Nicola Spagnolo : Citation Profile

19

H index

31

i10 index

1514

Citations

RESEARCH PRODUCTION:

72

Articles

58

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 65
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 35 (2.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp160
   Updated: 2025-04-12    RAS profile: 2025-04-10    
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Relations with other researchers

Works with:

Caporale, Guglielmo Maria (24)

Spagnolo, Fabio (11)

Arin, Kerim (5)

albanese, marina (2)

Sola, Martin (2)

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

Is cited by:

GUPTA, RANGAN (32)

Sola, Martin (23)

Spagnolo, Fabio (20)

Balcilar, Mehmet (20)

Corbet, Shaen (14)

Lütkepohl, Helmut (14)

Yousaf, Imran (14)

Kočenda, Evžen (13)

Psaradakis, Zacharias (12)

Caporale, Guglielmo Maria (12)

Salisu, Afees (11)

Cites to:

Caporale, Guglielmo Maria (44)

Engle, Robert (28)

Spagnolo, Fabio (25)

Hansen, Bruce (23)

Diebold, Francis (18)

Hamilton, James (17)

Bekaert, Geert (17)

Sola, Martin (16)

Harvey, Campbell (14)

Pesaran, Mohammad (14)

Heckman, James (14)

Main data

Production by document typepaperchapterarticle200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Nicola Spagnolo has published?

Journals with more than one article published# docs
Economics Letters7
International Economics4
Journal of International Money and Finance3
Journal of Time Series Analysis3
Empirical Economics3
Energy Policy2
International Economics2
International Journal of Finance & Economics2
Review of International Economics2
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2
Research in International Business and Finance2
International Journal of Finance & Economics2
Applied Financial Economics2
Journal of Macroeconomics2
Energy Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo30
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research13
Department of Economics Working Papers / Universidad Torcuato Di Tella3

Recent works citing Nicola Spagnolo (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches. (2024). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2412.17379.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024.

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2024.

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2024Impact of terror on international trade in financial services: Does the development of financial institutions matter?. (2024). Pham, Cong S ; Nguyen, Hoa. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2476-2514.

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2024.

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2024The Economic Impact of Arms Spending in Germany, Italy, and Spain. (2024). Mario, Pianta ; Paolo, Maranzano ; Chiara, Bonaiuti ; Marco, Stamegna. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:4:p:393-422:n:1002.

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2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10960.

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2025Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices. (2025). Colella, Ida ; Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Albanese, Marina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11747.

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2024Examining Volatility Spillover between India and Global Emerging Stock Markets during COVID 19 and Russia-Ukraine War Crisis. (2024). Lakhanpal, Aakriti ; Panchamia, Aastha ; Maurya, Harshita ; Anchan, Veerendra. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:102-118.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2025Powering progress: The interplay of energy security and institutional quality in driving economic growth. (2025). Maraseni, Tek ; Rahman, Mohammad Mafizur ; Azimi, Mohammad Naim. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022189.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024When are tax multipliers large?. (2024). Ziegenbein, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001914.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024Decarbonization policy and high-carbon enterprise default risk: Evidence from China. (2024). Sun, Haibo ; Pang, Tengfei ; Liu, Zhonglu. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000415.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Coup détat in Africa and stock market returns: The case of French companies. (2024). Wahyono, Budi ; Gupta, Praveen ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s016517652400137x.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Convergence of CO2 emissions in countries at different stages of development. Do globalisation and environmental policies matter?. (2024). Papie, Monika ; Borowiec, Justyna. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004512.

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2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

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2024Spillovers and dependency between green finance and traditional energy markets under different market conditions. (2024). Qin, Zhongfeng ; Wu, Ruirui ; Li, Bin. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002830.

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2024Conceptualizing an interpretative framework for energy transition among Italian innovative small and medium enterprises. (2024). Thomas, Antonio ; Scandurra, Giuseppe ; Carfora, Alfonso. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004129.

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2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024Nonlinear impact of climate transition risks on green stock performance: Perspectives from multiscale and lag effects. (2024). Xu, Xin ; Rong, Xueyun ; Cheng, Siyu ; Wang, Junling. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002011.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859.

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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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2024The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan. (2024). Lee, Geesun. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007578.

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2024Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309.

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2024Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization. (2024). Yang, Changyu ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011796.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2024HACKED: Understanding the stock market response to cyberattacks. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Akyildirim, Erdinc. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001483.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2024Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

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2024Capital structure decisions in the energy transition: Insights from Spain. (2024). Uribe, Jorge ; Plana-Erta, Dolors ; Llobet-Dalmases, Joan ; Bistuer-Talavera, Cristobal. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001450.

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2024Frequency connectedness between DeFi and cryptocurrency markets. (2024). Kang, Sang Hoon ; Gubareva, Mariya ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:12-27.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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2024Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2024Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study. (2024). Eissa, Mohamed Abdelaziz ; al Refai, Hisham. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003940.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2024Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024On the different impact of local and national sources of policy uncertainty on sectoral stock volatility. (2024). Bales, Stephan ; Sabani, Nazmie ; Burghof, Hans-Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003325.

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2024Exploring the impacts of major events on the global oil and food markets. (2024). Su, Bin ; Wu, Yunsong ; Chen, Zhenling ; Teng, Man ; Ni, Guohua. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002180.

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2024Airline stock market performance and political relations: A cross-quantilogram analysis of Chinese and US carriers. (2024). Cai, Yifei ; Wu, Yanrui ; Zhang, Yahua ; Chang, Tsangyao. In: Transport Policy. RePEc:eee:trapol:v:155:y:2024:i:c:p:124-149.

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2024Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis. (2024). Baba, Murtala Mustapha ; Gm, Nihat. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:1:p:24-49.

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2024The Stock Market Effects of Islamist versus Non-Islamist Terror. (2024). Schulze, Günther ; Karim, Md Rafiul ; Jin, Gan. In: Discussion Paper Series. RePEc:fre:wpaper:45.

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2024Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir. In: Post-Print. RePEc:hal:journl:hal-04643053.

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2024The role of green technology and green utility performance in advancing energy utilities commitment to sustainability. (2024). Sun, Dan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09635-8.

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2024Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2024Green Financing, Energy Transformation, and the Moderating Effect of Digital Economy in Developing Countries. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Dong, Kangyin ; Liu, Yang. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00922-6.

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2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

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2024The economic impact of arms spending in Germany, Italy, and Spain. (2024). Pianta, Mario ; Maranzano, Paolo ; Bonaiuti, Chiara ; Stamegna, Marco. In: MPRA Paper. RePEc:pra:mprapa:120608.

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2024Expose the Hidden : Investor Sentiment and Anomaly Strategies in Emerging Market. (2024). Ali, Furman ; Ahmad, Masood ; Ur, Muhammad Ateeq. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:4:p:63-81.

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2024Understanding the Influence of Energy Productivity and Income on CO2 Emissions in Spain (1970€“2017): A Non-Linear Structural Equations Model Approach. (2024). Cuerdo Mir, Miguel ; Montes, Jos Luis. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240904.

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2024Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events. (2024). Guo, Xiaochun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00514-1.

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2024Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model. (2024). Yousaf, Imran ; Youssef, Manel ; Gubareva, Mariya. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00570-7.

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2024Heterogeneity in the volatility spillover of cryptocurrencies and exchanges. (2024). Wu, Meiyu ; Wang, LI ; Yang, Haijun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00585-0.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset. (2024). Lahmiri, Salim. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00628-0.

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2024The contagion between stock markets: evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic. (2024). Minh, Le Thi. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:17:y:2024:i:1:p:78-94.

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

Works by Nicola Spagnolo:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth In: The Energy Journal.
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.() In: .
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2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence In: Asociación Argentina de Economía Política: Working Papers.
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2003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
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2002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models.(2002) In: Computing in Economics and Finance 2002.
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This paper has nother version. Agregated cites: 92		paper
2006Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching In: Journal of Time Series Analysis.
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2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article18
2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
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2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
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2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
[Full Text][Citation analysis]		article119
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
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2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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2002Power Properties of Nonlinearity Tests for Time Series with Markov Regimes In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
2016Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India In: Revue économique.
[Full Text][Citation analysis]		article0
2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series.
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2024US municipal green bonds and financial integration.(2024) In: Chapters.
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This paper has nother version. Agregated cites: 0		chapter
2023Aggregate Insider Trading and Stock Market Volatility in the UK In: CESifo Working Paper Series.
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2023Aggregate insider trading and stock market volatility in the UK.(2023) In: Journal of International Financial Markets, Institutions and Money.
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2023European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2024The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence In: CESifo Working Paper Series.
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2025The effects of physical and transition climate risk on stock markets: Some multi-Country evidence.(2025) In: International Economics.
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This paper has nother version. Agregated cites: 0		article
2024Climate Physical Risk and Asian Stock Market Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2025Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper94
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review.
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This paper has nother version. Agregated cites: 94		article
2013Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2013Exchange Rate Uncertainty and International Portfolio Flows.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper95
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 95		paper
2015Oil price uncertainty and sectoral stock returns in China: A time-varying approach.(2015) In: China Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		article
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 14		paper
2016Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis.
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This paper has nother version. Agregated cites: 14		article
2014Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2014Macro News and Bond Yield Spreads in the Euro Area.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 18		paper
2018Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 18		article
2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper61
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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This paper has nother version. Agregated cites: 61		article
2015Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 61		paper
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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This paper has nother version. Agregated cites: 61		article
2016Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers.
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This paper has nother version. Agregated cites: 61		paper
2015Macro News and Commodity Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2015Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 21		paper
2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 21		article
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series.
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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 3		paper
2016Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series.
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2016Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 14		paper
2017Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 14		article
2016Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series.
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2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 9		paper
2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 9		article
2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis In: CESifo Working Paper Series.
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2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis.(2016) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 3		paper
2021Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis.(2021) In: Empirical Economics.
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This paper has nother version. Agregated cites: 3		article
2018Political Tension and Stock Markets in the Arabian Peninsula In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2021Political tension and stock markets in the Arabian Peninsula.(2021) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 5		article
2018The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2020The impact of business and political news on the GCC stock markets.(2020) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 9		article
2019Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series.
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2020Financial Integration in the GCC Region: Market Size Versus National Effects.(2020) In: Open Economies Review.
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This paper has nother version. Agregated cites: 4		article
2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
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2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 19		article
2020Cross-Border Portfolio Flows and News Media Coverage In: CESifo Working Paper Series.
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2022Cross-border portfolio flows and news media coverage.(2022) In: Journal of International Money and Finance.
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2020Cyber-Attacks, Cryptocurrencies, and Cyber Security In: CESifo Working Paper Series.
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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets In: CESifo Working Paper Series.
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2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
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2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 In: CESifo Working Paper Series.
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2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
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This paper has nother version. Agregated cites: 5		article
2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
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This paper has nother version. Agregated cites: 5		article
2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies In: Economic Modelling.
[Full Text][Citation analysis]		article16
2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
[Full Text][Citation analysis]		article143
2011Short-term growth effects of fiscal policy revisited: A Markov-switching approach In: Economics Letters.
[Full Text][Citation analysis]		article4
2015Happiness, taxes and social provision: A note In: Economics Letters.
[Full Text][Citation analysis]		article0
2017A note on the macroeconomic consequences of ethnic/racial tension In: Economics Letters.
[Full Text][Citation analysis]		article1
2002A test for volatility spillovers In: Economics Letters.
[Full Text][Citation analysis]		article32
2003Asset prices and output growth volatility: the effects of financial crises In: Economics Letters.
[Full Text][Citation analysis]		article16
2007Predicting Markov volatility switches using monetary policy variables In: Economics Letters.
[Full Text][Citation analysis]		article7
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article158
2004TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance.
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This paper has nother version. Agregated cites: 158		paper
2023The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity In: Energy Economics.
[Full Text][Citation analysis]		article2
2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
[Full Text][Citation analysis]		article16
2020The effect of a new power cable on energy prices volatility spillovers In: Energy Policy.
[Full Text][Citation analysis]		article5
2023Small and medium sized European firms and energy saving measures: The role of financing In: Energy Policy.
[Full Text][Citation analysis]		article3
2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
[Full Text][Citation analysis]		article9
2022The economic and welfare state determinants of well-being in Europe In: International Economics.
[Full Text][Citation analysis]		article0
2011Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article41
2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
2015Fiscal multipliers in good times and bad times In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article34
2013Fiscal Multipliers in Good Times and Bad Times.(2013) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 34		paper
2025Stock market responses to monetary policy shocks: Firm-level evidence In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2025Stock market returns and climate risk in the U.S. In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article0
2024The non-linear effect of income on the shadow economy In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article0
2021Financial markets and fiscal discipline in the Eurozone In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
2019A closer look at the employment effects of fiscal policy shocks: What have minorities got to do with it? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2010Understanding Homeland Security: Theory and UK Evidence In: EcoMod2010.
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2024Environmental awareness and firm creation In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
[Full Text][Citation analysis]		paper2
2012Stock market, economic growth and EU accession: evidence from three CEECs In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article6
2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article64
2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article11
2022Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility In: Review of Economics.
[Full Text][Citation analysis]		article0
2004Evaluating currency crises: the case of the European Monetary System In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper8
2008Evaluating currency crises: the case of the European monetary system.(2008) In: Empirical Economics.
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This paper has nother version. Agregated cites: 8		article
2011Volatility spillovers and contagion from mature and emerging stock markets. In: NCID Working Papers.
[Full Text][Citation analysis]		paper0
2012Stock Market Integration Between Three CEECs In: Journal of Economic Integration.
[Full Text][Citation analysis]		article12
2017Portfolio flows and the US dollar–yen exchange rate In: Empirical Economics.
[Full Text][Citation analysis]		article0
2014Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2006Volatility transmission and financial crises In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article59
2018Happy PIIGS? In: Journal of Happiness Studies.
[Full Text][Citation analysis]		article0
2022Effect of Media News on Radicalization of Attitudes to Immigration In: Journal of Economics, Race, and Policy.
[Full Text][Citation analysis]		article1
2024Do not shut up and do dribble: social media and TV consumption In: Journal of Population Economics.
[Full Text][Citation analysis]		article0
2005Was the Currency Crisis in Argentina Self-Fulfilling? In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article6
2003IGARCH models and structural breaks In: Applied Economics Letters.
[Full Text][Citation analysis]		article19
2004Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article17
2009Central bank intervention and foreign exchange markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2010Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper7
2024The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2024Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022On the heterogeneous effects of tax policy on labor market outcomes In: Southern Economic Journal.
[Full Text][Citation analysis]		article1
2023Sustainable developments, renewable energy, and economic growth in Canada In: Sustainable Development.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team