5
H index
4
i10 index
153
Citations
Griffith University (34% share) | 5 H index 4 i10 index 153 Citations RESEARCH PRODUCTION: 15 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 3 |
Accounting and Finance | 2 |
Review of Pacific Basin Financial Markets and Policies (RPBFMP) | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics | 6 |
Year ![]() | Title of citing document ![]() |
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2024 | Uncovering 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 |
2025 | Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Nguyen, Duc Khuong ; Zhou, Wei-Xing ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173. Full description at Econpapers || Download paper |
2024 | The 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 |
2024 | Commodity 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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 |
2024 | On 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 |
2024 | Time-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 |
2024 | IFCI-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. Full description at Econpapers || Download paper |
2024 | Evaluation 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. Full description at Econpapers || Download paper |
2025 | Investor 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. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2023 | Exploiting the dynamics of commodity futures curves In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Exploiting the dynamics of commodity futures curves.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Risk factors in Australian bond returns In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Equity 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 | |
2016 | Retirement Adequacy of Indigenous Australians: A Baseline Study In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
2013 | Preserving Value through Adaptation to Climate Change In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Financialization and de-financialization of commodity futures: A quantile regression approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 39 |
2014 | Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2015 | Combining momentum with reversal in commodity futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 53 |
2016 | Commodities momentum: A behavioral perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
2010 | On the responsible investment disclosure practices of the worlds largest pension funds In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
2010 | Systemic Risk, the TED Spread and Hedge Fund Returns In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 6 |
2012 | 2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2012 | 2012-12 On the Ethics of Short Selling In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2013 | Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes. In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2015 | Microscopic momentum in commodity futures In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 2 |
2005 | A test of momentum trading strategies in foreign exchange markets: evidence from the G7 In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 3 |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2019 | Lessons Learned from Public–Private Partnerships in Indonesia’s Water Sector In: Bulletin of Indonesian Economic Studies. [Full Text][Citation analysis] | article | 1 |
2020 | Local 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] | article | 1 |
2012 | Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 2 |
2015 | The 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] | article | 2 |
2016 | The 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] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team