Publications dans lesquelles il/elle collabore avec Luis Alberiko Gil Alaña (71)

2024

  1. Precious metal prices: a tale of four US recessions

    Studies in Economics and Finance

2023

  1. Term premium in a fractionally cointegrated yield curve

    Journal of Banking and Finance, Vol. 149

2022

  1. On the persistence of UK inflation: A long-range dependence approach

    International Journal of Finance and Economics, Vol. 27, Núm. 1, pp. 439-454

2020

  1. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data

    Physica A: Statistical Mechanics and its Applications, Vol. 540

2019

  1. An examination of trade-weighted real exchange rates based on fractional integration

    International Economics, Vol. 158, pp. 64-76

  2. Persistence in trends and cycles of gold and silver prices: Evidence from historical data

    Physica A: Statistical Mechanics and its Applications, Vol. 514, pp. 345-354

  3. The Evolution of the Credit-to-GDP Ratio: An Empirical Analysis

    International Review of Finance, Vol. 19, Núm. 1, pp. 237-244

  4. The cyclical structure of the UK inflation rate: 1210–2016

    Economics Letters, Vol. 181, pp. 182-185

  5. Time Trends and Persistence in the Global CO2 Emissions Across Europe

    Environmental and Resource Economics, Vol. 73, Núm. 1, pp. 213-228

2018

  1. Brexit and uncertainty in financial markets

    International Journal of Financial Studies, Vol. 6, Núm. 1

  2. The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis

    Empirical Economics, Vol. 55, Núm. 3, pp. 913-935

2017

  1. Are mergers and acquisitions in the petroleum industry affected by oil prices?

    Energy Sources, Part B: Economics, Planning and Policy, Vol. 12, Núm. 5, pp. 420-427

  2. Crude oil price behaviour before and after military conflicts and geopolitical events

    Energy, Vol. 120, pp. 79-91

  3. Evidence of persistence in U.S. short and long-term interest rates

    Journal of Policy Modeling, Vol. 39, Núm. 5, pp. 775-789

  4. Persistence, Mean-Reversion and Non-linearities in CO2 Emissions: Evidence from the BRICS and G7 Countries

    Environmental and Resource Economics, Vol. 67, Núm. 4, pp. 869-883

  5. Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates

    Social Indicators Research, Vol. 131, Núm. 1, pp. 393-405

  6. U.S. shale oil production and WTI prices behaviour

    Energy, Vol. 141, pp. 12-19

2016

  1. Is inflation persistence different in reality?

    Economics Letters, Vol. 148, pp. 55-58

  2. Modeling persistence of carbon emission allowance prices

    Renewable and Sustainable Energy Reviews, Vol. 55, pp. 221-226

  3. Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013

    Applied Economics, Vol. 48, Núm. 34, pp. 3244-3252