Carlos Esparcia : Citation Profile

Universidad de Castilla La Mancha

5

H index

5

i10 index

114

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   3 years (2021 - 2024). See details.
   Cites by year: 38
   Journals where Carlos Esparcia has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 5 (4.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pes237
   Updated: 2025-04-19    RAS profile: 2024-01-27    
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Relations with other researchers

Works with:

Umar, Zaghum (2)

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

Is cited by:

Umar, Zaghum (15)

Yousaf, Imran (12)

Demir, Ender (4)

Ali, Shoaib (4)

Uddin, Gazi (3)

Abakah, Emmanuel (3)

Phiri, Andrew (2)

Kumar, Satish (2)

Szafranek, Karol (2)

Rubaszek, Michał (2)

Saggu, Aman (2)

Cites to:

lucey, brian (22)

Jareño, Francisco (22)

Umar, Zaghum (19)

Bouri, Elie (17)

Diebold, Francis (16)

Yilmaz, Kamil (16)

Shahzad, Syed Jawad Hussain (15)

Baur, Dirk (13)

Yousaf, Imran (12)

Roubaud, David (11)

Yarovaya, Larisa (11)

Main data

Production by document typearticle202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2021202220232024050100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Carlos Esparcia has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance3
Energy Economics2
Economic Analysis and Policy2

Recent works citing Carlos Esparcia (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup. (2024). Demir, Ender ; Ante, Lennart ; Saggu, Aman. In: Papers. RePEc:arx:papers:2403.15810.

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2024THE IMPACT OF ANNOUNCEMENTS ON CRYPTOCURRENCY PRICES. (2024). Andrei, Sidorov. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:4:p:69-94.

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2025.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh ; Aziz, Aulia Luqman ; Pradipta, Indry Aristianto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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2024Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Gupta, Prashant ; Rao, Amar ; Dash, Saumya Ranjan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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2024Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis. (2024). Li, Yanshuang ; Umar, Muhammad ; Ijaz, Muhammad Shahzad ; Yousaf, Imran. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001981.

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2024How AI shapes greener futures: Comparative insights from equity vs debt investment responses in renewable energy. (2024). Tang, Kai ; Wen, Jun ; Yin, Hua-Tang ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004080.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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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.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2024Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570.

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2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

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2024ESG rating changes and portfolio returns: A wavelet analysis across market caps. (2024). Gubareva, Mariya ; Esparcia, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003362.

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2024Income volatility and household commercial insurance allocation. (2024). Guo, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006755.

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2024Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector. (2024). Fantini, Giulia ; Jareo, Francisco ; Esparcia, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008857.

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2024Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making. (2024). Lu, Xiaomeng ; Zhang, Xianjun ; Guo, Fusen ; Li, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011346.

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2024Wavelet quantile correlation between DeFi assets and banking stocks. (2024). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Sulong, Zunaidah ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013011.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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2024A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization. (2024). Zhang, Wei-Guo ; Yang, Guo-Sen ; Liu, Yong-Jun. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000185.

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2024The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066.

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2024FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies. (2024). Yousaf, Imran ; Youssef, Manel ; Naveed, Muhammad ; Ali, Shoaib. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013028.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024ESG scores and firm performance- evidence from emerging market. (2024). Kumar, Satish ; Rao, Purnima ; Narula, Radhika ; Matta, Rahul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1170-1184.

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2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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2024New media surveillance, environmental information uncertainty and corporate environmental information disclosure. (2024). Xiang, Zhiqiang ; Zhang, Qixin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004696.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Demir, Ender ; Assaf, Ata ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2024Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515.

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2024Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes. (2024). de Boyrie, Maria E ; Pavlova, Ivelina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002496.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2024Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan ; Guo, Wenjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x.

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2025Interlinkage between lending and borrowing tokens and US equity sector: Implications for social finance. (2025). Ali, Shoaib ; Zhang, Ting ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004239.

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2024Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis. (2024). Ullah, Mirzat ; Aysan, Ahmet Faruk ; Kayani, Umar ; Frempong, Josephine ; Nazir, Sidra. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004335.

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2024Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach. (2024). Shahzad, Umer ; Si, Kamel ; ben Jabeur, Sami ; Hossain, Mohammad Razib. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005031.

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2024Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective. (2024). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:120190.

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2024Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

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2024When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets. (2024). Bossman, Ahmed ; Gubareva, Mariya ; Vo, Xuan Vinh ; Agyei, Samuel Kwaku. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00638-y.

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2024COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0.

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2024Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Stefan Cristian ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8.

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Works by Carlos Esparcia:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Dynamic optimal portfolio choice under time-varying risk aversion In: International Economics.
[Full Text][Citation analysis]		article1
2021Dynamic optimal portfolio choice under time-varying risk aversion.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article17
2022The impact of COVID-19 induced panic on stock market returns: A two-year experience In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article5
2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article21
2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article11
2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2022Spillovers between sovereign yield curve components and oil price shocks In: Energy Economics.
[Full Text][Citation analysis]		article18
2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study In: Energy Economics.
[Full Text][Citation analysis]		article4
2022Tail connectedness between lending/borrowing tokens and commercial bank stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2023Unveiling the diversification capabilities of carbon markets in NFT portfolios In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2023Shock transmission between crude oil prices and stock markets In: Resources Policy.
[Full Text][Citation analysis]		article3
2021Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
In: .
[Full Text][Citation analysis]		article0

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