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Working Papers / University of Tasmania, Tasmanian School of Business and Economics

0.18

Impact Factor

0.17

5-Years IF

6

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.3713134002 (50%)0.17
20080.150.390.1551830.171132132 (%)0.17
20090.361191818 (%)0.17
20100.34113010.0386191 (12.5%)10.090.15
20110.41535612304 (66.7%)0.2
20120.440.450.261449130.27321673593 (9.4%)40.290.21
20130.840.50.472271230.3235191636177 (20%)50.230.2
20140.390.550.281384160.195361453151 (20%)0.25
20150.40.570.28993190.2535146518 (%)10.110.26
20160.180.660.17497140.14922463111 (11.1%)20.50.34
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

#YearTitleCited
12013Why crude oil prices are high when global activity is weak?. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16298.

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12
22012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: Working Papers. RePEc:tas:wpaper:15473.

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9
32016The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23112.

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9
42013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:17213.

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8
52012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030.

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8
62012How Firms Innovate: R&D, Non-R&D, and Technology Adoption. (2012). Huang, Can ; Hollanders, Hugo. In: Working Papers. RePEc:tas:wpaper:9854.

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6
72013The industrial impact of monetary shocks during the inflation targeting era in Australia. (2013). Vespignani, Joaquin. In: Working Papers. RePEc:tas:wpaper:15934.

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5
82017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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5
92010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

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5
102011Subset hypotheses testing and instrument exclusion in the linear IV regression. (2011). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:10668.

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4
112010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

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3
122014The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen J. In: Working Papers. RePEc:tas:wpaper:17833.

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3
132012Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15728.

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3
142013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

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3
152012Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062.

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2
162015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

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2
172007Changes in Indonesian Food Consumption Patterns and their Nutritional Implications. (2007). Ray, Ranjan ; Ngwenya, Elkana . In: Working Papers. RePEc:tas:wpaper:2486.

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2
182015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658.

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2
192012On the correspondence between data revision and trend-cycle decomposition. (2012). van Norden, Simon ; Tian, Jing ; Jacobs, Jan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:12975.

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2
202013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: Working Papers. RePEc:tas:wpaper:17027.

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2
212013Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets. (2013). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17313.

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2
222014OPEC and non-OPEC oil producioon and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:18748.

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1
232007A Regular Demand System with Commodity-Specific Demographic Effects. (2007). McLaren, Keith ; Blacklow, Paul ; Ham, Roger ; Cooper, Russell . In: Working Papers. RePEc:tas:wpaper:818.

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1
242012Identification-robust inference for endogeneity parameters in linear structural models. (2012). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15064.

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1
252015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

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1
262014Contagion and banking crisis — internatonal evidence for 2007-2009. (2014). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:18569.

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1
272007The Determinants of the Quantity-Quality Balance in Monopoly. (2007). Sibly, Hugh. In: Working Papers. RePEc:tas:wpaper:2511.

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1
282013Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange. (2013). Pham, Thu Phuong. In: Working Papers. RePEc:tas:wpaper:17211.

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1
292011Do contacts matter in the process of getting a job in Cameroon?. (2011). YOGO, THIERRY ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:10652.

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1
302013International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Raghavan, Mala ; Dungey, Mardi ; Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208.

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1
312011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

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1
322013Equity portfolio diversification with high frequency data. (2013). Dungey, Mardi ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17316.

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1
332012Exchange Rate Risk Exposure and the Value of European Firms. (2012). Alexeev, Vitali ; Parlapiano, Fabio . In: Working Papers. RePEc:tas:wpaper:201209.

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1
342008Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence.. (2008). Ray, Ranjan ; Nicholas, Aaron ; Blacklow, Paul. In: Working Papers. RePEc:tas:wpaper:9289.

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1
352011A SVECM Model of the UK Economy and The Term Premium. (2011). Dungey, Mardi ; Vehbi, Tugrul M. In: Working Papers. RePEc:tas:wpaper:11610.

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1

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12013Why crude oil prices are high when global activity is weak?. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16298.

Full description at Econpapers || Download paper

9
22016The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23112.

Full description at Econpapers || Download paper

9
32013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:17213.

Full description at Econpapers || Download paper

5
42017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

Full description at Econpapers || Download paper

5
52012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030.

Full description at Econpapers || Download paper

4
62014The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen J. In: Working Papers. RePEc:tas:wpaper:17833.

Full description at Econpapers || Download paper

3
72012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

3
82012How Firms Innovate: R&D, Non-R&D, and Technology Adoption. (2012). Huang, Can ; Hollanders, Hugo. In: Working Papers. RePEc:tas:wpaper:9854.

Full description at Econpapers || Download paper

2
92013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

Full description at Econpapers || Download paper

2
102015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

Full description at Econpapers || Download paper

2
112015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 4:

YearTitle
2016The role of loan portfolio losses and bank capital for Asian financial system resilience. (2016). Scheule, Harald ; Rosch, Daniel . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:289-305.

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2016Understanding the Decline in the Price of Oil since June 2014. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Journal of the Association of Environmental and Resource Economists. RePEc:ucp:jaerec:doi:10.1086/684160.

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2016Terms of Trade Shocks and Investment in Commodity-Exporting Economies. (2016). Kirchner, Markus ; Fornero, Jorge ; Yany, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:773.

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2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Oil price fluctuations and oil consuming sectors: An empirical analysis of Japan. (2016). Taghizadeh-Hesary, Farhad ; Kobayashi, Yoshikazu ; Rasoulinezhad, Ehsan . In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2016-002003.

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2016Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201646.

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Recent citations received in 2015
YearCiting document
2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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Recent citations received in 2014
YearCiting document

Recent citations received in 2013
YearCiting document
2013Chinese Resource Demand and the Natural Resource Supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: CAMA Working Papers. RePEc:een:camaaa:2013-54.

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2013Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49324.

Full description at Econpapers || Download paper

2013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: Working Papers. RePEc:tas:wpaper:17027.

Full description at Econpapers || Download paper

2013International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Raghavan, Mala ; Dungey, Mardi ; Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208.

Full description at Econpapers || Download paper

2013What Australian investors need to know to diversity their portfolios. (2013). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17314.

Full description at Econpapers || Download paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team