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

Citation Profile [Updated: 2025-10-23 16:37:32]
5 Years H Index
10
Impact Factor (IF)
0
5 Years IF
0.16
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
2007 0 0.51 0 0 13 13 7 0 0 0 0 0 0.29
2008 0.15 0.59 0.17 0.15 5 18 0 2 3 13 2 13 2 2 100 0 0.29
2009 0 0.58 0 0 1 19 0 3 18 18 0 0 0.33
2010 0 0.52 0.07 0.05 11 30 8 2 5 6 19 1 1 50 1 0.09 0.29
2011 0 0.61 0 0 5 35 6 5 12 30 0 0 0.36
2012 0.44 0.67 0.63 0.26 14 49 68 31 36 16 7 35 9 19 61.3 22 1.57 0.36
2013 0.79 0.64 0.41 0.44 22 71 112 29 65 19 15 36 16 11 37.9 8 0.36 0.34
2014 0.58 0.67 0.29 0.42 13 84 36 24 89 36 21 53 22 3 12.5 0 0.34
2015 0.6 0.65 0.35 0.43 10 94 41 33 122 35 21 65 28 6 18.2 1 0.1 0.36
2016 0.26 0.63 0.21 0.28 4 98 100 21 143 23 6 64 18 0 2 0.5 0.34
2017 1.21 0.61 0.37 0.51 15 113 145 42 185 14 17 63 32 3 7.1 7 0.47 0.34
2018 1.37 0.6 0.54 0.78 10 123 10 67 252 19 26 64 50 0 0 0.34
2019 0.64 0.6 0.42 0.79 9 132 11 55 307 25 16 52 41 4 7.3 0 0.35
2020 0.26 0.68 0.54 1.02 13 145 24 79 386 19 5 48 49 5 6.3 4 0.31 0.72
2021 0.41 0.91 0.48 1.02 9 154 0 74 460 22 9 51 52 0 0 0.37
2022 0.05 0.66 0.2 0.32 4 158 0 32 492 22 1 56 18 0 0 0.21
2023 0.08 0.51 0.25 0.16 3 161 0 41 533 13 1 45 7 1 2.4 0 0.16
2024 0 0.54 0.2 0.16 6 167 14 34 567 7 38 6 1 2.9 3 0.5 0.2
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
12017Oil 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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115
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.

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100
32013Why 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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61
42014The 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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23
52012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:15473.

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19
62015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

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18
72012How 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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17
82013The 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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16
92012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George. In: Working Papers. RePEc:tas:wpaper:15030.

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15
102024Artificial intelligence investments reduce risks to critical mineral supply. (2024). Vespignani, Joaquin ; Smyth, Russell. In: Working Papers. RePEc:tas:wpaper:25814770.

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12
112013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh. In: Working Papers. RePEc:tas:wpaper:17213.

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10
122013Equity 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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9
132017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Volkov, Vladimir ; Dungey, Mardi ; Harvey, John. In: Working Papers. RePEc:tas:wpaper:23671.

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9
142020Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng. In: Working Papers. RePEc:tas:wpaper:34827.

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8
152015Surfing through the GFC: systemic risk in Australia. (2015). Matei, Marius ; Luciani, Matteo ; Dungey, Mardi ; Veredas, David. In: Working Papers. RePEc:tas:wpaper:22658.

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8
162019Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar. In: Working Papers. RePEc:tas:wpaper:31660.

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7
172015The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667.

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6
182017The changing international network of sovereign debt and financial institutions. (2017). Volkov, Vladimir ; Dungey, Mardi ; Harvey, John. In: Working Papers. RePEc:tas:wpaper:23500.

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6
192020The role of precautionary and speculative demand in the global market for crude oil.. (2020). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:tas:wpaper:32764.

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5
202011Subset 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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5
212018Tourist arrivals, energy consumption and pollutant emissions in a developing economy–implications for sustainable tourism. (2018). Nepal, Rabindra ; Indra al Irsyad, Muhammad. In: Working Papers. RePEc:tas:wpaper:28894.

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5
222012Identification-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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5
232017Global commodity prices and global stock volatility shocks: effects across countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng. In: Working Papers. RePEc:tas:wpaper:23501.

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5
242012Testing for partial exogeneity with weak identification. (2012). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:14565.

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5
252020Covid-19 infections and the performance of the stock market: an empirical analysis for Australia. (2020). Vespignani, Joaquin ; Brückner, Markus. In: Working Papers. RePEc:tas:wpaper:33228.

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5
262013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Linehan, Verity ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:17027.

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4
272017World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:23636.

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4
282015Turn-taking in finitely repeated symmetric games: experimental evidence. (2015). Evans, Shaun ; Tisdell, John ; Silby, Hugh. In: Working Papers. RePEc:tas:wpaper:22660.

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4
292012On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments. (2012). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15061.

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4
302013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

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4
312010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah. In: Working Papers. RePEc:tas:wpaper:10447.

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4
322020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Gao, Shen ; Hou, Chenghan ; Nguyen, Bao H. In: Working Papers. RePEc:tas:wpaper:32412.

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4
332017The impact of global uncertainty on the global economy, and large developed and developing economies. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng. In: Working Papers. RePEc:tas:wpaper:23397.

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4
342014Concurrent momentum and contrarian strategies in the Australian stock market. (2014). Brooks, Robert ; Alexeev, Vitali ; Doan, Minh Phuong. In: Working Papers. RePEc:tas:wpaper:17830.

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4
352012Exchange 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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4
362012Crude 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
372014OPEC 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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3
382012Crude 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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3
392014Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data. (2014). Matei, Marius ; Treepongkaruna, Sirimon ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:18605.

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3
402015What drives the global official/policy interest rate?. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22666.

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3
412024Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2024). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Working Papers. RePEc:tas:wpaper:27746325.

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3
422010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan. In: Working Papers. RePEc:tas:wpaper:10446.

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3
432019Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:tas:wpaper:32152.

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3
442012On 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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3
452014How many stocks are enough for diversifying Canadian institutional portfolios?. (2014). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17836.

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2
462015Understanding 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
472012Liquidity 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
482017Trade uncertainty and income inequality. (2017). Vespignani, Joaquin ; Brückner, Markus ; Brueckner, Markus. In: Working Papers. RePEc:tas:wpaper:23400.

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2
492013Broker 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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2
502018The changing network of financial market linkages: the Asian experience. (2018). Volkov, Vladimir ; Kangogo, Moses ; Sayeed, Mohammad Abu ; Dungey, Mardi ; Chowdhury, Biplob. In: Working Papers. RePEc:tas:wpaper:28599.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Oil 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

32
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

21
32024Artificial intelligence investments reduce risks to critical mineral supply. (2024). Vespignani, Joaquin ; Smyth, Russell. In: Working Papers. RePEc:tas:wpaper:25814770.

Full description at Econpapers || Download paper

12
42014The 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

7
52020Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng. In: Working Papers. RePEc:tas:wpaper:34827.

Full description at Econpapers || Download paper

6
62013Why 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

6
72024Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2024). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Working Papers. RePEc:tas:wpaper:27746325.

Full description at Econpapers || Download paper

3
82019Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar. In: Working Papers. RePEc:tas:wpaper:31660.

Full description at Econpapers || Download paper

3
92020Covid-19 infections and the performance of the stock market: an empirical analysis for Australia. (2020). Vespignani, Joaquin ; Brückner, Markus. In: Working Papers. RePEc:tas:wpaper:33228.

Full description at Econpapers || Download paper

2
102017Global commodity prices and global stock volatility shocks: effects across countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng. In: Working Papers. RePEc:tas:wpaper:23501.

Full description at Econpapers || Download paper

2
112020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Gao, Shen ; Hou, Chenghan ; Nguyen, Bao H. In: Working Papers. RePEc:tas:wpaper:32412.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2024
YearCiting document
2024Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2024). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Monash Economics Working Papers. RePEc:mos:moswps:2024-19.

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2024Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2024). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: MPRA Paper. RePEc:pra:mprapa:122858.

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2024Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2024). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Working Papers. RePEc:tas:wpaper:27746325.

Full description at Econpapers || Download paper