13
H index
16
i10 index
753
Citations
Universidad de Castilla La Mancha | 13 H index 16 i10 index 753 Citations RESEARCH PRODUCTION: 45 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Jareño. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Econometrics and International Development | 6 |
Applied Economics | 4 |
Resources Policy | 3 |
Mathematics | 3 |
International Review of Financial Analysis | 2 |
Energy Economics | 2 |
Year | Title of citing document | |
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2024 | . Full description at Econpapers || Download paper | |
2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper | |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper | |
2024 | Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price. (2024). Irfan, Mohammad ; Cruz, Sandra ; Galvao, Rosa ; Dias, Rui ; Almeida, Liliana ; Palma, Cristina ; Teixeira, Nuno ; Gonaalves, Sidalina ; Alexandre, Paulo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-29. Full description at Econpapers || Download paper | |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
2024 | The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432. Full description at Econpapers || Download paper | |
2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper | |
2024 | Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper | |
2024 | A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724. Full description at Econpapers || Download paper | |
2024 | Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554. Full description at Econpapers || Download paper | |
2024 | Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223. Full description at Econpapers || Download paper | |
2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper | |
2024 | Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776. Full description at Econpapers || Download paper | |
2024 | Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879. Full description at Econpapers || Download paper | |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. 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 | Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063. Full description at Econpapers || Download paper | |
2024 | A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). Petitjean, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142. Full description at Econpapers || Download paper | |
2024 | Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506. Full description at Econpapers || Download paper | |
2024 | The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646. Full description at Econpapers || Download paper | |
2024 | Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669. 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 | Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043. Full description at Econpapers || Download paper | |
2024 | Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067. Full description at Econpapers || Download paper | |
2024 | Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195. Full description at Econpapers || Download paper | |
2024 | Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481. Full description at Econpapers || Download paper | |
2024 | Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493. Full description at Econpapers || Download paper | |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651. Full description at Econpapers || Download paper | |
2024 | Investigating the asymmetric impact of artificial intelligence on renewable energy under climate policy uncertainty. (2024). Spulbar, Cristi ; Li, Xin ; Tian, Lihui ; Spulbr, Cristi ; Lee, Cheng-Wen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005176. Full description at Econpapers || Download paper | |
2024 | Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280. Full description at Econpapers || Download paper | |
2024 | Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401. Full description at Econpapers || Download paper | |
2024 | Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619. Full description at Econpapers || Download paper | |
2024 | How connected is withholding capacity to electricity, fossil fuel and carbon markets? Perspectives from a high renewable energy consumption economy. (2024). Jiao, Jianling ; Shao, Zhen ; Liu, Chen ; Yang, Shanlin. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005220. Full description at Econpapers || Download paper | |
2024 | Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856. Full description at Econpapers || Download paper | |
2024 | Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497. Full description at Econpapers || Download paper | |
2024 | Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535. Full description at Econpapers || Download paper | |
2024 | Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Guesmi, Khaled ; Vigne, Samuel A ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714. Full description at Econpapers || Download paper | |
2024 | Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Dogah, Kingsley E ; Umar, Zaghum ; Trabelsi, Nader ; Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970. Full description at Econpapers || Download paper | |
2024 | Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Xu, Xin ; Rong, Xueyun ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942. Full description at Econpapers || Download paper | |
2024 | Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x. Full description at Econpapers || Download paper | |
2024 | Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x. Full description at Econpapers || Download paper | |
2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper | |
2024 | Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174. Full description at Econpapers || Download paper | |
2024 | Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression. (2024). Wang, Hongtao ; Jia, Nanfei ; Jiang, Yinghui ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005398. Full description at Econpapers || Download paper | |
2024 | Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945. Full description at Econpapers || Download paper | |
2024 | Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970. Full description at Econpapers || Download paper | |
2024 | Correlation structure between fiat currencies and blockchain assets. (2024). Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel ; Sulong, Zunaidah ; Lee, Chi-Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001442. Full description at Econpapers || Download paper | |
2024 | Connectedness and co-movement between dirty energy, clean energy and global COVOL. (2024). Goodell, John W ; Hu, Yang ; Lang, Chunlin ; Hou, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003349. Full description at Econpapers || Download paper | |
2024 | A study of the impact of cryptocurrency price volatility on the stock and gold markets. (2024). Wang, Shengyu ; Chen, Zhuming ; Zhang, Xiangyu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011437. Full description at Econpapers || Download paper | |
2024 | Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656. Full description at Econpapers || Download paper | |
2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper | |
2024 | Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Shams, Syed ; Peng, Sanshao ; Sarker, Tapan ; Prentice, Catherine. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017. Full description at Econpapers || Download paper | |
2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper | |
2024 | A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756. Full description at Econpapers || Download paper | |
2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Urom, Christian ; Mzoughi, Hela ; Benkraiem, Ramzi ; Abid, Ilyes. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers || Download paper | |
2024 | Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Guesmi, Khaled ; Benkraiem, Ramzi ; Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276. Full description at Econpapers || Download paper | |
2024 | Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Cao, Jin ; Zhang, Xinyu ; Lyu, Yongjian ; Yang, MO ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900. Full description at Econpapers || Download paper | |
2024 | The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066. Full description at Econpapers || Download paper | |
2024 | Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study. (2024). Garcia-Nieto, Paulino Jose ; Menendez-Garcia, Luis Alfonso ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005154. Full description at Econpapers || Download paper | |
2024 | Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482. Full description at Econpapers || Download paper | |
2024 | Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049. Full description at Econpapers || Download paper | |
2024 | Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; el Khoury, Rim ; Xiong, Xiong ; Li, Yanshuang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90. Full description at Econpapers || Download paper | |
2024 | The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610. Full description at Econpapers || Download paper | |
2024 | Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach. (2024). Zhang, Shasha ; Niu, Hongli. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008620. Full description at Econpapers || Download paper | |
2024 | Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach. (2024). Olasehinde-Williams, Godwin ; Olanipekun, Ifedolapo Olabisi ; Ozkan, Oktay. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pb:s096014812401735x. Full description at Econpapers || Download paper | |
2024 | Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Yuan, DI ; Zhang, Feipeng ; Li, Dongxin ; Cai, Yuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939. Full description at Econpapers || Download paper | |
2024 | Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428. Full description at Econpapers || Download paper | |
2024 | Exploring the interconnectedness of Chinas new energy and stock markets: A study on volatility spillovers and dynamic correlations. (2024). Song, Malin ; Shen, Z Y ; Li, Guangchen ; Wei, Weixian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:471-484. Full description at Econpapers || Download paper | |
2024 | Together in bad times? The effect of COVID-19 on inflation spillovers in China. (2024). Lien, Donald ; Xu, Yingying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:316-331. Full description at Econpapers || Download paper | |
2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. Full description at Econpapers || Download paper | |
2024 | Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks. (2024). Vo, Xuan Vinh ; Agyei, Samuel Kwaku ; Gubareva, Mariya ; Bossman, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:699-719. Full description at Econpapers || Download paper | |
2024 | Short-term and long-term effects of Chinese and global economic policy uncertainty and geopolitical risks on Chinese tourism. (2024). Han, Wei ; Zhu, Jiaji ; Ma, Lujia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1351-1360. Full description at Econpapers || Download paper | |
2024 | Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper | |
2024 | Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications. (2024). Omidi, Vahid ; Roudari, Soheil ; Al-Yahyaee, Khamis Hamed ; Ahmadian-Yazdi, Farzaneh ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004842. Full description at Econpapers || Download paper | |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper | |
2024 | Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x. Full description at Econpapers || Download paper | |
2024 | The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector. (2024). Corbet, Shaen ; Lang, Chunlin ; Hu, Yang ; Wang, Junchuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003185. Full description at Econpapers || Download paper | |
2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper | |
2024 | Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230. Full description at Econpapers || Download paper | |
2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
2024 | Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis. (2024). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000710. Full description at Econpapers || Download paper | |
2025 | Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak. (2025). Lucey, Brian ; Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Huang, Qingcheng ; Zeng, Hongjun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003404. Full description at Econpapers || Download paper | |
2024 | Exploring the impacts of major events on the global oil and food markets. (2024). Su, Bin ; Wu, Yunsong ; Chen, Zhenling ; Teng, Man ; Ni, Guohua. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002180. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2018 | Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model In: Acta Oeconomica. [Full Text][Citation analysis] | article | 4 |
2012 | The Fisher Effect in the Spanish Case: A Preliminary Study In: Asian Economic and Financial Review. [Full Text][Citation analysis] | article | 0 |
2017 | Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach In: Manchester School. [Full Text][Citation analysis] | article | 10 |
2016 | European Inflation and the Spanish Stock Market In: European Review. [Full Text][Citation analysis] | article | 0 |
2014 | FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
2016 | A Straightforward Analysis of Sector Portfolios in the US Stock Market In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
2017 | The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2017 | THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 2 |
2018 | THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2019 | MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 1 |
2014 | FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR In: Regional and Sectoral Economic Studies. [Full Text][Citation analysis] | article | 0 |
2018 | The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market In: International Journal of Economics and Financial Issues. [Full Text][Citation analysis] | article | 0 |
2022 | Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 23 |
2010 | Stock interest rate risk and inflation shocks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2018 | Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices In: Energy Economics. [Full Text][Citation analysis] | article | 298 |
2021 | Oil price shocks and the return and volatility spillover between industrial and precious metals In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
2017 | Main driving factors of the interest rate-stock market Granger causality In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 25 |
2021 | Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 30 |
2020 | Extension of the Fama and French model: A study of the largest European financial institutions In: International Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Bitcoin and gold price returns: A quantile regression and NARDL analysis In: Resources Policy. [Full Text][Citation analysis] | article | 57 |
2021 | Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness In: Resources Policy. [Full Text][Citation analysis] | article | 36 |
2021 | Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic In: Resources Policy. [Full Text][Citation analysis] | article | 36 |
2019 | Testing extensions of Fama & French models: A quantile regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2017 | Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 57 |
2009 | Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2021 | The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 32 |
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2019 | Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets In: Sustainability. [Full Text][Citation analysis] | article | 3 |
2006 | Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 1 |
2020 | Yield curves from different bond data sets In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 0 |
2005 | Flow-through capability: The Spanish case In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2018 | The impact of international factors on Spanish company returns: a quantile regression approach In: Risk Management. [Full Text][Citation analysis] | article | 10 |
2016 | Interest Rate Risk Analysis with Multifactor Model: The US case In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
2018 | THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN In: Revista Galega de Economía. [Full Text][Citation analysis] | article | 0 |
2013 | Inflation news and stock returns: market direction and flow-through ability In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2016 | US stock market sensitivity to interest and inflation rates: a quantile regression approach In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
2018 | Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
2022 | Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era In: Applied Economics. [Full Text][Citation analysis] | article | 12 |
2021 | Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis In: The European Journal of Finance. [Full Text][Citation analysis] | article | 13 |
2020 | Interest rate exposure of European insurers In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 3 |
2010 | Term structure of volatilities and yield curve estimation methodology In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Zero-coupon interest rates: Evaluating three alternative datasets In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team