Celso Brunetti : Citation Profile

Johns Hopkins University (34% share)
Government of the United States (33% share)
Federal Reserve Board (Board of Governors of the Federal Reserve System) (33% share)

10

H index

11

i10 index

550

Citations

RESEARCH PRODUCTION:

20

Articles

24

Papers

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 18
   Journals where Celso Brunetti has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 14 (2.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr67
   Updated: 2025-12-20    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Harris, Jeffrey (5)

Mignon, Valérie (4)

Dennis, Benjamin (4)

Crosignani, Matteo (2)

Morgan, Donald (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Celso Brunetti.

Is cited by:

Joëts, Marc (8)

Robe, Michel (8)

DE TRUCHIS, Gilles (8)

Zhou, Wei-Xing (7)

Keddad, Benjamin (7)

Otranto, Edoardo (6)

van Huellen, Sophie (6)

Wang, Gang-Jin (6)

Tiwari, Aviral (6)

Watkins, Clinton (6)

Gallo, Giampiero (5)

Cites to:

Harris, Jeffrey (22)

Kilian, Lutz (20)

Fratzscher, Marcel (18)

Shin, Hyun Song (14)

Reinhart, Carmen (13)

Shleifer, Andrei (13)

Kaminsky, Graciela (13)

Ehrmann, Michael (12)

Bollerslev, Tim (12)

Blinder, Alan (11)

de Haan, Jakob (10)

Main data

Where Celso Brunetti has published?

Journals with more than one article published# docs
Journal of Financial Markets2
The Energy Journal2
Journal of Financial and Quantitative Analysis2
The Energy Journal2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Celso Brunetti (2025 and 2024)

YearTitle of citing document
2024Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2024). Chava, Sudheer ; Hiray, Arnav ; Shah, Agam. In: Papers. RePEc:arx:papers:2307.16874.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

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2024Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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2025Dynamic equilibrium with randomly entering and exiting firms of different types. (2025). Deschamps, Marc ; Biard, Romain ; Palao, Fernando ; Mansanet-Bataller, Maria ; Pardo, Ngel ; Bernhard, Pierre. In: Working Papers. RePEc:crb:wpaper:2025-01.

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2025The Role of Trader Positions in Carbon Market Forecasting. (2025). Mansanet-Bataller, Maria ; Palao, Fernando ; Pardo, Ngel. In: Working Papers. RePEc:crb:wpaper:2025-02.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2025Transition to a greener economy: Climate change risks and resilience in a state-space framework. (2025). Bhadury, Soumya ; Pratap, Bhanu ; Gajbhiye, Dhirendra. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000521.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Pricing vulnerable spread options with liquidity risk under Lévy processes. (2024). Wang, Xingchun ; Cai, Chengyou ; Yu, Baimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000494.

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2024Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk. (2024). Guo, Xun-Xiang ; Wang, KE ; Zhang, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001153.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2025Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield. (2025). He, Xin-Jiang ; Chen, Meiling ; Lin, Sha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000646.

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2024Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63.

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2024Chinas risk contagion using the mixed-frequency macro-financial network. (2024). Xu, Qifa ; Gao, Haijing ; Jiang, Cuixia. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000347.

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2024Regulation and the demand for credit default swaps in experimental bond markets. (2024). Weber, Matthias ; Schram, Arthur ; Duffy, John. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

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2024Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091.

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2025Sustainability, energy finance and the role of central banks: A review of current insights and future research directions. (2025). Szczygielski, Jan Jakub ; Obojska, Lidia ; Gajdka, Jerzy ; Charteris, Ailie ; Brzeszczyski, Janusz ; Marcinkowska, Monika. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832400793x.

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2025Pandemic, Ukraine, OPEC+ and strategic stockpiles: Taming the oil market in turbulent times. (2025). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001422.

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2024Asymmetric relationship between carbon market and energy markets. (2024). Tiwari, Aviral ; Lee, Chien-Chiang ; Shao, David Xuefeng ; Aikins, Emmanuel Joel. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034340.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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2025Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion. (2025). Remolona, Eli M ; Noe, Johnny ; Canlas, Dante B. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000464.

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2025Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277.

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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580.

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2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2024Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242.

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2024Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293.

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2024Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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2024Does digital credit alleviate household income vulnerability?. (2024). Wu, Wanting ; Ge, Chen ; Wang, Haijun ; Du, Xiance. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002944.

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2025Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502.

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2024What makes econometric ideas popular: The role of connectivity. (2024). Mignon, Valérie ; Candelon, Bertrand ; Joets, Marc. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:7:s004873332400074x.

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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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2024Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501.

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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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2025How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649.

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2024Insurance, Weather, and Financial Stability. (2024). santos, joao ; Kahn, Charles ; Panjwani, Ahyan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-67.

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2024Insurance, Weather, and Financial Stability. (2024). santos, joao ; Kahn, Charles ; Panjwani, Ahyan. In: Staff Reports. RePEc:fip:fednsr:98387.

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2024Does “Paper Oil” Matter? Energy Markets’ Financialization and Co-Movements with Equity Markets. (2024). Robe, Michel ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:13-224:d:1399878.

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2025Examining the Research Taxonomy of Credit Default Swaps Literature Through Bibliographic Network Mapping. (2025). , Tabassum ; Sidhu, Jasvinder ; Laskar, Najul. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:6:p:303-:d:1671454.

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2025AI-Enhanced Remote Sensing of Land Transformations for Climate-Related Financial Risk Assessment in Housing Markets: A Review. (2025). Li, Xinba ; Zhang, Chuanrong. In: Land. RePEc:gam:jlands:v:14:y:2025:i:8:p:1672-:d:1727543.

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2024Directed association network analysis on the Standard and Poor’s 500 Index. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10331-w.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2025Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models. (2025). Wang, Xingchun ; Zhao, Meng Jie. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10794-z.

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2025The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

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2024The Risk Spillover Effects and Network Connectedness Between Real Estate and Other Sectors in China. (2024). Hu, Wenhua ; Li, Wei ; Pang, Jing. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240866.

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2024The impact of climate risk on credit supply to private and public sectors: an empirical analysis of 174 countries. (2024). Li, Qingqing ; Lu, Shuai. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:1:d:10.1007_s10668-022-02827-0.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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2025Climate risk co-movements effect on South Asia’s emerging stock market for financial inclusion. (2025). Shah, Waheed Ullah ; Missaoui, Ibtissem ; Liu, Xiyu ; Younis, Ijaz. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00525-7.

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2024A study of the effect of influential spreaders on the different sectors of Indian market and a few foreign markets: a complex networks perspective. (2024). Upadhyay, Shashankaditya ; Panigrahi, Prasanta K ; Mukherjee, Indranil ; Sengupta, Anwesha. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:1:d:10.1007_s42001-023-00229-4.

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2025The market ecosystem in the age of algorithms: An analysis of trading dynamics and market quality. (2025). Broussard, John Paul ; Nikiforov, Andrei ; Osmekhin, Sergey. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:2:d:10.1007_s12197-024-09702-w.

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2024A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01537-1.

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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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2024Systemic risk and idiosyncratic networks among global systemically important banks. (2024). Yang, Lu ; Cui, Xue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:58-75.

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2025Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures. (2025). Liu, Rui ; Etienne, Xiaoli. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1409-1427.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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Works by Celso Brunetti:

YearTitleTypeCited
2013Herding and Speculation in the Crude Oil Market In: The Energy Journal.
[Full Text][Citation analysis]		article10
2013Herding and Speculation in the Crude Oil Market.(2013) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2013OPEC Fair Price Pronouncements and the Market Price of Crude Oil In: The Energy Journal.
[Full Text][Citation analysis]		article2
2015Speculators, Prices and Market Volatility In: Staff Working Papers.
[Full Text][Citation analysis]		paper95
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		article
2023Reasons Behind Words: OPEC Narratives and the Oil Market In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Reasons Behind Words: OPEC Narratives and the Oil Market.(2023) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024Reasons Behind Words: OPEC Narratives and the Oil Market.(2024) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Counterparty Risk in Over-the-Counter Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
2022The urgency to borrow in the interbank market In: Economics Letters.
[Full Text][Citation analysis]		article0
2020High frequency traders and the price process In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2008Markov switching GARCH models of currency turmoil in Southeast Asia In: Emerging Markets Review.
[Full Text][Citation analysis]		article33
2007Markov switching GARCH models of currency turmoil in southeast Asia.(2007) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2000Bivariate FIGARCH and fractional cointegration In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article68
1999Bivariate FIGARCH and Fractional Cointegration.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2014Commodity index trading and hedging costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article56
2011Commodity index trading and hedging costs.(2011) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2022Sidedness in the interbank market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2023Networks, interconnectedness, and interbank information asymmetry In: Journal of Financial Stability.
[Full Text][Citation analysis]		article2
2019Interconnectedness in the interbank market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article98
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
1995Metals price volatility, 1972-1995 In: Resources Policy.
[Full Text][Citation analysis]		article33
2013Economic volatility and financial markets: the case of mortgage-backed securities In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2019Economic volatility and financial markets: The case of mortgage‐backed securities.(2019) In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2017Managing Counterparty Risk in OTC Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2022Climate-related Financial Stability Risks for the United States: Methods and Applications In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper7
2024Climate-Related Financial Stability Risks for the United States: Methods and Applications.(2024) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2023Measuring Interest Rate Risk Management by Financial Institutions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2024Interconnectedness in the Corporate Bond Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2021Climate Change and Financial Stability In: FEDS Notes.
[Full Text][Citation analysis]		paper10
2023Analyzing State Resilience to Weather and Climate Disasters In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2024Crude Oil Price Movements and Institutional Traders In: Commodities.
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2022Reasons Behind Words: Cause and Consequences of OPEC Narratives In: Post-Print.
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2011Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis In: The Review of Financial Studies.
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2003Markov Switching Garch Models of Currency Crises in Southeast Asia In: PIER Working Paper Archive.
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1996Are Metals Prices Becoming More Volatile? In: Working Papers.
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1998A Bivariate FIGARCH Model of Crude Oil Price Volatility In: Working Papers.
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1999Bivariate FIGARCH and Fractional Cointegration In: Working Papers.
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2005Asset Prices and Asset Correlations in Illiquid Markets In: 2005 Meeting Papers.
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2006Asset Prices and asset Correlations in Illiquid Markets.(2006) In: Computing in Economics and Finance 2006.
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2013OPEC €œFair Price€ Pronouncements and the Market Price of Crude Oil In: The Energy Journal.
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2017Trading networks In: Econometrics Journal.
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