Alexis Stenfors : Citation Profile

University of Portsmouth (50% share)
University of Doha for Science and Technology (50% share)

7

H index

5

i10 index

409

Citations

RESEARCH PRODUCTION:

24

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1994 - 2026). See details.
   Cites by year: 12
   Journals where Alexis Stenfors has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 27 (6.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst614
   Updated: 2026-10-17    RAS profile: 2026-09-14    
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Relations with other researchers

Works with:

Gabauer, David (9)

Chatziantoniou, Ioannis (8)

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 (17)

Tiwari, Aviral (11)

Abakah, Emmanuel (11)

Hein, Eckhard (10)

Corbet, Shaen (8)

GUPTA, RANGAN (8)

Roudari, Soheil (6)

Abdullah, Mohammad (6)

Sensoy, Ahmet (6)

YAYA, OLAOLUWA (6)

Gubareva, Mariya (5)

Cites to:

Gabauer, David (94)

Chatziantoniou, Ioannis (56)

Yilmaz, Kamil (35)

Diebold, Francis (33)

GUPTA, RANGAN (27)

Antonakakis, Nikolaos (21)

Foucault, Thierry (21)

Pesaran, Mohammad (17)

Koop, Gary (15)

Lyons, Richard (15)

Svensson, Lars (13)

Main data

Where Alexis Stenfors has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money8
Journal of Economic Issues5
Finance Research Letters4

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 (2026 and 2025)

YearTitle of citing document
2026Extreme Connectedness among Energy Transition Metals and Commodity Markets. (2026). Kočenda, Evžen ; Li, Xiao ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:396404.

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2025DYNAMIC CONNECTEDNESS OF EASTERN EUROPEAN STOCK MARKETS: AN EXTENDED JOINT CONNECTEDNESS APPROACH. (2025). Hristovski, Goran ; Gockov, Gjorgji. In: Proceedings of the 5th International Conference Economic and Business Trends Shaping the Future 2024. RePEc:aoh:conpro:2025:i:6:p:46-60.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2026A Motif-Based Framework for Decomposing Risk Spillovers. (2026). Zhang, Yun ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2604.25406.

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2025A time‐varying and frequency‐dependent network of conventional and organic milk markets in France and Germany. (2025). Fousekis, Panos. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:69:y:2025:i:1:p:43-58.

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2026From Flow to Finance: Multidimensional Volatility Connectedness of World Water Stocks. (2026). Wheeler, Sarah Ann ; Baryshnikova, Nadezhda ; Yengin, Duygu ; Rehman, Mubeen Abdur. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:5:p:6164-6180.

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2025Connectedness between Bitcoin, Gold, Gold-Backed Cryptocurrencies and Energy Commodities during the COVID-19 Pandemic and the Russia-Ukraine Conflict. (2025). Adwela, Fawzi Salem ; Sulyman, Mohammed Ali ; McHirgui, Dirin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:3:id:18500.

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2025Unpacking Clean and Dirty Energy Market Linkages: Fresh Evidence from Quantile-on-Quantile Connectedness and Causality-in-Quantiles. (2025). Ben-Salha, Ousama ; Neffati, Mohamed ; Raggad, Bechir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:6:id:20280.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2026A co-jump network approach to systemic risk measurement: Evidence from the U.S. financial market. (2026). Li, Handong ; Song, Shijia. In: Economic Modelling. RePEc:eee:ecmode:v:158:y:2026:i:c:s0264999326000635.

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2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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2025Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146.

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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2025Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach. (2025). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000294.

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2025Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis. (2025). Qin, Yun ; Zhang, Zitao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000397.

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2025Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers. (2025). Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000737.

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2025On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins. (2025). Pham, Toan Canh ; Nguyen, Trung-Anh ; Do, Dinh Dinh ; Luu, Hiep Ngoc ; Le, Thai Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000853.

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2025Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach. (2025). Kaur, Rishman Jot ; Khan, Hera Asif. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000968.

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2025Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251.

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2025Quantile on quantile connectedness between safe-haven assets and stock markets: a portfolio risk perspective. (2025). Kang, Sang Hoon ; Guesmi, Mouna ; Nabli, Mohamed Amine ; Belghouthi, Houssem Eddine ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001366.

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2026On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Huai, Jingliang ; Wang, Bin ; Cheung, Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664.

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2026Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR. (2026). Nasir, Rana Muhammad ; Asadi, Mehrad ; He, Feng ; Roubaud, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001780.

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2026Dynamic interrelations and the potential of global industrial sectors to function as a refuge for the global transition towards a low-carbon economy. (2026). Bein, Murad A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001858.

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2026MRN-based connectedness: A nonlinear approach for capturing systemic risk dynamics in financial systems. (2026). Li, Handong ; Song, Shijia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:83:y:2026:i:c:s1062940825002128.

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2026Quantile connectedness among green and dirty cryptocurrencies and North American clean technology and ESG. (2026). Saini, Chanchal ; Seth, Surabhi ; Singhania, Monica. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:83:y:2026:i:c:s106294082600032x.

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2026AI uncertainty and global stock market volatility: Any signals of a Dot-com 2.0?. (2026). GAIES, Brahim. In: Economics Letters. RePEc:eee:ecolet:v:264:y:2026:i:c:s0165176526001485.

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2026Russia gives less than she receives: Evidence from the cross-country causal network of financial stress. (2026). Stolbov, Mikhail ; Shchepeleva, Maria. In: Economic Systems. RePEc:eee:ecosys:v:50:y:2026:i:2:s0939362525000718.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

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2025Energy transition metals, clean and dirty energy markets: A quantile-on-quantile risk transmission analysis of market dynamics. (2025). Roubaud, David ; Naeem, Muhammad A ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000738.

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2025Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?. (2025). Hammoudeh, Shawkat ; Arfaoui, Nadia ; el Khoury, Rim ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001161.

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2025Greening the energy industry: An efficiency analysis of Chinas listed new energy companies and its market spillovers. (2025). Ren, Xiaohang ; Gözgör, Giray ; Mao, Weifang ; Wang, Shengxin. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002385.

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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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2025Quantile VAR connectedness and price spillovers between soybean and energy. (2025). Gangopadhyay, Partha ; Das, Narasingha ; Akadiri, Seyi ; Abbas, Qaiser ; Janjua, Laeeq Razzak ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006012.

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2025Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework. (2025). Ren, Xiaohang ; Parhi, Mamata ; Duan, Kun ; Li, Jingyao. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006371.

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2026Energy market connectedness: A tale of two crises. (2026). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325006140.

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2025Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?. (2025). Naifar, Nader. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421525000047.

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2025Risk across the spectrum: Unpacking the nexus of global oil uncertainty, geopolitical tensions, energy volatility, and US-China trade tensions. (2025). Akadiri, Seyi ; Ozkan, Oktay. In: Energy Policy. RePEc:eee:enepol:v:202:y:2025:i:c:s0301421525001168.

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2025Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes. (2025). Alola, Andrew Adewale ; Altinta, Halil ; Dam, Mehmet Metin. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225035042.

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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2025Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness. (2025). PORCHER, Thomas ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Prelorentzos, Arsenios-Georgios N ; Koulmas, Pavlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002558.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025Analysing art as a safe-haven asset in times of crisis. (2025). Dimitriou, Dimitrios ; Corbet, Shaen ; Tsioutsios, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002819.

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2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

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2025Multiscale risk spillovers among critical mineral markets - insights from conditional and aggregated connectedness approach. (2025). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s105752192500609x.

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2026Interlinkages between cryptocurrency classes and the hydrogen economy: New diversification insights from a partial correlation-based connectedness approach. (2026). Mbarek, Marouene ; Kedidi, Islem ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:113:y:2026:i:c:s1057521926000803.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2025Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis. (2025). Marangoz, Cumali ; Bulut, Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000535.

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2025Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401403x.

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2025Redefining market interdependencies: The ethereum merges effect on 4IR assets, renewable energy, and tokens. (2025). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017094.

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2025Do climate risks matter for intersectoral systemic risk spillovers? Evidence from China. (2025). Zhu, BO. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001382.

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2025Connectivity of green financial assets under geopolitical risks and market-implied volatility. (2025). Prenaj, Vlora ; Bajra, Ujkan Q ; Aliu, Florin. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325003010.

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2025Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769.

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2025Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation. (2025). Meng, Fanyu. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004799.

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2025Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices. (2025). Henrquez, Pablo A ; Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007317.

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2025Quantile spillover effects and sector dynamics in U.S. stock markets: Normal vs. extreme market conditions. (2025). Choi, Sun-Yong ; Noh, Eunjung ; Kim, Dong-Jun. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325008670.

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2025The complexity of connection between green bonds and carbon markets: New evidence from China. (2025). Han, Wei ; Yan, Leilei. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010487.

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2025Biodiversity finance, green bonds, and tokenized carbon: a Quantile-on-Quantile connectedness analysis. (2025). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s154461232501267x.

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2025How impactful is the financial performance of impact investing? Compared to the conventional benchmark. (2025). Hossain, Md Tanim ; Hasan, Md Bokhtiar ; Nobanee, Haitham. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014230.

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2025Geopolitical tensions and multinational brands: Evidence from China. (2025). Li, Xiang ; Cui, Rongyu. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325013819.

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2025Climate–biodiversity–finance nexus: Comparative evidence from the U.S. and China. (2025). Xing, Xiaoyun ; Deng, Jing ; Chen, Guorong. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015259.

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2025Market expectations and the holding behaviors of bitcoin whales, dolphins, and minnows. (2025). Payne, James ; Gunay, Samet ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325018446.

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2026Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach. (2026). Urom, Christian ; Gallas, Salma ; Youssef, Meriem. In: Finance Research Letters. RePEc:eee:finlet:v:93:y:2026:i:c:s1544612326001315.

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2025Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

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2025Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?. (2025). Su, Xianfang ; Zhao, Yachao. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000031.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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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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2026Extreme frequency connectedness between clean energy, fossil fuel, and G7 stock markets: Portfolio management implications. (2026). Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Belghouthi, Houssem Eddine. In: Innovation and Green Development. RePEc:eee:ingrde:v:5:y:2026:i:1:s2949753126000019.

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2025Measuring the contemporal and lead connectedness level between investor sentiment and exchange rate dynamics in Vietnam: Novel findings from TVP-VAR-SV technique. (2025). Ha, Le Thanh. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701725000010.

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2025Gauging the level of dynamic between climate policy and foreign aid in Vietnam. (2025). Ha, Le Thanh. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000125.

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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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2025The role of US bank liquidity and regulations in Covered Interest Parity deviations. (2025). Winkelried, Diego ; Terrones, Marco ; Ortiz, Marco ; Bazn-Palomino, Walter. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000630.

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2026The Vienna initiative as a signaling mechanism to disrupt the banking doom loop. (2026). Url, Thomas ; Glocker, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443125001702.

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2026Dealer misconduct and price dynamics at the fix. (2026). Osler, Carol ; Turnbull, Alasdair. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426626000154.

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2025The quantile connectedness of the international housing market. (2025). Wang, Xichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000014.

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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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2025Energy price uncertainty and sectoral tail risk: Evidence from quantile-on-quantile connectedness. (2025). Lin, Boqiang ; Lan, Tianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s240585132500056x.

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2025Media coverage of climate change risks and the performance of clean versus dirty energy market. (2025). ben Jabeur, Sami ; Scherer, Robert F ; Zaier, Leila Hedhili ; Mokni, Khaled. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000674.

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2025Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation. (2025). Tselika, Maria ; Demetriades, Elias. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000698.

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2026Carbon pricing, commodity markets, and economic stability: Evidence from the EU ETS. (2026). Lin, Boqiang ; Yan, Kejia. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851325000807.

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2026From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities. (2026). Michaelides, Panayotis ; Karadimitropoulou, Aikaterini ; Triantafyllou, Athanasios ; Koulmas, Pavlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s240585132600005x.

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2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698.

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2025On the dynamic interdependence between risk factors and clean energy stock prices. (2025). , Mohamed. In: Resources Policy. RePEc:eee:jrpoli:v:105:y:2025:i:c:s0301420725001370.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2026Volatility spillovers and risk transmission in global real estate investment trust markets: Role of uncertainty and macroeconomic shocks. (2026). Choi, Sun-Yong ; Hadad, Elroi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:81:y:2026:i:c:s1042444x26000046.

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2025Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

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2025Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China. (2025). Zhao, Yachao ; Su, Xianfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004141.

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2026Order spoofing, price impact, and market quality. (2026). Yang, Jimmy J ; Hsieh, Pei-Fang ; Chen, Jianqiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:97:y:2026:i:c:s0927538x26000235.

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2025Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective. (2025). Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001601.

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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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2025Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events. (2025). Aslam, Adnan ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:103:y:2025:i:c:s1062976925000730.

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2025The power of role models: A study on the efficiency connectedness of carbon markets. (2025). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925000936.

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2025Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets. (2025). Mandaci, Pinar Evrim ; Cagli, Efe C ; Takin, Dilvin ; Kocakaya, Birce Tedik. In: Renewable Energy. RePEc:eee:renene:v:249:y:2025:i:c:s0960148125008973.

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2026How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures. (2026). Samarakoon, S. M. R. K., ; Pradhan, Rudra P. In: Renewable Energy. RePEc:eee:renene:v:256:y:2026:i:pd:s0960148125017744.

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2026Asymmetric market connectedness and systemic risk: A novel quantile and time-frequency evidence from brazilian energy firms. (2026). Ma, Shenglin ; Wu, Ran ; Li, Ming ; Zeng, Hongjun. In: Renewable Energy. RePEc:eee:renene:v:260:y:2026:i:c:s0960148125028265.

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2025Dynamic spillovers connectedness among carbon trading, shipping freight, bunker oil and crude oil market: Evidence from quantile-frequency analysis. (2025). Ahmed, Shek ; Wang, Chuanxu ; Nilu, Tanzila Yeasmin. In: Research in Transportation Economics. RePEc:eee:retrec:v:111:y:2025:i:c:s0739885925000277.

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2025Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets. (2025). He, Zhifang ; Abedin, Mohammad Zoynul ; Miftah, Badir ; Qian, Wanchuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500591x.

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2026Spillover effect of climate policy uncertainty, global climate risk and energy price index in major countries based on quantile VAR. (2026). Liu, Zhiyang ; Xie, Yaoshu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010342.

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

Works by Alexis Stenfors:

YearTitleTypeCited
2018LIBOR, foreign exchange and the illusion of liquidity In: Journal of Securities Operations & Custody.
[Full Text][Citation analysis]		article0
2026Decomposing the rate of inflation In: Economic Modelling.
[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]		article252
2021Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 252		paper
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2024Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve In: Finance Research Letters.
[Full Text][Citation analysis]		article40
2025US sectoral stock market volatility and geopolitical risk categories In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2025Shadow trading detection: A graph-based surveillance approach In: Finance Research Letters.
[Full Text][Citation analysis]		article0
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]		article11
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: 11		paper
2021Spoofing and pinging in foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
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: 0		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]		article30
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: 30		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
2024Detecting the risk of cross-product manipulation in the EUREX fixed income futures market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2026Eurozone sectoral inflation networks In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2026Decomposing the rate of inflation: forecast-based connectedness among CPI components In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
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]		article2
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: 2		paper
2023The Anatomy of Three Scandals: Conspiracies, Beauty Contests, and Sabotage in OTC Markets In: Journal of Economic Issues.
[Full Text][Citation analysis]		article1
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: 1		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]		paper1
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 Economia Critica.
[Full Text][Citation analysis]		article1
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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