Hardik A Marfatia : Citation Profile

Are you Hardik A Marfatia?

Northeastern Illinois University

11

H index

12

i10 index

284

Citations

RESEARCH PRODUCTION:

16

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 40
   Journals where Hardik A Marfatia has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 11 (3.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2152
   Updated: 2024-12-03    RAS profile: 2020-04-02    
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Relations with other researchers

Works with:

GUPTA, RANGAN (9)

Miller, Stephen (3)

Gabauer, David (2)

Demirer, Riza (2)

Cakan, Esin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hardik A Marfatia.

Is cited by:

GUPTA, RANGAN (86)

Cepni, Oguzhan (14)

Pierdzioch, Christian (13)

Ji, Qiang (11)

Salisu, Afees (10)

Gabauer, David (10)

Balcilar, Mehmet (10)

Alola, Andrew (10)

Asongu, Simplice (8)

Plakandaras, Vasilios (7)

André, Christophe (6)

Cites to:

GUPTA, RANGAN (65)

Balcilar, Mehmet (28)

Nelson, Charles (18)

Swanson, Eric (18)

Diebold, Francis (16)

Gürkaynak, Refet (16)

Kuttner, Kenneth (15)

Wohar, Mark (15)

Bollerslev, Tim (15)

Sousa, Ricardo (14)

Piazzesi, Monika (14)

Main data

Where Hardik A Marfatia has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance3
Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics11

Recent works citing Hardik A Marfatia (2024 and 2023)

YearTitle of citing document
2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness. (2023). Trinh, Hai Hong ; Truong, HA ; Hao, Wei ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000622.

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2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2024Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Pradhan, H K ; Banerjee, Ameet Kumar ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2023US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122.

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2023Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

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2023Fiscal policy and stock markets at the effective lower bound. (2023). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364.

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2023Green bonds, conventional bonds and geopolitical risk. (2023). Sheenan, Lisa. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009595.

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2024Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs. (2024). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001788.

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2023Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Shaik, Muneer ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza ; Boujlil, Rhada ; Rahman, Mashuk. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

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2024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

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2023How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?. (2023). Alhomaidi, Asem ; Hassan, Kabir M ; Hasan, Md Bokhtiar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000452.

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2023How subway network affects transit accessibility and equity: A case study of Xian metropolitan area. (2023). Cui, Mengying ; Yu, Lijie. In: Journal of Transport Geography. RePEc:eee:jotrge:v:108:y:2023:i:c:s0966692323000285.

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2023On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430.

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2024Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model. (2024). Rauf, Abdur ; Khan, Khalid ; Khurshid, Adnan ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012473.

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2024The importance of intellectual property: Analyzing the impact of resource efficiency improvements in the mineral sector. (2024). Zhu, Guangfeng ; Xia, Mingli. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002447.

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2023Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387.

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2023Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach. (2023). le Roux, Sara ; Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:1-7.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023Information spillovers in Hong Kong REITs and related asset markets. (2023). Liao, Shufei ; Chen, Yan ; Liu, Jian ; Fu, Yongge ; Cheng, Cheng. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:215-229.

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2024Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154.

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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

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2024Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16.

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2024Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Dynamic spillover and connectedness in higher moments of European stock sector markets. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Nekhili, Ramzi ; Kang, Sang Hoon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002908.

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2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

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2023The Impact of Fossil Fuels, Renewable Energy, and Nuclear Energy on South Korea’s Environment Based on the STIRPAT Model: ARDL, FMOLS, and CCR Approaches. (2023). Kochaski, Konrad ; Walasek, Robert ; Kaya, Funda ; Akter, Salma ; Voumik, Liton Chandra ; Pattak, Dulal Chandra ; Zimon, Grzegorz. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6198-:d:1225657.

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2023.

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2023Has the Asymmetric Effect of Oil Price Change in Inflation Expectations Been Impacted by the COVID-19 Outbreak? A Comparison Between the United States and China. (2023). Nie, Qing. In: Asian Social Science. RePEc:ibn:assjnl:v:19:y:2023:i:3:p:55.

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2023Labour Market Fluctuations and the Housing Net Worth Channel in the EU. (2023). McQuinn, Kieran ; Cronin, David. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-022-09414-8.

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2023Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y.

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2023Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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2023The Transmission Mechanism of Stress in the International Banking System. (2023). Muchimba, Lilian ; Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2023-03.

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2023Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819.

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2023Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310.

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2023An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8.

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2023Forecasting the volatility of agricultural commodity futures: The role of co?volatility and oil volatility. (2022). Luo, Jiawen ; Ji, Qiang ; Marfatia, Hardik A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:383-404.

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2023.

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Works by Hardik A Marfatia:

YearTitleTypeCited
2018Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article5
2016The Role of Push and Pull Factors in Driving Global Capital Flows In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
[Full Text][Citation analysis]		article6
2015Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article11
2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article31
2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article22
2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article22
2014Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article10
2017A fresh look at integration of risks in the international stock markets: A wavelet approach In: Review of Financial Economics.
[Full Text][Citation analysis]		article12
2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article27
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper7
2017Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers.
[Citation analysis]		paper9
2019Price jumps in developed stock markets: the role of monetary policy committee meetings.(2019) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach In: Working Papers.
[Citation analysis]		paper1
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]		paper43
2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2017Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers.
[Citation analysis]		paper13
2019Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2018High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach In: Working Papers.
[Citation analysis]		paper11
2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility In: Working Papers.
[Citation analysis]		paper0
2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
[Citation analysis]		paper8
2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
[Citation analysis]		paper5
2019125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets In: Working Papers.
[Citation analysis]		paper6
2020125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Monetary policy co-movement and spillover of shocks among BRICS economies In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2013Does federal funds futures rate contain information about the treasury bill rate? In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2019The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models In: Working papers.
[Full Text][Citation analysis]		paper16
2018Forecasting house prices in OECD economies In: Journal of Forecasting.
[Full Text][Citation analysis]		article11

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