Shaen Corbet
Economics and Econometrics · 2017–2020
A researcher in the Science corpus: 13 papers; trusts 67 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 274 citations into it; #6,226 of 23,481 by trust here, #1,282 by citations
- Finance — 166 citations into it
- Information Systems — 154 citations into it; #1,280 of 8,771 by trust here, #165 by citations
- Sociology and Political Science — 32 citations into it; #11,464 of 22,756 by trust here, #4,709 by citations
- Renewable Energy, Sustainability and the Environment — 15 citations into it
- Management Science and Operations Research — 8 citations into it
- Management Information Systems — 5 citations into it; #1,599 of 3,376 by trust here, #470 by citations
Whom Shaen Corbet trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Andrew Urquhart
- Francis X. Diebold
- Nikolaos Antonakakis
- Elie Bouri
- Eng-Tuck Cheah
- Aurelio Fernández Bariviera
- Paraskevi Katsiampa
- Brian M. Lucey
Who trusts Shaen Corbet overall
- Paraskevi Katsiampa
- Brian M. Lucey
- Andrew Urquhart
- Ender Demir
- L. Yarovaya
- Emmanouil Platanakis
- Dehua Shen
- Fan Fang
- Elie Bouri
- C. Larkin
Papers from Shaen Corbet's perspective
Ordered by how strongly the researchers Shaen Corbet trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Generalized autoregressive conditional heteroskedasticity
- Bitcoin: Economics, Technology, and Governance
- Is Bitcoin a Real Currency? An economic appraisal
- Some stylized facts of the Bitcoin market
- Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
- Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin (Mediterranean Conference on Information Systems)
- Bitcoin: A Peer-to-Peer Electronic Cash System
- The economics of BitCoin price formation
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Their papers
- Exploring the dynamic relationships between cryptocurrencies and other financial assets (2018) — 1,226 citations
- Datestamping the Bitcoin and Ethereum bubbles (2017) — 628 citations
- High frequency volatility co-movements in cryptocurrency markets (2019) — 238 citations
- Bitcoin Futures—What use are they? (2018) — 231 citations
- The impact of macroeconomic news on Bitcoin returns (2020) — 134 citations
- Cryptocurrencies as a financial asset: A systematic analysis (2019) — 1,049 citations
- The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020) — 815 citations
- Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019) — 261 citations
- A systematic review of the bubble dynamics of cryptocurrency prices (2020) — 150 citations
- Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre (2020) — 209 citations
- The relationship between implied volatility and cryptocurrency returns (2020) — 124 citations
- Bitcoin-energy markets interrelationships - New evidence (2020) — 172 citations
- The impact of terrorism on European tourism (2019) — 116 citations