Fernando
Pérez de Gracia Hidalgo
Catedrático de Universidad
Luis Alberiko
Gil Alaña
Catedrático de Universidad
Publicaciones en las que colabora con Luis Alberiko Gil Alaña (37)
2024
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Precious metal prices: a tale of four US recessions
Studies in Economics and Finance
2017
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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
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Crude oil price behaviour before and after military conflicts and geopolitical events
Energy, Vol. 120, pp. 79-91
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U.S. shale oil production and WTI prices behaviour
Energy, Vol. 141, pp. 12-19
2016
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Modeling persistence of carbon emission allowance prices
Renewable and Sustainable Energy Reviews, Vol. 55, pp. 221-226
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Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Applied Economics, Vol. 48, Núm. 34, pp. 3244-3252
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Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data
Environmental and Resource Economics, Vol. 63, Núm. 1, pp. 45-56
2014
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Persistence, long memory and seasonality in Kenyan tourism series
Annals of Tourism Research, Vol. 46, pp. 89-101
2013
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Salient features of dependence in daily US stock market indices
Physica A: Statistical Mechanics and its Applications, Vol. 392, Núm. 15, pp. 3198-3212
2012
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Exploring survey-based inflation forecasts
Journal of Forecasting, Vol. 31, Núm. 6, pp. 524-539
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Persistence, Long Memory, and Unit Roots in Commodity Prices
Canadian Journal of Agricultural Economics, Vol. 60, Núm. 4, pp. 451-468
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Testing for persistent deviations of stock prices to dividends in the Nasdaq index
Physica A: Statistical Mechanics and its Applications, Vol. 391, Núm. 20, pp. 4675-4685
2011
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Modelling international monthly tourist in Spain
Estudios de economía aplicada, Vol. 29, Núm. 3, pp. 723-736
2010
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European current account sustainability: New evidence based on unit roots and fractional integration
Eastern Economic Journal, Vol. 36, Núm. 2, pp. 177-187
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Mean reversion in stock market prices: New evidence based on bull and bear markets
Research in International Business and Finance, Vol. 24, Núm. 2, pp. 113-122
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Persistence in some energy futures markets
Journal of Futures Markets, Vol. 30, Núm. 5, pp. 490-507
2009
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AK growth models: New evidence based on fractional integration and breaking trends
Recherches Economiques de Louvain, Vol. 75, Núm. 2, pp. 131-149
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New evidence on long-run monetary neutrality
Journal of Applied Economics, Vol. 12, Núm. 2, pp. 229-248
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US stock market volatility persistence: Evidence before and after the burst of the IT bubble
Review of Quantitative Finance and Accounting, Vol. 33, Núm. 3, pp. 233-252