10
H index
10
i10 index
408
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfe193 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo Jorge Ferreira. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | Modelling 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. Full description at Econpapers || Download paper |
2023 | Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440. Full description at Econpapers || Download paper |
2023 | Comparative 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Skewed 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2024 | Interplay 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. Full description at Econpapers || Download paper |
2023 | Co-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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Dependence 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. Full description at Econpapers || Download paper |
2023 | Combination 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. Full description at Econpapers || Download paper |
2023 | Achieving 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. Full description at Econpapers || Download paper |
2023 | Connectedness 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Time-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. Full description at Econpapers || Download paper |
2023 | Emotions 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. Full description at Econpapers || Download paper |
2023 | Predict 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. Full description at Econpapers || Download paper |
2023 | Retail 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2024 | Tail 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | EU 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Gold 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. Full description at Econpapers || Download paper |
2023 | Extreme 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. Full description at Econpapers || Download paper |
2024 | Asymmetrical 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Asset 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. Full description at Econpapers || Download paper |
2023 | Entropy, 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. Full description at Econpapers || Download paper |
2023 | Bitcoin 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Air 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. Full description at Econpapers || Download paper |
2023 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2023 | Quantile 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. Full description at Econpapers || Download paper |
2024 | Is 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Systematic 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. Full description at Econpapers || Download paper |
2023 | Properties 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
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2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2023 | Green 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. Full description at Econpapers || Download paper |
2023 | Promoting 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. Full description at Econpapers || Download paper |
2023 | The Size Effect and the Value Effect in the American Stock Market. (2023). Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-04194510. Full description at Econpapers || Download paper |
2023 | Multi-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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Integration 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. Full description at Econpapers || Download paper |
2023 | Examining 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. Full description at Econpapers || Download paper |
2023 | Returns 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Investor 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Examining 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Co?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. Full description at Econpapers || Download paper |
2024 | Structural 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION? In: Review of Socio - Economic Perspectives. [Full Text][Citation analysis] | article | 0 |
2017 | Assessment of 48 Stock markets using adaptive multifractal approach In: Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Assessment of 48 Stock markets using adaptive multifractal approach.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2008 | Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 9 |
2016 | Why 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: 9 | article | |
2016 | The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2016 | Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal. [Full Text][Citation analysis] | article | 0 |
2022 | Energy markets – Who are the influencers? In: Energy. [Full Text][Citation analysis] | article | 10 |
2022 | A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2024 | Information flow dynamics between cryptocurrency returns and electricity consumption: A comparative analysis of Bitcoin and Ethereum In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Using QCA to explain firm demography in the European Union In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
2016 | What are the conditions for good innovation results? A fuzzy-set approach for European Union In: Journal of Business Research. [Full Text][Citation analysis] | article | 5 |
2022 | Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
2016 | How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2016 | Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2017 | The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2017 | DCCA 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] | article | 10 |
2017 | What 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. [Full Text][Citation analysis] | article | 5 |
2018 | Efficiency or speculation? A time-varying analysis of European sovereign debt In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2018 | A 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] | article | 5 |
2018 | What detrended fluctuation analysis can tell us about NBA results In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2018 | Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2018 | Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2018 | Cross-correlation analysis on Brazilian gasoline retail market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2018 | Are 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. [Full Text][Citation analysis] | article | 1 |
2019 | Assessing the relationship between dependence and volume in stock markets: A dynamic analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2019 | Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
2019 | An 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] | article | 6 |
2019 | Financial 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] | article | 15 |
2019 | Multiscale network for 20 stock markets using DCCA In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2019 | Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2020 | The relationship between oil prices and the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2020 | DCCA and DMCA correlations of cryptocurrency markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
2020 | Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2021 | Is Brazilian music getting more predictable? A statistical physics approach for different music genres In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2022 | Network dynamic and stability on European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2022 | Interplay multifractal dynamics among metal commodities and US-EPU In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2019 | Energy 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. [Full Text][Citation analysis] | article | 8 |
2019 | Regional and global integration of Asian stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
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2022 | Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks In: China Finance Review International. [Full Text][Citation analysis] | article | 0 |
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2021 | Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes In: Agriculture. [Full Text][Citation analysis] | article | 1 |
2023 | Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty In: Economies. [Full Text][Citation analysis] | article | 2 |
2023 | Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic In: Economies. [Full Text][Citation analysis] | article | 3 |
2024 | Quantile Connectedness Amongst Green Assets Amid COVID-19 and Russia–Ukraine Tussle In: Economies. [Full Text][Citation analysis] | article | 0 |
2024 | On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War In: Economies. [Full Text][Citation analysis] | article | 0 |
2024 | Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations In: Economies. [Full Text][Citation analysis] | article | 0 |
2019 | Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies. [Full Text][Citation analysis] | article | 8 |
2019 | Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies In: Economies. [Full Text][Citation analysis] | article | 2 |
2021 | Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales In: Economies. [Full Text][Citation analysis] | article | 0 |
2021 | Modeling Dynamic Multifractal Efficiency of US Electricity Market In: Energies. [Full Text][Citation analysis] | article | 1 |
2022 | Relative Prices of Ethanol-Gasoline in the Major Brazilian Capitals: An Analysis to Support Public Policies In: Energies. [Full Text][Citation analysis] | article | 2 |
2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis In: Energies. [Full Text][Citation analysis] | article | 1 |
2024 | An Overview of the Thermochemical Valorization of Sewage Sludge: Principles and Current Challenges In: Energies. [Full Text][Citation analysis] | article | 0 |
2024 | Renewable Hydrogen from Biomass: Technological Pathways and Economic Perspectives In: Energies. [Full Text][Citation analysis] | article | 0 |
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2019 | Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies In: IJFS. [Full Text][Citation analysis] | article | 3 |
2020 | Efficiency of the Brazilian Bitcoin: A DFA Approach In: IJFS. [Full Text][Citation analysis] | article | 1 |
2020 | Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak In: IJFS. [Full Text][Citation analysis] | article | 24 |
2021 | The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde In: IJFS. [Full Text][Citation analysis] | article | 1 |
2021 | Intraday Volatility Spillovers among European Financial Markets during COVID-19 In: IJFS. [Full Text][Citation analysis] | article | 15 |
2019 | Contagion Effect in Cryptocurrency Market In: JRFM. [Full Text][Citation analysis] | article | 22 |
2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM. [Full Text][Citation analysis] | article | 4 |
2020 | From Big Data to Econophysics and Its Use to Explain Complex Phenomena In: JRFM. [Full Text][Citation analysis] | article | 3 |
2021 | Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets In: JRFM. [Full Text][Citation analysis] | article | 4 |
2022 | Uncertainty and Risk in the Cryptocurrency Market In: JRFM. [Full Text][Citation analysis] | article | 1 |
2022 | Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets In: JRFM. [Full Text][Citation analysis] | article | 0 |
2022 | A Giant Falls: The Impact of Evergrande on Asian Stock Indexes In: JRFM. [Full Text][Citation analysis] | article | 1 |
2022 | Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications In: Risks. [Full Text][Citation analysis] | article | 2 |
2019 | City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2019 | Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2020 | The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2020 | An Econophysics Study of the S&P Global Clean Energy Index In: Sustainability. [Full Text][Citation analysis] | article | 6 |
2020 | The Exposure of European Union Productive Sectors to Oil Price Changes In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2020 | Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms In: Sustainability. [Full Text][Citation analysis] | article | 8 |
2021 | An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI In: Sustainability. [Full Text][Citation analysis] | article | 3 |
2021 | Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2022 | Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2022 | Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2022 | Inland or Coastal: That’s the Question! Different Impacts of COVID-19 on the Tourism Sector in Portugal In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2023 | Intellectual 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. [Full Text][Citation analysis] | article | 0 |
2024 | Quality Education for All: A Fuzzy Set Analysis of Sustainable Development Goal Compliance In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2024 | Critical Individual and Organizational Drivers of Circular Economy Implementation in SMEs in Bangladesh In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2024 | People Category of UN SDGs 2030 and Sustainable Economic Growth in Asia and the Pacific Region In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2024 | Global Dynamics of Environmental Kuznets Curve: A Cross-Correlation Analysis of Income and CO 2 Emissions In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2021 | Diesel prices in Brazil: A dynamic fractional integration analysis In: Economics and Business Letters. [Full Text][Citation analysis] | article | 1 |
2023 | When two banks fall, how do markets react? In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Seasonality 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. [Full Text][Citation analysis] | article | 0 |
2015 | Entropy, competitiveness and UEFA football ranking In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Monetary Integration in the European Union In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 3 |
2022 | The 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. [Full Text][Citation analysis] | article | 0 |
2017 | Equity Markets Integration in Asia In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
2016 | Apple, Alphabet or Microsoft: Which Is the Most Efficient Share? In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Dynamic long-range dependences in the Swiss stock market In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2022 | Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 5 |
2019 | Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
2010 | Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 6 |
2017 | Portuguese and Brazilian stock market integration: a non-linear and detrended approach In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 1 |
2018 | Capital asset pricing model in Portugal: Evidence from fractal regressions In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 3 |
2021 | Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis In: Springer Books. [Citation analysis] | chapter | 1 |
2014 | Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2015 | Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
2024 | Dynamic linkage between environmental segments of stock markets: the role of global risk factors In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 0 |
2018 | What guides Central and Eastern European stock markets? A view from detrended methodologies In: Post-Communist Economies. [Full Text][Citation analysis] | article | 3 |
2020 | Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies. [Full Text][Citation analysis] | article | 2 |
2020 | Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies. [Full Text][Citation analysis] | article | 5 |
2021 | The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis In: Post-Communist Economies. [Full Text][Citation analysis] | article | 3 |
2022 | A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy In: Post-Communist Economies. [Full Text][Citation analysis] | article | 1 |
2024 | From wars to waves: geopolitical risks and environmental investment behaviour In: Post-Communist Economies. [Full Text][Citation analysis] | article | 0 |
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2016 | GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives. [Full Text][Citation analysis] | article | 1 |
2021 | Extreme Value Theory and COVID-19 Pandemic: Evidence from India In: Economic Research Guardian. [Full Text][Citation analysis] | article | 1 |
2024 | Are 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. [Full Text][Citation analysis] | article | 0 |
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