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Román Ferrer
Román Ferrer
University of Valencia
Adresse e-mail validée de uv.es
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Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
R Ferrer, SJH Shahzad, R López, F Jareño
Energy Economics 76, 1-20, 2018
5712018
Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
SJH Shahzad, M Shahbaz, R Ferrer, RR Kumar
Tourism Management 60, 223-232, 2017
4422017
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
SJH Shahzad, R Ferrer, L Ballester, Z Umar
International Review of Financial Analysis 52, 9-26, 2017
2212017
Oil price shocks, global financial markets and their connectedness
R Demirer, R Ferrer, SJH Shahzad
Energy Economics 88, 104771, 2020
2032020
Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
R Ferrer, SJH Shahzad, P Soriano
Journal of Cleaner Production 292, 125988, 2021
2012021
Comparative efficiency of green and conventional bonds pre-and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
MA Naeem, S Farid, R Ferrer, SJH Shahzad
Energy Policy 153, 112285, 2021
1952021
Oil price risk in the Spanish stock market: An industry perspective
P Moya-Martínez, R Ferrer-Lapeña, F Escribano-Sotos
Economic Modelling 37, 280-290, 2014
1492014
Asymmetric determinants of CDS spreads: US industry-level evidence through the NARDL approach
SJH Shahzad, SM Nor, R Ferrer, S Hammoudeh
Economic Modelling 60, 211-230, 2017
1472017
Interest rate changes and stock returns in Spain: A wavelet analysis
P Moya-Martínez, R Ferrer-Lapena, F Escribano-Sotos
BRQ Business Research Quarterly 18 (2), 95-110, 2015
1382015
Interest rate changes and stock returns: A European multi-country study with wavelets
R Ferrer, VJ Bolós, R Benítez
International Review of Economics & Finance 44, 1-12, 2016
1292016
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
R Jammazi, R Ferrer, F Jareño, SJH Shahzad
International Review of Economics & Finance 49, 453-483, 2017
1282017
US stock market sensitivity to interest and inflation rates: a quantile regression approach
F Jareño, R Ferrer, S Miroslavova
Applied Economics 48 (26), 2469-2481, 2016
1092016
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
MAM Al Janabi, R Ferrer, SJH Shahzad
Physica A: Statistical Mechanics and its Applications 536, 122579, 2019
942019
Main driving factors of the interest rate-stock market Granger causality
R Jammazi, R Ferrer, F Jareño, SM Hammoudeh
International Review of Financial Analysis 52, 260-280, 2017
822017
Interactions between financial stress and economic activity for the US: A time-and frequency-varying analysis using wavelets
R Ferrer, R Jammazi, VJ Bolós, R Benítez
Physica A: Statistical Mechanics and its Applications 492, 446-462, 2018
792018
Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
R Jammazi, AK Tiwari, R Ferrer, P Moya
The North American Journal of Economics and Finance 33, 74-93, 2015
792015
Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations
M Shahbaz, R Ferrer, SJH Shahzad, I Haouas
Applied Economics 50 (24), 2677-2697, 2018
702018
Linear and nonlinear interest rate sensitivity of Spanish banks
L Ballester, R Ferrer, C González
The Spanish Review of Financial Economics 9 (2), 35-48, 2011
682011
Linear and nonlinear interest rate exposure in Spain
R Ferrer, C González, GM Soto
Managerial Finance 36 (5), 431-451, 2010
622010
Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility
MS Alam, SJH Shahzad, R Ferrer
Energy Economics 84, 104513, 2019
592019
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