Fernando Pérez de Gracia Hidalgo-rekin lankidetzan egindako argitalpenak (38)

2024

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

    Studies in Economics and Finance

2020

  1. 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

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

    Energy, Vol. 141, pp. 12-19

2016

  1. Modeling persistence of carbon emission allowance prices

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

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

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

  3. 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

  1. Persistence, long memory and seasonality in Kenyan tourism series

    Annals of Tourism Research, Vol. 46, pp. 89-101

2013

  1. 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

  1. Exploring survey-based inflation forecasts

    Journal of Forecasting, Vol. 31, Núm. 6, pp. 524-539

  2. Persistence, Long Memory, and Unit Roots in Commodity Prices

    Canadian Journal of Agricultural Economics, Vol. 60, Núm. 4, pp. 451-468

  3. 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

  1. Modelling international monthly tourist in Spain

    Estudios de economía aplicada, Vol. 29, Núm. 3, pp. 723-736

2010

  1. European current account sustainability: New evidence based on unit roots and fractional integration

    Eastern Economic Journal, Vol. 36, Núm. 2, pp. 177-187

  2. 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

  3. Persistence in some energy futures markets

    Journal of Futures Markets, Vol. 30, Núm. 5, pp. 490-507

2009

  1. AK growth models: New evidence based on fractional integration and breaking trends

    Recherches Economiques de Louvain, Vol. 75, Núm. 2, pp. 131-149

  2. New evidence on long-run monetary neutrality

    Journal of Applied Economics, Vol. 12, Núm. 2, pp. 229-248

  3. 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