Han, Wang-Zhe. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:380-398.

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

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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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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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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

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

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2024Functional quantile autoregression. (2024). Liu, Weiyi ; Xiao, Zhijie ; Chen, Rong ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001118.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2025Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; 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). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2025Dynamic interplay of energy uncertainty, supply chain disruption, and digital transformation on Chinas renewable energy stocks. (2025). Ouyang, Kexin ; Jing, Peng ; Wang, Minglu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008363.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Examining inefficiency in countries with high energy consumption: A benchmarking approach. (2025). Valadkhani, Abbas ; Moradi-Motlagh, Amir. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325003111.

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2025Smart city policies and corporate renewable energy technology innovation: Insights from patent text and machine learning. (2025). Liu, Chengkun ; Xiong, NI ; Huang, Yang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004396.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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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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2024Spillovers and dependency between green finance and traditional energy markets under different market conditions. (2024). Qin, Zhongfeng ; Wu, Ruirui ; Li, Bin. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002830.

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2024Conceptualizing an interpretative framework for energy transition among Italian innovative small and medium enterprises. (2024). Thomas, Antonio ; Scandurra, Giuseppe ; Carfora, Alfonso. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004129.

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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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2025Inhibit or promote: Nonlinear spatial impacts of renewable energy on economic growth in China. (2025). Wang, Qunwei ; Ding, Hao ; Zhou, Dequn ; Liu, Fang. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037508.

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2025Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; 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). Yousaf, Imran ; Pham, Linh ; Goodell, John W. 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). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng ; Chen, Xiaodan ; Zhou, Chunyan. 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). Rong, Xueyun ; Xu, Xin ; 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 ; Górka, Joanna ; Będowska-Sójka, Barbara ; 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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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859.

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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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2024The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan. (2024). Lee, Geesun. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007578.

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2024Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309.

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2024Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization. (2024). Yang, Changyu ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011796.

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2025Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2025Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover. (2025). Gubareva, Mariya ; Ghosh, Bikramaditya ; Papadas, Dimitrios ; Vo, Xuan Vinh. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000162.

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2025Multidimensional information spillover between cryptocurrencies and China’s financial markets under shocks from stringent government regulations. (2025). Wu, Xin ; Chen, Yiru ; Hu, Jingwen ; Yang, Ming-Yuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000241.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2024HACKED: Understanding the stock market response to cyberattacks. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Akyildirim, Erdinc. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001483.

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2025A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. (2025). Chen, Ray-Bing ; Lai, Wei-Ting ; Huang, Shih-Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:345-360.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2024Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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

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2024Heterogeneous impacts of geopolitical risk factors on stock markets in the Middle East: A quantile regression analysis across four emerging economies. (2024). al Refai, Hisham ; Eissa, Mohamed Abdelaziz ; Chortareas, Georgios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000239.

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2024Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Atilgan, Emre ; Ozcan, Burcu ; Ozun, Alper. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004653.

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2024Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

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2024Capital structure decisions in the energy transition: Insights from Spain. (2024). Uribe, Jorge ; Plana-Erta, Dolors ; Llobet-Dalmases, Joan ; Bistuer-Talavera, Cristobal. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001450.

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2025A system dynamics framework to formulate energy policies for sustainable development in Ethiopia. (2025). Alemayehu, Haimanote Belay ; Liu, Shiyong ; He, Yuxiang ; Zhang, Weiwei ; Kong, Ying. In: Utilities Policy. RePEc:eee:juipol:v:95:y:2025:i:c:s0957178725000682.

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2025Temporal dynamics of uncertainty shocks on Chinas trade openness: A TVP-VAR estimation. (2025). Emmanouilidis, Kyriakos ; Golitsis, Petros. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000209.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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

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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.
[Full Text][Citation analysis]		article25
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth.(2012) In: The Energy Journal.
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2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence In: Asociación Argentina de Economía Política: Working Papers.
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2003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
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2002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models.(2002) In: Computing in Economics and Finance 2002.
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2006Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching In: Journal of Time Series Analysis.
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2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
[Full Text][Citation analysis]		article2
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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2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
[Citation analysis]		article33
2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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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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2002Power Properties of Nonlinearity Tests for Time Series with Markov Regimes In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
2016Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India In: Revue économique.
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2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series.
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2023US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series.
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2024US municipal green bonds and financial integration.(2024) In: Chapters.
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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.
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2024The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence In: CESifo Working Paper Series.
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2025The effects of physical and transition climate risk on stock markets: Some multi-Country evidence.(2025) In: International Economics.
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2024Climate Physical Risk and Asian Stock Market Returns In: CESifo Working Paper Series.
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2025Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices In: CESifo Working Paper Series.
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2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
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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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2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review.
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2013Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series.
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2013Exchange Rate Uncertainty and International Portfolio Flows.(2013) In: Discussion Papers of DIW Berlin.
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2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper102
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
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2015Oil price uncertainty and sectoral stock returns in China: A time-varying approach.(2015) In: China Economic Review.
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2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin.
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2016Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis.
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2014Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper19
2014Macro News and Bond Yield Spreads in the Euro Area.(2014) In: Discussion Papers of DIW Berlin.
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2018Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance.
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2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
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2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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2015Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin.
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2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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2016Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers.
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2015Macro News and Commodity Returns In: CESifo Working Paper Series.
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2015Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin.
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2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series.
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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin.
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2016Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series.
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2016Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin.
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2017Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters.
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2016Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series.
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2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
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2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
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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.
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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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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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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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2018The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series.
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2020The impact of business and political news on the GCC stock markets.(2020) In: Research in International Business and Finance.
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2019Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series.
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2020Financial Integration in the GCC Region: Market Size Versus National Effects.(2020) In: Open Economies Review.
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2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
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2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
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2020Cross-Border Portfolio Flows and News Media Coverage In: CESifo Working Paper Series.
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2022Cross-border portfolio flows and news media coverage.(2022) In: Journal of International Money and Finance.
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2020Cyber-Attacks, Cryptocurrencies, and Cyber Security In: CESifo Working Paper Series.
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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets In: CESifo Working Paper Series.
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2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 In: CESifo Working Paper Series.
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2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings In: CESifo Working Paper Series.
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2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies In: Economic Modelling.
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2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
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2011Short-term growth effects of fiscal policy revisited: A Markov-switching approach In: Economics Letters.
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2015Happiness, taxes and social provision: A note In: Economics Letters.
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2017A note on the macroeconomic consequences of ethnic/racial tension In: Economics Letters.
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2002A test for volatility spillovers In: Economics Letters.
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2003Asset prices and output growth volatility: the effects of financial crises In: Economics Letters.
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2007Predicting Markov volatility switches using monetary policy variables In: Economics Letters.
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2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
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2004TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance.
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2023The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity In: Energy Economics.
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2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
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2020The effect of a new power cable on energy prices volatility spillovers In: Energy Policy.
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2023Small and medium sized European firms and energy saving measures: The role of financing In: Energy Policy.
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2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
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2022The economic and welfare state determinants of well-being in Europe In: International Economics.
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2011Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence In: Journal of Economic Behavior & Organization.
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2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance.
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2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
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2024Environmental awareness and firm creation In: Journal of Economic Studies.
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2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
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2012Stock market, economic growth and EU accession: evidence from three CEECs In: International Journal of Monetary Economics and Finance.
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2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
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2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
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2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions In: Environmental & Resource Economics.
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2022Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility In: Review of Economics.
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2004Evaluating currency crises: the case of the European Monetary System In: Money Macro and Finance (MMF) Research Group Conference 2003.
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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.
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2012Stock Market Integration Between Three CEECs In: Journal of Economic Integration.
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2017Portfolio flows and the US dollar–yen exchange rate In: Empirical Economics.
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2014Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach In: International Series in Operations Research & Management Science.
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2006Volatility transmission and financial crises In: Journal of Economics and Finance.
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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.
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2024Do not shut up and do dribble: social media and TV consumption In: Journal of Population Economics.
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2005Was the Currency Crisis in Argentina Self-Fulfilling? In: Review of World Economics (Weltwirtschaftliches Archiv).
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2003IGARCH models and structural breaks In: Applied Economics Letters.
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2004Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics.
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2009Central bank intervention and foreign exchange markets In: Applied Financial Economics.
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2010Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities In: Department of Economics Working Papers.
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2024The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2024Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2025Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison 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]		article1
2023Sustainable developments, renewable energy, and economic growth in Canada In: Sustainable Development.
[Full Text][Citation analysis]		article9

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