Fernando Pérez de Gracia : Citation Profile

Are you Fernando Pérez de Gracia?

Universidad de Navarra

19

H index

31

i10 index

2120

Citations

RESEARCH PRODUCTION:

49

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 106
   Journals where Fernando Pérez de Gracia has often published
   Relations with other researchers
   Recent citing documents: 235.    Total self citations: 24 (1.12 %)

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   Permalink: http://citec.repec.org/ppe392
   Updated: 2024-12-03    RAS profile: 2022-01-14    
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Relations with other researchers

Works with:

Ratti, Ronald (2)

Equiza-Goñi, Juan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Pérez de Gracia.

Is cited by:

GUPTA, RANGAN (63)

Gil-Alana, Luis (41)

Ratti, Ronald (31)

Vespignani, Joaquin (28)

Filis, George (26)

Balcilar, Mehmet (21)

Shahbaz, Muhammad (21)

Cuestas, Juan (20)

Tiwari, Aviral (18)

AROURI, Mohamed (18)

YAYA, OLAOLUWA (17)

Cites to:

Gil-Alana, Luis (54)

Kilian, Lutz (42)

Hamilton, James (35)

Bekaert, Geert (34)

Perron, Pierre (32)

Ratti, Ronald (31)

Edwards, Sebastian (28)

Harvey, Campbell (27)

Oswald, Andrew (23)

Cuñado, Juncal (23)

Bai, Jushan (21)

Main data

Where Fernando Pérez de Gracia has published?

Journals with more than one article published# docs
Energy Economics4
Journal of International Money and Finance3
Applied Economics Letters3
Applied Economics3
Applied Financial Economics2
Energy2
Journal of Economics and Business2
Recherches économiques de Louvain2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2

Working Papers Series with more than one paper published# docs
Working Papers / Asociación Española de Economía y Finanzas Internacionales2
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Fernando Pérez de Gracia (2024 and 2023)

YearTitle of citing document
2023Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690.

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2023Can Health Insurance Improve the Happiness of the Romanian People?. (2023). Lazar, Sorin Paul ; Mare, Codruta ; Muresan, Gabriela Mihaela. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:64:p:903.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data. (2023). Suominen, Hanna ; Lensky, Artem ; Isai, Leigh ; Lalbakhsh, Pooia ; Ge, Wenbo. In: Papers. RePEc:arx:papers:2306.12446.

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2024U.S. shale oil production and trend estimation: Forecasting a Hubbert model. (2024). Reynolds, Douglas B. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:468-487.

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2023Impact of Covid?19 on the convergence of GDP per capita in OECD countries. (2021). Pereira, Vitor Joo. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:s1:p:55-72.

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2023More Education Does Make You Happier – Unless You Are Unemployed. (2023). Schildberg-Horisch, Hannah ; Kamhofer, Daniel A ; Bertermann, Alexander. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1192.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023The Impact of Natural Gas Prices on Electricity Tariffs in the UK. (2023). Althaqafi, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-9.

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2023Growth and Financial Performance Governance by the Total Resources: A Case of Indian Downstream Oil and Gas Firms. (2023). Fatima, Nadeem ; Ali, Anis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-17.

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2023Exploring the Effects of Oil and Gas Prices on Industrial Production in Colombia: A Quantile Regression Analysis. (2023). Oviedo-Gomez, Andres ; Candelo-Viafara, Juan Manuel ; del Pilar, Maria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-38.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

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2023Banks’ net interest rate spread and the transmission of monetary policy in Korea. (2023). Kim, Jinyong ; Jung, Yong-Gook. In: Journal of Asian Economics. RePEc:eee:asieco:v:89:y:2023:i:c:s104900782300074x.

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2023Does targeted poverty alleviation policy lead to happy life? Evidence from rural China. (2023). Tian, Liu ; Shen, Yangyang ; Huang, Xingzi ; Zhou, Yunbo. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001220.

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2023Are greenhouse gas emissions converging in Latin America? Implications for environmental policies. (2023). Molina, José Alberto ; Belloc, Ignacio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:337-356.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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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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2023Toward sustainable development: Does the rising oil price stimulate innovation in climate change mitigation technologies?. (2023). Chang, Chun-Ping ; Yin, Hua-Tang ; Feng, Gen-Fu ; Wang, Jun-Zhuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:569-583.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Fossil resource market power and capital markets. (2023). Pfeiffer, Johannes ; Marz, Waldemar. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005746.

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2023Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. (2023). Usman, Ojonugwa ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001111.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475.

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2023Dynamic effects and driving intermediations of oil price shocks on major economies. (2023). Chai, Jian ; Xiao, Hao ; Lin, Jie. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002773.

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2023Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808.

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2023Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315.

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2023Dynamic volatility transfer in the European oil and gas industry. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005509.

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2023Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?. (2023). Cheffou, Abdoulkarim Idi ; Jawadi, Fredj ; Bu, Ruijun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300556x.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2023Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction. (2023). Brůna, Karel ; van Tran, Quang ; Bruna, Karel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300628x.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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

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2024International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed ; Huang, Shoujun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902.

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

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2024The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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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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2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2023Retail gasoline pricing in a subsidized energy market: An empirical analysis from AIDS model for Iran. (2023). Salem, Ali Asghar ; Mamipour, Siab ; Azizkhani, Masoumeh ; Sayadi, Mohammad. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s030142152300397x.

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2024Before dinner: The health value of gaseous fuels. (2024). Wu, Jianxian ; Luo, Yaping. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005207.

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2024Does the urban–rural income gap matter for rural energy poverty?. (2024). Klein, Tony ; Kuang, Xianhua ; Ren, Yi-Shuai. In: Energy Policy. RePEc:eee:enepol:v:186:y:2024:i:c:s0301421523005621.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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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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2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2024Comprehensive evaluation of the organic-rich saline lacustrine shale in the Lucaogou Formation, Jimusar sag, Junggar Basin, NW China. (2024). Bai, Jianing ; Liu, Kouqi ; Zhu, Rukai ; Jin, Zhijun ; Cao, Yan. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224005589.

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2023Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

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2023The false prosperity and promising future: Effects of data resources on bank efficiency. (2023). Qu, Yang ; Cheng, Maoyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300265x.

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2024Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Soltane, Feriel ; Sassi, Syrine ; Benmabrouk, Houda ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751.

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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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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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2023Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535.

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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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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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2023Can private health insurance improve happiness? Evidence from European countries. (2023). Dragos, Simona Laura ; Ciumas, Cristina ; Muresan, Gabriela Mihaela ; Mare, Codruta. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009807.

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2024Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU. (2024). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012126.

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2024The role of migration fear in (dis)connecting stock markets. (2024). Hadhri, Sinda. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000904.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2024From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Urom, Christian ; Mzoughi, Hela ; Benkraiem, Ramzi ; Abid, Ilyes. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143.

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2024Airlines and climate policy uncertainty: Are the sectors stocks soaring or stalling?. (2024). Kansheba, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:115:y:2024:i:c:s0969699724000012.

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2023Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849.

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2023Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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2023Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x.

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2023Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117.

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2023Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures. (2023). Dar, Arif ; Bhanja, Niyati ; Shah, Adil Ahmad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000166.

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2023Oil in crisis: What can we learn. (2023). Moussa, Faten ; Hassan, Kabir M ; Kayani, Umar Nawaz ; Hossain, Gazi Farid. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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

Works by Fernando Pérez de Gracia:

YearTitleTypeCited
2010Education and happiness in Spain In: Investigaciones de Economía de la Educación volume 5.
[Full Text][Citation analysis]		chapter0
2001Do oil price shocks matter? Evidence for some European countries In: Working Papers.
[Full Text][Citation analysis]		paper232
2003Do oil price shocks matter? Evidence for some European countries.(2003) In: Energy Economics.
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This paper has nother version. Agregated cites: 232		article
2001Do Oil Price Shocks Matter? Evidence For Some Europesan Countries.(2001) In: Working Papers on International Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 232		paper
2001INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES In: Working Papers.
[Full Text][Citation analysis]		paper0
2001Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries.(2001) In: Working Papers on International Economics and Finance.
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This paper has nother version. Agregated cites: 0		paper
2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
[Full Text][Citation analysis]		paper154
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
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This paper has nother version. Agregated cites: 154		article
2015Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers.
[Full Text][Citation analysis]		paper19
2012Persistence, Long Memory, and Unit Roots in Commodity Prices In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]		article5
2007Real convergence in some emerging countries: a fractionally integrated approach In: Recherches économiques de Louvain.
[Full Text][Citation analysis]		article2
2007Real convergence in some emerging countries : a fractionally integrated approach.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has nother version. Agregated cites: 2		paper
2009AK growth models: new evidence based on fractional integration and breaking trends In: Recherches économiques de Louvain.
[Full Text][Citation analysis]		article4
2009New evidence on long-run monetary neutrality In: Journal of Applied Economics.
[Full Text][Citation analysis]		article0
2009New Evidence on Long-Run Monetary Neutrality.(2009) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 0		article
2002Bulls and Bears: Lessons from some European Countries In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper3
2004Real convergence in Taiwan: a fractionally integrated approach In: Journal of Asian Economics.
[Full Text][Citation analysis]		article2
2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2006Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization In: Emerging Markets Review.
[Full Text][Citation analysis]		article32
2014Oil price shocks and stock market returns: Evidence for some European countries In: Energy Economics.
[Full Text][Citation analysis]		article206
2016Oil price volatility and stock returns in the G7 economies In: Energy Economics.
[Full Text][Citation analysis]		article127
2016Oil price volatility and stock returns in the G7 economies.(2016) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2015Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy.
[Full Text][Citation analysis]		article83
2017Crude oil price behaviour before and after military conflicts and geopolitical events In: Energy.
[Full Text][Citation analysis]		article29
2017U.S. shale oil production and WTI prices behaviour In: Energy.
[Full Text][Citation analysis]		article27
2017Oil price shocks and stock returns of oil and gas corporations In: Finance Research Letters.
[Full Text][Citation analysis]		article106
2004Structural changes in volatility and stock market development: Evidence for Spain In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2003Structural Changes in Volatility and Stock Market Development: Evidence for Spain.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2004Is the US fiscal deficit sustainable?: A fractionally integrated approach In: Journal of Economics and Business.
[Full Text][Citation analysis]		article33
2006Real convergence in Africa in the second-half of the 20th century In: Journal of Economics and Business.
[Full Text][Citation analysis]		article38
2003Stock market cycles, financial liberalization and volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article83
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2003Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 83		paper
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective.(2011) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article145
2012Testing for persistent deviations of stock prices to dividends in the Nasdaq index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2005Oil prices, economic activity and inflation: evidence for some Asian countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article355
2004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries.(2004) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 355		paper
2019Impact of fossil fuel prices on electricity prices in Mexico In: Journal of Economic Studies.
[Full Text][Citation analysis]		article11
2008New Evidence on US Current Account Sustainability In: International Journal of Business and Economics.
[Full Text][Citation analysis]		article1
2008Tourism in the Canary Islands: forecasting using several seasonal time series models In: Journal of Forecasting.
[Full Text][Citation analysis]		article21
2016Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article13
2009US stock market volatility persistence: evidence before and after the burst of the IT bubble In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article6
2011Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]		article0
2013Persistence, long memory and seasonality in Kenyan tourism series In: NCID Working Papers.
[Full Text][Citation analysis]		paper4
2010European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration In: Eastern Economic Journal.
[Full Text][Citation analysis]		article14
2015The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013 In: Working Papers.
[Citation analysis]		paper0
2016Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2015Modeling Persistence of Carbon Emission Allowance Prices In: Working Papers.
[Citation analysis]		paper13
2008Persistence in International Monthly Arrivals in the Canary Islands In: Tourism Economics.
[Full Text][Citation analysis]		article4
2020The effect of oil price shocks on economic activity: a local projections approach In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2012Does Education Affect Happiness? Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article96
2013Environment and Happiness: New Evidence for Spain In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article43
2004Stock market cycles and stock market development in Spain In: Spanish Economic Review.
[Full Text][Citation analysis]		article13
2002Stock Market Cycles and Stock Market Development in Spain.(2002) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2006Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article14
2003Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach.(2003) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2003Empirical evidence on real convergence in some OECD countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article8
2018Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2019Impact of state-dependent oil price on US stock returns using local projections In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2007Testing for stock market bubbles using nonlinear models and fractional integration In: Applied Financial Economics.
[Full Text][Citation analysis]		article16
2009Financial liberalization, stock market volatility and outliers in emerging economies In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2006Real convergence in some Central and Eastern European countries In: Applied Economics.
[Full Text][Citation analysis]		article6
2021Do gasoline prices respond to non-US and US oil supply shocks? In: Applied Economics.
[Full Text][Citation analysis]		article2
2008Stochastic volatility in the Spanish stock market: a long memory model with a structural break In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2003Sacrifice Ratios: Some lessons from EMU countries, 1960-2001 In: International Review of Applied Economics.
[Full Text][Citation analysis]		article2
2012Does Media Consumption Make Us Happy? Evidence for Spain In: Journal of Media Economics.
[Full Text][Citation analysis]		article12
2002Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers.
[Full Text][Citation analysis]		paper0
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L In: Faculty Working Papers.
[Full Text][Citation analysis]		paper27
2015Exploring the oil prices and exchange rates nexus in some African economies In: Faculty Working Papers.
[Full Text][Citation analysis]		paper33
2002Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach In: Faculty Working Papers.
[Full Text][Citation analysis]		paper0
2011Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers.
[Full Text][Citation analysis]		paper1
2008Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences In: Faculty Working Papers.
[Full Text][Citation analysis]		paper7
2004Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help In: Faculty Working Papers.
[Full Text][Citation analysis]		paper1
2010Persistence in some energy futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article17

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