Citation profile for Roberto Baltieri Mauad

Roberto Baltieri Mauad : Citation Profile

Banco Central do Brasil

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 6
   Journals where Roberto Baltieri Mauad has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 3 (5.77 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2425
   Updated: 2024-11-04    RAS profile: 2020-05-25
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Relations with other researchers

Works with:

ORNELAS, JOSE (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Baltieri Mauad.

Is cited by:

ORNELAS, JOSE (8)

SHIM, ILHYOCK (5)

Vespignani, Joaquin (4)

Laurini, Márcio (4)

Ratti, Ronald (4)

Chaim, Pedro (3)

Prokopczuk, Marcel (2)

Fantazzini, Dean (2)

Hofer, Heiko (2)

Fernandez Bariviera, Aurelio (2)

Iseringhausen, Martin (2)

Cites to:

Bollerslev, Tim (11)

Rogoff, Kenneth (7)

Perron, Pierre (7)

Rossi, Barbara (6)

Resiandini, Pramesti (6)

Kim, Hyeongwoo (6)

Baur, Dirk (6)

Tauchen, George (4)

Shephard, Neil (4)

McDermott, Thomas (4)

Wolf, Michael (4)

Main data

Where Roberto Baltieri Mauad has published?

Working Papers Series with more than one paper published	# docs
Working Papers Series / Central Bank of Brazil, Research Department	3

Recent works citing Roberto Baltieri Mauad (2024 and 2023)

Year	Title of citing document
2023	Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers \|\| Download paper
2024	Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers \|\| Download paper
2023	Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972. Full description at Econpapers \|\| Download paper
2024	International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Ma, Feng ; Wang, Jiqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71. Full description at Econpapers \|\| Download paper

Works by Roberto Baltieri Mauad:

Year	Title	Type	Cited
2016	Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series. [Full Text][Citation analysis]	paper	6
2017	Volatility Risk Premia and Future Commodity Returns In: Working Papers Series. [Full Text][Citation analysis]	paper	16
2019	Volatility risk premia and future commodity returns.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	article
2019	Implied Volatility Term Structure and Exchange Rate Predictability In: Working Papers Series. [Full Text][Citation analysis]	paper	8
2019	Implied volatility term structure and exchange rate predictability.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	article
2017	Volatility risk premia and future commodities returns In: BIS Working Papers. [Full Text][Citation analysis]	paper	8
2014	The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. In: Economics Bulletin. [Full Text][Citation analysis]	article	2
2015	A common jump factor stochastic volatility model In: Finance Research Letters. [Full Text][Citation analysis]	article	5
2020	The impact of co-jumps in the oil sector In: Research in International Business and Finance. [Full Text][Citation analysis]	article	4
2012	Non-Parametric Pricing of Interest Rates Options In: Brazilian Review of Econometrics. [Full Text][Citation analysis]	article	0