Agata Kliber : Citation Profile

Are you Agata Kliber?

Uniwersytet Ekonomiczny w Poznaniu

6

H index

2

i10 index

123

Citations

RESEARCH PRODUCTION:

27

Articles

3

Chapters

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 9
   Journals where Agata Kliber has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 13 (9.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl118
   Updated: 2024-11-08    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Będowska-Sójka, Barbara (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Agata Kliber.

Is cited by:

Tiwari, Aviral (4)

Lee, Chien-Chiang (3)

Będowska-Sójka, Barbara (2)

Camba-Mendez, Gonzalo (2)

Billah, Syed (2)

Tzeremes, Panayiotis (2)

Conlon, Thomas (2)

mongi, arfaoui (2)

Umar, Zaghum (2)

Corbet, Shaen (2)

Yoon, Seong-Min (2)

Cites to:

Bouri, Elie (35)

Roubaud, David (27)

lucey, brian (22)

Bollerslev, Tim (20)

Walther, Thomas (15)

GUPTA, RANGAN (15)

Molnár, Peter (14)

Shahzad, Syed Jawad Hussain (11)

Engle, Robert (11)

Będowska-Sójka, Barbara (10)

Diebold, Francis (9)

Main data

Where Agata Kliber has published?

Journals with more than one article published# docs
Dynamic Econometric Models3
Energy2
Physica A: Statistical Mechanics and its Applications2
Finance Research Letters2
The North American Journal of Economics and Finance2
Czech Journal of Economics and Finance (Finance a uver)2

Recent works citing Agata Kliber (2024 and 2023)

YearTitle of citing document
2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2024Dependence 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.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2023Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2023Is the fed failing to re-anchor expectations? An analysis of jumps in inflation swaps. (2023). Kuhanathan, Ano ; Chibane, Messaoud. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003768.

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2023Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy. (2024). Cascavilla, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000242.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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2023Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Zhang, Anqi ; Tarczyska-Uniewska, Magorzata ; Mallek, Sabrine ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005093.

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2023Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Kang, Sang Hoon ; Ghardallou, Wafa ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006104.

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2023Return and volatility connectedness among the BRICS stock and oil markets. (2023). Lee, Chien-Chiang ; Chang, Tsangyao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009522.

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2024In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2024Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Khalfaoui, Rabeh ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Tedeschi, Marco. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906.

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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

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2024Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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2024Global 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.

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2024Modelling the FinTech adoption barriers in the context of emerging economies—An integrated Fuzzy hybrid approach. (2024). Chen, Long-Sheng ; Nalluri, Venkateswarlu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:199:y:2024:i:c:s0040162523007345.

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2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Sanhaji, Bilel ; Chevallier, Julien. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066.

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2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

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2023Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

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2023New technologies in the financial industry: Case of Poland. (2023). Agnieszka, Nowak ; Marcin, Kawiski ; Marianna, Cicirko ; Ewa, Cichowicz ; Magorzata, Iwanicz-Drozdowska. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:3:p:98-123:n:2.

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Works by Agata Kliber:

YearTitleTypeCited
2019Can aid stimulate productivity in Sub-Saharan Africa? A dynamic panel approach In: Business and Economic Horizons (BEH).
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		chapter0
2012The Transmission of the Crisis of Confidence to the Polish Interbank Market In: Acta Universitatis Nicolai Copernici, Ekonomia.
[Full Text][Citation analysis]		article0
2011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article5
2013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2015The Model of French Development Assistance – Who Gets the Help? In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2017Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil In: Economic Modelling.
[Full Text][Citation analysis]		article1
2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article26
2022Looking for a safe haven against American stocks during COVID-19 pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective In: Energy Economics.
[Full Text][Citation analysis]		article7
2022Degree of connectedness and the transfer of news across the oil market and the European stocks In: Energy.
[Full Text][Citation analysis]		article6
2024Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil In: Energy.
[Full Text][Citation analysis]		article0
2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2019The causality between liquidity and volatility in the Polish stock market In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2022Impact of COVID-19 on sovereign risk: Latin America versus Asia In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article49
2021Information content of liquidity and volatility measures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2022Do words affect expectations? The effect of central banks communication on consumer inflation expectations In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2014The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article4
2019Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2021Triggers and Obstacles to the Development of the FinTech Sector in Poland In: Risks.
[Full Text][Citation analysis]		article6
2016POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland In: Empirica.
[Full Text][Citation analysis]		article2
2016Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision In: Bank i Kredyt.
[Full Text][Citation analysis]		article0
2013Influence of the Greek Crisis on the Risk Perception of European Economies In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article1
2018Foreign Technology Absorption in Sub-Saharan Africa: A Long-Term Analysis of the Nature and Stability of Relationships In: Business and Economics Research Journal.
[Full Text][Citation analysis]		article0
2021Say anything you want about me if you spell my name right: the effect of Internet searches on financial market In: Central European Journal of Operations Research.
[Full Text][Citation analysis]		article0
2020Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter1
2017Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Markets Before and After the Ban on Naked sCDS Trade In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2020Inflation expectations after financial crisis: are consumers more forward-looking? In: Economic Research-Ekonomska Istraživanja.
[Full Text][Citation analysis]		article0
2023Has the pandemic changed the relationships between fintechs and banks? In: Operations Research and Decisions.
[Full Text][Citation analysis]		article0

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