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Robert Brooks

Global rank #5298 94%

Institution: Monash University

Primary Field: Energy (weighted toward more recent publications)

First Publication: 1993

Most Recent: 2024

RePEc ID: pbr492 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.41 0.50 0.00 3.65
Last 10 Years 0.00 2.58 0.50 0.00 6.00
All Time 0.00 5.26 6.03 0.00 19.57

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 17.40

Publications (25)

Year Article Journal Tier Authors
2024 Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension Journal of Applied Econometrics B 4
2023 ESG and firm performance: The role of size and media channels Economic Modeling C 3
2023 The nexus between oil and airline stock returns: Does time frequency matter? Energy Economics A 5
2022 Does oil impact gold during COVID-19 and three other recent crises? Energy Economics A 4
2022 Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries Energy Economics A 4
2020 Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets Energy Economics A 4
2017 Dynamic spillover between commodities and commodity currencies during United States Q.E. Energy Economics A 3
2015 Cooperation, defection and resistance in Nazi Germany Explorations in Economic History B 3
2013 Generalized impulse response analysis in a fractionally integrated vector autoregressive model Economics Letters C 3
2013 Price clustering in Australian water markets Applied Economics C 3
2012 Inflated ordered outcomes Economics Letters C 3
2011 THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE Journal of Economic Surveys C 2
2011 Asset market linkages: Evidence from financial, commodity and real estate assets Journal of Banking & Finance B 4
2011 The demand for creative arts in regional Victoria, Australia Applied Economics C 3
2010 Variations in sovereign credit quality assessments across rating agencies Journal of Banking & Finance B 3
2010 Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] Journal of Banking & Finance B 3
2010 Testing conditional asset pricing models: An emerging market perspective Journal of International Money and Finance B 3
2009 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation Journal of Econometrics A 3
2004 The national market impact of sovereign rating changes Journal of Banking & Finance B 4
2003 Sudden changes in property rights: the case of Australian native title Journal of Economic Behavior and Organization B 3
2003 Financial characteristics of Australian initial public offerings from 1994 to 1999 Applied Economics C 2
2002 An ordered response model of test cricket performance Applied Economics C 3
2000 A multi-country study of power ARCH models and national stock market returns Journal of International Money and Finance B 4
1997 A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions Journal of Banking & Finance B 3
1993 Alternative point-optimal tests for regression coefficient stability Journal of Econometrics A 1