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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
6
Impact Factor (IF)
3.9
5 Years IF
1.82
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2015 0 0.63 0.2 0 5 5 4 1 0 0 0 0 0.35
2016 0.2 0.63 0.07 0.2 9 14 20 1 2 5 1 5 1 0 0 0.34
2017 0.07 0.62 0.04 0.07 11 25 22 1 3 14 1 14 1 0 0 0.34
2018 0.75 0.62 0.61 0.64 16 41 78 25 28 20 15 25 16 1 4 9 0.56 0.35
2019 0.78 0.62 0.56 0.66 11 52 89 29 57 27 21 41 27 0 2 0.18 0.37
2020 1.37 0.7 0.77 0.87 10 62 69 48 105 27 37 52 45 0 3 0.3 0.72
2021 3.9 1.01 1.54 1.82 8 70 1 108 213 21 82 57 104 0 0 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12019Central Bank Announcements: Big News for Little People?. (2019). Vinogradov, Dmitri V ; Lamla, Michael J. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:25125.

Full description at Econpapers || Download paper

78
22020Commodity Price Volatility and the Economic Uncertainty of Pandemics. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27364.

Full description at Econpapers || Download paper

66
32018Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20937.

Full description at Econpapers || Download paper

44
42018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22665.

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15
52017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, J ; Gambetti, L. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20428.

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8
62018Testing for Parameter Instability in Predictive Regression Models. (2018). Leybourne, Stephen ; Georgiev, I ; Taylor, AM ; Harvey, DI. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21162.

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8
72016Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18626.

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6
82017Forecasting with many predictors using message passing algorithms. (2017). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:19565.

Full description at Econpapers || Download paper

6
92016Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. (2016). Taylor, Robert ; Leybourne, Stephen ; Robert, AM ; Harris, David. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15847.

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5
102018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21329.

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4
112019A Generalised Fractional Differencing Bootstrap for Long Memory Processes. (2019). Taylor, Am Robert ; A M Robert Taylor, ; Papailias, Fotis ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24136.

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4
122016Learning or Leaning: Persistent and Transitory Spillovers from FDI. (2016). Lamla, Michael ; Schiffbauer, Marc ; Davies, Ronald B. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15772.

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4
1320193
142019Inflation and Deflationary Biases in Inflation Expectations. (2019). Pfajfar, Damjan ; Lamla, Michael ; Pjaifar, Damian ; Rendell, Lea. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24771.

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3
152020Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. (2020). Taylor, Am Robert ; A M Robert Taylor, ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27775.

Full description at Econpapers || Download paper

3
162017Exchange rate predictability and dynamic Bayesian learning. (2017). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schssler, R. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20781.

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3
172016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. (2016). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Rahbek, Anders ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:17454.

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3
182018Machine Learning Macroeconometrics A Primer. (2018). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22666.

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2
192017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, AM ; Georgiev, Iliyan. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18832.

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2
202018A Bootstrap Stationarity Test for Predictive Regression Invalidity. (2018). Leybourne, Stephen ; Georgiev, I ; Taylor, Amr ; Harvey, DI. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21006.

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2
212021Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. (2021). Nielsen, Morten ; Taylor, Am Robert ; A M Robert Taylor, ; Iacone, Fabrizio. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:29778.

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2
222015Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. (2015). Snaith, Stuart ; Kellard, Neil ; Ahmad, Norzalina . In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15373.

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2
232015Semi-Parametric Seasonal Unit Root Tests. (2015). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, Tomás ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:16807.

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2
242022Extensions to IVX Methods of Inference for Return Predictability. (2021). Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:29779.

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2
252015Policy initiatives and firms access to external finance: Evidence from a panel of emerging Asian economies. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15627.

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1
262016Governance, efficiency and risk taking in Chinese banking. (2016). Girardone, Claudia ; Dong, Yizhe ; Kuo, Jing-Ming . In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:16588.

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1
272017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Gadea, MD ; Kontonikas, A. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20417.

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1
282018Risk, Financial Stability and FDI. (2018). Lamla, Michael ; Kontonikas, Alexandros ; Wood, Geoffrey ; Maiani, Stefano ; Kellard, Neil M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23409.

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1
292016Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. (2016). Vinogradov, Dmitri ; Shadrina, Elena. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:16024.

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1
302017A UK financial conditions index using targeted data reduction: forecasting and structural identification. (2017). Young, Garry ; Price, SG ; Kapetanios, G. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20328.

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1
312019Testing for Episodic Predictability in Stock Returns. (2019). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo ; Georgiev, Iliyan. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24137.

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1
322016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2016). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18195.

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1
332018The Implications of Central Bank Transparency for Uncertainty and Disagreement. (2018). Lamla, Michael ; Jitmaneeroj, Boonlert ; Wood, Andrew. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23347.

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1
342017Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. (2017). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:19654.

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1
352018Competition and Risk-Taking in Investment banking. (2018). Girardone, Claudia ; Fiordelisi, Franco ; Deglinnocenti, M ; Radi, N. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21268.

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1
362017Monetary Policy and Corporate Bond Returns. (2017). Zekaite, Zivile ; Kontonikas, Alexandros ; Maio, P. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20571.

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1
372018Detecting Regimes of Predictability in the U.S. Equity Premium. (2018). Harvey, David ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23198.

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1
382020Commodity Price Uncertainty as a Leading Indicator of Economic Activity. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27361.

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1
3920191
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Central Bank Announcements: Big News for Little People?. (2019). Vinogradov, Dmitri V ; Lamla, Michael J. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:25125.

Full description at Econpapers || Download paper

76
22020Commodity Price Volatility and the Economic Uncertainty of Pandemics. (2020). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27364.

Full description at Econpapers || Download paper

66
32018Measuring Dynamic Connectedness with Large Bayesian VAR Models. (2018). Yilmaz, Kamil ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20937.

Full description at Econpapers || Download paper

29
42018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22665.

Full description at Econpapers || Download paper

10
52018Testing for Parameter Instability in Predictive Regression Models. (2018). Leybourne, Stephen ; Georgiev, I ; Taylor, AM ; Harvey, DI. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21162.

Full description at Econpapers || Download paper

6
62019A Generalised Fractional Differencing Bootstrap for Long Memory Processes. (2019). Taylor, Am Robert ; A M Robert Taylor, ; Papailias, Fotis ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24136.

Full description at Econpapers || Download paper

4
72020Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. (2020). Taylor, Am Robert ; A M Robert Taylor, ; Sollis, Robert ; Leybourne, Stephen J ; Harvey, David I. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:27775.

Full description at Econpapers || Download paper

3
820193
92019Inflation and Deflationary Biases in Inflation Expectations. (2019). Pfajfar, Damjan ; Lamla, Michael ; Pjaifar, Damian ; Rendell, Lea. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:24771.

Full description at Econpapers || Download paper

3
102016Learning or Leaning: Persistent and Transitory Spillovers from FDI. (2016). Lamla, Michael ; Schiffbauer, Marc ; Davies, Ronald B. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15772.

Full description at Econpapers || Download paper

3
112016Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. (2016). Taylor, Robert ; Leybourne, Stephen ; Robert, AM ; Harris, David. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15847.

Full description at Econpapers || Download paper

2
122015Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. (2015). Snaith, Stuart ; Kellard, Neil ; Ahmad, Norzalina . In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:15373.

Full description at Econpapers || Download paper

2
132021Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. (2021). Nielsen, Morten ; Taylor, Am Robert ; A M Robert Taylor, ; Iacone, Fabrizio. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:29778.

Full description at Econpapers || Download paper

2
142016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. (2016). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Rahbek, Anders ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:17454.

Full description at Econpapers || Download paper

2
152017Exchange rate predictability and dynamic Bayesian learning. (2017). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schssler, R. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20781.

Full description at Econpapers || Download paper

2
162017Forecasting with many predictors using message passing algorithms. (2017). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:19565.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 82
YearTitle
2021Aggregation of Seasonal Long-Memory Processes. (2021). del Barrio Castro, Tomás ; Rachinger, Heiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:95-106.

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2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

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2021Central bank communication that works: Lessons from lab experiments. (2021). Petersen, Luba ; Kryvtsov, Oleksiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:760-780.

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2021Talking in a language that everyone can understand? Transparency of speeches by the ECB Executive Board. (2021). Muller, Lena ; Glas, Alexander. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:012021.

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2021What influences aggregate inflation expectations of households in India?. (2021). Goyal, Ashima ; Parab, Prashant. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301408.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:21-02.

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2021Liked, Shared, Commented: Central Bank Communication on Facebook and Twitter. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:21-05.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-08.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

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2021Signaling probabilities in ambiguity: who reacts to vague news?. (2021). Makhlouf, Yousef ; Vinogradov, Dmitri. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09759-z.

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2021The Inflation Expectations of U.S. Firms: Evidence from a New Survey. (2021). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo. In: IZA Discussion Papers. RePEc:iza:izadps:dp14378.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15932.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: NBER Working Papers. RePEc:nbr:nberwo:28592.

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2021Are households indifferent to monetary policy announcements?. (2021). Schuffels, Johannes ; Lombardi, Marco ; De Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:956.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Central bank communication with non-experts: a road to nowhere?. (2021). Wabitsch, Alena ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20212594.

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2021.

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2021Household expectations and the release of macroeconomic statistics. (2021). Binder, Carola Conces. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003189.

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2021Media Treatment of Monetary Policy Surprises and Their Impact on Firms and Consumers Expectations. (2021). Pinter, Julien ; Kočenda, Evžen. In: Working Papers IES. RePEc:fau:wpaper:wp2021_30.

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2021Presidential antagonism and central bank credibility. (2021). Binder, Carola. In: Economics and Politics. RePEc:bla:ecopol:v:33:y:2021:i:2:p:244-263.

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2021Monetary policy communication: perspectives from former policy makers at the ECB. (2021). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Working Paper Series. RePEc:ecb:ecbwps:20212627.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

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2021Is the Word of a Gentleman as Good as His Tweet? Policy communications of the Bank of England. (2021). Lamla, Michael ; Vinogradov, Dmitri V. In: Working Paper Series in Economics. RePEc:lue:wpaper:403.

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2021The role of information and experience for households inflation expectations. (2021). Glas, Alexander ; Enders, Zeno ; Conrad, Christian. In: Discussion Papers. RePEc:zbw:bubdps:072021.

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2021Effective policy communication: Targets versus instruments. (2021). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; D'Acunto, Francesco. In: Working Paper Series in Economics. RePEc:zbw:kitwps:147.

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2021The role of information and experience for households inflation expectations. (2021). Conrad, Christian ; Glas, Alexander ; Enders, Zeno. In: Working Paper series. RePEc:rim:rimwps:21-04.

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2021Evolution of topics in central bank speech communication. (2021). Hansson, Magnus. In: Working Papers in Economics. RePEc:hhs:gunwpe:0811.

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2021Evolution of topics in central bank speech communication. (2021). Hansson, Magnus. In: Papers. RePEc:arx:papers:2109.10058.

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2021Average Inflation Targeting and Household Expectations. (2020). Knotek, Edward ; Gorodnichenko, Yuriy ; Coibion, Olivier. In: Working Papers. RePEc:fip:fedcwq:88730.

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2021Continuous record Laplace-based inference about the break date in structural change models. (2021). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:3-21.

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2021Pitfalls in Bootstrapping Spurious Regression. (2021). Phillips, Peter. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00268-6.

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2021Revisiting the inflation perception conundrum. (2021). Abildgren, Kim ; Kuchler, Andreas. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301889.

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2021Anchored or de-anchored? That is the question. (2021). Tagliabracci, Alex ; Neri, Stefano ; Corsello, Francesco. In: European Journal of Political Economy. RePEc:eee:poleco:v:69:y:2021:i:c:s017626802100032x.

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001128.

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2021COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202.

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2021The effects of uncertainty measures on commodity prices from a time-varying perspective. (2021). Chen, Jinyu ; Zhang, Hongwei ; Li, Yingli ; Huang, Jianbai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:100-114.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Lubos ; Kotyza, Pavel ; Czech, Katarzyna ; Prochazka, Petr ; Wielechowski, Micha. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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2021The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Demir, Ender ; Aharon, David Y ; Tzouvanas, Panagiotis ; Kizys, Renatas ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000032.

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2021Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2021Dynamic return and volatility connectedness between commodities and Islamic stock market indices. (2021). Khemakhem, Imen ; Bahloul, Slah. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000106.

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2021Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Hanif, Waqas. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612321000039.

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2021Zero-Emission Pathway for the Global Chemical and Petrochemical Sector. (2021). Gielen, Dolf ; Saygin, Deger. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:3772-:d:580826.

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2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975.

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2021Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19. (2021). Bhatti, Muhammad ; Manzoor, Muhammad Saqib ; Iqbal, Najam. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:314-:d:590930.

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2021The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9163.

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2021The Nexus between lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR model. (2021). Hafemann, Lucas. In: MAGKS Papers on Economics. RePEc:mar:magkse:202132.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. (2021). Meo, Muhammad ; Chowdhury, Mohammad Ashraful Ferdous ; Ferdous, Mohammad Ashraful ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001009.

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2021Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000524.

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2021The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Kouki, Saoussen ; Atri, Hanen ; Gallali, Mohamed Imen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787.

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2021Does renewable energy index respond to the pandemic uncertainty?. (2021). Benlagha, Noureddine ; Hemrit, Wael. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:336-347.

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2021Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6.

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2021Uncertainty, volatility and the persistence norms of financial time series. (2021). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:2110.00098.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2021Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Reboredo, Juan ; Ugolini, Andrea ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002294.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2021Pandemic outbreaks (COVID-19) and sectoral carbon emissions in the United States: A spillover effect evidence from Diebold and Yilmaz index. (2021). Bekun, Festus ; Alola, Andrew. In: Energy & Environment. RePEc:sae:engenv:v:32:y:2021:i:5:p:945-955.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2021Stock market reactions to the COVID-19 pandemic: The moderating role of corporate big data strategies based on Word2Vec. (2021). Hu, Nan ; Zhang, Ting ; Li, Xiaoyu ; Xue, Fujing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001153.

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2021The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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2021Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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2021The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). De, Maria ; Jareo, Francisco ; Umar, Zaghum. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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2021How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis. (2021). Pan, Lei ; Matsuki, Takashi. In: MPRA Paper. RePEc:pra:mprapa:111136.

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2021Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach. (2021). Saidat, Zaid ; Matar, Ali ; Mensi, Walid ; Alomari, Mohammad ; al Rababa, Abdel Razzaq. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003214.

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2021Terrorism and the behavior of oil production and prices in OPEC. (2021). Cristobal, Enrique ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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2021The Negative Pricing of the May 2020 WTI Contract. (2021). Joelle, Miffre ; Ana-Maria, Fuertes ; Adrian, Fernandez-Perez. In: MPRA Paper. RePEc:pra:mprapa:112352.

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2021Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

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2021The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121.

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2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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2021A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios. (2021). Wong, Wing-Keung ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457.

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2021.

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2021A Review of Research on Tourism Industry, Economic Crisis and Mitigation Process of the Loss: Analysis on Pre, During and Post Pandemic Situation. (2021). Paiano, Annarita ; Crovella, Tiziana ; Bhuiyan, Miraj Ahmed ; Alves, Helena. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10314-:d:636112.

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2021COVID-19 Pandemic, Sustainability of Macroeconomy, and Choice of Monetary Policy Targets: A NK-DSGE Analysis Based on China. (2021). Zhu, Yunchan ; Zhang, Yimeng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3362-:d:519662.

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2021Uncertainty Due to Infectious Diseases and Energy Market Volatility. (2021). Salisu, Afees ; Adediran, Idris. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:17.

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2021Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets. (2021). Goncu, Ahmet. In: Papers. RePEc:arx:papers:2106.09250.

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2021COVID-19, Short-selling Ban and Energy Stock Prices. (2021). Kamalov, Firuz ; Contu, Davide ; Kweh, Qian Long ; Gurrib, Ikhlaas. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:9.

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2021Crude Oil Prices and COVID-19 - Persistence of the Shock. (2021). Monge, Manuel ; Gil-Alana, Luis A. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:25.

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2021International stock return predictability. (2021). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002805.

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Recent citations
Recent citations received in 2021

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Recent citations received in 2020

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2020Comparing Forecast Performance with State Dependence. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15217.

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2020Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies. (2020). Adedoyin, Festus ; Adams, Samuel ; Bekun, Festus Victor ; Olaniran, Eniola. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:179-190.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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Recent citations received in 2019

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2019Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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Recent citations received in 2018

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2018Real‐Time Monitoring for Explosive Financial Bubbles. (2018). Taylor, Robert ; Harvey, David ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J ; Astill, Sam. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:863-891.

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2018Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

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2018Monetary Policy across Space and Time. (2018). Matthes, Christian ; Liu, Laura ; Petrova, Katerina. In: Working Paper. RePEc:fip:fedrwp:18-14.

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2018Analyzing Dynamic Connectedness in Korean Housing Markets. (2018). Suh, Hyunduk ; Jung, SO. In: Inha University IBER Working Paper Series. RePEc:inh:wpaper:2018-4.

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2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-14.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:201864.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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