Catherine KYRTSOU : Citation Profile

Are you Catherine KYRTSOU?

University of Macedonia (89% share)
Université Paris-Nanterre (Paris X) (11% share)

11

H index

13

i10 index

600

Citations

RESEARCH PRODUCTION:

27

Articles

13

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 26
   Journals where Catherine KYRTSOU has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 22 (3.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pky4
   Updated: 2024-11-04    RAS profile: 2024-05-10    
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Relations with other researchers

Works with:

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

Is cited by:

DIEBOLT, Claude (19)

Billio, Monica (16)

GUEGAN, Dominique (12)

Rashid, Abdul (12)

Addo, Peter Martey (12)

HENNANI, Rachida (11)

Baumeister, Christiane (10)

Chatelain, Jean-Bernard (10)

Ralf, Kirsten (10)

Castelnuovo, Efrem (8)

Bouri, Elie (8)

Cites to:

Hommes, Cars (24)

Malliaris, Anastasios (19)

Serletis, Apostolos (19)

Lux, Thomas (18)

Brock, William (12)

Engle, Robert (9)

He, Xuezhong (Tony) (9)

Barnett, William (8)

Diks, Cees (8)

Belaire-Franch, Jorge (6)

Gardini, Laura (6)

Main data

Where Catherine KYRTSOU has published?

Journals with more than one article published# docs
Energy Economics4
Journal of Macroeconomics4
Empirical Economics3
Physica A: Statistical Mechanics and its Applications3
The European Journal of Finance2
Computational Economics2
Brussels Economic Review2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4

Recent works citing Catherine KYRTSOU (2024 and 2023)

YearTitle of citing document
2023Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-8.

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2023Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

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2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Liu, Han ; Guo, Pengwei ; Oxley, Les. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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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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2023Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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

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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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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Yang, Xiao-Guang ; Ma, Chao-Qun ; Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2023Macroeconomic instability, institutions, and earnings management: An analysis in developed and emerging market countries. (2023). Martins, Orleans Silva ; Black, Ervin L ; Loureno, Isabel ; Viana, JR. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:51:y:2023:i:c:s106195182300023x.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain. (2023). Zhao, Yifan ; Yang, Hanshi ; Xing, Wanli ; Zheng, Shuxian ; Zhang, Hua ; Zhou, Xuanru. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000843.

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2023Asymmetric linkage between copper-cobalt productions and economic growth: Evidence from Republic Democratic of Congo. (2023). Hui, SU ; Wu, Qiaosheng ; Namahoro, Jean Pierre. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003410.

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2023A comparative study of renewable and fossil fuels energy impacts on green development in Asian countries with divergent income inequality. (2023). Liu, Wen ; Zhao, Jingfeng ; Xu, Jiaqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007468.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101.

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2024US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Xing, Xiaochao ; Bai, Zhihong ; Pan, Zhigang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2023How to Hedge against Inflation Risk in Vietnam. (2023). Thanh, Nguyen Thi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:3:p:94-:d:1097121.

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2023Linear and Nonlinear Causal Linkages Between Exports and Growth in Next Eleven Economies. (2023). el Montasser, Ghassen ; Abid, Abir ; Ben-Salha, Ousama. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00958-3.

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2023Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach. (2023). Mu, Hairong ; Miao, Jichao ; Cheng, Xin ; Xu, Jinhui ; Sun, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1279-1289.

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Catherine KYRTSOU has edited the books:

YearTitleTypeCited

Works by Catherine KYRTSOU:

YearTitleTypeCited
2006Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics In: Working Papers.
[Full Text][Citation analysis]		paper3
2013Partial Symbolic Transfer Entropy In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2023Mapping inflation dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
2010Introduction In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2010Testing for Granger Causality in the Presence of Chaotic Dynamics In: Brussels Economic Review.
[Full Text][Citation analysis]		article8
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper11
2008Modelling non-linear comovements between time series In: Working Papers.
[Citation analysis]		paper10
2009Modelling non-linear comovements between time series.(2009) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2009The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling.
[Full Text][Citation analysis]		article4
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
[Full Text][Citation analysis]		article33
2009Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics.
[Full Text][Citation analysis]		article0
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
[Full Text][Citation analysis]		article62
2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach In: Energy Economics.
[Full Text][Citation analysis]		article11
2002Stochastic chaos or ARCH effects in stock series?: A comparative study In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2006Editorial introduction: Nonlinear macroeconomic dynamics In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2006Univariate tests for nonlinear structure In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article15
2006Evidence for chaotic dependence between US inflation and commodity prices In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article89
2007Detecting positive feedback in multivariate time series: The case of metal prices and US inflation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2008Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2017Financial networks based on Granger causality: A case study In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article23
2010Effects of Tax Policy Announcements in the Athens Stock Exchange In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2000Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data In: European Research Studies Journal.
[Full Text][Citation analysis]		article2
2005New Trends in Macroeconomics In: Post-Print.
[Citation analysis]		paper105
2014Comovement and Contagion in Financial Markets In: Post-Print.
[Citation analysis]		paper0
2010Nonlinear Financial Analysis In: Post-Print.
[Citation analysis]		paper0
2015Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) In: Post-Print.
[Citation analysis]		paper0
2008Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article6
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series In: Computational Economics.
[Full Text][Citation analysis]		article19
2016Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data In: Computational Economics.
[Full Text][Citation analysis]		article8
2008Seasonal Mackey-Glass-GARCH process and short-term dynamics In: Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2010Seasonal Mackey–Glass–GARCH process and short-term dynamics.(2010) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Assessment of resampling methods for causality testing: A note on the US inflation behavior In: PLOS ONE.
[Full Text][Citation analysis]		article0
2000IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0
2004Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2004Noisy chaotic dynamics in commodity markets In: Empirical Economics.
[Full Text][Citation analysis]		article14
2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data In: Empirical Economics.
[Full Text][Citation analysis]		article0
2005Complex Dynamics in Macroeconomics: A Novel Approach In: Springer Books.
[Citation analysis]		chapter8
2013Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2019Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test In: The European Journal of Finance.
[Full Text][Citation analysis]		article4
2006EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article1

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