Jorge Mario Uribe Gil : Citation Profile

Are you Jorge Mario Uribe Gil?

Universitat Oberta de Catalunya

7

H index

7

i10 index

228

Citations

RESEARCH PRODUCTION:

54

Articles

45

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 14
   Journals where Jorge Mario Uribe Gil has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 21 (8.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pur43
   Updated: 2023-11-04    RAS profile: 2023-11-05    
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Relations with other researchers

Works with:

Chuliá, Helena (17)

Gomez-Gonzalez, Jose (16)

Hirs-Garzon, Jorge (9)

Gomez-Gonzalez, Jose (8)

Mosquera-López, Stephania (6)

Valencia, Oscar (5)

Giraldo, Iader (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Mario Uribe Gil.

Is cited by:

GUPTA, RANGAN (48)

Wohar, Mark (13)

Balcilar, Mehmet (7)

Salisu, Afees (6)

Gabauer, David (6)

Ji, Qiang (6)

Pierdzioch, Christian (5)

Lau, Chi Keung (5)

Bouri, Elie (5)

Gomez-Gonzalez, Jose (4)

Wang, Shixuan (4)

Cites to:

Bai, Jushan (41)

Ng, Serena (41)

bloom, nicholas (37)

Diebold, Francis (33)

Yilmaz, Kamil (31)

Bernanke, Ben (21)

Caballero, Ricardo (20)

Rogoff, Kenneth (19)

Pesaran, Mohammad (19)

Forni, Mario (18)

Baker, Scott (18)

Main data

Where Jorge Mario Uribe Gil has published?

Journals with more than one article published# docs
Lecturas de Economa5
Revista Lecturas de Economa4
Revista Finanzas y Politica Economica4
Emerging Markets Review3
Journal of International Financial Markets, Institutions and Money3
The North American Journal of Economics and Finance3
Applied Energy2
Applied Economics2
Energy2
International Review of Financial Analysis2
Revista Sociedad y Economa2
Revista Cuadernos de Economia2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics21
Documentos de Trabajo / Universidad del Valle, CIDSE4
Documentos de trabajo / Documentos de Discusin FLAR4
Working papers / Red Investigadores de Economa3
Temas de Estabilidad Financiera / Banco de la Republica de Colombia3
Borradores de Economia / Banco de la Republica de Colombia3
Borradores de Economia / Banco de la Republica2

Recent works citing Jorge Mario Uribe Gil (2023 and 2022)

YearTitle of citing document
2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2022Tendencias de investigación en los negocios internacionales. (2022). Vargas, Yamile Leon ; Cantillo, Iris Maria. In: REVISTA TENDENCIAS. RePEc:col:000520:020268.

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2022.

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2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

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2023How do Climate and Macroeconomic Factors Affect the Profitability of the Energy Sector?. (2023). Manotas-Duque, Diego F ; Joaqui-Barandica, Orlando. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-46.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach. (2022). Gao, Wang ; Wang, Xinyi ; Yang, Cai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200095x.

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2022Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang ; Dong, Zibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000.

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2022Economic policy uncertainty and industry risk on China’s stock market. (2022). Song, Jiashan ; Xue, Weina ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001127.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence. (2022). Zhai, Pengxiang ; Liu, Zhen Hua ; Ma, Rufei. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000354.

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2022Energy security: Does systemic risk spillover matter? Evidence from China. (2022). Hu, Xin ; Lin, Renda ; Deng, Yuanyue ; Zhu, BO ; Chen, Pingshe. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003930.

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2022Complex risk contagions among large international energy firms: A multi-layer network analysis. (2022). Zhang, Dayong ; Zhou, Xinyu ; Xiao, Xuanqi ; Wu, Fei ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004054.

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2022Risk and benefit sharing schemes in oil exploration and production. (2022). Lerdahl, Thomas ; Hagspiel, Verena ; Lavrutich, Maria ; Fedorov, Semyon. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005308.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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2023The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

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2023A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning. (2023). Scandolo, Giacomo ; Gianfreda, Angelica. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003638.

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2022Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis. (2022). Wongkantarakorn, Jutamas ; Pavlova, Ivelina ; de Boyrie, Maria E ; Cheuathonghua, Massaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000138.

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2022Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Sharma, Abhijit ; Ozkan, Aydin ; Grillini, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

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2022US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646.

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2023Do weather conditions drive Chinas carbon-coal-electricity markets systemic risk? A multi-timescale analysis. (2023). Wang, Qunwei ; Zhang, Dongna ; Dai, Xingyu ; Zhao, YI ; Cao, Yaru. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006092.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2022Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2022Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?. (2022). Ren, Xiaohang ; Dong, Kangyin ; Li, Yiying ; Dou, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004633.

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2022Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies. (2022). Tari, Elif Nur ; Erdoan, Fatma ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200037x.

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2022Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191.

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2022Are European natural gas markets connected? A time-varying spillovers analysis. (2022). Rubaszek, Michał ; Śmiech, Sławomir ; Szafranek, Karol ; Papie, Monika. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200472x.

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2022Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Li, Kang ; Chen, Hao ; Peng, Pin ; Ma, Lijun ; Qi, Haozhi. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372.

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2022Social behavior analysis for improving the positive energy transition. (2022). Dancu, Vasile Sebastian ; Roscia, Mariacristina ; Sima, Catalina Alexandra. In: Renewable Energy. RePEc:eee:renene:v:196:y:2022:i:c:p:1325-1344.

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2022Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482.

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2022Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Billah, Mabruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200068x.

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2023The Unprecedented Natural Gas Crisis in Europe: Investigating the Causes and Consequences with a Focus on Italy. (2023). Thorin, Eva ; Krayem, Alaa ; Desideri, Umberto. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5954-:d:1215947.

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2023Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power. (2023). Yamada, Yuji ; Matsumoto, Takuji. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3112-:d:1110814.

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2023Construction of Mixed Derivatives Strategy for Wind Power Producers. (2023). Matsumoto, Takuji ; Yamada, Yuji. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3809-:d:1136007.

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2022Intangibles, Firm Performance, and CEO Characteristics: Spotlight on the EU Electricity and Gas Industry. (2022). huian, maria ; Mironiuc, Marilena ; Curea, Mihaela. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9195-:d:872905.

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2023The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests. (2023). Yang, Shixiong ; Wei, Jiajia ; Gao, Wang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8156-:d:1149155.

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2023Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Do, Hung Xuan ; Lyu, Chenyan. In: Working Papers. RePEc:hhs:cbsnow:2023_005.

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2023Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3.

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2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

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2023Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x.

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2022Economic policy uncertainty and forecast bias in the survey of professional forecasters. (2022). Boskabadi, Elahe. In: MPRA Paper. RePEc:pra:mprapa:115081.

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2022Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data. (2022). Pierdzioch, Christian ; Wohar, Mark E ; Gupta, Rangan ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202242.

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2022Financial modelling, risk management of energy instruments and the role of cryptocurrencies. (2022). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Ullah, Subhan. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-020-03680-y.

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2022How do the global equity and bond markets affect Islamic and conventional banks? A comparative cross-country analysis using multivariate regression quantiles. (2022). Guloglu, Bulent ; Atan, Huzeyfe Zahit ; Aydemir, Resul. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:1:d:10.1007_s40822-022-00198-5.

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2022Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation. (2022). Morone, Andrea ; Falcone, Pasquale Marcello ; Caferra, Rocco. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:1:d:10.1007_s40821-022-00204-5.

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2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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2022Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach. (2022). Wang, Shixuan ; Gupta, Rangan ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109.

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Works by Jorge Mario Uribe Gil:

YearTitleTypeCited
2019Volatility Spillovers in Energy Markets In: The Energy Journal.
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2015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers.
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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates In: Borradores de Economia.
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2007Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo In: Borradores de Economia.
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2007CARACTERIZACIÃN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÃLISIS COMPARATIVO.(2007) In: Borradores de Economia.
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2009Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio? In: Borradores de Economia.
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2009Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?.(2009) In: Borradores de Economia.
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2007Indicadores básicos de desarrollo del mercado accionario colombiano. In: Temas de Estabilidad Financiera.
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2008Una aproximación dinámica a la medición del riesgo de mercado para los bancos comerciales en Colombia. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]		paper2
2008Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos. In: Temas de Estabilidad Financiera.
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2020Giving and receiving: Exploring the predictive causality between oil prices and exchange rates In: International Finance.
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2023Expected, unexpected, good and bad aggregate uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
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2011Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones In: Revista Cuadernos de Economia.
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2014Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos. In: Revista Cuadernos de Economia.
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2011Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP In: Documentos de Trabajo.
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2011Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia. In: Documentos de Trabajo.
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2013Testing for multiple bubbles with daily data In: Documentos de Trabajo.
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2013Burbujas financieras: dos alternativas de identificación aplicadas a Colombia In: Documentos de Trabajo.
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2016Regímenes de riesgo en el mercado de acciones colombiano In: Revista Sociedad y Economía.
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2016Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030 In: Revista Sociedad y Economía.
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2011Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica In: Revista Lecturas de Economía.
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2012La medición del riesgo en eventos extremos. Una revisión metodológica en contexto In: Revista Lecturas de Economía.
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2015Ciclo financiero de referencia en Colombia In: Revista Lecturas de Economía.
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2014Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina In: Revista Lecturas de Economía.
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2016Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile In: Revista de Economía del Caribe.
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2016Crecimiento económico colombiano y quiebres estructurales endógenos In: Ensayos de Economía.
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2015Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia In: Revista Ecos de Economía.
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2016Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo In: Revista Finanzas y Politica Economica.
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2017Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano* In: Revista Finanzas y Politica Economica.
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2017Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano.(2017) In: Revista Finanzas y Politica Economica.
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2018Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano.(2018) In: Revista Finanzas y Politica Economica.
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2023Banks leverage in foreign exchange derivatives in times of crisis: A tale of two countries.(2023) In: Emerging Markets Review.
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2023US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries..(2023) In: IREA Working Papers.
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2016MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin.
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2018Financial risk network architecture of energy firms In: Applied Energy.
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2023Cyclical capital structure decisions In: The North American Journal of Economics and Finance.
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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review.
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2015“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”.(2015) In: IREA Working Papers.
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2023Energy firms in emerging markets: Systemic risk and diversification opportunities In: Emerging Markets Review.
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2018Uncovering the nonlinear predictive causality between natural gas and electricity prices In: Energy Economics.
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2022Assessing the relationship between electricity and natural gas prices in European markets in times of distress In: Energy Policy.
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2017Nonlinear empirical pricing in electricity markets using fundamental weather factors In: Energy.
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2020Characterizing electricity market integration in Nord Pool In: Energy.
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2020Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis.
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2019“Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers.
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2023Nonlinear market liquidity: An empirical examination In: International Review of Financial Analysis.
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2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State In: Finance Research Letters.
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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money.
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2023European stock market volatility connectedness: The role of country and sector membership In: Journal of International Financial Markets, Institutions and Money.
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2018Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance.
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2022Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets In: Journal of Commodity Markets.
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2020Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation In: Resources Policy.
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2018Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach In: Renewable and Sustainable Energy Reviews.
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2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
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2023Does economic complexity reduce the probability of a fiscal crisis? In: World Development.
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2022Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter In: IDB Publications (Working Papers).
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2018“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” In: IREA Working Papers.
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2018“Scaling Down Downside Risk with Inter-Quantile Semivariances” In: IREA Working Papers.
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2020Global effects of US uncertainty: real and financial shocks on real and financial markets In: IREA Working Papers.
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2016Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach In: Lecturas de Economía.
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2020Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets In: Working papers.
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2020The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions In: Empirical Economics.
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2016A comparative analysis of stock market cycles In: Macroeconomics and Finance in Emerging Market Economies.
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