F. P. Gracia
Economics and Econometrics · 2003–2020
A researcher in the Science corpus: 12 papers; trusts 31 researchers and is trusted by 27 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 172 citations into it; #4,097 of 23,481 by trust here, #1,349 by citations
- Finance — 69 citations into it; #7,356 of 10,518 by trust here, #3,859 by citations
- Renewable Energy, Sustainability and the Environment — 61 citations into it
- Social Psychology — 21 citations into it
- Sociology and Political Science — 17 citations into it
Whom F. P. Gracia trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- T. Abeysinghe
- James D. Hamilton
- Jungseok Park
- Juncal Cunado
- Ronald A. Ratti
- Perry Sadorsky
- Richard A. Easterlin
- Robert F. Engle
- Mohamed Arouri
Who trusts F. P. Gracia overall
- Miloud Lacheheb
- Paresh Kumar Narayan
- Salah A. Nusair
- Russell Smyth *
- Dayong Zhang
- Stavros Degiannakis *
- Wensheng Kang
- Huiming Zhu
- Mohamed Arouri
- Abdalla Sirag
Papers from F. P. Gracia's perspective
Ordered by how strongly the researchers F. P. Gracia trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- The Impact of Oil Price Shocks on the U.S. Stock Market
- Dynamic Conditional Correlation
- Volatility transmission between oil prices and equity sector returns
- Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
- Oil Price Uncertainty
- Crude oil and stock markets: Stability, instability, and bubbles ☆
- Estimation of direct and indirect impact of oil price on growth
- Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
- Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries (Energy Economics)
Their papers
- Do oil price shocks matter? Evidence for some European countries (2003) — 498 citations
- Oil price shocks and stock market returns: Evidence for some European countries (2014) — 392 citations
- A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach (2005) — 120 citations
- Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2017) — 260 citations
- Oil prices, economic activity and inflation: evidence for some Asian countries (2005) — 467 citations
- Oil price volatility and stock returns in the G7 economies (2016) — 231 citations
- Does Education Affect Happiness? Evidence for Spain (2012) — 340 citations
- Stock market cycles, financial liberalization and volatility (2003) — 189 citations
- Macroeconomic impacts of oil price shocks in Asian economies (2015) — 166 citations
- Oil volatility, oil and gas firms and portfolio diversification (2018) — 284 citations
- Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness (2020) — 170 citations
- New Evidence on Long-Run Monetary Neutrality (2009) — 119 citations