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Juan Carlos Reboredo

Global rank #1700 98%

Institution: Universidade de Santiago de Compostela

Primary Field: Energy (weighted toward more recent publications)

First Publication: 1999

Most Recent: 2022

RePEc ID: pre488 ↗

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 0.00 1.01 0.00 1.84
Last 10 Years 0.00 8.04 2.35 0.00 19.97
All Time 0.00 14.75 10.39 0.00 46.45

Publication Statistics

Raw Publications 31
Coauthorship-Adjusted Count 38.44

Publications (31)

Year Article Journal Tier Authors
2022 Do green bonds de-risk investment in low-carbon stocks? Economic Modeling C 3
2022 Exchange rates and the global transmission of equity market shocks Economic Modeling C 2
2021 Are investors aware of climate-related transition risks? Evidence from mutual fund flows Ecological Economics B 2
2020 Network connectedness of green bonds and asset classes Energy Economics A 3
2020 Price connectedness between green bond and financial markets Economic Modeling C 2
2019 A conditional dependence approach to CO2-energy price relationships Energy Economics A 3
2018 Green bond and financial markets: Co-movement, diversification and price spillover effects Energy Economics A 1
2018 Oil price dynamics and market-based inflation expectations Energy Economics A 2
2018 The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach Energy Economics A 2
2018 The impact of Twitter sentiment on renewable energy stocks Energy Economics A 2
2017 Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach Applied Economics C 5
2017 Wavelet-based test of co-movement and causality between oil and renewable energy stock prices Energy Economics A 3
2017 Economic crisis and the unemployment effect on household food expenditure: The case of Spain Food Policy B 3
2016 Quantile dependence of oil price movements and stock returns Energy Economics A 2
2016 Downside and upside risk spillovers between exchange rates and stock prices Journal of Banking & Finance B 3
2015 Is there dependence and systemic risk between oil and renewable energy stock prices? Energy Economics A 1
2015 Systemic risk in European sovereign debt markets: A CoVaR-copula approach Journal of International Money and Finance B 2
2014 The Relative Price of Non-traded Goods under Imperfect Competition Oxford Bulletin of Economics and Statistics B 2
2014 Volatility spillovers between the oil market and the European Union carbon emission market Economic Modeling C 1
2014 Can gold hedge and preserve value when the US dollar depreciates? Economic Modeling C 2
2014 Oil and US dollar exchange rate dependence: A detrended cross-correlation approach Energy Economics A 3
2013 A wavelet decomposition approach to crude oil price and exchange rate dependence Economic Modeling C 2
2013 Modeling EU allowances and oil market interdependence. Implications for portfolio management Energy Economics A 1
2013 Is gold a safe haven or a hedge for the US dollar? Implications for risk management Journal of Banking & Finance B 1
2012 Do food and oil prices co-move? Energy Policy B 1
2012 The switch from continuous to call auction trading in response to a large intraday price movement Applied Economics C 1
2011 How do crude oil prices co-move?: A copula approach Energy Economics A 1
2011 The switch from continuous to call auction trading in response to a large intraday price movement Applied Economics C 1
2010 Nonlinear effects of oil shocks on stock returns: a Markov-switching approach Applied Economics C 1
1999 Near Observational Equivalence and Fractionally Integrated Processes Oxford Bulletin of Economics and Statistics B 2
1999 repec:bla:obuest:v:61:y:1999:i:2:p:283-90 Oxford Bulletin of Economics and Statistics B 2