M. Rivera-Castro
Economics and Econometrics · 2013–2017
A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 115 citations into it; #9,604 of 23,481 by trust here, #3,439 by citations
- Finance — 49 citations into it
- Renewable Energy, Sustainability and the Environment — 35 citations into it
Whom M. Rivera-Castro trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Juan Carlos Reboredo
- Perry Sadorsky
- Q. Akram
- Ramazan Gencay
- Donald W. K. Andrews
- Rania Jammazi
- Lutz Kilian
- G. Cifarelli
- Lukáš Vácha
- Shiu‐Sheng Chen
Who trusts M. Rivera-Castro overall
Papers from M. Rivera-Castro's perspective
Ordered by how strongly the researchers M. Rivera-Castro trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- Oil shocks, policy uncertainty and stock market return
- 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?
- Oil price risk and emerging stock markets
- Wavelet Methods for Time Series Analysis (Technometrics)
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Extreme Correlation of International Equity Markets
- The Impact of Oil Price Shocks on the U.S. Stock Market
- Determinants of stock market comovements among US and emerging economies during the US financial crisis
Their papers
- Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2017) — 443 citations
- Wavelet-based evidence of the impact of oil prices on stock returns (2014) — 282 citations
- Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2014) — 197 citations
- A wavelet decomposition approach to crude oil price and exchange rate dependence (2013) — 249 citations
- Downside and upside risk spillovers between exchange rates and stock prices (2016) — 240 citations