Robert J. Bianchi : Citation Profile

Are you Robert J. Bianchi?

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

5

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

15

Articles

10

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 7
   Journals where Robert J. Bianchi has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi187
   Updated: 2024-12-03    RAS profile: 2024-03-08    
   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 Robert J. Bianchi.

Is cited by:

Zaremba, Adam (7)

Mikutowski, Mateusz (4)

Fuertes, Ana-Maria (3)

Thomakos, Dimitrios (2)

Walther, Thomas (2)

Nguyen, Duc Khuong (2)

Wang, Yudong (2)

Suh, Sangwon (2)

ORNELAS, JOSE (2)

González-Fernández, Marcos (2)

Natoli, Filippo (1)

Cites to:

Fama, Eugene (12)

French, Kenneth (11)

Drew, Michael (8)

Newey, Whitney (6)

West, Kenneth (6)

faff, robert (6)

Blake, David (5)

Bollerslev, Tim (5)

Shleifer, Andrei (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 (2024 and 2023)

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.

Full description at Econpapers || Download paper

2023A Bibliometric Analysis of Climate Investing. (2023). Dash, Ranjan ; Joshi, Girish. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-44.

Full description at Econpapers || Download paper

2023A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883.

Full description at Econpapers || Download paper

2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

Full description at Econpapers || Download paper

2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

Full description at Econpapers || Download paper

2023Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375.

Full description at Econpapers || Download paper

2023The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

Full description at Econpapers || Download paper

2023Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Understanding the Evolution of Environment, Social and Governance Research: Novel Implications From Bibliometric and Network Analysis. (2023). , Anu ; Zhang, Yifang ; Singh, Amit Kumar. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:350-386.

Full description at Econpapers || Download paper

2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

Full description at Econpapers || Download paper

2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

Full description at Econpapers || Download paper

2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

Full description at Econpapers || Download paper

2023The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090.

Full description at Econpapers || Download paper

2023Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237.

Full description at Econpapers || Download paper

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]		article1
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]		article35
2014Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2015Combining momentum with reversal in commodity futures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article51
2016Commodities momentum: A behavioral perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
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

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