Juan Carlos Reboredo

Institution: Universidade de Santiago de Compostela

Primary Field: Energy (weighted toward more recent publications)

First Publication: 1999

Most Recent: 2022

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	1.01	0.84	1.85	-
Last 10 Years	16.15	2.35	1.55	20.05	-
All Time	29.60	10.43	6.59	46.62	-

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	Near Observational Equivalence and Fractionally Integrated Processes	Oxford Bulletin of Economics and Statistics	B	2