Nicola Spagnolo : Citation Profile

21

H index

36

i10 index

1634

Citations

RESEARCH PRODUCTION:

74

Articles

59

Papers

2

Chapters

RESEARCH ACTIVITY:

   24 years (2002 - 2026). See details.
   Cites by year: 68
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 40 (2.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp160
   Updated: 2026-05-02    RAS profile: 2026-04-24    
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Relations with other researchers

Works with:

Caporale, Guglielmo Maria (20)

Spagnolo, Fabio (11)

Arin, Kerim (5)

Sola, Martin (4)

albanese, marina (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)

Balcilar, Mehmet (21)

Spagnolo, Fabio (20)

Corbet, Shaen (15)

Lütkepohl, Helmut (14)

Yousaf, Imran (14)

Wohar, Mark (14)

Otranto, Edoardo (14)

Kočenda, Evžen (13)

Caporale, Guglielmo Maria (12)

Cites to:

Caporale, Guglielmo Maria (48)

Engle, Robert (29)

Spagnolo, Fabio (28)

Hansen, Bruce (23)

Sola, Martin (21)

Hamilton, James (19)

Diebold, Francis (18)

Bekaert, Geert (17)

Pesaran, Mohammad (15)

Harvey, Campbell (14)

Heckman, James (14)

Main data

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
International Journal of Finance & Economics2
Energy Policy2
Energy Economics2
Finance Research Letters2
Applied Financial Economics2
International Economics2
International Journal of Finance & Economics2
Economic Modelling2
Review of International Economics2
Research in International Business and Finance2
Journal of Macroeconomics2
Journal of International Financial Markets, Institutions and Money2

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 Tella4

Recent works citing Nicola Spagnolo (2026 and 2025)

YearTitle of citing document
2025Export proceeds repatriation policies: A shield against exchange rate volatility in emerging markets?. (2025). Uli, Sondang Marsinta ; Djuranovik, Leslie ; Gitaharie, Beta Yulianita ; Ekananda, Mahjus. In: Papers. RePEc:arx:papers:2506.09168.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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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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2024Effect of Economic Growth on CO2 Emission in Africa: Do Financial Development and Globalization Matter?. (2024). Yagmur, Mete ; Yaamur, Mete Han ; Teklie, Derese Kebede. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-15.

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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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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025Advanced models for hourly marginal CO2 emission factor estimation: A synergy between fundamental and statistical approaches. (2025). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s030626192500995x.

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2025How do companies manage energy? A systematic literature review on energy cost accounting, energy efficiency, and energy management. (2025). Dickemann, Philip. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s030626192501102x.

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2025Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment. (2025). Li, Jingrui ; John, Kose. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001051.

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2025Hidden semi-Markov models with inhomogeneous state dwell-time distributions. (2025). Koslik, Jan-Ole. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:209:y:2025:i:c:s0167947325000477.

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2025Green technology investment: Announced vs. unannounced subsidy retraction. (2025). Kort, Peter ; Hagspiel, Verena ; Wen, Xingang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924002227.

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2025Could U.S.-China conflicts intensify climate transition risks?. (2025). Chang, Shuangshuang ; Qin, Meng ; Hsueh, Hsin-Pei ; Lobont, Oana-Ramona. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1592-1604.

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2025Do industrial robots bring happiness? The moderating role of public trust. (2025). Wang, Wen ; Han, Wang-Zhe. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:380-398.

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2025How do climate risks intersect with the rise of new energy vehicles in China?. (2025). Song, Yubing ; Wong, Xiaoqing ; Zhang, Teng ; Qiu, Lianhong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:675-688.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2026Physical climate risk and banks’ credit risk: Worldwide evidence. (2026). Corredor, Pilar ; Mansilla-Fernndez, Jos Manuel ; Abinzano, Isabel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001901.

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2025Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x.

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2025Dynamic interplay of energy uncertainty, supply chain disruption, and digital transformation on Chinas renewable energy stocks. (2025). Ouyang, Kexin ; Jing, Peng ; Wang, Minglu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008363.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Examining inefficiency in countries with high energy consumption: A benchmarking approach. (2025). Valadkhani, Abbas ; Moradi-Motlagh, Amir. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325003111.

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2025Smart city policies and corporate renewable energy technology innovation: Insights from patent text and machine learning. (2025). Liu, Chengkun ; Xiong, NI ; Huang, Yang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004396.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2025Determination of energy efficiency based on machine learning and efficiency assessment methods. (2025). Jiang, Yuchen ; Wu, Jie ; Sun, Jiasen. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s014098832500550x.

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2025Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310.

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2025It only works if you believe in it: How climate change awareness affects the effectiveness of energy initiatives. (2025). Menegatti, Mario ; Cristofoletti, Enrico ; Baiardi, Donatella. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s014098832500739x.

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2025Does energy productivity boost total factor productivity?. (2025). del Ro, Pablo ; Pinto, Fernando ; Romero-Jordn, Desiderio. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s0301421525002733.

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2025Inhibit or promote: Nonlinear spatial impacts of renewable energy on economic growth in China. (2025). Wang, Qunwei ; Ding, Hao ; Zhou, Dequn ; Liu, Fang. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037508.

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2025Exploring the cost of carry in Chinese energy futures: Does it interact with the energy stock market?. (2025). Lin, Boqiang ; Tian, Weimin. In: Energy. RePEc:eee:energy:v:337:y:2025:i:c:s0360544225043452.

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2025Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy. (2025). Zhao, Yunning ; Xu, Wen ; Xiao, Jihong ; Liu, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006416.

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2025Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

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2025Unpacking the crisis: Impact of COVID-19 on global equity flows. (2025). Liu, Zhouyi ; Yksel, Zafer H ; Lin, Bingxuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:81:y:2025:i:c:s1572308925001081.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2025Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover. (2025). Gubareva, Mariya ; Ghosh, Anandita ; Vo, Xuan Vinh ; Papadas, Dimitrios. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000162.

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2025Systemic financial stress and the returns and volatility of ESG-themed assets. (2025). Abid, Ilyes ; Mzoughi, Hela ; Yuni, Denis N ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:184:y:2025:i:c:s2110701725000629.

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2025Multidimensional information spillover between cryptocurrencies and China’s financial markets under shocks from stringent government regulations. (2025). Wu, Xin ; Chen, Yiru ; Hu, Jingwen ; Yang, Ming-Yuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000241.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2025A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. (2025). Chen, Ray-Bing ; Lai, Wei-Ting ; Huang, Shih-Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:345-360.

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2025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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2025A system dynamics framework to formulate energy policies for sustainable development in Ethiopia. (2025). Alemayehu, Haimanote Belay ; Liu, Shiyong ; He, Yuxiang ; Zhang, Weiwei ; Kong, Ying. In: Utilities Policy. RePEc:eee:juipol:v:95:y:2025:i:c:s0957178725000682.

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2025Temporal dynamics of uncertainty shocks on Chinas trade openness: A TVP-VAR estimation. (2025). Emmanouilidis, Kyriakos ; Golitsis, Petros. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000209.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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2025Robotic transformation and energy transition in China: A new era of innovation. (2025). Barut, Abdulkadir ; Akpinar, Esra Nur ; Itil, Mcahit ; Alofaysan, Hind ; Erdem, Azad. In: Renewable Energy. RePEc:eee:renene:v:251:y:2025:i:c:s0960148125010158.

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2025Towards renewable energy islands in Türkiye: Potential and challenges. (2025). Denizli, Osmancan ; Karipolu, Fatih. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:211:y:2025:i:c:s1364032124010505.

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2025Dynamic policy pathfinding for balanced growth of energy trilemma: Evidence from the worlds large energy-consuming economies. (2025). Shirazi, Masoud. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:214:y:2025:i:c:s1364032125001662.

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2025News sentiment and DeFi coin returns: An empirical analysis. (2025). Corbet, Shaen ; Cepni, Oguzhan ; Aysan, Ahmet Faruk ; Akyildirim, Erdinc. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500646x.

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

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2025Resilience or returns: Assessing green equity index performance across market regimes. (2025). Thuy, An Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008232.

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2025Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry. (2025). Lee, Geonhee ; Kim, Young Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002454.

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2025Do environmental controversies lead to lower dividend payouts? The role of environmental performance and board gender diversity. (2025). Baatwah, Saeed Rabea ; Al-Dhamari, Redhwan ; Tawfik, Omar Ikbal ; Pucheta-Martnez, Mara Consuelo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925002934.

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2026Macro risks and their impact on insurer stock prices: Analyzing climate, geopolitical, and cybersecurity risks. (2026). Strzelczyk, Wojciech ; Snarska, Magorzata ; Puawska, Karolina ; Sikora, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s027553192500457x.

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2025The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond. (2025). Arfaoui, Nadia ; Yarovaya, Larisa ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006206.

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2025The impact of cyber-attacks on different dimensions of cryptocurrency markets. (2025). Umar, Muhammad. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000557.

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2025How do banks respond to violence?. (2025). Fawaz, Mahdi ; Boungou, Whelsy ; Yati, Alhonita. In: World Development. RePEc:eee:wdevel:v:190:y:2025:i:c:s0305750x25000403.

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2025The Impact of the Renewable Energy Transition on Economic Growth in BRICS Nations. (2025). Khobai, Hlalefang ; Hlongwane, Nyiko Worship. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:16:p:4318-:d:1724060.

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2024A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675.

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2025Exploring the Determinants of Energy Vulnerability in Micro-Enterprises: Insights from the Croatian Case Study. (2025). Žiković, Saša ; Rogulj, Ivana ; Spyridakos, Stavros. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:5894-:d:1688243.

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2025Managerial Climate Attention and Systemic Risk of New Energy Vehicle Firms: Evidence from China. (2025). Zhang, Xiaotong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:17:p:8042-:d:1743837.

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2025Structural Determinants of Greenhouse Gas Emissions Convergence in OECD Countries: A Machine Learning-Based Assessment. (2025). Bekta, Volkan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8730-:d:1760564.

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2025Analyzing the Divergent Effects of Oil Price Changes on BRICS Stock Markets. (2025). Gupta, Neha ; Sahay, Namita ; Yadav, Miklesh Prasad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:4:d:10.1007_s10690-024-09497-0.

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2025Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality. (2025). Destek, Mehmet ; Çevik, Emrah ; Sezen, Serhat ; Bugan, Mehmet Fatih ; Cevik, Emrah I ; Al-Eisa, Eisa Abdulrahman. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10859-7.

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2025Tail Risk Spillovers Between the Financial Sector and Real Economy: Network Analysis of China’s Industries. (2025). Zhang, Zhuoer ; Cang, Han ; Li, Chao. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10870-y.

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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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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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2025Extreme risk spillover in the equity markets: Evidence from the U.S.–China trade war. (2025). Chen, Wei-Peng ; Korsakul, Nattawadee ; Wu, Chih-Chiang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:3:d:10.1007_s11156-024-01374-1.

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2025Stocks, Currencies, and Geopolitical Shocks: Evidence from Advanced and Emerging Markets. (2025). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Karfakis, Ioannis ; Bampinas, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2025_08.

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2026The Governance-Environment Nexus: A Key to Environmental Sustainability in Asian Nations. (2026). Zaman, Khalid ; Khan, Muhammad Bahar ; Naseem, Imran ; Akhtar, Muhammad Zaheer. In: Economic Alternatives. RePEc:nwe:eajour:y:2026:i:1:p:205-232.

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2025Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis. (2025). Albu, Lucian Liviu ; Dima, Tefana Maria ; Ioan, Roxana ; Ionacui, Anca Saraolu ; Siminica, Marian Ilie. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:5-22.

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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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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2025On using fuzzy clustering for detecting the number of states in Markov switching models. (2025). Domianello, Luca Scaffidi ; Otranto, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06585-w.

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2025Monetary policy spillovers from the USA to advanced and emerging economies. (2025). Serletis, Apostolos ; Islam, M M. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:4:d:10.1007_s00181-025-02811-3.

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2024Time-varying causality nexus of (non)renewable electricity utilization, real output, and carbon emission among selected African states. (2024). Espoir, Delphin Kamanda ; Sunge, Regret ; Alola, Andrew Adewale. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-023-02934-6.

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2026Quantile time-frequency connectedness and networks across cryptocurrency markets. (2026). Kang, Sang Hoon ; Kashif, Muhammad ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00831-7.

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2025An integrated approach to resource efficiency, green markets and support measures in SMEs. (2025). Sanz-Torro, V ; Calafat-Marzal, C ; Marti, L ; Guaita-Martinez, J M. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:21:y:2025:i:1:d:10.1007_s11365-025-01098-1.

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2025Empirical analysis of spillover effects across key carbon-emitting sectors using quantile regression: perspectives from China. (2025). Bao, Jiangnan ; Chevallier, Julien ; Gao, Chunxing ; Jiang, Wei. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:10:d:10.1007_s43546-025-00916-6.

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2025How does country-specific macro uncertainty affect international debt securities denominated in local currency?. (2025). Wang, Weining ; Zhang, QI ; Sun, Xue. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:4:d:10.1007_s10290-025-00588-2.

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2025A revised approach to testing for asymmetric intermarket spillover effects. (2025). Mohammad, Suleiman ; Shrydeh, Najib ; Shahateet, Mohammed ; Sumadi, Mohammad. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:13:y:2025:i:1:p:2440440.

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2025Unraveling Turkish agricultural market challenges: Consequences of COVID‐19, Russia–Ukraine conflict, and energy market dynamics. (2025). Urak, Faruk. In: Agribusiness. RePEc:wly:agribz:v:41:y:2025:i:2:p:307-341.

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2024Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819.

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2025Analysing the impacts of unscheduled news events on stock market contagion during the epidemic. (2025). Zhou, Long ; Liu, Fang ; Wu, Baoxiu ; Zhang, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:590-601.

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2025Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation. (2025). Jeribi, Ahmed ; Bejaoui, Azza ; ben Salem, Salha ; Gkgz, Halilibrahim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2981-3002.

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2025Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors. (2025). Khan, Subuhi ; Qin, Quande ; Ghani, Maria. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:8:p:2364-2385.

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2025Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures. (2025). Liu, Rui ; Etienne, Xiaoli. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1409-1427.

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2025Government regulation and Chinas natural gas price distortion: A sectoral perspective. (2025). Lu, Xiangyi ; Xiao, Jianzhong ; Wang, Xiaolin ; Wen, LE ; Peng, Jiachao. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:1:p:725-747.

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2025The path to Chinas zero‐carbon target: Implications for the relationship between de‐coal, economic output, and carbon dioxide emissions. (2025). Kocak, Emrah ; Alnour, Mohammed. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:1:p:100-112.

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2025The Influence of Prior Knowledge and Perceived Impact on the Connection Between Attitudes and Sustainable Behavior. (2025). Lainekronberg, Annika ; Gugenishvili, Ilia. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4099-4111.

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2025Advancing Sustainability Assessment of Renewable Energy: A Study on Indicator‐to‐Framework Methods and Associated Rule Mining. (2025). Abdolmaleki, Shoeib Faraji ; Bello, Pastora M. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4393-4427.

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2025Evaluating the Synergy Between Lean Practices and Sustainability in Supply Chains: A Conceptual Framework for Supplier Assessment. (2025). Lima, Vanda ; Fonseca, Luis ; Carlos, Jos. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:s1:p:352-380.

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2025On the effects of global uncertainty shocks on portfolio flows. (2025). Bettendorf, Timo ; Beckmann, Joscha. In: Discussion Papers. RePEc:zbw:bubdps:328246.

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2026Catalysing corporate energy efficiency investment: Financial and regulatory factors. (2026). Sancho, Marta Lasheras ; Tueske, Annamaria. In: EIB Working Papers. RePEc:zbw:eibwps:338073.

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Works by Nicola Spagnolo:

YearTitleTypeCited
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth In: The Energy Journal.
[Full Text][Citation analysis]		article25
2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence In: Asociación Argentina de Economía Política: Working Papers.
[Full Text][Citation analysis]		paper0
2003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article95
2002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2006Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article51
2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
[Full Text][Citation analysis]		article2
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
[Citation analysis]		article34
2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
[Full Text][Citation analysis]		article124
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 124		paper
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
2023Aggregate insider trading and stock market volatility in the UK.(2023) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 0		article
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.
[Full Text][Citation analysis]		paper3
2025The effects of physical and transition climate risk on stock markets: Some multi-Country evidence.(2025) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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]		paper1
2026Climate policies, energy shocks and spillovers between green and brown stock price indices.(2026) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper99
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: 99		paper
2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		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]		paper106
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		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: 106		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		paper19
2014Macro News and Bond Yield Spreads in the Euro Area.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper68
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2015Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2016Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2015Macro News and Commodity Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper23
2015Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2016Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2017Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2016Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper10
2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		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.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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.
[Full Text][Citation analysis]
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]		paper10
2020The impact of business and political news on the GCC stock markets.(2020) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2019Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2020Financial Integration in the GCC Region: Market Size Versus National Effects.(2020) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2020Cross-Border Portfolio Flows and News Media Coverage In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2022Cross-border portfolio flows and news media coverage.(2022) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2020Cyber-Attacks, Cryptocurrencies, and Cyber Security In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper41
2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		article21
2026When volatility turns, recessions follow In: Economic Modelling.
[Full Text][Citation analysis]		article0
2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
[Full Text][Citation analysis]		article151
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.
[Full Text][Citation analysis]
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]		article5
2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
[Full Text][Citation analysis]		article18
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]		article11
2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
[Full Text][Citation analysis]		article17
2022The economic and welfare state determinants of well-being in Europe In: International Economics.
[Full Text][Citation analysis]		article2
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]		article43
2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
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.
[Full Text][Citation analysis]
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]		article3
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.
[Full Text][Citation analysis]		paper0
2024Environmental awareness and firm creation In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
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]		article7
2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article66
2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article12
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.
[Full Text][Citation analysis]
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
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth In: The Energy Journal.
[Full Text][Citation analysis]		article3
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]		article62
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
2025Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison 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]		article10

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team