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Jose Arreola Hernandez

Global rank #10200 88%

Institution: Unknown

Primary Field: Energy (weighted toward more recent publications)

First Publication: 2014

Most Recent: 2022

RePEc ID: pfo387 ↗

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 1.17 0.67 0.00 3.94
Last 10 Years 0.00 1.17 1.17 0.00 5.75
All Time 0.00 3.18 1.17 0.00 9.77

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 8.85

Publications (15)

Year Article Journal Tier Authors
2022 The influence of oil, gold and stock market index on US equity sectors Applied Economics C 4
2022 Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada Review of International Economics B 3
2022 Regime specific spillovers across US sectors and the role of oil price volatility Energy Economics A 6
2022 Spillovers and portfolio optimization of precious metals and global/regional equity markets Applied Economics C 3
2021 Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices Energy Economics A 6
2021 Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs Energy Economics A 4
2021 Spillovers and portfolio optimization of agricultural commodity and global equity markets Applied Economics C 3
2020 Impact of food price volatility on the US restaurant sector Applied Economics C 5
2020 Regional and copula estimation effects on EU and US energy equity portfolios Applied Economics C 5
2019 Spillover across Eurozone credit market sectors and determinants Applied Economics C 5
2019 Tail dependence risk exposure and diversification potential of Islamic and conventional banks Applied Economics C 4
2018 Directional predictability and time-varying spillovers between stock markets and economic cycles Economic Modeling C 4
2018 Asymmetric risk spillovers between oil and agricultural commodities Energy Policy B 4
2017 Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach Applied Economics C 5
2014 Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization Energy Economics A 1