11
H index
11
i10 index
359
Citations
Universitat de Barcelona | 11 H index 11 i10 index 359 Citations RESEARCH PRODUCTION: 73 Articles 56 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 Jorge Mario Uribe Gil. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting. (2024). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2408.00507. Full description at Econpapers || Download paper |
2024 | Multidimensional Economic Complexity and Fiscal Crises. (2024). Stojkoski, Viktor ; Gockov, Gjorgji ; Hristovski, Goran. In: Papers. RePEc:arx:papers:2411.02027. Full description at Econpapers || Download paper |
2025 | Unveiling natural gas consumption sectoral price elasticities. (2025). Favero, Filippo ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_941_25. Full description at Econpapers || Download paper |
2025 | The Uncertainty of Economic Policy: A Hinder for Financial Sustainability?. (2025). Chi-Wei, SU ; Meng, Qin. In: Management of Sustainable Development. RePEc:blg:msudev:v:17:y:2025:i:1:p:1-16:n:1. Full description at Econpapers || Download paper |
2024 | Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889. Full description at Econpapers || Download paper |
2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper |
2025 | Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043. Full description at Econpapers || Download paper |
2024 | Day-ahead electricity price prediction in multi-price zones based on multi-view fusion spatio-temporal graph neural network. (2024). Zhu, Jianbin ; Yin, Hao ; Yan, Baiping ; Meng, Anbo. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s030626192400936x. Full description at Econpapers || Download paper |
2025 | Forecasting China bond default with severe class-imbalanced data: A simple learning model with causal inference. (2025). Peng, Michael ; Hu, Hanwen ; Stern, Elisheva R. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003420. Full description at Econpapers || Download paper |
2024 | Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Qu, YI ; Su, Yaya ; Dong, Liang ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x. Full description at Econpapers || Download paper |
2024 | Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895. Full description at Econpapers || Download paper |
2024 | A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190. Full description at Econpapers || Download paper |
2024 | Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293. Full description at Econpapers || Download paper |
2024 | Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty and tax avoidance: International evidence. (2024). Ramesh, Vishnu K ; Athira, A. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s156601412400030x. Full description at Econpapers || Download paper |
2024 | Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses. (2024). Sua, Lutfu S ; Wang, Haibo ; Alidaee, Bahram ; Ortiz, Jaime ; Huang, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001122. Full description at Econpapers || Download paper |
2024 | The effect of the 2022 energy crisis on electricity markets ashore the North Sea. (2024). Neumann, Anne ; Sather, Bjarne. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000884. Full description at Econpapers || Download paper |
2024 | International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902. 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 ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper |
2024 | Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664. Full description at Econpapers || Download paper |
2024 | Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676. Full description at Econpapers || Download paper |
2024 | Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949. Full description at Econpapers || Download paper |
2024 | Spillover effects of energy transition metals in Chile. (2024). Agnese, Pablo ; Rios, Francisco. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002974. Full description at Econpapers || Download paper |
2024 | African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876. Full description at Econpapers || Download paper |
2024 | How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x. Full description at Econpapers || Download paper |
2024 | Is energy firms investment behavior more sensitive on corporate perception of monetary policy?. (2024). He, Yurun ; Lu, Meiting ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004572. Full description at Econpapers || Download paper |
2024 | Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413. Full description at Econpapers || Download paper |
2024 | Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169. Full description at Econpapers || Download paper |
2024 | Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x. Full description at Econpapers || Download paper |
2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper |
2025 | Distributional effects of energy costs: Does firm ownership structure matter?. (2025). Mohapatra, Sandeep ; Berha, Andu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s014098832400817x. Full description at Econpapers || Download paper |
2025 | Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis. (2025). Zhang, Feipeng ; Yuan, DI ; Zhou, Sitong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008600. Full description at Econpapers || Download paper |
2024 | Generation failures, strategic withholding, and capacity payments in the Turkish electricity market. (2024). Acar, Sevil ; Durmaz, Tun ; Kizilkaya, Simay. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004822. Full description at Econpapers || Download paper |
2024 | The Iberian exception: Estimating the impact of a cap on gas prices for electricity generation on consumer prices and market dynamics. (2024). Mateo, Ramon ; Collado, Natalia ; Hidalgo-Perez, Manuel ; Galindo, Jorge. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524001125. Full description at Econpapers || Download paper |
2024 | Conceptualizing an interpretative framework for energy transition among Italian innovative small and medium enterprises. (2024). Thomas, Antonio ; Scandurra, Giuseppe ; Carfora, Alfonso. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004129. Full description at Econpapers || Download paper |
2025 | Driving green innovation: The impact of digital finance on Chinas transition to clean energy. (2025). Cai, Jinyang ; Li, Dian ; Zheng, Huanyu. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004025. Full description at Econpapers || Download paper |
2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper |
2024 | Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Rong, Xueyun ; Xu, Xin ; 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 | Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022. Full description at Econpapers || Download paper |
2025 | Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488. Full description at Econpapers || Download paper |
2024 | Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405. Full description at Econpapers || Download paper |
2024 | The role of large shareholder holdings in customer concentration and stock price volatility. (2024). Shi, Xue ; Li, Xiaolong. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006731. Full description at Econpapers || Download paper |
2024 | Environmental policies on the systematic risk of critical metals companies. (2024). Seplveda-Velsquez, Jorge ; Tapia-Grien, Pablo ; Pastn-Henrquez, Boris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010821. Full description at Econpapers || Download paper |
2024 | The connectedness features of German electricity futures over short and long maturities. (2024). Gianfreda, Angelica ; Scandolo, Giacomo ; Bunn, Derek. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013448. Full description at Econpapers || Download paper |
2025 | Earthquakes in Chile and Peru: How are they reflected in the copper financial market?. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014582. Full description at Econpapers || Download paper |
2024 | Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784. Full description at Econpapers || Download paper |
2024 | Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x. Full description at Econpapers || Download paper |
2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
2024 | Electricity markets regulations: The financial impact of the global energy crisis. (2024). Figuerola-Ferretti, Isabel ; Segarra, Ignacio ; Atanasova, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s104244312400074x. Full description at Econpapers || Download paper |
2025 | Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525. Full description at Econpapers || Download paper |
2024 | Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270. Full description at Econpapers || Download paper |
2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396. Full description at Econpapers || Download paper |
2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
2024 | Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448. Full description at Econpapers || Download paper |
2024 | Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x. Full description at Econpapers || Download paper |
2024 | Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205. Full description at Econpapers || Download paper |
2024 | The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701. Full description at Econpapers || Download paper |
2024 | Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets. (2024). Ali, Shoaib ; Mirza, Nawazish ; Al-Nassar, Nassar S ; Naveed, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005890. Full description at Econpapers || Download paper |
2024 | Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511. Full description at Econpapers || Download paper |
2024 | Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197. Full description at Econpapers || Download paper |
2024 | Power generation mix and electricity price. (2024). Joanis, Marcelin ; Stringer, Thomas ; Abdoli, Shiva. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016762. Full description at Econpapers || Download paper |
2025 | Bayesian Belief Networks: Redefining wholesale electricity price modelling in high penetration non-firm renewable generation power systems. (2025). Mahmoud, Thair S ; Maticka, Martin J. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s096014812402113x. Full description at Econpapers || Download paper |
2025 | Measuring the long-term impact of wind, run-of-river, solar renewable energy alternatives on market clearing prices. (2025). Gkgz, Fazil ; Ycel, YK. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124023607. Full description at Econpapers || Download paper |
2024 | Beyond the merit order effect: Impact of the rapid expansion of renewable energy on electricity market price. (2024). Tanaka, Kenta ; Managi, Shunsuke ; Shimomura, Mizue ; Matsumoto, Ken'Ichi ; Keeley, Alexander Ryota. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300895x. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265. Full description at Econpapers || Download paper |
2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper |
2024 | Parent–subsidiary geographic dispersion and debt aggressiveness: Analysis from the tax enforcement perspective. (2024). Yang, Zhenhe ; Liu, Xiaomei ; Gao, Boyuan ; Wang, Yuanqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s105905602400594x. Full description at Econpapers || Download paper |
2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). lucey, brian ; Chai, Shanglei ; Li, Qiang ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper |
2024 | Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679. Full description at Econpapers || Download paper |
2024 | How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039. Full description at Econpapers || Download paper |
2025 | The Impact of Fossil Fuel Market Fluctuations on the Japanese Electricity Market During the COVID-19 Era. (2025). Aruga, Kentaka ; Jannat, Arifa ; Islam, Md Monirul. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:6-:d:1656552. Full description at Econpapers || Download paper |
2024 | Intraday Electricity Price Forecasting via LSTM and Trading Strategy for the Power Market: A Case Study of the West Denmark DK1 Grid Region. (2024). Nielsen, Peter ; Kili, Deniz Kenan ; Thibbotuwawa, Amila. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2909-:d:1414040. Full description at Econpapers || Download paper |
2024 | Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements. (2024). Khoojine, Arash Sioofy ; Xiao, Lin. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5852-:d:1526904. Full description at Econpapers || Download paper |
2024 | Market Risk of Lithium Industry Chain—Evidence from Listed Companies. (2024). Xiao, Jianzhong ; Cheng, Jinhua ; Kong, Weicheng. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6173-:d:1538847. Full description at Econpapers || Download paper |
2024 | The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis. (2024). Türsoy, Turgut ; Mari, Muhammad ; Seraj, Mehdi. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:8:p:120-:d:1447141. Full description at Econpapers || Download paper |
2024 | Renewable Integration and Power System Operation: The Role of Market Conditions. (2024). Rosellon, Juan ; Jamasb, Tooraj ; Davi-Arderius, Daniel. In: Working Papers. RePEc:hhs:cbsnow:2024_003. Full description at Econpapers || Download paper |
2024 | Surges in the Shadows: Stock-Flow Adjustments and Public Debt Spikes. (2024). Valencia, Oscar ; Rodriguez, Cesar ; Andrian, Leandro. In: IDB Publications (Working Papers). RePEc:idb:brikps:13725. Full description at Econpapers || Download paper |
2024 | Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w. Full description at Econpapers || Download paper |
2024 | Implementation of the ARIMA model for prediction of economic variables: evidence from the health sector in Brazil. (2024). Su, Zhaohui ; Girotto, Felipe Mendes ; Bittencourt, Diego Antonio ; da Veiga, Claudimar Pereira ; Pereira, Cassia Rita. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03023-3. Full description at Econpapers || Download paper |
2024 | Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru. (2024). Rodríguez, Gabriel ; Alvarado, Mauricio ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00531. Full description at Econpapers || Download paper |
2024 | Designing New Energy Markets to Promote Renewables. (2024). Di Foggia, Giacomo ; Beccarello, Massimo. In: MPRA Paper. RePEc:pra:mprapa:121783. Full description at Econpapers || Download paper |
2025 | The international spillover effects of US Quality of Political Signals: A Global VAR approach. (2025). Salisu, Afees ; Akume, Michael ; Hammed, Yinka S. In: MPRA Paper. RePEc:pra:mprapa:123530. Full description at Econpapers || Download paper |
2025 | Do High Power Prices Slow Electrification? Some Panel Data Evidence. (2025). Huntington, Hillard. In: MPRA Paper. RePEc:pra:mprapa:124376. Full description at Econpapers || Download paper |
2024 | Tail risk connectedness in clean energy and oil financial market. (2024). Foglia, Matteo ; Angelini, Eliana ; Duc, Toan Luu. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04745-w. Full description at Econpapers || Download paper |
2024 | Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6. Full description at Econpapers || Download paper |
2024 | A simplified model for measuring longevity risk for life insurance products. (2024). Atance, David ; Navarro, Eliseo. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00515-0. Full description at Econpapers || Download paper |
2024 | Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness. (2024). Polat, Onur. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00581-4. Full description at Econpapers || Download paper |
2025 | The impact of commodity prices on developed and emerging financial markets during COVID-19 pandemic and Russia–Ukraine war: evidence from the Dynamic ARDL approach. (2025). Bouabdallah, Wassila ; Mouffok, Omar. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:7:d:10.1007_s43546-025-00846-3. Full description at Econpapers || Download paper |
2024 | High–low volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319. Full description at Econpapers || Download paper |
2024 | The role of multi‐stakeholder initiatives in advancing circularity and social sustainability in the textiles sector of Bangladesh. (2024). van Dijk, Meine Pieter ; Khan, Arif Mostafa. In: Journal of International Development. RePEc:wly:jintdv:v:36:y:2024:i:3:p:1765-1788. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Volatility Spillovers in Energy Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 25 |
2019 | Volatility Spillovers in Energy Markets.(2019) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2015 | Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Dynamic Connectedness and Causality between Oil prices and Exchange Rates In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
2007 | Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
2007 | CARACTERIZACIÃN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÃLISIS COMPARATIVO.(2007) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2009 | Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio? In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
2009 | Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?.(2009) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Indicadores básicos de desarrollo del mercado accionario colombiano. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 0 |
2008 | Una aproximación dinámica a la medición del riesgo de mercado para los bancos comerciales en Colombia. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 2 |
2008 | Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 0 |
2020 | Giving and receiving: Exploring the predictive causality between oil prices and exchange rates In: International Finance. [Full Text][Citation analysis] | article | 14 |
2023 | Expected, unexpected, good and bad aggregate uncertainty In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2011 | Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones In: Revista Cuadernos de Economia. [Full Text][Citation analysis] | article | 0 |
2014 | Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos. In: Revista Cuadernos de Economia. [Full Text][Citation analysis] | article | 0 |
2011 | Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2011 | Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia. In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 1 |
2013 | Testing for multiple bubbles with daily data In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 1 |
2013 | Burbujas financieras: dos alternativas de identificación aplicadas a Colombia In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2016 | Regímenes de riesgo en el mercado de acciones colombiano In: Revista Sociedad y Economía. [Citation analysis] | article | 0 |
2016 | Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030 In: Revista Sociedad y Economía. [Full Text][Citation analysis] | article | 0 |
2011 | Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica In: Revista Lecturas de Economía. [Full Text][Citation analysis] | article | 1 |
2012 | La medición del riesgo en eventos extremos. Una revisión metodológica en contexto In: Revista Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2015 | Ciclo financiero de referencia en Colombia In: Revista Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2014 | Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina In: Revista Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2016 | Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile In: Revista de Economía del Caribe. [Full Text][Citation analysis] | article | 0 |
2016 | Crecimiento económico colombiano y quiebres estructurales endógenos In: Ensayos de Economía. [Full Text][Citation analysis] | paper | 0 |
2015 | Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia In: Revista Ecos de Economía. [Full Text][Citation analysis] | article | 0 |
2016 | Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo In: Revista Finanzas y Politica Economica. [Full Text][Citation analysis] | article | 0 |
2017 | Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano* In: Revista Finanzas y Politica Economica. [Full Text][Citation analysis] | article | 0 |
2017 | Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano.(2017) In: Revista Finanzas y Politica Economica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2018 | Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano.(2018) In: Revista Finanzas y Politica Economica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2023 | Banks leverage in foreign exchange derivatives in times of crisis: A tale of two countries.(2023) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 1 |
2023 | US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries..(2023) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 1 |
2023 | An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk.(2023) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | U.S. Monetary Policy Shocks and Bank Lending in Latin America: Evidence of an International Bank Lending Channel In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2024 | Integration and Financial Stability: A Post-Global Crisis Assessment In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2024 | High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2024 | High frequency monitoring of credit creation: A new tool for central banks in emerging market economies.(2024) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2024 | Climate Growth at Risk in the Global South In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2024 | Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’ In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2024 | Term spread spillovers to Latin America and emergence of the ‘Twin Ds’.(2024) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2025 | R&D Investment and Financial Stability In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2025 | The Impact of Colombia’s Gross Leverage Position in Foreign Exchange Derivatives on Housing Market Stability In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 0 |
2016 | MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
2018 | Financial risk network architecture of energy firms In: Applied Energy. [Full Text][Citation analysis] | article | 35 |
2022 | Pricing the risk due to weather conditions in small variable renewable energy projects In: Applied Energy. [Full Text][Citation analysis] | article | 2 |
2023 | Systemic political risk In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2024 | Financial integration and banking stability: A post-global crisis assessment In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2022 | Commonality, macroeconomic factors and banking profitability In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Commonality, macroeconomic factors and banking profitability..(2021) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Interdependent capital structure choices and the macroeconomy In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Interdependent Capital Structure Choices and the Macroeconomy..(2021) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Interdependent Capital Structure Choices and the Macroeconomy.(2021) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Cyclical capital structure decisions In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | US uncertainty shocks on real and financial markets: A multi-country perspective In: Economic Systems. [Full Text][Citation analysis] | article | 1 |
2017 | Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review. [Full Text][Citation analysis] | article | 24 |
2015 | “Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysisâ€.(2015) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2023 | Energy firms in emerging markets: Systemic risk and diversification opportunities In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
2022 | Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities..(2022) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | Weather conditions, climate change, and the price of electricity In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Uncovering the nonlinear predictive causality between natural gas and electricity prices In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2022 | Assessing the relationship between electricity and natural gas prices in European markets in times of distress In: Energy Policy. [Full Text][Citation analysis] | article | 12 |
2021 | Assessing the relationship between electricity and natural gas prices in European markets in times of distress..(2021) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2023 | Cash flow investment, external funding and the energy transition: Evidence from large US energy firms In: Energy Policy. [Full Text][Citation analysis] | article | 3 |
2024 | Vulnerability of European electricity markets: A quantile connectedness approach In: Energy Policy. [Full Text][Citation analysis] | article | 4 |
2017 | Nonlinear empirical pricing in electricity markets using fundamental weather factors In: Energy. [Full Text][Citation analysis] | article | 20 |
2020 | Characterizing electricity market integration in Nord Pool In: Energy. [Full Text][Citation analysis] | article | 12 |
2020 | Uncovering the time-varying relationship between commonality in liquidity and volatility In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2019 | “Uncovering the time-varying relationship between commonality in liquidity and volatility”.(2019) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Nonlinear market liquidity: An empirical examination In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 85 |
2016 | Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2017 | Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2023 | European stock market volatility connectedness: The role of country and sector membership In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2025 | Sovereign debt cost and economic complexity In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Daily Growth at Risk: financial or real drivers? The answer is not always the same..(2022) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Vulnerable funding in the global economy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Vulnerable Funding in the Global Economy..(2021) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | Currency downside risk, liquidity, and financial stability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 9 |
2022 | Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 13 |
2020 | Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
2023 | Risk spillovers of critical metals firms In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2024 | Capital structure decisions in the energy transition: Insights from Spain In: Utilities Policy. [Full Text][Citation analysis] | article | 0 |
2018 | Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 3 |
2025 | Investment in intangible assets and economic complexity In: Research Policy. [Full Text][Citation analysis] | article | 0 |
2017 | Measuring uncertainty in the stock market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 27 |
2015 | “Measuaring Uncertainty in the Stock Marketâ€.(2015) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2023 | Does economic complexity reduce the probability of a fiscal crisis? In: World Development. [Full Text][Citation analysis] | article | 5 |
2022 | Does economic complexity reduce the probability of a fiscal crisis?..(2022) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2025 | Asymmetric sovereign risk: Implications for climate change preparation In: World Development. [Full Text][Citation analysis] | article | 0 |
2024 | Asymmetric Sovereign Risk: Implications for Climate Change Preparation.(2024) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Asymmetric Sovereign Risk: Implications for Climate Change Preparation.(2024) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Generalized Market Uncertainty Measurement in European Stock Markets in Real Time In: Mathematics. [Full Text][Citation analysis] | article | 0 |
2022 | Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 1 |
2021 | Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter..(2021) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Risk spillovers between global corporations and Latin American sovereigns: global factors matter.(2023) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2024 | Sovereign Risk and Economic Complexity In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 0 |
2018 | “Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | “Scaling Down Downside Risk with Inter-Quantile Semivariances†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | “Expected, Unexpected, Good and Bad Uncertainty In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Global effects of US uncertainty: real and financial shocks on real and financial markets In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Global effects of US uncertainty: real and financial shocks on real and financial markets.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Rethinking Asset Pricing with Quantile Factor Models. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Financial and Macroeconomic Uncertainties and Real Estate Markets. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Financial and Macroeconomic Uncertainties and Real Estate Markets.(2024) In: Eastern Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | Price Bubbles in Lithium Markets around the World. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Monitoring daily unemployment at risk. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Fiscal crises and climate change. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction In: IREA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2012 | Risk measurement under extreme events. An in-context methodological review In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2014 | Financial bubbles and recent behaviour of the Latin American stock markets In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2015 | Reference financial cycle in Colombia In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2016 | Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach In: Lecturas de Economía. [Full Text][Citation analysis] | article | 0 |
2020 | Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Common Factors in the Profitability of Energy Firms In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
2020 | The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Trends in the Quantiles of the Life Table Survivorship Function In: European Journal of Population. [Full Text][Citation analysis] | article | 0 |
2021 | Asymmetric volatility spillovers and consumption risk-sharing In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Risk Synchronization in International Stock Markets In: Global Economic Review. [Full Text][Citation analysis] | article | 1 |
2016 | A comparative analysis of stock market cycles In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2025. Contact: CitEc Team