Alexis Stenfors : Citation Profile

Are you Alexis Stenfors?

University of Portsmouth

6

H index

2

i10 index

153

Citations

RESEARCH PRODUCTION:

18

Articles

19

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 5
   Journals where Alexis Stenfors has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 23 (13.07 %)

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   Permalink: http://citec.repec.org/pst614
   Updated: 2024-11-04    RAS profile: 2024-01-11    
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Relations with other researchers

Works with:

Chatziantoniou, Ioannis (9)

Gabauer, David (9)

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

Is cited by:

Gabauer, David (10)

Hein, Eckhard (10)

Tiwari, Aviral (9)

Abakah, Emmanuel (9)

Tzeremes, Panayiotis (4)

GUPTA, RANGAN (4)

Chishti, Muhammad Zubair (4)

Detzer, Daniel (4)

Corbet, Shaen (4)

Lee, Chien-Chiang (3)

Zhou, Wei-Xing (3)

Cites to:

Gabauer, David (70)

Chatziantoniou, Ioannis (42)

Yilmaz, Kamil (25)

Diebold, Francis (23)

Foucault, Thierry (21)

GUPTA, RANGAN (21)

Antonakakis, Nikolaos (16)

Lyons, Richard (15)

Svensson, Lars (13)

Pesaran, Mohammad (12)

McGuire, Patrick (10)

Main data

Where Alexis Stenfors has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money7
Journal of Economic Issues5

Working Papers Series with more than one paper published# docs
Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group16

Recent works citing Alexis Stenfors (2024 and 2023)

YearTitle of citing document
2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Do green energy markets catch cold when conventional energy markets sneeze?. (2023). Lucey, Brian ; Rao, Amar ; Lim, Weng Marc ; Kumar, Satish. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005339.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Chen, Huangen ; Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380.

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2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis. (2024). Li, Yanshuang ; Umar, Muhammad ; Ijaz, Muhammad Shahzad ; Yousaf, Imran. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001981.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088.

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2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Pradhan, H K ; Banerjee, Ameet Kumar ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

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

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2023Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. (2023). Yang, Yung-Lieh ; Ling, Yuan Hung ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001216.

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2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348.

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2023How connected is the crypto market risk to investor sentiment?. (2023). Zhu, Hao ; Meng, Yiqun ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494.

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2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

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2023Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach. (2023). Manotas-Duque, Diego F ; Oviedo-Gomez, Andres ; Joaqui-Barandica, Orlando. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007006.

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2023Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach. (2023). Yang, Yunglieh ; Gong, Zhenting ; Zhang, HE ; Chen, Fan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008450.

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2024Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach. (2024). Abakah, Emmanuel ; Hossain, Sahib ; Aikins, Emmanuel Joel ; Goodell, John W ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010656.

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2024Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system. (2024). Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011376.

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2024Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve. (2024). Gabauer, David ; Stenfors, Alexis. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012242.

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2024Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs. (2024). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001788.

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2024Connectedness and co-movement between dirty energy, clean energy and global COVOL. (2024). Goodell, John W ; Hu, Yang ; Lang, Chunlin ; Hou, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003349.

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2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Naveed, Muhammad ; Al-Nassar, Nassar S ; Ali, Shoaib. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

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2023Time–frequency dependence and connectedness between financial technology and green assets. (2023). Urom, Christian. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:139-157.

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2023Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2024Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x.

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2024Detecting the risk of cross-product manipulation in the EUREX fixed income futures market. (2024). Mere, Peter ; Guo, Andy ; Dilshani, Kaveesha ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000507.

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2023Unconventional monetary policy and debt sustainability in Japan. (2023). Cheng, Gong ; Alberola, Enrique ; Zenios, Stavros A ; Consiglio, Andrea. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:69:y:2023:i:c:s0889158323000291.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

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2024Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic. (2024). Amewu, Godfred ; Armah, Mohammed. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s170349492400001x.

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2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method. (2023). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Adeleke, Musefiu A ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003495.

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2023Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets. (2023). Destek, Mehmet ; Bugan, Mehmet Fatih ; Cevik, Emrah I ; Zafar, Muhammad Wasif ; Lu, Chengwu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004324.

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2023Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Zhang, Anqi ; Tarczyska-Uniewska, Magorzata ; Mallek, Sabrine ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005093.

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2023A dynamic connectedness analysis between rare earth prices and renewable energy. (2023). Tzeremes, Panayiotis ; Dogan, Eyup ; Taskin, Dilvin ; Madaleno, Mara. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005998.

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2023Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?. (2023). Rashidi, Muhammad Mahdi ; Raheem, Ibrahim D ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008978.

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2023COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

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2023Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?. (2023). Ndubuisi, Gideon ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:94-111.

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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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2024The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:1-10.

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2023Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? Evidence from conventional and Islamic ESG stocks. (2023). Tedeschi, Marco ; Asl, Mahdi Ghaemi ; Shahzad, Umer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:139-154.

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2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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2024Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wei, YU ; Zhang, Yifeng ; Wang, Zhuo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

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2024Is investing in green assets costlier? Green vs. non-green financial assets. (2024). Uddin, Gazi ; Hasan, Md Bokhtiar ; Nobanee, Haitham ; Siddique, Md Abubakar ; Nahiduzzaman, MD. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1460-1481.

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2023Quantile connectedness between Chinese stock and commodity futures markets. (2023). Kang, Sang Hoon ; Ahmad, Nasir ; Ko, Hee-Un ; Vo, Xuan Vinh ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001969.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023Dynamical Linkages and Frequency Spillovers between Crude Oil and Stock Markets in BRICS During Turbulent and Tranquil Times. (2023). Ellouz, Dhoha Mellouli. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:77-96.

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2024The Dynamics of Connectivity between Traditional Cryptocurrencies and NFTs: Validation of the Connectivity Model by Quantiles and Frequencies. (2024). Zoglami, Imen ; Mellouli, Dhoha. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xii:y:2024:i:1:p:131-154.

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2023Industry Volatility and Employment Extreme Risk Transmission: Evidence from China. (2023). Zhong, Xuan ; Zhang, Zuominyang ; Li, Jin ; Lin, Ling. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:12916-:d:1226148.

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2023How Do Global Uncertainties Spillovers Affect Leading Renewable Energy Indices? Evidence from the Network Connectedness Approach. (2023). Noman, Abul Ala ; Alonazi, Wadi B ; Khan, Uzair Abdullah ; Rehman, Mohd Ziaur. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13630-:d:1238209.

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2024Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach. (2024). Xie, Fei ; Cao, Guangxi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2155-2175.

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Works by Alexis Stenfors:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article0
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article85
2021Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 85		paper
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2014LIBOR deception and central bank forward (mis-)guidance: Evidence from Norway during 2007–2011 In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2018Bid-ask spread determination in the FX swap market: Competition, collusion or a convention? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2017Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?.(2017) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data.(2017) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Spoofing and pinging in foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2018Spoofing and Pinging in Foreign Exchange Markets.(2018) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2023Cross-market spoofing In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2022Cross-Market Spoofing.(2022) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Swedish financialisation: ‘Nordic noir’ or ‘safe haven’? In: Chapters.
[Full Text][Citation analysis]		chapter7
1995Explaining devaluation expectations in the EMS In: Finnish Economic Papers.
[Full Text][Citation analysis]		article2
1994Explaining Devaluation Expectations in the EMS.(1994) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014The Swedish Financial System In: FESSUD studies.
[Full Text][Citation analysis]		paper2
2014Financialisation and the Financial and Economic Crises: The Case of Sweden In: FESSUD studies.
[Full Text][Citation analysis]		paper8
2018High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets In: Journal of Economic Issues.
[Full Text][Citation analysis]		article0
2019The Covered Interest Parity Puzzle and the Evolution of the Japan Premium In: Journal of Economic Issues.
[Full Text][Citation analysis]		article0
2018The Covered Interest Parity Puzzle and the Evolution of the Japan Premium.(2018) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Beyond LIBOR: Money Markets and the Illusion of Representativeness In: Journal of Economic Issues.
[Full Text][Citation analysis]		article2
2020Beyond LIBOR: Money Markets and the Illusion of Representativeness.(2020) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
[Full Text][Citation analysis]		article3
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets In: Journal of Economic Issues.
[Full Text][Citation analysis]		article0
2022The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets.(2022) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper0
2021Stealth Trading in FX Markets In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper0
2023The Transmission Mechanism of Stress in the International Banking System In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper0
2023A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper0
2024Decomposing the Rate of Inflation: Price-Setting and Monetary Policy In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper0
2011Crisis en la Zona Euro: Perspectiva de un impago en la periferia y la salida de la moneda única común In: Revista de Economía Crítica.
[Full Text][Citation analysis]		article0
2014LIBOR as a Keynesian Beauty Contest: A Process of Endogenous Deception In: Review of Political Economy.
[Full Text][Citation analysis]		article2

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