Publications (96) Fernando Pérez de Gracia Hidalgo publications

2024

  1. Global drivers of inflation: The role of supply chain disruptions and commodity price shocks

    Economic Modelling, Vol. 140

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

    Studies in Economics and Finance

2023

  1. Commodity price shocks, supply chain disruptions and U.S. inflation

    Finance Research Letters, Vol. 58

  2. 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

  3. Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

    Journal of Commodity Markets, Vol. 30

2022

  1. Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic

    Energy Economics, Vol. 111

2021

  1. Do gasoline prices respond to non-US and US oil supply shocks?

    Applied Economics, Vol. 53, Núm. 56, pp. 6488-6496

  2. Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry

    North American Journal of Economics and Finance, Vol. 57

2020

  1. Impact of proved reserves on stock returns of U.S. oil and gas corporations using firm-level data

    Energy Economics, Vol. 92

  2. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

    Energy Economics, Vol. 91

  3. 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

  1. Impact of fossil fuel prices on electricity prices in Mexico

    Journal of Economic Studies, Vol. 46, Núm. 2, pp. 356-371

  2. Impact of state-dependent oil price on US stock returns using local projections

    Applied Economics Letters, Vol. 26, Núm. 11, pp. 919-926

  3. The asymmetric response of gasoline prices to oil price shocks and policy uncertainty

    Energy Economics, Vol. 77, pp. 66-79

2018

  1. 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

  2. Oil volatility, oil and gas firms and portfolio diversification

    Energy Economics, Vol. 70, pp. 499-515

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. Oil price shocks and stock returns of oil and gas corporations

    Finance Research Letters, Vol. 20, pp. 75-80

  4. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

    Journal of International Money and Finance, Vol. 70, pp. 344-359