21
H index
36
i10 index
1358
Citations
Ana-Maria Fuertes : Citation Profile
City University | RESEARCH PRODUCTION: 59 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1997 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Ana-Maria Fuertes. | Is cited by:
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Main data
Where Ana-Maria Fuertes has published?
Recent works citing Ana-Maria Fuertes (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868. Full description at Econpapers || Download paper |
| 2024 | Are key audit matter disclosures useful in assessing the financial distress level of a client firm?. (2024). Wellmeyer, Patricia ; Pincus, Morton ; Muoz-Izquierdo, Nora ; Camacho-Miñano, Maria-del-Mar, . In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923000331. Full description at Econpapers || Download paper |
| 2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper |
| 2024 | Exchange rate pass-through in emerging Asia and exposure to external shocks. (2024). Beirne, John ; Panthi, Pradeep ; Renzhi, Nuobu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1608-1624. Full description at Econpapers || Download paper |
| 2024 | Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. (2024). Kiss, Gábor Dávid ; Alipanah, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300425x. Full description at Econpapers || Download paper |
| 2024 | Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). Ng, Kooi Huat ; Koh, You Beng ; de Khoo, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378. Full description at Econpapers || Download paper |
| 2024 | Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703. Full description at Econpapers || Download paper |
| 2024 | A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers || Download paper |
| 2024 | How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties. (2024). Guo, Kun ; Zhang, Dayong ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000628. Full description at Econpapers || Download paper |
| 2024 | Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592. Full description at Econpapers || Download paper |
| 2024 | How do climate risks impact the contagion in Chinas energy market?. (2024). Lei, Lei ; Ma, Dandan ; Kang, Yuxin ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001580. Full description at Econpapers || Download paper |
| 2024 | Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918. Full description at Econpapers || Download paper |
| 2024 | Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033. Full description at Econpapers || Download paper |
| 2024 | Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777. Full description at Econpapers || Download paper |
| 2024 | Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095. Full description at Econpapers || Download paper |
| 2024 | Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253. Full description at Econpapers || Download paper |
| 2024 | Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751. Full description at Econpapers || Download paper |
| 2024 | Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016. Full description at Econpapers || Download paper |
| 2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
| 2024 | The leverage ratio, risk-taking and bank stability. (2024). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301364. Full description at Econpapers || Download paper |
| 2024 | Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465. Full description at Econpapers || Download paper |
| 2024 | Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159. Full description at Econpapers || Download paper |
| 2024 | What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows. (2024). Wang, Xichen ; Duan, Xiaomei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001529. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in exchange rate pass-through to import prices in Thailand: Evidence from micro data. (2024). Pattararangrong, Jettawat ; Nookhwun, Nuwat ; Manopimoke, Pym ; Apaitan, Tosapol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001839. Full description at Econpapers || Download paper |
| 2024 | A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545. Full description at Econpapers || Download paper |
| 2024 | Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685. Full description at Econpapers || Download paper |
| 2024 | Bitcoin market reactions to large price swings of international stock markets. (2024). Zhang, Wei ; Shen, Dehua ; Jia, Boxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:72-88. Full description at Econpapers || Download paper |
| 2024 | Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | The Cost of Borrowing as a Limiting Factor of Non-Life Insurance Development: The Italian Case. (2024). Millo, Giovanni. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:189-:d:1530883. Full description at Econpapers || Download paper |
| 2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
| 2024 | Impact of FinTech Growth on Bank Performance in GCC Region. (2024). Litimi, Houda ; Bensada, Ahmed ; Raheem, Mohamed Mahees. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:2:p:227-245. Full description at Econpapers || Download paper |
| 2024 | The International Capital Flows and Domestic Savings€“domestic Investment Nexus: A Comparative Evidence Between Heterogeneous Developing Regions. (2024). Pal, Shreya. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:169-212. Full description at Econpapers || Download paper |
| 2025 | Optimal Versus Naive Diversification in Commodity Futures Markets. (2025). Schuhmacher, Frank ; Auer, Benjamin R ; Heide, Max. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:3-22. Full description at Econpapers || Download paper |
Works by Ana-Maria Fuertes:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 144 |
| 2006 | Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
| 2012 | Credit Rating Migration Risk and Business Cycles In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 28 |
| 2017 | Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 19 |
| 2016 | Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2019 | Preface to the papers on ‘Credit risk modelling’ In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 2000 | Short‐run Real Exchange Rate Dynamics In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2000 | Short-Run Real Exchange Rate Dynamics. In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2001 | A Non-linear Analysis of Excess Foreign Exchange Returns. In: Manchester School. [Full Text][Citation analysis] | article | 7 |
| 2001 | A Non‐Linear Analysis of Excess Foreign Exchange Returns In: Manchester School. [Full Text][Citation analysis] | article | 5 |
| 2004 | Is the Feldstein–Horioka Puzzle History? In: Manchester School. [Full Text][Citation analysis] | article | 77 |
| 2001 | Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2002 | A Principal Components Approach to Cross-Section Dependence in Panels In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 68 |
| 2000 | Evaluating The Persistence And Structuralist Theories Of Unemployment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Early warning systems for sovereign debt crises: The role of heterogeneity In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 43 |
| 2007 | On sovereign credit migration: A study of alternative estimators and rating dynamics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 23 |
| 2006 | On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2008 | Sieve bootstrap t-tests on long-run average parameters In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
| 2003 | Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 25 |
| 2003 | Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2006 | Testing for sign and amplitude asymmetries using threshold autoregressions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1997 | New panel unit root tests of PPP In: Economics Letters. [Full Text][Citation analysis] | article | 67 |
| 2021 | The risk premia of energy futures In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2021 | The Risk Premia of Energy Futures.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Is idiosyncratic volatility priced in commodity futures markets? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2017 | In good times and in bad: Bank capital ratios and lending rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2021 | Bank credit risk events and peers equity value In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
| 2007 | Optimal design of early warning systems for sovereign debt crises In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2009 | On forecasting daily stock volatility: The role of intraday information and market conditions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 42 |
| 2013 | Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
| 2016 | Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2017 | Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2019 | A comprehensive appraisal of style-integration methods In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2020 | Fear of hazards in commodity futures markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2020 | Fear of Hazards in Commodity Futures Markets.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2020 | Fear of Hazards in Commodity Futures Markets.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2006 | Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 36 |
| 2006 | Large market shocks and abnormal closed-end-fund price behaviour In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2010 | Tactical allocation in commodity futures markets: Combining momentum and term structure signals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 88 |
| 2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 65 |
| 2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2005 | Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 49 |
| 2012 | Exchange rate pass-through into import prices revisited: What drives it? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 61 |
| 2015 | ECB policy and Eurozone fragility: Was De Grauwe right? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 65 |
| 2014 | ECB Policy and Eurozone Fragility: Was De Grauwe Right?.(2014) In: CEPS Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2016 | Hot money in bank credit flows to emerging markets during the banking globalization era In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2016 | On cross-border bank credit and the U.S. financial crisis transmission to equity markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
| 2018 | On the predictability of emerging market sovereign credit spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Uncovered equity “disparity” in emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | A Bayesian perspective on commodity style integration In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2023 | A Bayesian Perspective on Commodity Style Integration.(2023) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | Border costs and real exchange rate dynamics in Europe In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
| 2016 | On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open? In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2020 | Speculative Pressure In: Post-Print. [Full Text][Citation analysis] | paper | 12 |
| 2020 | Speculative pressure.(2020) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2023 | The Negative Pricing of the May 2020 WTI Contract In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
| 2021 | The Negative Pricing of the May 2020 WTI Contract.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | ||
| 2009 | Interest rate transmission in the UK: a comparative analysis across financial firms and products In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 15 |
| 2000 | Is There a Base Currency Effect in Long-Run PPP? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 13 |
| 2004 | A new interpretation of the exchange rate-yield differential nexus In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | A New Interpretation of the Exchange Rate - Yield Differential Nexus.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | A guided tour of TSMod 4.03 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2010 | How do UK Banks React to Changing Central Bank Rates? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 15 |
| 2015 | Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 12 |
| 2004 | The Feldstein-Horioka puzzle is not as bad as you think In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 8 |
| 2004 | A new interpretation of the real exchange rate - yield differential nexus In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Market-wide shocks and anomalous price behaviour: evidence from closed-end funds In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Overnight News and Daily Equity Trading Risk Limits In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Commodity Markets, Long-Run Predictability, and Intertemporal Pricing In: Review of Finance. [Full Text][Citation analysis] | article | 11 |
| 2000 | A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2001 | Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2001 | Small sample properties of panel time-series estimators with I(1) errors In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 31 |
| 2001 | Bootstrap LR Tests for Sign and Amplitude Asymmetries In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 2 |
| 2002 | Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2002 | Exchange Rate Overshooting and the Forward Premium Puzzle In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 1 |
| 2002 | An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2003 | ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 2004 | Forecasting sovereign default using panel models: A comparative analysis In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 1 |
| 2004 | Elements in the Design of an Early Warning System for Sovereign Default In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 2 |
| 2001 | Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 22 |
| 2002 | Asymmetric dynamics in UK real interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Momentum profits, nonnormality risks and the business cycle In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | A behavioral analysis of investor diversification In: The European Journal of Finance. [Full Text][Citation analysis] | article | 12 |
| 2013 | Strategic and Tactical Roles of Enhanced Commodity Indices In: Journal of Futures Markets. [Citation analysis] | article | 9 |
| 2015 | Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 30 |
| 2022 | Risk‐neutral skewness and commodity futures pricing In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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