Juncal Cunado
Economics and Econometrics · 2003–2020
A researcher in the Science corpus: 13 papers; trusts 34 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 188 citations into it; #5,084 of 23,481 by trust here, #1,427 by citations
- Finance — 82 citations into it
- Renewable Energy, Sustainability and the Environment — 50 citations into it
- Social Psychology — 42 citations into it
- Sociology and Political Science — 22 citations into it
- General Decision Sciences — 9 citations into it
- Management, Monitoring, Policy and Law — 6 citations into it
Whom Juncal Cunado trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- T. Abeysinghe
- James D. Hamilton
- Francis X. Diebold
- Ke Tang
- Nikolaos Antonakakis
- Robert F. Engle
- Annastiina Silvennoinen
- Richard A. Easterlin
- G. Peersman
Who trusts Juncal Cunado overall
- Miloud Lacheheb
- Salah A. Nusair
- Dayong Zhang
- Paresh Kumar Narayan
- Russell Smyth *
- Elena Maria Diaz
- Huiming Zhu
- Abdalla Sirag
- Mohamed Arouri
- Ş. Nazlıoğlu
Papers from Juncal Cunado's perspective
Ordered by how strongly the researchers Juncal Cunado trusts endorse each paper. Same corpus, a different order for every researcher.
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Dynamic Conditional Correlation
- 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?
- Generalized autoregressive conditional heteroskedasticity
- Financialization, Crisis and Commodity Correlation Dynamics
- Risk factors in stock returns of Canadian oil and gas companies
- Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
- The Role of Speculation in Oil Markets: What Have We Learned So Far?
- Volatility transmission between oil prices and equity sector returns
- Happiness Quantified: A Satisfaction Calculus Approach
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 prices, economic activity and inflation: evidence for some Asian countries (2005) — 467 citations
- Does Education Affect Happiness? Evidence for Spain (2012) — 340 citations
- Life Satisfaction and Air Quality in Europe (2012) — 282 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
- Time-Varying Impact of Geopolitical Risks on Oil Prices (2020) — 231 citations
- Volatility spillovers across global asset classes: Evidence from time and frequency domains (2018) — 152 citations
- Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017) — 245 citations
- New Evidence on Long-Run Monetary Neutrality (2009) — 119 citations