Jose Arreola Hernandez : Citation Profile

15

H index

20

i10 index

597

Citations

RESEARCH PRODUCTION:

41

Articles

19

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 59
   Journals where Jose Arreola Hernandez has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 13 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo387
   Updated: 2025-04-19    RAS profile: 2024-11-16    
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Relations with other researchers

Works with:

Yoon, Seong-Min (18)

Uddin, Gazi (9)

Shahzad, Syed Jawad Hussain (8)

Bekiros, Stelios (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jose Arreola Hernandez.

Is cited by:

Shahzad, Syed Jawad Hussain (22)

Tiwari, Aviral (19)

Uddin, Gazi (15)

Bouri, Elie (12)

Sahamkhadam, Maziar (11)

Nguyen, Duc Khuong (10)

Vo, Xuan Vinh (10)

Ji, Qiang (8)

Stephan, Andreas (8)

Yousaf, Imran (7)

GUPTA, RANGAN (7)

Cites to:

Nguyen, Duc Khuong (41)

Yilmaz, Kamil (41)

Diebold, Francis (38)

Shahzad, Syed Jawad Hussain (36)

Reboredo, Juan (30)

Yoon, Seong-Min (27)

lucey, brian (27)

Uddin, Gazi (21)

Hammoudeh, Shawkat (19)

Tiwari, Aviral (19)

Shahbaz, Muhammad (19)

Main data

Production by document typepaperarticle2014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents1234567891011121314151617050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jose Arreola Hernandez has published?

Journals with more than one article published# docs
Applied Economics8
Resources Policy6
Energy Economics4
Finance Research Letters3
Journal of Forecasting2
The North American Journal of Economics and Finance2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17
MPRA Paper / University Library of Munich, Germany2

Recent works citing Jose Arreola Hernandez (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2025.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Bai, Wei ; Liu, Haifei ; Zhang, Junting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Extreme connectedness and network across financial assets and commodity futures markets. (2024). Kang, Sang Hoon ; Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s106294082400024x.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Ma, Xiaojun ; Zhao, Yanzhi ; Dong, Qingli ; Zhou, Yanan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

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2024Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Tanasescu, Cristina ; Shao, Xuefeng ; Xu, Yingying. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001853.

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2024Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Shan, Shan ; Kchouri, Bilal ; Li, Aixi ; Xiao, Xunyong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024Spillovers and dependency between green finance and traditional energy markets under different market conditions. (2024). Qin, Zhongfeng ; Wu, Ruirui ; Li, Bin. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002830.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

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2024Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis. (2024). Lan, Yuqiao ; Zhao, Yuanqi ; Huang, Zhehao ; Chen, Juntao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031190.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2024The interconnected carbon, fossil fuels, and clean energy markets: Exploring Europe and Chinas perspectives on climate change. (2024). Mhadhbi, Mayssa. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002150.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Tail risk spillovers among Chinese stock market sectors. (2024). Xiao, Hailian ; Ouyang, Minhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002630.

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2024Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Palma, Alessia ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148.

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2024Cross-country spillover effects of interest rate and credit constraint policies. (2024). Nissinen, Juuso. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006470.

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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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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x.

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2024Dynamic interdependence structure of industrial metals and the African stock market. (2024). Woode, John ; Owusu Junior, Peterson ; Adam, Anokye M. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011662.

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2024Dynamic spillovers and connectedness between crude oil and green bond markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid ; Yousaf, Imran. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013053.

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Zhang, Haizhen ; Wei, Jiajia ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2024Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network. (2024). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124004011.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2024Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; el Khoury, Rim ; Xiong, Xiong ; Li, Yanshuang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90.

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2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

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2024A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Manner, Hans ; Stockler, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1385-1403.

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2024Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications. (2024). Hoque, Mohammad Enamul ; Alam, Md Rafayet ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1416-1433.

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2024Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market. (2024). Wang, LU ; Jiang, Gongyue ; Ma, Xuekun ; Qiao, Gaoxiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:415-437.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Gubareva, Mariya ; Arfaoui, Nadia ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306.

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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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2024Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets. (2024). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002228.

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2025Interconnectedness and return spillover among APEC currency exchange rates: A time-frequency analysis. (2025). Pandey, Dharen ; Kakran, Shubham ; Bajaj, Parminder Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003659.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2025Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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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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2024.

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

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2024Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method. (2024). Ou, Haiying ; Liang, Mengkun ; Zhang, Yanbo. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10557-w.

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2024Can We Reckon Bitcoin as a Hedge, a Safe Haven or a Diversifier for US Dollars?. (2024). Mgadmi, Nidhal ; Moussa, Wajdi ; Regaieg, Rym. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s138-s150.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2024A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. (2024). Teulon, Frédéric ; Hikkerova, Lubica ; Sahut, Jean Michel ; Mili, Mehdi. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05165-0.

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2024An evolutionary game theory approach for analyzing risk-based financing schemes. (2024). Hosseini-Motlagh, Seyyed-Mahdi ; Johari, Maryam. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:3:d:10.1007_s10479-023-05308-3.

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2025Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective. (2025). Dar, Arif Billah ; Parrey, Zubair Ahmad ; Paul, Manas. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02659-z.

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Works by Jose Arreola Hernandez:

Year  ↓Title  ↓Type  ↓Cited  ↓
2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada In: Review of International Economics.
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2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies In: International Economics.
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2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: International Economics.
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2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: Post-Print.
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2018Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling.
[Full Text][Citation analysis]		article11
2018Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print.
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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?.(2020) In: Post-Print.
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2020Spillovers and diversification potential of bank equity returns from developed and emerging America In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article13
2020Spillovers and diversification potential of bank equity returns from developed and emerging America.(2020) In: Post-Print.
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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article25
2016Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper.
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2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices In: Energy Economics.
[Full Text][Citation analysis]		article57
2022Regime specific spillovers across US sectors and the role of oil price volatility In: Energy Economics.
[Full Text][Citation analysis]		article17
2014Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization In: Energy Economics.
[Full Text][Citation analysis]		article24
2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs In: Energy Economics.
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2018Asymmetric risk spillovers between oil and agricultural commodities In: Energy Policy.
[Full Text][Citation analysis]		article74
2018Asymmetric risk spillovers between oil and agricultural commodities.(2018) In: Post-Print.
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2018Risk transmitters and receivers in global currency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2018Risk transmitters and receivers in global currency markets.(2018) In: Post-Print.
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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe.(2019) In: Post-Print.
[Citation analysis]
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2020Time and frequency relationship between household investors’ sentiment index and US industry stock returns In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print.
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2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article20
2020Characteristics of spillovers between the US stock market and precious metals and oil In: Resources Policy.
[Full Text][Citation analysis]		article41
2020Characteristics of spillovers between the US stock market and precious metals and oil.(2020) In: Post-Print.
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2021The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal? In: Resources Policy.
[Full Text][Citation analysis]		article21
2021Dynamic spillovers and network structure among commodity, currency, and stock markets In: Resources Policy.
[Full Text][Citation analysis]		article25
2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities In: Resources Policy.
[Full Text][Citation analysis]		article23
2023Dependence and risk management of portfolios of metals and agricultural commodity futures In: Resources Policy.
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2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article4
2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories.(2019) In: Post-Print.
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2019Co-movements between Bitcoin and Gold: A wavelet coherence analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article59
2019Co-movements between Bitcoin and Gold: A wavelet coherence analysis.(2019) In: Post-Print.
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2020Inflation cycle synchronization in ASEAN countries In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2020Inflation cycle synchronization in ASEAN countries.(2020) In: Post-Print.
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2024Interdependence and spillovers between big oil companies and regional and global energy equity markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2022Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden In: Sustainability.
[Full Text][Citation analysis]		article1
2019Tail dependence risk exposure and diversification potential of Islamic and conventional banks In: Post-Print.
[Citation analysis]		paper2
2019Tail dependence risk exposure and diversification potential of Islamic and conventional banks.(2019) In: Applied Economics.
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2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit In: Post-Print.
[Citation analysis]		paper14
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics.
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2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
[Citation analysis]		paper19
2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
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2019Forecasting of dependence, market, and investment risks of a global index portfolio In: Post-Print.
[Citation analysis]		paper4
2020Forecasting of dependence, market, and investment risks of a global index portfolio.(2020) In: Journal of Forecasting.
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2020On the predictability of crude oil market: A hybrid multiscale wavelet approach In: Post-Print.
[Citation analysis]		paper7
2020On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting.
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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
2016Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2017Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics.
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2023Bitcoin, gold, and the VIX: short- and long-term effects of economic policy uncertainty In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2020Impact of food price volatility on the US restaurant sector In: Applied Economics.
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2020Regional and copula estimation effects on EU and US energy equity portfolios In: Applied Economics.
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2021Spillovers and portfolio optimization of agricultural commodity and global equity markets In: Applied Economics.
[Full Text][Citation analysis]		article5
2022Spillovers and portfolio optimization of precious metals and global/regional equity markets In: Applied Economics.
[Full Text][Citation analysis]		article1
2022The influence of oil, gold and stock market index on US equity sectors In: Applied Economics.
[Full Text][Citation analysis]		article4
2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1

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