Paul M. Beaumont : Citation Profile

Florida State University

7

H index

3

i10 index

97

Citations

RESEARCH PRODUCTION:

13

Articles

7

Papers

RESEARCH ACTIVITY:

   45 years (1979 - 2024). See details.
   Cites by year: 2
   Journals where Paul M. Beaumont has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 4 (3.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe154
   Updated: 2026-01-17    RAS profile: 2024-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Paul M. Beaumont.

Is cited by:

Gabauer, David (16)

Chatziantoniou, Ioannis (8)

GUPTA, RANGAN (7)

Wiesen, Thomas (6)

Allen, David (3)

Stenfors, Alexis (3)

Asai, Manabu (3)

Miller, Stephen (3)

Sayago Gomez, Juan (2)

Bouri, Elie (2)

Adekoya, Oluwasegun (2)

Cites to:

Diebold, Francis (14)

Yilmaz, Kamil (8)

Inoue, Atsushi (7)

Pesaran, Mohammad (6)

Kilian, Lutz (5)

Antonakakis, Nikolaos (5)

Winker, Peter (5)

Caporale, Guglielmo Maria (5)

Asai, Manabu (5)

Baillie, Richard (4)

Cheung, Yin-Wong (4)

Main data

Where Paul M. Beaumont has published?

Journals with more than one article published# docs
Computational Economics4
International Regional Science Review2
Empirical Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2
Working Papers / Department of Economics, Florida State University2

Recent works citing Paul M. Beaumont (2025 and 2024)

YearTitle of citing document
2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

Full description at Econpapers || Download paper

2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

Full description at Econpapers || Download paper

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

Full description at Econpapers || Download paper

2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

Full description at Econpapers || Download paper

2025Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework. (2025). Jiang, Yuanying ; Yi, Qing. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s0360544225013799.

Full description at Econpapers || Download paper

2024Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Goodell, John W ; Pradhan, H K ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

Full description at Econpapers || Download paper

2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

Full description at Econpapers || Download paper

2025Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

Full description at Econpapers || Download paper

2024Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s211070172400026x.

Full description at Econpapers || Download paper

2024Evaluating the impact of multiple uncertainty shocks on Chinas airline stocks volatility: A novel joint quantile perspective. (2024). Su, Chi Wei ; Li, Xin. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:121:y:2024:i:c:s0969699724001534.

Full description at Econpapers || Download paper

2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

Full description at Econpapers || Download paper

2024Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

Full description at Econpapers || Download paper

2024Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139.

Full description at Econpapers || Download paper

2024Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies. (2024). Wang, Yizhi ; Wei, YU ; Sun, Yingyue. In: China Finance Review International. RePEc:eme:cfripp:cfri-05-2024-0229.

Full description at Econpapers || Download paper

2025Volatility Spillovers Among EAGLE Economies: Insights from Frequency-Based TVP-VAR Connectedness. (2025). Uçak, Harun ; Uak, Harun ; Kurt, Hakan ; Ari, Yakup. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1256-:d:1632637.

Full description at Econpapers || Download paper

2024Climate-Driven vs Human-Driven Land Degradation? The Role of Urbanization and Agricultural Intensification in Italy, 1960–2030. (2024). Salvati, Luca ; Sateriano, Adele ; Rossi, Fabrizio ; Stefanoni, Alessandra ; Scarpitta, Donato ; Rontos, Kostas ; Clemente, Matteo ; Maialetti, Marco. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:20:p:8938-:d:1499462.

Full description at Econpapers || Download paper

2025Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil. (2025). da Silva, Mairton Nogueira ; de Oliveira, Marcelo ; de Abreu, Daniel ; Tessmann, Mathias Schneid. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10740-z.

Full description at Econpapers || Download paper

2024Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training. (2024). Walterspacher, Stephan ; Pietsch, Fabian ; Nscher, Jeremy ; Beran, Jan. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-024-00499-x.

Full description at Econpapers || Download paper

2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. (2024). lucey, brian ; Gabauer, David ; Chatziantoniou, Ioannis ; Long, Suwan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489.

Full description at Econpapers || Download paper

Works by Paul M. Beaumont:

YearTitleTypeCited
1996Land degradation and property regimes In: Ecological Economics.
[Full Text][Citation analysis]		article10
2018Are generalized spillover indices overstating connectedness? In: Economics Letters.
[Full Text][Citation analysis]		article38
1989New directions in quasi-experimental control group methods for project evaluation In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article14
2011Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk.(2013) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method In: Working Papers.
[Full Text][Citation analysis]		paper0
2001Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries. In: Computational Economics.
[Full Text][Citation analysis]		article7
2018Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall In: Computational Economics.
[Full Text][Citation analysis]		article2
1995A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models. In: Computational Economics.
[Citation analysis]		article7
2019Inference for likelihood-based estimators of generalized long-memory processes In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
1990Supply and Demand Interaction in Integrated Econometric and Input-Output Models In: International Regional Science Review.
[Full Text][Citation analysis]		article7
1983Wage Rate Specfication in Regional and Interregional Econometric Models In: International Regional Science Review.
[Full Text][Citation analysis]		article1
2002An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models In: Computing in Economics and Finance 2002.
[Full Text][Citation analysis]		paper1
2005Noisy Earnings Reports and the Equity Premium In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
1999Robust Estimation of GARMA Model Parameters and Application to Cointegration among Interest Rates of Industrialized Countries In: Computing in Economics and Finance 1999.
[Citation analysis]		paper0
2024Conditional sum of squares estimation of k-factor GARMA models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article0
1979Performance of the LINK System: 1970 versus 1975 Base Year Trade Share Matrix. In: Empirical Economics.
[Citation analysis]		article0
2024A joint impulse response function for vector autoregressive models In: Empirical Economics.
[Full Text][Citation analysis]		article2
2007Time series evidence on the linkage between the volatility and growth of output In: Applied Economics Letters.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team