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

0.92

Impact Factor

0.34

5-Years IF

7

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.4000 (%)0.18
20050.42000 (%)0.2
20060.45000 (%)0.19
20070.3813135002 (40%)0.16
20080.150.390.1551830.171132132 (%)0.17
20090.361191818 (%)0.17
20100.340.05113020.071061911 (10%)10.090.15
20110.4535712304 (57.1%)0.19
20120.440.440.261449130.27441673593 (6.8%)40.290.2
20130.890.490.52271240.3438191736187 (18.4%)50.230.2
20140.390.520.31384170.211361453161 (9.1%)0.23
20150.40.540.31993210.231135146520 (%)10.110.24
20160.180.60.19497150.152022463121 (5%)20.50.27
20170.920.640.3415112270.241413126221 (%)60.40.28
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
12016The 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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20
22013Why 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

14
32012How 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

13
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

12
52012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

10
62012Endogenous 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

9
72013Equity 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

8
82014The 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

6
92010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

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6
102013The 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
112012Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15728.

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4
122015A 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

4
132011Subset 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
142010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

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3
152015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

Full description at Econpapers || Download paper

3
162013Chinese 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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3
172013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

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3
182012Liquidity 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
192014OPEC and non-OPEC oil producioon and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:18748.

Full description at Econpapers || Download paper

2
202007Changes 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
212011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

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2
222017The changing international network of sovereign debt and financial institutions. (2017). Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23500.

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2
232013Equity 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
242015Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry . In: Working Papers. RePEc:tas:wpaper:22663.

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2
252012On 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
262015Surfing 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
272007A Regular Demand System with Commodity-Specific Demographic Effects. (2007). McLaren, Keith ; Cooper, Russell ; Blacklow, Paul ; Ham, Roger . In: Working Papers. RePEc:tas:wpaper:818.

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2
282012Exchange Rate Risk Exposure and the Value of European Firms. (2012). PARLAPIANO, FABIO ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:201209.

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2
292014Concurrent momentum and contrarian strategies in the Australian stock market. (2014). Alexeev, Vitali ; Doan, Minh Phuong ; Brooks, Robert. In: Working Papers. RePEc:tas:wpaper:17830.

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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
312011Do 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
322013Equity portfolio diversification with high frequency data. (2013). Dungey, Mardi ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17316.

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1
332014Contagion 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
342012Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15727.

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1
352008Demographic 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
362014VAR modelling in the presence of China’s rise : an application to the Taiwanese economy. (2014). Vehbi, Tugrul ; Dungey, Mardi ; Martin, Charlton . In: Working Papers. RePEc:tas:wpaper:18039.

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1
372010Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06). (2010). Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10450.

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1
382011A 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
392012Identification-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
402013Broker 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
412007The Determinants of the Quantity-Quality Balance in Monopoly. (2007). Sibly, Hugh. In: Working Papers. RePEc:tas:wpaper:2511.

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1

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

#YearTitleCited
12016The 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

20
22017Oil 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

12
32012How 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

6
42012Endogenous 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
52013Why 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

4
62015A 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

4
72014The 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

4
82015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

Full description at Econpapers || Download paper

3
92012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

2
102013On 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
112013Equity 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

2
122015Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia. (2015). Vespignani, Joaquin ; Hudson, Kerry . In: Working Papers. RePEc:tas:wpaper:22663.

Full description at Econpapers || Download paper

2
132014OPEC and non-OPEC oil producioon and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:18748.

Full description at Econpapers || Download paper

2
142012Exchange Rate Risk Exposure and the Value of European Firms. (2012). PARLAPIANO, FABIO ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:201209.

Full description at Econpapers || Download paper

2
152017The changing international network of sovereign debt and financial institutions. (2017). Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: Working Papers. RePEc:tas:wpaper:23500.

Full description at Econpapers || Download paper

2
162010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 12:

YearTitle
2017Oil 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: Globalization Institute Working Papers. RePEc:fip:feddgw:295.

Full description at Econpapers || Download paper

2017Oil 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

2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017Oil prices and the global economy: Is it different this time around?. (2017). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2017Oil 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: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis. (2017). Yucel, Mine ; Plante, Michael ; CAKIR MELEK, NIDA. In: Working Papers. RePEc:fip:feddwp:1708.

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2017The impacts of the oil price fall on the exchange rates of ASEAN-5: Evidence from the 2014 oil price shock. (2017). Sultonov, Mirzosaid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00172.

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2017Review of Key International Demand Elasticities for Major Industrializing Economies. (2017). Huntington, Hillard ; Arora, Vipin ; Barrios, James. In: MPRA Paper. RePEc:pra:mprapa:87532.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

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2017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Discussion Paper Series. RePEc:iek:wpaper:1704.

Full description at Econpapers || Download paper

2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:80775.

Full description at Econpapers || Download paper

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

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, 2th 2018. Contact: CitEc Team