Andreia Dionisio : Citation Profile

Are you Andreia Dionisio?

Universidade de Évora (50% share)
Universidade de Évora (50% share)

10

H index

10

i10 index

264

Citations

RESEARCH PRODUCTION:

29

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 15
   Journals where Andreia Dionisio has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 19 (6.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi152
   Updated: 2024-12-03    RAS profile: 2020-08-18    
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Relations with other researchers

Works with:

Ferreira, Paulo (8)

Vieira, Isabel (4)

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

Is cited by:

Ferreira, Paulo (46)

PEREIRA, EDER JOHNSON DE AREA (7)

Krištoufek, Ladislav (6)

Brandouy, Olivier (5)

Almeida, Dora (5)

Fernandez-Macho, Javier (4)

Yoon, Seong-Min (4)

Piet, Laurent (3)

TILFANI, Oussama (3)

Bougherara, Douadia (3)

Vieira, Isabel (3)

Cites to:

Ferreira, Paulo (42)

Bekaert, Geert (21)

Fama, Eugene (13)

Tabak, Benjamin (11)

Cajueiro, Daniel (10)

Maasoumi, Esfandiar (9)

PEREIRA, EDER JOHNSON DE AREA (9)

Ehrmann, Michael (9)

Maasoumi, Esfandiar (9)

Mehl, Arnaud (9)

Harvey, Campbell (9)

Main data

Where Andreia Dionisio has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications13
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Econometrics / University Library of Munich, Germany2

Recent works citing Andreia Dionisio (2024 and 2023)

YearTitle of citing document
2023Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330.

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2024A note on European farmers preferences under cumulative prospect theory. (2024). Rommel, Jens ; Finger, Robert ; McCallum, Chloe ; Garcia, Viviana. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:1:p:465-472.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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2023How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

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2023Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680.

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2024Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2024Comparison of artificial neural networks and regression analysis for airway passenger estimation. (2024). Ozfirat, Pinar Mizrak ; Ari, Didem. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:115:y:2024:i:c:s0969699724000188.

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2023The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Muller, Aline ; Hubner, Georges ; Babaei, Hamid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001626.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2023COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2023Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David Iheke. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:29-38.

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2024Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497.

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2023Estimating Historical Downside Risks of Global Financial Market Indices via Inflation Rate-Adjusted Dependence Graphs. (2023). Kim, Woo Chang ; Choi, Insu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923002039.

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2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

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2023.

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2023Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262.

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2023.

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2023Effects of Interdependence and Contagion on Crude Oil and Precious Metals According to ? DCCA : A COVID-19 Case Study. (2023). Zebende, Gilney Figueira ; Teixeira, Rui Manuel ; Revez, Catarina ; Horta, Nicole ; Santana, Thiago Pires. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3945-:d:1076109.

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2023The Size Effect and the Value Effect in the American Stock Market. (2023). Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-04194510.

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2024Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w.

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2023On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection. (2023). Ferretti, Stefano. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10288-w.

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2023The transaction behavior of cryptocurrency and electricity consumption. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Zheng, Mingbo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7.

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2023Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach. (2023). Maiti, Moinak ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00572-8.

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2023Simultaneous Monitoring of Different Drought Types Using Linear and Nonlinear Combination Approaches. (2023). Paimozd, Shahla ; Moghaddasi, Mahnoosh ; Hosseini, Zahra Sadat. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:37:y:2023:i:3:d:10.1007_s11269-022-03418-4.

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Works by Andreia Dionisio:

YearTitleTypeCited
2007Utility function estimation: the entropy approach In: Papers.
[Full Text][Citation analysis]		paper3
2008Utility function estimation: The entropy approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2007Entropy and Uncertainty Analysis in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper7
2006On the integrated behaviour of non-stationary volatility in stock markets In: Papers.
[Full Text][Citation analysis]		paper8
2007On the integrated behaviour of non-stationary volatility in stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2005An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market In: Papers.
[Full Text][Citation analysis]		paper26
2006An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market.(2006) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper1
2009Consumer Confidence in Portugal - What does it really matter? In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper0
2010GME versus OLS - Which is the best to estimate utility functions? In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper1
2010On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper4
2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper0
2013Effect of the container terminal characteristics on performance In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper1
2013The container terminal characteristics and customer’s satisfaction In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper0
2014Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper15
2016Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2017Urban-Rural Connections and Development Perspectives In Portugal In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper0
2007NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
[Full Text][Citation analysis]		article1
2019Financial markets of the LAC region: Does the crisis influence the financial integration? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
[Full Text][Citation analysis]		article2
2012The impact of CAP policy in farmers behavior – A modeling approach using the Cumulative Prospect Theory In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article10
2004Asymmetric price transmission within the Portuguese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2004Mutual information: a measure of dependency for nonlinear time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article29
2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2017The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2017Assessment of 48 Stock markets using adaptive multifractal approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2018A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2012On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article11
2019Regional and global integration of Asian stock markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies.
[Full Text][Citation analysis]		article8
2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM.
[Full Text][Citation analysis]		article6
2019City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability.
[Full Text][Citation analysis]		article1
2015The effect of port and container terminal characteristics on terminal performance In: Maritime Economics & Logistics.
[Full Text][Citation analysis]		article5
2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Equity Markets Integration in Asia In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]		paper0
2019Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article4
2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article8
2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
[Full Text][Citation analysis]		article13
2016GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives.
[Full Text][Citation analysis]		article2
2003Mutual information: a dependence measure for nonlinear time series In: Econometrics.
[Full Text][Citation analysis]		paper7
2004Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors In: Econometrics.
[Full Text][Citation analysis]		paper0

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