Essex Finance Centre Working Papers / University of Essex, Essex Business School
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
6
Impact Factor (IF)
1.44
5 Years IF
1.39
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2015 | 0 | 0.66 | 0.2 | 0 | 5 | 5 | 4 | 1 | 0 | 0 | 0 | 0 | 0.36 | |||||
| 2016 | 0.2 | 0.65 | 0.07 | 0.2 | 9 | 14 | 20 | 1 | 2 | 5 | 1 | 5 | 1 | 0 | 0 | 0.35 | ||
| 2017 | 0.07 | 0.62 | 0.04 | 0.07 | 11 | 25 | 22 | 1 | 3 | 14 | 1 | 14 | 1 | 0 | 0 | 0.35 | ||
| 2018 | 0.75 | 0.62 | 0.61 | 0.64 | 16 | 41 | 95 | 25 | 28 | 20 | 15 | 25 | 16 | 1 | 4 | 9 | 0.56 | 0.35 |
| 2019 | 0.78 | 0.63 | 0.56 | 0.66 | 11 | 52 | 108 | 29 | 57 | 27 | 21 | 41 | 27 | 0 | 2 | 0.18 | 0.37 | |
| 2020 | 1.37 | 0.72 | 0.77 | 0.87 | 10 | 62 | 87 | 48 | 105 | 27 | 37 | 52 | 45 | 0 | 3 | 0.3 | 0.78 | |
| 2021 | 3.9 | 0.99 | 1.54 | 1.82 | 8 | 70 | 3 | 108 | 213 | 21 | 82 | 57 | 104 | 0 | 0 | 0.41 | ||
| 2022 | 1.44 | 0.78 | 1.06 | 1.39 | 8 | 78 | 2 | 83 | 296 | 18 | 26 | 56 | 78 | 1 | 1.2 | 1 | 0.13 | 0.25 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Central 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 | 96 |
| 2 | 2020 | Commodity 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 | 84 |
| 3 | 2018 | Measuring 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 | 54 |
| 4 | 2018 | Variational 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 | 17 |
| 5 | 2018 | Testing 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 | 14 |
| 6 | 2017 | The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, J ; Gambetti, L. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20428. Full description at Econpapers || Download paper | 8 |
| 7 | 2017 | Forecasting 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 |
| 8 | 2016 | Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:18626. Full description at Econpapers || Download paper | 6 |
| 9 | 2016 | Tests 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 | 5 |
| 10 | 2019 | A 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 |
| 11 | 2016 | Learning 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 | 4 |
| 12 | 2019 | 4 | |
| 13 | 2019 | Inflation 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 | 4 |
| 14 | 2018 | Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:21329. Full description at Econpapers || Download paper | 4 |
| 15 | 2017 | Exchange 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 | 3 |
| 16 | 2016 | Determining 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 | 3 |
| 17 | 2022 | Extensions 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. Full description at Econpapers || Download paper | 3 |
| 18 | 2020 | Real-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 |
| 19 | 2015 | Semi-Parametric Seasonal Unit Root Tests. (2015). Taylor, Robert ; Rodrigues, Paulo ; del Barrio Castro, TomÃÆás ; Robert, A M. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:16807. Full description at Econpapers || Download paper | 2 |
| 20 | 2018 | Machine Learning Macroeconometrics A Primer. (2018). Korobilis, Dimitris. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:22666. Full description at Econpapers || Download paper | 2 |
| 21 | 2017 | Unit 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. Full description at Econpapers || Download paper | 2 |
| 22 | 2018 | A 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. Full description at Econpapers || Download paper | 2 |
| 23 | 2021 | Semiparametric 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 |
| 24 | 2015 | Open 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 |
| 25 | 2019 | Testing 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. Full description at Econpapers || Download paper | 1 |
| 26 | 2021 | Commodity price uncertainty comovement: Does it matter for global economic growth?. (2021). Karadimitropoulou, Aikaterini ; Triantafyllou, Athanasios ; Ferrara, Laurent. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:30945. Full description at Econpapers || Download paper | 1 |
| 27 | 2016 | Term 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. Full description at Econpapers || Download paper | 1 |
| 28 | 2018 | The 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. Full description at Econpapers || Download paper | 1 |
| 29 | 2017 | Testing 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. Full description at Econpapers || Download paper | 1 |
| 30 | 2018 | Competition 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. Full description at Econpapers || Download paper | 1 |
| 31 | 2021 | Simple Tests for Stock Return Predictability with Good Size and Power Properties. (2021). Taylor, Am Robert ; A M Robert Taylor, ; Leybourne, Stephen J ; Harvey, David I. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:29814. Full description at Econpapers || Download paper | 1 |
| 32 | 2017 | Monetary Policy and Corporate Bond Returns. (2017). Zekaite, Zivile ; Kontonikas, Alexandros ; Maio, P. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20571. Full description at Econpapers || Download paper | 1 |
| 33 | 2018 | Detecting 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. Full description at Econpapers || Download paper | 1 |
| 34 | 2020 | Commodity 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. Full description at Econpapers || Download paper | 1 |
| 35 | 2019 | 1 | |
| 36 | 2015 | Policy 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. Full description at Econpapers || Download paper | 1 |
| 37 | 2023 | Improved Tests for Stock Return Predictability. (2023). Taylor, Am Robert ; Leybourne, Stephen J ; Harvey, David I. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:35133. Full description at Econpapers || Download paper | 1 |
| 38 | 2016 | Governance, 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. Full description at Econpapers || Download paper | 1 |
| 39 | 2017 | Whatever 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. Full description at Econpapers || Download paper | 1 |
| 40 | 2023 | Forecasting Value-at-Risk using deep neural network quantile regression. (2023). Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:34837. Full description at Econpapers || Download paper | 1 |
| 41 | 2018 | Risk, 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. Full description at Econpapers || Download paper | 1 |
| 42 | 2016 | Public-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. Full description at Econpapers || Download paper | 1 |
| 43 | 2017 | A 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. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Commodity 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 | 81 |
| 2 | 2019 | Central 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 | 73 |
| 3 | 2018 | Measuring 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 | 33 |
| 4 | 2018 | Testing 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 | 10 |
| 5 | 2018 | Variational 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 | 8 |
| 6 | 2019 | Inflation 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 | 4 |
| 7 | 2019 | 3 | |
| 8 | 2019 | A 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 | 2 |
| 9 | 2022 | Extensions 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. Full description at Econpapers || Download paper | 2 |
| 10 | 2020 | Real-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 | 2 |
| 11 | 2017 | Exchange 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 |
| 12 | 2021 | Semiparametric 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 |
Citing documents used to
compute impact factor: 26
| Year | Title | |
|---|---|---|
| 2022 | Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries. (2022). Mustafa, Hasan ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:43-:d:752591. Full description at Econpapers || Download paper | |
| 2022 | Risk Contagion between Global Commodities from the Perspective of Volatility Spillover. (2022). Zhao, Li Li ; Pan, QI ; Shen, Hong ; Ng, Pin. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:7:p:2492-:d:781639. Full description at Econpapers || Download paper | |
| 2022 | Impact of COVID-19 pandemic on the energy markets. (2022). Shaikh, Imlak. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-021-09320-0. Full description at Econpapers || Download paper | |
| 2022 | Responses of the International Bond Markets to COVID-19 Containment Measures. (2022). Hong, Nham Thi ; van Thien, Tam ; Nguyen, Bao Cong. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:127-:d:766135. Full description at Econpapers || Download paper | |
| 2022 | Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach. (2022). Fang, Tong ; Liu, Peng ; Su, Zhi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:229-242. Full description at Econpapers || Download paper | |
| 2022 | Does something change in the oil market with the COVID-19 crisis?. (2022). Lantz, Frederic ; Farnoosh, Arash ; Zhang, Dan. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:252-268. Full description at Econpapers || Download paper | |
| 2022 | Corporate dividend policy in the time of COVID-19: Evidence from the G-12 countries. (2022). Ali, Heba. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004694. Full description at Econpapers || Download paper | |
| 2022 | Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384. Full description at Econpapers || Download paper | |
| 2022 | Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795. Full description at Econpapers || Download paper | |
| 2022 | COVID-19 pandemicâs impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
| 2022 | Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-19. (2022). Chen, Xue ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000320. Full description at Econpapers || Download paper | |
| 2022 | Analyzing the nexus of COVID-19 and natural resources and commodities: Evidence from time-varying causality. (2022). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001428. Full description at Econpapers || Download paper | |
| 2022 | Does golds hedging uncertainty aura fade away?. (2022). Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200174x. Full description at Econpapers || Download paper | |
| 2022 | The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy. (2022). Chang, Chiu-Lan ; Fang, Ming. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002896. Full description at Econpapers || Download paper | |
| 2022 | Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market. (2022). Xu, Qingqing ; Meng, Tianci ; Sha, Yue ; Jiang, Xia. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003713. Full description at Econpapers || Download paper | |
| 2022 | How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279. Full description at Econpapers || Download paper | |
| 2022 | High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19. (2022). Alshareif, Elgilani E ; Kamalov, Firuz ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-50. Full description at Econpapers || Download paper | |
| 2022 | Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine. (2022). Baidoo, Kwaku Boafo. In: European Journal of Business Science and Technology. RePEc:men:journl:v:8:y:2022:i:2:p:233-243. Full description at Econpapers || Download paper | |
| 2022 | Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang ; Dong, Zibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000. Full description at Econpapers || Download paper | |
| 2022 | Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis. (2022). Kang, Sang Hoon ; Vo, Xuan Vinh ; Sensoy, Ahmet ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001152. Full description at Econpapers || Download paper | |
| 2022 | Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Escribano, Ana ; Mokni, Khaled ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469. Full description at Econpapers || Download paper | |
| 2022 | Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc ; Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676. Full description at Econpapers || Download paper | |
| 2022 | Emerging equity market reaction to pandemic prevention policy: Evidence from regression discontinuity design. (2022). Aktan, Bora. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:40:y:2022:i:2:p:421-439. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
| 2022 | Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Uniform and Distribution-Free Inference with General Autoregressive Processes. (2022). Petrova, Katerina ; Magdalinos, Tassos. In: Working Papers. RePEc:bge:wpaper:1344. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document |
|---|
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Comparing Forecast Performance with State Dependence. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15217. Full description at Econpapers || Download paper | |
| 2020 | Energy 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. Full description at Econpapers || Download paper | |
| 2020 | When 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. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21. Full description at Econpapers || Download paper | |
| 2019 | Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers || Download paper |
10 most frequent citing series