Constantin Gurdgiev : Citation Profile

Are you Constantin Gurdgiev?

University of Northern Colorado

7

H index

6

i10 index

569

Citations

RESEARCH PRODUCTION:

26

Articles

16

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 27
   Journals where Constantin Gurdgiev has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 4 (0.7 %)

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   Permalink: http://citec.repec.org/pgu359
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Corbet, Shaen (2)

Sohag, Kazi (2)

French, Joseph (2)

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

Is cited by:

lucey, brian (19)

Shahzad, Syed Jawad Hussain (18)

Corbet, Shaen (18)

GUPTA, RANGAN (16)

Bouri, Elie (11)

Tiwari, Aviral (11)

Balcilar, Mehmet (8)

Demirer, Riza (8)

Czudaj, Robert (8)

Sensoy, Ahmet (8)

Nguyen, Duc Khuong (8)

Cites to:

lucey, brian (13)

Rogoff, Kenneth (11)

Engle, Robert (11)

bloom, nicholas (10)

Davis, Steven (9)

Reinhart, Carmen (9)

Baker, Scott (8)

Oswald, Andrew (7)

Honohan, Patrick (7)

Bouri, Elie (6)

Corbet, Shaen (6)

Main data

Where Constantin Gurdgiev has published?

Journals with more than one article published# docs
International Review of Financial Analysis7
Energy Economics2
Panoeconomicus2
Journal of Behavioral and Experimental Finance2
Journal of Housing Economics2
The Quarterly Review of Economics and Finance2
Finance Research Letters2

Recent works citing Constantin Gurdgiev (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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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2023Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27.

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2023Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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

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2023Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152.

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

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2024Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Bossman, Ahmed ; Agyei, Samuel Kwaku ; Yang, Junhua ; Marfo-Yiadom, Edward ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535.

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

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2024The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003514.

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2023Does geopolitical risk affect firms idiosyncratic volatility? Evidence from China. (2023). Ren, Xiaohang ; Liu, Pei Jose ; Cao, Yuxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003599.

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2023Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416.

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2024Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Phan, Hieu V ; Cao, Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2023Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086.

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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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2023The road less travelled: GameFi as a hedge or a safe haven for international indices. (2023). Shen, Dehua ; Bo, Congcong. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005755.

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2023Managerial overconfidence and enterprise shadow banking. (2023). Zhi, Mingxing ; Shi, Xiaohua. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300822x.

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2024Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict. (2024). Pandey, Dharen ; Goodell, John W ; Palma, Alessia ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Ok, Mitja ; Puc, Anja ; Rant, Vasja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate. (2024). Goodell, John W ; Palma, Alessia ; Kumari, Vineeta ; Pandey, Dharen Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004422.

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2024Is gold always a safe haven?. (2024). Corbet, Shaen ; Oxley, Les ; Ryan, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004689.

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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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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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2023Gold as international reserves: A barbarous relic no more?. (2023). Eichengreen, Barry ; Arslanalp, Serkan ; Simpson-Bell, Chima. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001083.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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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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2023Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

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2024Herding in the cryptocurrency market: A transaction-level analysis. (2024). Preda, Alex ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001750.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

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2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

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2023On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver. (2023). Dar, Arif ; Bhanja, Niyati ; Paul, Manas. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003409.

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2023Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE. (2023). Ray, Subhajyoti. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003446.

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2023Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic. (2023). Wang, LI ; Qu, Fang ; Ma, Xueke ; Xu, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004026.

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2023Golds hedging and safe haven properties for European stock and bond markets. (2023). Laureano, Luis ; Curto, Jose Dias ; de Carvalho, Paulo Viegas ; Vieira, Duarte Saldanha. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005287.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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

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

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2023Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792.

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2024Anchoring effect, prospect value and stock return. (2024). Lin, Lei ; He, Fangyi ; Chen, Chun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1539-1556.

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2024A two-dimensional innovation activity factor and stock pricing: Evidence from the Chinese stock market. (2024). Wang, Guanying ; Lu, Zhao ; Liu, Dayong ; Meng, Qiaoran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:102-114.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x.

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2024Fintech, bank diversification and liquidity: Evidence from China. (2024). Corbet, Shaen ; Hu, Yang ; Tang, Mengxuan ; Oxley, Les ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002088.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Simi, Milica ; Balaban, Suzana ; Ivkov, Dejan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751.

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2024How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

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2024Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Wali, G M ; Tiwari, Aviral Kumar ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667.

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2023Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Benkraiem, Ramzi ; Bedoui, Rihab ; Kedidi, Islem ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523005723.

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2024Why do people choose to continue using cryptocurrencies?. (2024). Funes, Andres Gomez ; Gomez-Olmedo, Ana M ; Al-Omoush, Khaled Saleh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008363.

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2023Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:204-:d:1098335.

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2023In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Makram, B ; Chaibi, A ; Al-Nassar, N S. In: Post-Print. RePEc:hal:journl:hal-04435437.

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2023Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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2023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

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2023Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches. (2023). Kartal, Mustafa ; Ayhan, Fatih ; Kevser, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09484-x.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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More than 100 citations found, this list is not complete...

Works by Constantin Gurdgiev:

YearTitleTypeCited
2022Submission to the Commission on Taxation and Welfare on introducing a site value tax In: Papers.
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2005Owner-Used Capital Goods and the Exchange Rate Determination In: ERES.
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2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article52
2023Board diversity: Moderating effects of CEO overconfidence on firm financing decisions In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2023Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements In: Energy Economics.
[Full Text][Citation analysis]		article5
2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes In: Energy Economics.
[Full Text][Citation analysis]		article0
2013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article402
2019U.S. tax inversions and shareholder wealth effects In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2019What the hack: Systematic risk contagion from cyber events In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2024Uncertainty and international fund flows: A cross-country analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2024Carbon emissions and liquidity management In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2016Tsallis entropy: Do the market size and liquidity matter? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023When doing the right thing doesnt pay: Impact of corporate decisions on Russian market participation in the wake of the Ukraine-Russia war In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2006Owner-occupied housing in a model of exchange rate determination In: Journal of Housing Economics.
[Full Text][Citation analysis]		article1
2010A comparison of the appraisal process for auction and private treaty residential sales In: Journal of Housing Economics.
[Full Text][Citation analysis]		article9
2024Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article0
2018Long-term stock market volatility and the influence of terrorist attacks in Europe In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article25
2020Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article30
2022The budgets of wars: Analysis of the U.S. defense stocks in the Post-Cold War era In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2022The journey of a thousand miles: a decade of the impact of foreign shareholders on the performance of Chinese commercial banks In: Chapters.
[Full Text][Citation analysis]		chapter0
2021A Wavelet Perspective of Crisis Contagion between Advanced Economies and the BRIC Markets In: JRFM.
[Full Text][Citation analysis]		article1
2006OPTIMAL TAXATION POLICY IN THE PRESENCE OF COMPREHENSIVE REFERENCE EXTERNALITIES In: The IUP Journal of Public Finance.
[Citation analysis]		article0
2005Optimal Taxation Policy in the Presence of Comprehensive Reference Externalities..(2005) In: Trinity Economics Papers.
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2005Optimal Taxation Policy in the Presence of Comprehensive Reference Externalities..(2005) In: Trinity Economics Papers.
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2012What determines the decision to apply for credit? Evidence for Eurozone SMEs In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2003Project Contingent Repudiation Risk in the Model of North-South Lending. In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper0
2014Learning from the Irish Experience – A Clinical Case Study in Banking Failure In: Comparative Economic Studies.
[Full Text][Citation analysis]		article2
2019BEHAVIORAL BASIS OF CRYPTOCURRENCIES MARKETS : EXAMINING EFFECTS OF PUBLIC SENTIMENT, FEAR, AND UNCERTAINTY ON PRICE FORMATION In: Journal of Financial Transformation.
[Citation analysis]		article2
2021Informational Efficiency and Cybersecurity: Systemic Threats to Blockchain Applications In: Springer Books.
[Citation analysis]		chapter0
2016Patents and R&D expenditure effects on equity returns in pharmaceutical industry In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2005Uncertainty and Risk:From Entitlement Theory of Justice to Inalienable Rights In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper0
2005Uncertainty and Risk:From Entitlement Theory of Justice to Inalienable Rights.(2005) In: Trinity Economics Papers.
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2005Habits in Consumption, Transactions Learning And Economic Growth. In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper0
2005Habits in Consumption, Transactions Learning And Economic Growth..(2005) In: Trinity Economics Papers.
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2005Habits in Consumption, Transactions Learning And Economic Growth..(2005) In: Trinity Economics Papers.
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2003Exogenous Liquidity Supply in Presence of Repudiation Risk and Private Asset RecoveryInternational Financial Integration In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper0
2004Monetary Theory of Inflation and the LBD in Transactions Technology In: Trinity Economics Papers.
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2011The Irish Economy: Three Strikes and You’re Out? In: Panoeconomicus.
[Full Text][Citation analysis]		article13
2011The Irish Economy: Three Strikes and You’re Out? In: Panoeconomicus.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team