Robert J. Bianchi : Citation Profile

Griffith University (34% share)
Griffith University (66% share)

5

H index

4

i10 index

167

Citations

RESEARCH PRODUCTION:

15

Articles

10

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 9
   Journals where Robert J. Bianchi has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi187
   Updated: 2025-12-27    RAS profile: 2024-03-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert J. Bianchi.

Is cited by:

Zaremba, Adam (7)

Zhang, Hanxiong (5)

Sakemoto, Ryuta (4)

Mikutowski, Mateusz (4)

Zhou, Wei-Xing (3)

Nguyen, Duc Khuong (3)

Fuertes, Ana-Maria (3)

Urquhart, Andrew (2)

ORNELAS, JOSE (2)

Walther, Thomas (2)

Wang, Yudong (2)

Cites to:

Fama, Eugene (12)

French, Kenneth (11)

Drew, Michael (8)

West, Kenneth (6)

Newey, Whitney (6)

faff, robert (6)

Shleifer, Andrei (5)

Blake, David (5)

Bollerslev, Tim (5)

Pedersen, Lasse (5)

Thaler, Richard (4)

Main data

Where Robert J. Bianchi has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Review of Pacific Basin Financial Markets and Policies (RPBFMP)2
Accounting and Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics6

Recent works citing Robert J. Bianchi (2025 and 2024)

YearTitle of citing document
2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events. (2025). Wang, Haibo. In: Papers. RePEc:arx:papers:2508.04858.

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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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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2025Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401403x.

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2024Dynamic interdependence structure of industrial metals and the African stock market. (2024). Woode, John ; Owusu Junior, Peterson ; Adam, Anokye M. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011662.

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2024Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956.

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2025Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets. (2025). Zhou, Yuqin ; Wang, Jue ; Wu, Shan. In: Renewable Energy. RePEc:eee:renene:v:238:y:2025:i:c:s0960148124019852.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Time-frequency return connectedness between Chinese coal futures and international stock indices. (2024). Xia, Xiao-Hua ; Huang, Jionghao ; Liu, Danhe ; Chen, Baifan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:316-333.

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2024Return seasonality in commodity futures. (2024). Tse, Yiuman ; Li, Yan ; Liu, Qingfu ; Miao, Deyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:448-462.

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2025Commodity financialization and firm investment:Implications for market efficiency and economic stability in emerging markets. (2025). Xu, Jingru ; Yang, Baochen ; Geng, Peixuan ; Zhang, Yongjie ; Dai, Yuxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001200.

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2024Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001843.

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2024IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

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2025Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783.

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2024Evaluation of the potential of infrastructure funds: The case of inland waterways in Germany. (2024). Schultmann, Frank ; Wiens, Marcus ; Wehrle, Rebecca. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005092.

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2025Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5.

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2025Time-Varying and Frequency-Based Spillover Connectedness Between Cryptocurrencies and Non-ferrous Industrial Metals in Light of Market Plummets. (2025). Idun, Anthony Adu-Asare ; Kawor, Seyram ; Bambir, John ; Adam, Anokye M ; Junior, Peterson Owusu ; Woode, John Kingsley. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10778-z.

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2025On the time-varying spillover between nonferrous metals prices, geopolitical risks, and global economic policy uncertainty. (2025). Ben-Salha, Ousama ; Alenazi, Yazeed Mohammad ; Najjar, Faouzi ; Waked, Sami Sobhi ; Zmami, Mourad. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09847-y.

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2024Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2024Commodity premia and risk management. (2024). Zhang, Tingxi ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1097-1116.

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2025Commodity Futures Characteristics and Asset Pricing Models. (2025). Zhu, Jie ; Webb, Robert ; Cai, Jun ; Yiyi, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:3:p:176-207.

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Works by Robert J. Bianchi:

YearTitleTypeCited
2023Exploiting the dynamics of commodity futures curves In: Papers.
[Full Text][Citation analysis]		paper1
2023Exploiting the dynamics of commodity futures curves.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Risk factors in Australian bond returns In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2020Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver In: Accounting and Finance.
[Full Text][Citation analysis]		article0
2014Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver.(2014) In: Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Retirement Adequacy of Indigenous Australians: A Baseline Study In: Economic Papers.
[Full Text][Citation analysis]		article2
2013Preserving Value through Adaptation to Climate Change In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
2020Financialization and de-financialization of commodity futures: A quantile regression approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article49
2014Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2015Combining momentum with reversal in commodity futures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article53
2016Commodities momentum: A behavioral perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2010On the responsible investment disclosure practices of the worlds largest pension funds In: Accounting Research Journal.
[Full Text][Citation analysis]		article1
2010Systemic Risk, the TED Spread and Hedge Fund Returns In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper6
20122012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
20122012-12 On the Ethics of Short Selling In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2013Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes. In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2015Microscopic momentum in commodity futures In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2005A test of momentum trading strategies in foreign exchange markets: evidence from the G7 In: Global Business and Economics Review.
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
2019Lessons Learned from Public–Private Partnerships in Indonesia’s Water Sector In: Bulletin of Indonesian Economic Studies.
[Full Text][Citation analysis]		article1
2020Local government and public–private partnerships: experiencing multilevel governance issues in Indonesian water supply provision In: International Journal of Water Resources Development.
[Full Text][Citation analysis]		article1
2012Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment.
[Full Text][Citation analysis]		article2
2015The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk? In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]		article2
2016The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]		article2

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