31
H index
48
i10 index
4113
Citations
Universidade de Santiago de Compostela | 31 H index 48 i10 index 4113 Citations RESEARCH PRODUCTION: 76 Articles 20 Papers RESEARCH ACTIVITY: 27 years (1997 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pre488 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Carlos Reboredo. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Joint Research Centre, European Commission | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 2 |
Year | Title of citing document | |
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2023 | Impact of Financial Liberalization on Firm Risk. (2023). Lin, Oshamah Lin ; Chang, Chong-Chuo ; Hsu, Oshamah Kun-Zhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45. Full description at Econpapers || Download paper | |
2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311. Full description at Econpapers || Download paper | |
2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper | |
2023 | Portfolio Optimization with Relative Tail Risk. (2023). Kim, Young Shin. In: Papers. RePEc:arx:papers:2303.12209. Full description at Econpapers || Download paper | |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
2023 | Investigating Short-Term Dynamics in Green Bond Markets. (2023). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Papers. RePEc:arx:papers:2308.12179. Full description at Econpapers || Download paper | |
2024 | Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511. Full description at Econpapers || Download paper | |
2023 | The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850. Full description at Econpapers || Download paper | |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473. Full description at Econpapers || Download paper | |
2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
2024 | On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach. (2023). Romero, José ; Melo-Velandia, Luis ; Ramirez-Gonzalez, Mahicol Stiben. In: Borradores de Economia. RePEc:bdr:borrec:1231. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2024 | Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59. Full description at Econpapers || Download paper | |
2023 | Interactive effects of brand reputation and ESG on green bond issues: A sustainable development perspective. (2023). Broadstock, David C ; Sharma, Piyush. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:570-586. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper | |
2023 | US Municipal Green Bonds and Financial Integration. (2023). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10323. Full description at Econpapers || Download paper | |
2023 | On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01. Full description at Econpapers || Download paper | |
2023 | Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773. Full description at Econpapers || Download paper | |
2023 | Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56. Full description at Econpapers || Download paper | |
2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper | |
2023 | Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22. Full description at Econpapers || Download paper | |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper | |
2023 | Energy Price and Stock Return: Evidence of Energy Sector Companies in Indonesia. (2023). Endri, Endri ; Rheynaldi, Pande Ketut ; Karyatun, Subur ; Ferranti, Putri Andari ; Minanari, Minanari. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-5. Full description at Econpapers || Download paper | |
2023 | The Effect of World Oil Price on Türkiye’s Exchange Rate. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-32. Full description at Econpapers || Download paper | |
2023 | Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71. Full description at Econpapers || Download paper | |
2023 | Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642. Full description at Econpapers || Download paper | |
2024 | Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers || Download paper | |
2023 | COVID-19 pandemic and herd behavior: Evidence from a frontier market. (2023). Giang, Thi Huong ; Bakry, Walid ; Nguyen, Huu Manh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000217. Full description at Econpapers || Download paper | |
2023 | Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280. Full description at Econpapers || Download paper | |
2023 | Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979. Full description at Econpapers || Download paper | |
2023 | Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580. Full description at Econpapers || Download paper | |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper | |
2023 | Quantile 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. Full description at Econpapers || Download paper | |
2023 | Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302. Full description at Econpapers || Download paper | |
2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
2023 | Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Connectedness between fossil and renewable energy stock indices: The impact of the COP policies. (2023). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858. Full description at Econpapers || Download paper | |
2023 | Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158. Full description at Econpapers || Download paper | |
2023 | Does green direct financing work in reducing carbon risk?. (2023). Li, Shouwei ; Shen, Hong ; Wang, HU. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003073. Full description at Econpapers || Download paper | |
2023 | ESG rating confusion and bond spreads. (2023). Yan, Jingzhou ; Zou, Jin ; Deng, Guoying. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s026499932300367x. Full description at Econpapers || Download paper | |
2024 | Does Chinas emission trading scheme affect corporate financial performance: Evidence from a quasi-natural experiment. (2024). Wang, Tianju ; Ma, Diandian ; Liu, Yaorong ; Dong, Yizhe ; Chu, Baoju. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000142. Full description at Econpapers || Download paper | |
2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper | |
2023 | The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826. Full description at Econpapers || Download paper | |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
2023 | Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487. Full description at Econpapers || Download paper | |
2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | Can green bond issuance promote enterprise green technological innovation?. (2024). Dai, Qingling ; Cheng, Zhonghua ; Ren, Penghan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001444. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper | |
2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper | |
2024 | Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147. Full description at Econpapers || Download paper | |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470. Full description at Econpapers || Download paper | |
2024 | Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Liu, Xiaoyi ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536. Full description at Econpapers || Download paper | |
2024 | Green 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. Full description at Econpapers || Download paper | |
2024 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Gaji-Glamolija, Marina ; Mani, Slavica ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706. Full description at Econpapers || Download paper | |
2024 | Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Chen, Meixia ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792. Full description at Econpapers || Download paper | |
2023 | The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process. (2023). Apergis, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000514. Full description at Econpapers || Download paper | |
2023 | New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772. Full description at Econpapers || Download paper | |
2023 | Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079. Full description at Econpapers || Download paper | |
2023 | Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656. Full description at Econpapers || Download paper | |
2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper | |
2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper | |
2023 | Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584. Full description at Econpapers || Download paper | |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
2023 | Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686. Full description at Econpapers || Download paper | |
2023 | COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497. Full description at Econpapers || Download paper | |
2023 | Do oil shocks affect the green bond market?. (2023). Ahmad, Nasir ; Vo, Xuan Vinh ; Zeitun, Rami ; Raheem, Ibrahim D ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005588. Full description at Econpapers || Download paper | |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
2023 | Co-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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2024) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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1999 | Near Observational Equivalence and Fractionally Integrated Processes In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
1998 | Near observational equivalence and fractionally integrated processes.(1998) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | The Relative Price of Non-traded Goods under Imperfect Competition In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
1997 | Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2007 | The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | On cocaine consumption: Some lessons from Spain In: Cuadernos de Economía - Spanish Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Do green bonds de-risk investment in low-carbon stocks? In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2022 | Exchange rates and the global transmission of equity market shocks In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2021 | Exchange rates and the global transmission of equity market shocks.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2013 | A wavelet decomposition approach to crude oil price and exchange rate dependence In: Economic Modelling. [Full Text][Citation analysis] | article | 150 |
2014 | Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling. [Full Text][Citation analysis] | article | 70 |
2014 | Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling. [Full Text][Citation analysis] | article | 58 |
2020 | Price connectedness between green bond and financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 146 |
2014 | US dollar exchange rate and food price dependence: Implications for portfolio risk management In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
2015 | A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 28 |
2015 | Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 37 |
2021 | Are investors aware of climate-related transition risks? Evidence from mutual fund flows In: Ecological Economics. [Full Text][Citation analysis] | article | 5 |
2015 | An analysis of dependence between Central and Eastern European stock markets In: Economic Systems. [Full Text][Citation analysis] | article | 10 |
2017 | Obesity: A major problem for Spanish minors In: Economics & Human Biology. [Full Text][Citation analysis] | article | 2 |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 250 |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | paper | |
2014 | Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review. [Full Text][Citation analysis] | article | 54 |
2015 | Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 72 |
2011 | How do crude oil prices co-move?: A copula approach In: Energy Economics. [Full Text][Citation analysis] | article | 140 |
2013 | Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics. [Full Text][Citation analysis] | article | 43 |
2014 | Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics. [Full Text][Citation analysis] | article | 118 |
2015 | Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics. [Full Text][Citation analysis] | article | 182 |
2016 | Quantile dependence of oil price movements and stock returns In: Energy Economics. [Full Text][Citation analysis] | article | 111 |
2017 | Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics. [Full Text][Citation analysis] | article | 204 |
2018 | Green bond and financial markets: Co-movement, diversification and price spillover effects In: Energy Economics. [Full Text][Citation analysis] | article | 223 |
2018 | Oil price dynamics and market-based inflation expectations In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
2018 | The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach In: Energy Economics. [Full Text][Citation analysis] | article | 94 |
2018 | The impact of Twitter sentiment on renewable energy stocks In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2020 | Network connectedness of green bonds and asset classes In: Energy Economics. [Full Text][Citation analysis] | article | 113 |
2012 | Do food and oil prices co-move? In: Energy Policy. [Full Text][Citation analysis] | article | 118 |
2016 | Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy. [Full Text][Citation analysis] | article | 40 |
2018 | The performance of precious-metal mutual funds: Does uncertainty matter? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2022 | Climate transition risk, profitability and stock prices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2022 | Switching connectedness between real estate investment trusts, oil, and gold markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2023 | Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets In: Finance Research Letters. [Full Text][Citation analysis] | article | 13 |
2013 | Is gold a safe haven or a hedge for the US dollar? Implications for risk management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 276 |
2016 | Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 117 |
2017 | Economic crisis and the unemployment effect on household food expenditure: The case of Spain In: Food Policy. [Full Text][Citation analysis] | article | 6 |
2016 | Economic crisis and the unemployment effect on household food expenditure: The case of Spain.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | Systemic risk in European sovereign debt markets: A CoVaR-copula approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 130 |
2012 | Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 212 |
2013 | Is gold a hedge or safe haven against oil price movements? In: Resources Policy. [Full Text][Citation analysis] | article | 192 |
2016 | The impact of downward/upward oil price movements on metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 62 |
2017 | Quantile causality between gold commodity and gold stock prices In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
2020 | Price spillovers between rare earth stocks and financial markets In: Resources Policy. [Full Text][Citation analysis] | article | 30 |
2021 | Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic In: Resources Policy. [Full Text][Citation analysis] | article | 23 |
2021 | Dynamic spillovers and network structure among commodity, currency, and stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 18 |
2024 | Tail risks of energy transition metal prices for commodity prices In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2024 | The impact of uncertainty shocks on energy transition metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2015 | Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 9 |
2014 | Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 96 |
2013 | How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2021 | Does length of hospital stay reflect power-law behavior? A q-Weibull density approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2015 | Renewable energy contribution to the energy supply: Is there convergence across countries? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 20 |
2015 | Are China’s new energy stock prices driven by new energy policies? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 18 |
2017 | Do investors pay a premium for going green? Evidence from alternative energy mutual funds In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 28 |
2014 | Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 166 |
2014 | Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 39 |
2016 | Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 104 |
2019 | Interdependence Between Renewable-Energy and Low-Carbon Stock Prices In: Energies. [Full Text][Citation analysis] | article | 8 |
2019 | Does Sustainability Score Impact Mutual Fund Performance? In: Sustainability. [Full Text][Citation analysis] | article | 15 |
2020 | How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2021 | Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2011 | The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement In: Post-Print. [Full Text][Citation analysis] | paper | 9 |
2012 | The switch from continuous to call auction trading in response to a large intraday price movement.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2022 | The impact of climate transition risks on financial stability. A systemic risk approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Nonlinearity in Forecasting of High-Frequency Stock Returns In: Computational Economics. [Full Text][Citation analysis] | article | 13 |
2020 | Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
2004 | The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2016 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
2017 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2004 | A note on efficiency and solvency in banking In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Competition and R&D in retail banking under expense preference behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2002 | Bank solvency evaluation with a Markov model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2003 | How is the market reaction to stock splits? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Nonlinear effects of oil shocks on stock returns: a Markov-switching approach In: Applied Economics. [Full Text][Citation analysis] | article | 53 |
2014 | Power-law behaviour in time durations between extreme returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Quantile causality and dependence between crude oil and precious metal prices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 15 |
2012 | Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting. [Citation analysis] | article | 12 |
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