Pierangelo De Pace : Citation Profile

Are you Pierangelo De Pace?

Pomona College

6

H index

6

i10 index

218

Citations

RESEARCH PRODUCTION:

13

Articles

16

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 11
   Journals where Pierangelo De Pace has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 18 (7.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde112
   Updated: 2024-11-04    RAS profile: 2023-05-10    
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Relations with other researchers

Works with:

Guidolin, Massimo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierangelo De Pace.

Is cited by:

Tiwari, Aviral (10)

Ji, Qiang (9)

Claessens, Stijn (6)

Fiess, Norbert (5)

Byrne, Joseph (5)

Baas, Timo (5)

Paccagnini, Alessia (5)

Contessi, Silvio (4)

Albulescu, Claudiu (4)

Cerutti, Eugenio (4)

Francis, Johanna (4)

Cites to:

Engle, Robert (12)

Gertler, Mark (8)

Gilchrist, Simon (8)

Contessi, Silvio (8)

Guidolin, Massimo (7)

Tambalotti, Andrea (6)

Stock, James (6)

Zakrajšek, Egon (6)

Sheppard, Kevin (6)

Yankov, Vladimir (6)

Andrews, Donald (6)

Main data

Where Pierangelo De Pace has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis5
Economics Department, Working Paper Series / Economics Department, Pomona College3
Fordham Economics Discussion Paper Series / Fordham University, Department of Economics2

Recent works citing Pierangelo De Pace (2024 and 2023)

YearTitle of citing document
2023Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2024American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2023Investigating the impact of technology and noise shocks on capital flows. (2023). Wu, LI ; Zhang, Ren ; Tang, Yanling ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004233.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Asymmetric causality in quantiles analysis of the oil-food ? ?nexus since the 1960s. (2020). Ben Salha, Ousama ; Ben-Salha, Ousama ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309053.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis. (2023). Li, Xinran ; Cheng, Sheng ; Cao, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007973.

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2024Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets. (2024). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010875.

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2023Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:63-80.

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2023Did biofuel production strengthen the comovements between food and fuel prices? Evidence from ethanol-related markets in the United States. (2023). Wang, Xiufang ; Guo, Jin ; Tanaka, Tetsuji. In: Renewable Energy. RePEc:eee:renene:v:217:y:2023:i:c:s096014812301056x.

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2023COVID-19 and stock market performance: Evidence from the RCEP countries. (2023). Qu, Xuefeng ; Zhang, Xuan ; Cao, Shuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:717-735.

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2023Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45.

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2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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2024The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence. (2024). Huang, Linxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:811-826.

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2023Revisiting overconfidence in investment decision-making: Further evidence from the U.S. market. (2023). Abedin, Mohammad Zoynul ; Harasheh, Murad ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s027553192300154x.

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2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

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2023Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68.

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Works by Pierangelo De Pace:

YearTitleTypeCited
2012(NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS In: Pacific Economic Review.
[Full Text][Citation analysis]		article6
2011The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2020Mildly Explosive Dynamics in U.S. Fixed Income Markets In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]		paper1
2020Mildly explosive dynamics in U.S. fixed income markets.(2020) In: European Journal of Operational Research.
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This paper has nother version. Agregated cites: 1		article
2017Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2017) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2020Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2020Comovement and Instability in Cryptocurrency Markets In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]		paper4
2023Comovement and instability in cryptocurrency markets.(2023) In: International Review of Economics & Finance.
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This paper has nother version. Agregated cites: 4		article
2020The International Spread of COVID-19 Stock Market Collapses In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]		paper26
2021The international spread of COVID-19 stock market collapses.(2021) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 26		article
2013CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article12
2009Do European capital flows comove? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2008Do European capital flows comove?.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2012Changes in the second-moment properties of disaggregated capital flows In: Economics Letters.
[Full Text][Citation analysis]		article0
2010Changes in the second-moment properties of disaggregated capital flows.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Changes in the Second-Moment Properties of Disaggregated Capital Flows.(2010) In: Fordham Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2013High yield spreads, real economic activity, and the financial accelerator In: Economics Letters.
[Full Text][Citation analysis]		article11
2014How did the financial crisis alter the correlations of U.S. yield spreads? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article15
2013How did the financial crisis alter the correlations of U.S. yield spreads?.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2016Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment In: Energy Economics.
[Full Text][Citation analysis]		article81
2016The time-varying leading properties of the high yield spread in the United States In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2013The cyclical properties of disaggregated capital flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article45
2008The cyclical properties of disaggregated capital flows.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 45		paper
2009The Cyclical Properties of Disaggregated Capital Flows.(2009) In: Fordham Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 45		paper
2014An international perspective on the recent behavior of inflation In: Review.
[Full Text][Citation analysis]		article5
2014Co-movement of major commodity price returns: A time-series assessment: In: IFPRI discussion papers.
[Full Text][Citation analysis]		paper5
2014Co-movement of major commodity price returns : time-series assessment.(2014) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2005Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe In: Econometrics.
[Full Text][Citation analysis]		paper0
2004An Enlarged Economic and Monetary Union: Effects and Policy Implications In: Macroeconomics.
[Full Text][Citation analysis]		paper0

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