Fernando
Pérez de Gracia Hidalgo
Catedrático de Universidad
Publicaciones (96) Publicaciones de Fernando Pérez de Gracia Hidalgo
2024
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Global drivers of inflation: The role of supply chain disruptions and commodity price shocks
Economic Modelling, Vol. 140
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Precious metal prices: a tale of four US recessions
Studies in Economics and Finance
2023
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Commodity price shocks, supply chain disruptions and U.S. inflation
Finance Research Letters, Vol. 58
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Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
International Review of Economics and Finance, Vol. 83, pp. 114-123
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Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
Journal of Commodity Markets, Vol. 30
2022
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Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Energy Economics, Vol. 111
2021
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Do gasoline prices respond to non-US and US oil supply shocks?
Applied Economics, Vol. 53, Núm. 56, pp. 6488-6496
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Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry
North American Journal of Economics and Finance, Vol. 57
2020
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Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data
Energy Economics, Vol. 92
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Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
Energy Economics, Vol. 91
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The effect of oil price shocks on economic activity: a local projections approach
Journal of Economics and Finance, Vol. 44, Núm. 4, pp. 708-723
2019
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Impact of fossil fuel prices on electricity prices in Mexico
Journal of Economic Studies, Vol. 46, Núm. 2, pp. 356-371
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Impact of state-dependent oil price on US stock returns using local projections
Applied Economics Letters, Vol. 26, Núm. 11, pp. 919-926
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The asymmetric response of gasoline prices to oil price shocks and policy uncertainty
Energy Economics, Vol. 77, pp. 66-79
2018
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Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach
Applied Economics Letters, Vol. 25, Núm. 5, pp. 305-308
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Oil volatility, oil and gas firms and portfolio diversification
Energy Economics, Vol. 70, pp. 499-515
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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Oil price shocks and stock returns of oil and gas corporations
Finance Research Letters, Vol. 20, pp. 75-80
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Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
Journal of International Money and Finance, Vol. 70, pp. 344-359