Francisco Jareño : Citation Profile

Universidad de Castilla La Mancha

14

H index

16

i10 index

877

Citations

RESEARCH PRODUCTION:

45

Articles

1

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 51
   Journals where Francisco Jareño has often published
   Relations with other researchers
   Recent citing documents: 232.    Total self citations: 24 (2.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja531
   Updated: 2026-01-03    RAS profile: 2022-07-02    
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Relations with other researchers

Works with:

Umar, Zaghum (6)

Esparcia, Carlos (2)

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

Is cited by:

Umar, Zaghum (49)

Yousaf, Imran (20)

Esparcia, Carlos (18)

Tiwari, Aviral (17)

Shahzad, Syed Jawad Hussain (11)

Gubareva, Mariya (10)

Maghyereh, Aktham (9)

Uddin, Gazi (9)

Ahmed, Walid (8)

Abakah, Emmanuel (8)

GUPTA, RANGAN (7)

Cites to:

Diebold, Francis (39)

Bouri, Elie (33)

GUPTA, RANGAN (28)

Umar, Zaghum (28)

Shahzad, Syed Jawad Hussain (27)

Yilmaz, Kamil (24)

Roubaud, David (21)

lucey, brian (16)

Andersen, Torben (16)

Narayan, Paresh (16)

Bollerslev, Tim (15)

Main data

Where Francisco Jareño has published?

Journals with more than one article published# docs
Applied Econometrics and International Development6
Applied Economics4
Resources Policy3
Mathematics3
International Review of Financial Analysis2
Energy Economics2

Recent works citing Francisco Jareño (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Oil Price Dynamics and Sectoral Indices in India €“ Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2024Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price. (2024). Teixeira, Nuno ; Gonaalves, Sidalina ; Alexandre, Paulo ; Irfan, Mohammad ; Cruz, Sandra ; Galvao, Rosa ; Dias, Rui ; Almeida, Liliana ; Palma, Cristina. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-29.

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2025New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers. (2025). Wei, Renyi ; Zhang, Qingjun ; Fan, Sijia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s030626192402614x.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2025Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150.

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2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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

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

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

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2025Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2025Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach. (2025). Mo, Bin ; Zeng, Zichun ; Shi, Qinling ; Chen, Jiaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000798.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

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

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2024Stock market connectedness during an energy crisis: Evidence from South Africa. (2024). French, Joseph ; Obalade, Adefemi A ; Lawrence, Babatunde ; Tita, Anthanasius F. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400089x.

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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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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties. (2024). Zhang, Dayong ; Ji, Qiang ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000628.

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

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). PETITJEAN, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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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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2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

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2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651.

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2024Investigating the asymmetric impact of artificial intelligence on renewable energy under climate policy uncertainty. (2024). Spulbar, Cristi ; Li, Xin ; Tian, Lihui ; Spulbr, Cristi ; Lee, Cheng-Wen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005176.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224.

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2024Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625.

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2024Dynamic connectedness in the higher moments between clean energy and oil prices. (2024). Pham, Linh ; Hao, Wei. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006959.

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2024Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches. (2024). el Khoury, Rim ; Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007205.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China. (2025). Shang, Junyan ; Zhao, Xiaojun ; Wang, Yiding. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001240.

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2025Retail crypto investors when facing financial constraints: Evidence from energy shocks and the use and downloads of crypto trading apps. (2025). Hodula, Martin. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001628.

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2025Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2024How connected is withholding capacity to electricity, fossil fuel and carbon markets? Perspectives from a high renewable energy consumption economy. (2024). Shao, Zhen ; Yang, Shanlin ; Jiao, Jianling ; Liu, Chen. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005220.

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2025Market perspective on climate actions and clean energy transition. (2025). Xia, Qinqin. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004907.

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2024Insight into clean energy market’s role in the connectedness between joint-consumption metals. (2024). Li, Zongzhen ; Gao, Wang ; Song, Huiling ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224016049.

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2024Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856.

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2024Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497.

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2024Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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2025How do supply chain and geopolitical risks threaten energy security? A time and frequency analysis. (2025). Khan, Khalid. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001434.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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2025Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255.

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2025Dynamics of extreme spillovers between clean energy stocks and fossil fuels: The role of climate policy uncertainty and geopolitical risks. (2025). Mubaiwa, Darren T ; Fasanya, Ismail O. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503909x.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025High stakes in a low-carbon world: Financial risks and returns in renewable energy. (2025). Appio, Francesco Paolo ; Hernandez, Celina Toscano ; Platania, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004697.

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2024Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Vigne, Samuel A ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714.

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2024Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Umar, Zaghum ; Vo, Xuan Vinh ; Trabelsi, Nader ; Dogah, Kingsley E. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970.

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2024Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Rong, Xueyun ; Xu, Xin ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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2024Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Ftiti, Zied ; Louhichi, Wael ; Yousfi, Mohamed ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x.

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2024Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

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2024Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression. (2024). Wang, Hongtao ; Jia, Nanfei ; Jiang, Yinghui ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005398.

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2024Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2025ESG stock markets and clean energy prices prediction: Insights from advanced machine learning. (2025). Souissi, Bilel ; Ghallabi, Fahmi ; Ali, Shoaib ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008214.

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2024Correlation structure between fiat currencies and blockchain assets. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Sulong, Zunaidah ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001442.

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2024Connectedness and co-movement between dirty energy, clean energy and global COVOL. (2024). HU, YANG ; Hou, Yang ; Goodell, John W ; Lang, Chunlin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003349.

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2024A study of the impact of cryptocurrency price volatility on the stock and gold markets. (2024). Wang, Shengyu ; Chen, Zhuming ; Zhang, Xiangyu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011437.

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2024Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656.

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2025US sectors and geopolitical risk: The investors perspective. (2025). Choudhury, Tonmoy. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017197.

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2025Dynamic connectedness between oil shocks and BRICS stock markets. (2025). Kang, Sang Hoon ; el Khoury, Rim ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008608.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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

Works by Francisco Jareño:

YearTitleTypeCited
2018Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model In: Acta Oeconomica.
[Full Text][Citation analysis]		article4
2012The Fisher Effect in the Spanish Case: A Preliminary Study In: Asian Economic and Financial Review.
[Full Text][Citation analysis]		article0
2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach In: Manchester School.
[Full Text][Citation analysis]		article11
2016European Inflation and the Spanish Stock Market In: European Review.
[Full Text][Citation analysis]		article0
2014FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article1
2016A Straightforward Analysis of Sector Portfolios in the US Stock Market In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article1
2017The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2017THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article2
2018THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2019MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article1
2014FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR In: Regional and Sectoral Economic Studies.
[Full Text][Citation analysis]		article0
2018The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]		article0
2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article24
2010Stock interest rate risk and inflation shocks In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices In: Energy Economics.
[Full Text][Citation analysis]		article346
2021Oil price shocks and the return and volatility spillover between industrial and precious metals In: Energy Economics.
[Full Text][Citation analysis]		article48
2017Main driving factors of the interest rate-stock market Granger causality In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article35
2020Extension of the Fama and French model: A study of the largest European financial institutions In: International Economics.
[Full Text][Citation analysis]		article3
2020Bitcoin and gold price returns: A quantile regression and NARDL analysis In: Resources Policy.
[Full Text][Citation analysis]		article66
2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness In: Resources Policy.
[Full Text][Citation analysis]		article46
2021Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic In: Resources Policy.
[Full Text][Citation analysis]		article42
2019Testing extensions of Fama & French models: A quantile regression approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article7
2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article61
2009Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2021The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article35
2020Volatility Timing: Pricing Barrier Options on DAX XETRA Index In: Mathematics.
[Full Text][Citation analysis]		article0
2020Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns In: Mathematics.
[Full Text][Citation analysis]		article9
2020Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case In: Mathematics.
[Full Text][Citation analysis]		article0
2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets In: Sustainability.
[Full Text][Citation analysis]		article3
2006Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación In: Investigaciones Economicas.
[Full Text][Citation analysis]		article2
2020Yield curves from different bond data sets In: Review of Derivatives Research.
[Full Text][Citation analysis]		article0
2005Flow-through capability: The Spanish case In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
2018The impact of international factors on Spanish company returns: a quantile regression approach In: Risk Management.
[Full Text][Citation analysis]		article11
2016Interest Rate Risk Analysis with Multifactor Model: The US case In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2018THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN In: Revista Galega de Economía.
[Full Text][Citation analysis]		article0
2013Inflation news and stock returns: market direction and flow-through ability In: Empirical Economics.
[Full Text][Citation analysis]		article0
2008Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model In: Applied Economics.
[Full Text][Citation analysis]		article5
2016US stock market sensitivity to interest and inflation rates: a quantile regression approach In: Applied Economics.
[Full Text][Citation analysis]		article21
2018Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states In: Applied Economics.
[Full Text][Citation analysis]		article23
2022Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era In: Applied Economics.
[Full Text][Citation analysis]		article14
2021Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis In: The European Journal of Finance.
[Full Text][Citation analysis]		article17
2020Interest rate exposure of European insurers In: International Journal of the Economics of Business.
[Full Text][Citation analysis]		article4
2010Term structure of volatilities and yield curve estimation methodology In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2022Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2018Zero-coupon interest rates: Evaluating three alternative datasets In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team