Paulo Jorge Ferreira : Citation Profile


Are you Paulo Jorge Ferreira?

Instituto Politécnico de Portalegre (50% share)
Instituto Politécnico de Portalegre (50% share)

10

H index

10

i10 index

408

Citations

RESEARCH PRODUCTION:

117

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 25
   Journals where Paulo Jorge Ferreira has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 62 (13.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe193
   Updated: 2024-12-03    RAS profile: 2024-12-02    
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Relations with other researchers


Works with:

Quintino, Derick (13)

Almeida, Dora (12)

PEREIRA, EDER JOHNSON DE AREA (11)

Dionisio, Andreia (8)

TILFANI, Oussama (7)

Vieira, Isabel (5)

Krištoufek, Ladislav (3)

Ali, Haider (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo Jorge Ferreira.

Is cited by:

Shahzad, Syed Jawad Hussain (8)

Hunjra, Ahmed (7)

Bouri, Elie (7)

Škrinjarić, Tihana (5)

Krištoufek, Ladislav (4)

Vo, Xuan Vinh (4)

Mokni, Khaled (4)

Yousaf, Imran (3)

Sharma, Abhijit (3)

Ersin, Özgür (3)

Bekiros, Stelios (3)

Cites to:

Dionisio, Andreia (67)

Tabak, Benjamin (61)

PEREIRA, EDER JOHNSON DE AREA (56)

Cajueiro, Daniel (52)

Krištoufek, Ladislav (50)

Fama, Eugene (35)

ausloos, marcel (34)

Nguyen, Duc Khuong (33)

Wang, Gang-Jin (31)

Bekaert, Geert (25)

Wang, Yudong (25)

Main data


Where Paulo Jorge Ferreira has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications27
Sustainability16
Economies8
JRFM7
Post-Communist Economies6
IJFS5
Energies5
Economic Research Guardian2
Journal of Business Research2
Economics and Business Letters2
FinTech2
IJERPH2
Finance Research Letters2
Econometric Research in Finance2
Portuguese Economic Journal2
Journal of Economic Interaction and Coordination2
Empirical Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Paulo Jorge Ferreira (2024 and 2023)


YearTitle of citing document
2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853.

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2023Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1.

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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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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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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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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Achieving the objectives of renewable energy policy – Insights from renewable energy auction design in Europe. (2023). Anatolitis, Vasilios ; Fleck, Ann-Katrin. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005766.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116.

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2023Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023Retail investor attention and stock market behavior in Russia-Ukraine conflict based on Chinese practices: Evidence from transfer entropy causal network. (2023). Xue, Qiuyang ; Jin, Xiu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008292.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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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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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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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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2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

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2023Oil in crisis: What can we learn. (2023). Moussa, Faten ; Hassan, Kabir M ; Kayani, Umar Nawaz ; Hossain, Gazi Farid. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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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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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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2023How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806.

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2023Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234.

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2023Forecasting the lithium mineral resources prices in China: Evidence with Facebook Prophet (Fb-P) and Artificial Neural Networks (ANN) methods. (2023). Sengupta, Tuhin ; Li, Xiaobin ; Jamaani, Fouad ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300291x.

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2023Does carbon emission react to oil price shocks? Implications for sustainable growth in Africa. (2023). Alhassan, Abdulkareem ; Okwanya, Innocent ; Bekun, Festus Victor ; Ozturk, Ilhan ; Amaka, Eje-Ojeka G ; Abah, Patricia O. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003215.

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2023The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach. (2023). Cagli, Efe. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008553.

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2023Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

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2023Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Cui, Luansong ; Zhao, Jing ; Zhang, Qiwen. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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2024Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

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2024Exploring the dynamic interaction between geopolitical risks and lithium prices: A time-varying analysis. (2024). Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei ; Chang, Hsu-Ling ; Zhang, Xiaojing. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002071.

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2023Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market. (2023). Zhou, Qiyao ; Xiang, George ; Li, Xin ; Hu, Debao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001191.

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2023Entropy, energy, and instability in music. (2023). Gunduz, Gungor. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009232.

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2023Bitcoin market networks and cyberattacks. (2023). Sousa, Ricardo ; Costantini, Mauro ; Mishra, Tapas ; Maaitah, Ahmad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123007203.

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2023Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67.

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2024A novel hybrid STL-transformer-ARIMA architecture for aviation failure events prediction. (2024). Guo, Jiansheng ; Zhang, Hongmei ; Zeng, Hang ; Wu, Jiangnan ; Cui, Lijie ; Ren, BO. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:246:y:2024:i:c:s0951832024001637.

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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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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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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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2023Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; el Khoury, Rim ; Mensi, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557.

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2024Is the Evergrande crisis spilling beyond China?. (2024). James, Wendy ; Banerjee, Ameet Kumar ; Ahmed, Shamima ; Moussa, Faten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002064.

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2024Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Dmitry. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42.

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2023Global Navigation Satellite Systems as State-of-the-Art Solutions in Precision Agriculture: A Review of Studies Indexed in the Web of Science. (2023). Jurii, Mladen ; Plaak, Ivan ; Radoaj, Dorijan. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:7:p:1417-:d:1195839.

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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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2023Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long–Short Asymmetry and Significance of the Power-Law Tail. (2023). Takaishi, Tetsuya. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:391-:d:1231324.

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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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2023Green Supply Chain Management in Hotel Industry: A Systematic Review. (2023). Gyenge, Balazs ; David, Lorant Denes ; Bujdoso, Zoltan ; Alreahi, Mahmoud. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5622-:d:1105006.

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2023Promoting Responsible Sustainable Consumer Behavior through Sustainability Marketing: The Boundary Effects of Corporate Social Responsibility and Brand Image. (2023). Rasool, Zeeshan ; Fatima, Tehreem ; Ayub, Arslan ; Iqbal, Shahid ; Jia, Tong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6092-:d:1113272.

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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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2023Multi-scale Features of Interdependence Between Oil Prices and Stock Prices. (2023). Vo, Xuan Vinh ; Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09385-5.

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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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2024The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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2024Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis. (2024). Kumar, Anoop S ; Ozdemir, Onur. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10522-z.

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2024Integration and risk transmission across supply, demand, and prices in China’s housing market. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09713-x.

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2023Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491.

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2023Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach. (2023). Karimo, Tari M ; Atoi, Ngozi V ; Tumala, Mohammed M. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0943.

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2023Does Difference in Environmental Standard Influence India’s Bilateral IIT Flows? Evidence from GMM Results. (2023). Banik, Nilanjan ; Chakraborty, Debashis ; Aggarwal, Sakshi. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:7-30.

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2023Investor Attention and Global Stock Market Volatility: Evidence from COVID-19. (2023). Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:85-104.

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2023Are the stabilities of stablecoins connected?. (2023). Thi, Thu Pham ; Cong, Thanh Nguyen ; Pham, Huy ; Vu, Thai Nguyen ; Thanh, Binh Nguyen. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:50:y:2023:i:3:d:10.1007_s40812-022-00207-3.

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2023Do innovation and financial constraints affect the profit efficiency of European enterprises?. (2023). Sonia, Stefania Patrizia ; Ferrando, Annalisa ; Bonanno, Graziella. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:1:d:10.1007_s40821-022-00226-z.

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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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2023The impact of the 2007–2008 global financial crisis on the multifractality of the Nigerian Stock Exchange. (2023). Ogunjo, Samuel T. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00414-z.

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2023Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

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2024Structural and predictive analyses with a mixed copula?based vector autoregression model. (2023). Maneejuk, Paravee ; Thongkairat, Sukrit ; Gupta, Rangan ; Yamaka, Woraphon. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:223-239.

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2023Exploring the role of information communication technology, trade, and foreign direct investment to promote sustainable economic growth: Evidence from Belt and Road Initiative economies. (2023). , Khurshid ; Sarfraz, Muddassar ; Iqbal, Kashif. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1526-1535.

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Works by Paulo Jorge Ferreira:


YearTitleTypeCited
2016G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION? In: Review of Socio - Economic Perspectives.
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2017Assessment of 48 Stock markets using adaptive multifractal approach In: Papers.
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2017Assessment of 48 Stock markets using adaptive multifractal approach.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
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2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
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2012Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: CEFAGE-UE Working Papers.
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2014Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers.
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2016Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2016The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument In: CEFAGE-UE Working Papers.
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2019The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices In: Economics Bulletin.
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2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
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2022Energy markets – Who are the influencers? In: Energy.
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2022A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks In: Finance Research Letters.
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2024Information flow dynamics between cryptocurrency returns and electricity consumption: A comparative analysis of Bitcoin and Ethereum In: Finance Research Letters.
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2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
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2016What are the conditions for good innovation results? A fuzzy-set approach for European Union In: Journal of Business Research.
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2022Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis In: Resources Policy.
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2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
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2016Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes? In: Physica A: Statistical Mechanics and its Applications.
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2017The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications.
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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.
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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions In: Physica A: Statistical Mechanics and its Applications.
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2018Efficiency or speculation? A time-varying analysis of European sovereign debt In: Physica A: Statistical Mechanics and its Applications.
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2018A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications.
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2018What detrended fluctuation analysis can tell us about NBA results In: Physica A: Statistical Mechanics and its Applications.
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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis In: Physica A: Statistical Mechanics and its Applications.
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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications.
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2018Cross-correlation analysis on Brazilian gasoline retail market In: Physica A: Statistical Mechanics and its Applications.
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2018Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
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2019Assessing the relationship between dependence and volume in stock markets: A dynamic analysis In: Physica A: Statistical Mechanics and its Applications.
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2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications.
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2019Multiscale network for 20 stock markets using DCCA In: Physica A: Statistical Mechanics and its Applications.
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2019Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications.
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2020The relationship between oil prices and the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2020DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications.
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2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications.
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2022Interplay multifractal dynamics among metal commodities and US-EPU In: Physica A: Statistical Mechanics and its Applications.
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2019Energy consumption as a condition for per capita carbon dioxide emission growth: The results of a qualitative comparative analysis in the European Union In: Renewable and Sustainable Energy Reviews.
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2019Regional and global integration of Asian stock markets In: Research in International Business and Finance.
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2023Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic In: Economies.
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2024Quantile Connectedness Amongst Green Assets Amid COVID-19 and Russia–Ukraine Tussle In: Economies.
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2024On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War In: Economies.
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2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies.
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2019Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies In: Economies.
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2021Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales In: Economies.
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2021Modeling Dynamic Multifractal Efficiency of US Electricity Market In: Energies.
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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 In: Energies.
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2024An Overview of the Thermochemical Valorization of Sewage Sludge: Principles and Current Challenges In: Energies.
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2024Renewable Hydrogen from Biomass: Technological Pathways and Economic Perspectives In: Energies.
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2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies In: IJFS.
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2020Efficiency of the Brazilian Bitcoin: A DFA Approach In: IJFS.
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2020Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak In: IJFS.
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2021The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde In: IJFS.
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2021Intraday Volatility Spillovers among European Financial Markets during COVID-19 In: IJFS.
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2019Contagion Effect in Cryptocurrency Market In: JRFM.
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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM.
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2020From Big Data to Econophysics and Its Use to Explain Complex Phenomena In: JRFM.
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2021Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets In: JRFM.
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2022Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets In: JRFM.
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2022A Giant Falls: The Impact of Evergrande on Asian Stock Indexes In: JRFM.
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2022Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications In: Risks.
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2019City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability.
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2019Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market In: Sustainability.
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2020The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing In: Sustainability.
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2020An Econophysics Study of the S&P Global Clean Energy Index In: Sustainability.
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2020The Exposure of European Union Productive Sectors to Oil Price Changes In: Sustainability.
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2020Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms In: Sustainability.
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2021An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI In: Sustainability.
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2021Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study In: Sustainability.
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2022Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats In: Sustainability.
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2022Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region In: Sustainability.
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2022Inland or Coastal: That’s the Question! Different Impacts of COVID-19 on the Tourism Sector in Portugal In: Sustainability.
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2023Intellectual Capital and a Firm’s Sustainable Performance and Growth before and during the COVID-19 Crisis: A Comparative Analysis of Small and Large European Hospitality Firms In: Sustainability.
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2024Quality Education for All: A Fuzzy Set Analysis of Sustainable Development Goal Compliance In: Sustainability.
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2024Critical Individual and Organizational Drivers of Circular Economy Implementation in SMEs in Bangladesh In: Sustainability.
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2024People Category of UN SDGs 2030 and Sustainable Economic Growth in Asia and the Pacific Region In: Sustainability.
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2024Global Dynamics of Environmental Kuznets Curve: A Cross-Correlation Analysis of Income and CO 2 Emissions In: Sustainability.
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2021Diesel prices in Brazil: A dynamic fractional integration analysis In: Economics and Business Letters.
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2023When two banks fall, how do markets react? In: Economics and Business Letters.
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2021Seasonality in fuel consumption: a case study of a gas station || Estacionalidad en el consumo de combustible: un estudio de caso de una gasolinera In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
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2015Entropy, competitiveness and UEFA football ranking In: MPRA Paper.
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2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
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2011Monetary Integration in the European Union In: Journal of Emerging Market Finance.
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2022The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises In: Revista Galega de Economía.
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2017Equity Markets Integration in Asia In: Proceedings of International Academic Conferences.
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2016Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? In: Econometric Research in Finance.
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2021Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients In: Econometric Research in Finance.
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2020Dynamic long-range dependences in the Swiss stock market In: Empirical Economics.
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2021Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient In: Empirical Economics.
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2022Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality In: Eurasian Economic Review.
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2019Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination.
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2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach In: Portuguese Economic Journal.
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2018Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal.
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2021Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis In: Springer Books.
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2014Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: Applied Financial Economics.
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2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
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2024Dynamic linkage between environmental segments of stock markets: the role of global risk factors In: Journal of Sustainable Finance & Investment.
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2018What guides Central and Eastern European stock markets? A view from detrended methodologies In: Post-Communist Economies.
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2020Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies.
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2020Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies.
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2021The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis In: Post-Communist Economies.
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2022A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy In: Post-Communist Economies.
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2024From wars to waves: geopolitical risks and environmental investment behaviour In: Post-Communist Economies.
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2016GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives.
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2021Extreme Value Theory and COVID-19 Pandemic: Evidence from India In: Economic Research Guardian.
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2024Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study In: Economic Research Guardian.
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