33
H index
51
i10 index
4289
Citations
Universidade de Santiago de Compostela | 33 H index 51 i10 index 4289 Citations RESEARCH PRODUCTION: 79 Articles 20 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Carlos Reboredo. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 2 |
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission | 2 |
Year | Title of citing document | |
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2025 | ARTIFICIAL INTELLIGENCE-ASSISTED MACHINE LEARNING METHODS FOR FORECASTING GREEN BOND INDEX: A COMPARATIVE ANALYSIS. (2025). Imek, Ahmet Hsan ; Gr, Yunus Emre ; Bulut, Emre. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2025:i:4:p:628-655. Full description at Econpapers || Download paper | |
2024 | Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511. Full description at Econpapers || Download paper | |
2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
2024 | On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549. Full description at Econpapers || Download paper | |
2024 | Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains. (2024). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2411.14058. Full description at Econpapers || Download paper | |
2024 | Pre-Financing Oil Imports with Gold. (2024). Zhekova, Liliya. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:149-166. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Climate transition risk and enterprise default probability. (2024). He, Shuguang ; Cheng, Nan ; Liu, Zhonglu ; Sun, Haibo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8929-8945. Full description at Econpapers || Download paper | |
2024 | New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716. Full description at Econpapers || Download paper | |
2024 | A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers || Download paper | |
2025 | Evaluating low-temperature heat sources for large-scale heat pump integration: A method using open-source data and indicators. (2025). Nkongdem, Bertrand ; Fuchs, Nicolas ; Yanez, Guillermo ; Thomsen, Jessica. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924018701. Full description at Econpapers || Download paper | |
2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
2024 | The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94. Full description at Econpapers || Download paper | |
2024 | Does Chinas emission trading scheme affect corporate financial performance: Evidence from a quasi-natural experiment. (2024). Wang, Tianju ; Ma, Diandian ; Liu, Yaorong ; Dong, Yizhe ; Chu, Baoju. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000142. Full description at Econpapers || Download paper | |
2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Can green bond issuance promote enterprise green technological innovation?. (2024). Dai, Qingling ; Cheng, Zhonghua ; Ren, Penghan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001444. 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 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper | |
2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper | |
2024 | Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147. Full description at Econpapers || Download paper | |
2024 | Crypto 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. Full description at Econpapers || Download paper | |
2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
2024 | Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470. Full description at Econpapers || Download paper | |
2024 | Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Liu, Xiaoyi ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536. Full description at Econpapers || Download paper | |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
2024 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Gaji-Glamolija, Marina ; Mani, Slavica ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706. Full description at Econpapers || Download paper | |
2024 | Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Chen, Meixia ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792. Full description at Econpapers || Download paper | |
2024 | How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426. Full description at Econpapers || Download paper | |
2024 | Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers || Download paper | |
2024 | Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530. 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 | Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736. Full description at Econpapers || Download paper | |
2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper | |
2024 | Diversification value of green Bonds: Fresh evidence from China. (2024). Huang, Ziling ; Zhou, You ; Lin, Lichao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001797. Full description at Econpapers || Download paper | |
2024 | Do investors benefit from investing in stocks of green bond issuers?. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Badia, Guillermo. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003434. Full description at Econpapers || Download paper | |
2024 | Spectral Dependence. (2024). Pinto, Marco ; Ombao, Hernando. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:122-159. Full description at Econpapers || Download paper | |
2024 | The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168. 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 | Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. 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 | 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 | Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Chen, Huangen ; Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380. Full description at Econpapers || Download paper | |
2024 | A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616. Full description at Econpapers || Download paper | |
2024 | Female political empowerment and green finance. (2024). Manita, Riadh ; Hossain, Md Zakir ; Boubaker, Sabri ; al Mamun, MD. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000781. 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 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper | |
2024 | Green transition and financial stability: The role of green monetary and macroprudential policies and vouchers. (2024). Zhao, Hong ; Punzi, Maria Teresa ; Chan, Ying Tung. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001579. 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 | 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 | Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Zhao, Jianyu ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671. Full description at Econpapers || Download paper | |
2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper | |
2024 | How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Tanasescu, Cristina ; Shao, Xuefeng ; Xu, Yingying. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001853. Full description at Econpapers || Download paper | |
2024 | Factor models and investment strategies in the renewable energy sector. (2024). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001919. 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 | Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841. Full description at Econpapers || Download paper | |
2024 | Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944. Full description at Econpapers || Download paper | |
2024 | Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160. 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 | Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x. Full description at Econpapers || Download paper | |
2024 | Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171. Full description at Econpapers || Download paper | |
2024 | Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x. 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 | Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources. (2024). Umar, Zaghum ; Usman, Muhammad ; Ktaish, Farah. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400450x. Full description at Econpapers || Download paper | |
2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. 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 | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2024) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
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2014 | The Relative Price of Non-traded Goods under Imperfect Competition In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
1997 | Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2007 | The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | On cocaine consumption: Some lessons from Spain In: Cuadernos de Economía - Spanish Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Do green bonds de-risk investment in low-carbon stocks? In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
2022 | Exchange rates and the global transmission of equity market shocks In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2021 | Exchange rates and the global transmission of equity market shocks.(2021) In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2013 | A wavelet decomposition approach to crude oil price and exchange rate dependence In: Economic Modelling. [Full Text][Citation analysis] | article | 151 |
2014 | Volatility spillovers between the oil market and the European Union carbon emission market In: Economic Modelling. [Full Text][Citation analysis] | article | 71 |
2014 | Can gold hedge and preserve value when the US dollar depreciates? In: Economic Modelling. [Full Text][Citation analysis] | article | 57 |
2020 | Price connectedness between green bond and financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 162 |
2014 | US dollar exchange rate and food price dependence: Implications for portfolio risk management In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2015 | A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 28 |
2015 | Downside/upside price spillovers between precious metals: A vine copula approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 37 |
2021 | Are investors aware of climate-related transition risks? Evidence from mutual fund flows In: Ecological Economics. [Full Text][Citation analysis] | article | 8 |
2015 | An analysis of dependence between Central and Eastern European stock markets In: Economic Systems. [Full Text][Citation analysis] | article | 10 |
2017 | Obesity: A major problem for Spanish minors In: Economics & Human Biology. [Full Text][Citation analysis] | article | 2 |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 252 |
2014 | Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 252 | paper | |
2014 | Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review. [Full Text][Citation analysis] | article | 54 |
2015 | Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 74 |
2011 | How do crude oil prices co-move?: A copula approach In: Energy Economics. [Full Text][Citation analysis] | article | 141 |
2013 | Modeling EU allowances and oil market interdependence. Implications for portfolio management In: Energy Economics. [Full Text][Citation analysis] | article | 43 |
2014 | Oil and US dollar exchange rate dependence: A detrended cross-correlation approach In: Energy Economics. [Full Text][Citation analysis] | article | 119 |
2015 | Is there dependence and systemic risk between oil and renewable energy stock prices? In: Energy Economics. [Full Text][Citation analysis] | article | 191 |
2016 | Quantile dependence of oil price movements and stock returns In: Energy Economics. [Full Text][Citation analysis] | article | 113 |
2017 | Wavelet-based test of co-movement and causality between oil and renewable energy stock prices In: Energy Economics. [Full Text][Citation analysis] | article | 213 |
2018 | Green bond and financial markets: Co-movement, diversification and price spillover effects In: Energy Economics. [Full Text][Citation analysis] | article | 242 |
2018 | Oil price dynamics and market-based inflation expectations In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2018 | The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach In: Energy Economics. [Full Text][Citation analysis] | article | 99 |
2018 | The impact of Twitter sentiment on renewable energy stocks In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
2019 | A conditional dependence approach to CO2-energy price relationships In: Energy Economics. [Full Text][Citation analysis] | article | 34 |
2020 | Network connectedness of green bonds and asset classes In: Energy Economics. [Full Text][Citation analysis] | article | 128 |
2012 | Do food and oil prices co-move? In: Energy Policy. [Full Text][Citation analysis] | article | 122 |
2016 | Dependence and risk management in oil and stock markets. A wavelet-copula analysis In: Energy. [Full Text][Citation analysis] | article | 40 |
2018 | The performance of precious-metal mutual funds: Does uncertainty matter? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2022 | Climate transition risk, profitability and stock prices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2024 | Systemic risk effects of climate transition on financial stability In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2022 | Switching connectedness between real estate investment trusts, oil, and gold markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2023 | Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2013 | Is gold a safe haven or a hedge for the US dollar? Implications for risk management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 280 |
2016 | Downside and upside risk spillovers between exchange rates and stock prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 119 |
2017 | Economic crisis and the unemployment effect on household food expenditure: The case of Spain In: Food Policy. [Full Text][Citation analysis] | article | 6 |
2016 | Economic crisis and the unemployment effect on household food expenditure: The case of Spain.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | Systemic risk in European sovereign debt markets: A CoVaR-copula approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 131 |
2012 | Modelling oil price and exchange rate co-movements In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 216 |
2013 | Is gold a hedge or safe haven against oil price movements? In: Resources Policy. [Full Text][Citation analysis] | article | 195 |
2016 | The impact of downward/upward oil price movements on metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 62 |
2017 | Quantile causality between gold commodity and gold stock prices In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
2020 | Price spillovers between rare earth stocks and financial markets In: Resources Policy. [Full Text][Citation analysis] | article | 34 |
2021 | Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic In: Resources Policy. [Full Text][Citation analysis] | article | 23 |
2021 | Dynamic spillovers and network structure among commodity, currency, and stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 22 |
2024 | Tail risks of energy transition metal prices for commodity prices In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2024 | The impact of uncertainty shocks on energy transition metal prices In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2015 | Downside risks in EU carbon and fossil fuel markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 9 |
2014 | Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 96 |
2013 | How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2021 | Does length of hospital stay reflect power-law behavior? A q-Weibull density approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2015 | Renewable energy contribution to the energy supply: Is there convergence across countries? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 21 |
2015 | Are China’s new energy stock prices driven by new energy policies? In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 18 |
2017 | Do investors pay a premium for going green? Evidence from alternative energy mutual funds In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 30 |
2014 | Wavelet-based evidence of the impact of oil prices on stock returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 167 |
2014 | Gold and exchange rates: Downside risk and hedging at different investment horizons In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 40 |
2016 | Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 106 |
2019 | Interdependence Between Renewable-Energy and Low-Carbon Stock Prices In: Energies. [Full Text][Citation analysis] | article | 8 |
2019 | Does Sustainability Score Impact Mutual Fund Performance? In: Sustainability. [Full Text][Citation analysis] | article | 16 |
2020 | How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2021 | Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2011 | The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement In: Post-Print. [Full Text][Citation analysis] | paper | 9 |
2012 | The switch from continuous to call auction trading in response to a large intraday price movement.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2022 | The impact of climate transition risks on financial stability. A systemic risk approach In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
2012 | Nonlinearity in Forecasting of High-Frequency Stock Returns In: Computational Economics. [Full Text][Citation analysis] | article | 13 |
2020 | Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
2004 | The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2016 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
2017 | Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2023 | Forecasting emergency department arrivals using INGARCH models In: Health Economics Review. [Full Text][Citation analysis] | article | 0 |
2004 | A note on efficiency and solvency in banking In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Competition and R&D in retail banking under expense preference behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2002 | Bank solvency evaluation with a Markov model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2003 | How is the market reaction to stock splits? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Nonlinear effects of oil shocks on stock returns: a Markov-switching approach In: Applied Economics. [Full Text][Citation analysis] | article | 53 |
2014 | Power-law behaviour in time durations between extreme returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Quantile causality and dependence between crude oil and precious metal prices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 18 |
2012 | Forecasting Performance of Nonlinear Models for Intraday Stock Returns In: Journal of Forecasting. [Citation analysis] | article | 12 |
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