Details about Claudiu Tiberiu Albulescu

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Short-id: pal359

Working Papers

2023

1. Total factor productivity and tax avoidance: An asymmetric micro-data analysis for European oil and gas companies
   Working Papers, HAL

2022

2. Bank financial stability and international oil prices: Evidence from listed Russian public banks
   Working Papers, HAL
   See also Journal Article in Eastern European Economics (2022)
3. Do gasoline and diesel prices co-move? Evidence from the time–frequency domain
   Post-Print, HAL View citations (1)
4. Government Interventions and Sovereign Bond Market Volatility during COVID 19: A Quantile Analysis
   Working Papers, HAL View citations (1)
   See also Journal Article in Mathematics (2023)
5. Productivity, financial performance, and corporate governance: evidence from Romanian R&D firms
   Post-Print, HAL
   Also in Working Papers, International Network for Economic Research - INFER (2018)
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2020)
   See also Journal Article in Applied Economics (2022)

2021

6. Fuel price co-movements among France, Germany and Italy: A time-frequency investigation
   Post-Print, HAL View citations (1)
   See also Journal Article in Energy (2021)
7. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis
   Papers, arXiv.org View citations (5)
   Also in Working Papers, HAL (2021) View citations (5)
   See also Journal Article in Economics Bulletin (2021)
8. The asymmetric effect of environmental policy stringency on CO2 emissions in OECD countries
   Working Papers, HAL

2020

9. Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks
   Papers, arXiv.org View citations (1)
10. Copula-based local dependence among energy, agriculture and metal commodities markets
    Working Papers, HAL View citations (32)
    See also Journal Article in Energy (2020)
11. Copula-based local dependence between energy, agriculture and metal commodity markets
    Papers, arXiv.org View citations (14)
12. Coronavirus and financial volatility: 40 days of fasting and fear
    Working Papers, HAL View citations (60)
    Also in Papers, arXiv.org (2020) View citations (58)
13. Coronavirus and oil price crash
    Papers, arXiv.org View citations (77)
    Also in Working Papers, HAL (2020) View citations (78)
14. Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
    Papers, arXiv.org View citations (15)
    Also in Working Papers, HAL (2020) View citations (15)
15. Firm-level total factor productivity convergence in German electricity and gas industry
    Working Papers, HAL View citations (1)
16. Inflation, uncertainty and labor market conditions in the US
    Working Papers, HAL
    Also in Post-Print, HAL (2020) View citations (1)
    See also Journal Article in Applied Economics (2020)
17. Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry
    Papers, arXiv.org View citations (1)
    Also in Working Papers, HAL (2020) View citations (1)
    See also Journal Article in International Journal of Management, Knowledge and Learning (2020)
    Chapter (2019)

2019

18. The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries
    Post-Print, HAL View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2018) View citations (3)
    Papers, arXiv.org (2017) View citations (2)
    See also Journal Article in Journal of Macroeconomics (2019)
19. The money demand and the loss of interest for the euro in Romania
    Post-Print, HAL
    See also Journal Article in Applied Economics Letters (2019)

2018

20. Extreme co-movements and dependencies among major international exchange rates
    Post-Print, HAL View citations (13)
21. Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions
    Post-Print, HAL View citations (4)
    See also Journal Article in Eurasian Business Review (2018)
22. Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries
    Post-Print, HAL
    See also Journal Article in Journal of Economic Integration (2018)

2017

23. Oil price-inflation pass-through in Romania during the inflation targeting regime
    Post-Print, HAL View citations (5)
    See also Journal Article in Applied Economics (2017)
24. The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries
    Working Papers, HAL
    See also Journal Article in Research in International Business and Finance (2018)

2016

25. A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests
    Post-Print, HAL
    Also in Working Papers, HAL (2014)
    See also Journal Article in Bulletin of Economic Research (2016)
26. Co-movements and contagion between international stock index futures markets
    Post-Print, HAL View citations (1)
    See also Journal Article in Empirical Economics (2017)
27. Continuous wavelet transform and rolling correlation of European stock markets
    Post-Print, HAL View citations (26)
    See also Journal Article in International Review of Economics & Finance (2016)
28. Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes
    Working Papers, HAL View citations (1)
    Also in Post-Print, HAL (2016)
    See also Journal Article in Applied Economics (2017)
29. The interaction between trade and FDI: the CEE countries experience
    Papers, arXiv.org View citations (1)
    Also in Working Papers, HAL (2016) View citations (1)
30. The loss of interest for the euro in Romania
    Papers, arXiv.org
31. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)

2015

32. Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
    Post-Print, HAL View citations (10)
33. On the Long Run Money-Prices Relationship in CEE Countries
    Post-Print, HAL
    See also Journal Article in Economic Research Guardian (2015)
34. Prévisions d’experts et politique monétaire de la BCE
    Post-Print, HAL
    Also in Post-Print, HAL (2014)
    See also Journal Article in Revue française d'économie (2015)
35. Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Applied Economics (2016)

2014

36. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS
    Working Papers, HAL
    Also in Papers, arXiv.org (2014)
37. Revisiting the inflation - output gap relationship for France using a wavelet transform approach
    Post-Print, HAL View citations (27)
    See also Journal Article in Economic Modelling (2014)
38. The policy-mix in the Euro Area: The Role of Financial Stability
    Post-Print, HAL View citations (1)
    See also Journal Article in Economics Bulletin (2014)

2013

39. EU Funds Absorption Rate and the Economic Growth
    Post-Print, HAL View citations (9)
    See also Journal Article in Timisoara Journal of Economics and Business (2013)
40. Financial instability and ECB monetary policy
    Post-Print, HAL View citations (11)
    See also Journal Article in Economics Bulletin (2013)
41. Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis
    Post-Print, HAL
    See also Journal Article in Brussels Economic Review (2013)

2009

42. Assessing Romanian financial sector stability: the importance of the international economic climate
    MPRA Paper, University Library of Munich, Germany View citations (2)
43. Central Bank or Single Financial Supervision Authority: The Romanian Case
    MPRA Paper, University Library of Munich, Germany View citations (1)
44. Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case
    MPRA Paper, University Library of Munich, Germany
45. Forecasting Romanian Financial System Stability using a Stochastic Simulation Model
    Working Papers, International Network for Economic Research - INFER View citations (4)
    See also Journal Article in Journal for Economic Forecasting (2010)
46. Forecasting credit growth rate in Romania: from credit boom to credit crunch?
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article in Romanian Economic Business Review (2010)

2008

47. La dynamique de la stabilité du système financier roumain: une analyse en terme d’indice agrégé de stabilité
    (Romanian financial system dynamics: an aggregate stability index analysis)
    MPRA Paper, University Library of Munich, Germany
48. Reconsidérer la fonction de PDR: problème urgent au niveau de la zone euro
    (Rethinking the LOLR function: a new challenge for eurozone)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2023

1. Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis
   Mathematics, 2023, 11, (5), 1-14
   See also Working Paper (2022)

2022

2. Bank Financial Stability and International Oil Prices: Evidence from Listed Russian Public Banks
   Eastern European Economics, 2022, 60, (3), 217-246
   See also Working Paper (2022)
3. Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
   Annals of Operations Research, 2022, 313, (1), 1-7
4. Firm-level TFP convergence: an application to the German electricity and gas industry
   Applied Economics Letters, 2022, 29, (9), 805-811 View citations (1)
5. Health Care Expenditure in the European Union Countries: New Insights about the Convergence Process
   IJERPH, 2022, 19, (4), 1-0 View citations (1)
6. Productivity, financial performance, and corporate governance: evidence from Romanian R&D firms
   Applied Economics, 2022, 54, (51), 5956-5975
   See also Working Paper (2022)

2021

7. COVID-19 and the United States financial markets’ volatility
   Finance Research Letters, 2021, 38, (C) View citations (84)
8. Does Firm Size Matters for Firm Growth? Evidence from the Romanian Health Sector
   Journal for Economic Forecasting, 2021, (1), 17-31 View citations (2)
9. Fuel price co-movements among France, Germany and Italy: A time-frequency investigation
   Energy, 2021, 225, (C) View citations (1)
   See also Working Paper (2021)
10. Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
    Mathematics, 2021, 9, (7), 1-13 View citations (5)
11. Oil price and US dollar exchange rate: Change detection of bi-directional causal impact
    Energy Economics, 2021, 100, (C) View citations (8)
12. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis
    Economics Bulletin, 2021, 41, (2), 588-593 View citations (5)
    See also Working Paper (2021)
13. The Nonlinear Relationship Between Firm Size and Growth in the Automotive Industry
    Journal of Industry, Competition and Trade, 2021, 21, (3), 445-463

2020

14. Copula-based local dependence among energy, agriculture and metal commodities markets
    Energy, 2020, 202, (C) View citations (33)
    See also Working Paper (2020)
15. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (14)
16. Inflation, uncertainty, and labour market conditions in the US
    Applied Economics, 2020, 52, (52), 5770-5782 View citations (1)
    See also Working Paper (2020)
17. Investment Behaviour and Firms’ Financial Performance: A Comparative Analysis Using Firm-Level Data from the Wine Industry
    International Journal of Management, Knowledge and Learning, 2020, 9, (1), 75-94 View citations (1)
    See also Working Paper (2020)
    Chapter (2019)
18. Quantile causality between banking stock and real estate securities returns in the US
    The Quarterly Review of Economics and Finance, 2020, 78, (C), 251-260 View citations (2)

2019

19. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
    Energy Economics, 2019, 83, (C), 375-388 View citations (48)
20. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
    Energy Economics, 2019, 84, (C) View citations (42)
21. FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
    Energy Economics, 2019, 84, (C) View citations (21)
22. The interaction between trade and FDI: The CEECs experience
    International Economics and Economic Policy, 2019, 16, (3), 489-509 View citations (3)
23. The micro-foundations of an open economy money demand: An application to central and eastern European countries
    Journal of Macroeconomics, 2019, 60, (C), 33-45 View citations (1)
    See also Working Paper (2019)
24. The money demand and the loss of interest for the euro in Romania
    Applied Economics Letters, 2019, 26, (3), 196-201 View citations (1)
    See also Working Paper (2019)
25. Time-frequency co-movements between the largest nonferrous metal futures markets
    Resources Policy, 2019, 61, (C), 393-398 View citations (9)
26. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
    Scottish Journal of Political Economy, 2019, 66, (5), 673-702 View citations (4)

2018

27. Extreme co-movements and dependencies among major international exchange rates: A copula approach
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 56-69 View citations (15)
28. Financial Performance in the Public Administration Sector: Comparison Between Hungary and Romania
    Management, 2018, 13, (3), 197-211
29. Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions
    Eurasian Business Review, 2018, 8, (2), 193-208 View citations (6)
    See also Working Paper (2018)
30. Intercultural Education for Creative Entrepreneurship
    International Journal of Management, Knowledge and Learning, 2018, 7, (2), 117-140
31. Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries
    Journal of Economic Integration, 2018, 33, (4), 841-879
    See also Working Paper (2018)
32. The economic, social and environmental impact of shale gas exploitation in Romania: A cost-benefit analysis
    Renewable and Sustainable Energy Reviews, 2018, 93, (C), 691-700 View citations (6)
33. The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries
    Research in International Business and Finance, 2018, 45, (C), 72-81 View citations (9)
    See also Working Paper (2017)
34. Unemployment persistence in EU countries: new evidence using bounded unit root tests
    Applied Economics Letters, 2018, 25, (12), 807-810 View citations (10)

2017

35. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
    Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 182-192 View citations (29)
36. Co-movements and contagion between international stock index futures markets
    Empirical Economics, 2017, 52, (4), 1529-1568 View citations (6)
    See also Working Paper (2016)
37. Is there any convergence in health expenditures across EU countries?
    Economics Bulletin, 2017, 37, (3), 2095-2101 View citations (4)
38. Oil price–inflation pass-through in Romania during the inflation targeting regime
    Applied Economics, 2017, 49, (15), 1527-1542 View citations (3)
    See also Working Paper (2017)
39. Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes
    Applied Economics, 2017, 49, (18), 1794-1807 View citations (6)
    See also Working Paper (2016)
40. UK business cycle synchronization with Germany and the US: New evidence from time–frequency domain and structure of economic growth
    Applied Economics Letters, 2017, 24, (1), 67-71

2016

41. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
    Bulletin of Economic Research, 2016, 68, (2), 133-150
    See also Working Paper (2016)
42. Continuous wavelet transform and rolling correlation of European stock markets
    International Review of Economics & Finance, 2016, 42, (C), 237-256 View citations (29)
    See also Working Paper (2016)
43. Exploring the role of FDI in enhancing the entrepreneurial activity in Europe: a panel data analysis
    International Entrepreneurship and Management Journal, 2016, 12, (3), 629-657 View citations (16)
44. FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION
    Review of Economic and Business Studies, 2016, (18), 131-146 View citations (4)
45. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests
    Applied Energy, 2016, 179, (C), 272-283 View citations (33)
46. Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests
    Renewable and Sustainable Energy Reviews, 2016, 57, (C), 1409-1427 View citations (2)
47. Shadow economy, tax policies, institutional weakness and financial stability in selected OECD countries
    Economics Bulletin, 2016, 36, (3), 1868-1875 View citations (3)
    See also Chapter (2016)
48. Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks
    Research in International Business and Finance, 2016, 37, (C), 527-540 View citations (6)
49. Time-frequency relationship between US output with commodity and asset prices
    Applied Economics, 2016, 48, (3), 227-242 View citations (8)
    See also Working Paper (2015)

2015

50. An analysis of dependence between Central and Eastern European stock markets
    Economic Systems, 2015, 39, (3), 474-490 View citations (10)
51. Frequency domain causality analysis of stock market and economic activity in India
    International Review of Economics & Finance, 2015, 39, (C), 224-238 View citations (16)
52. On the Long Run Money-Prices Relationship in CEE Countries
    Economic Research Guardian, 2015, 5, (1), 73-96
    See also Working Paper (2015)
53. Prévisions d’experts et politique monétaire de la BCE
    Revue française d'économie, 2015, Volume XXX, (3), 227-263
    See also Working Paper (2015)

2014

54. A comparison of different forecasting models of the international trade in India
    Economics Bulletin, 2014, 34, (1), 420-429
55. Revisiting the inflation–output gap relationship for France using a wavelet transform approach
    Economic Modelling, 2014, 37, (C), 464-475 View citations (31)
    See also Working Paper (2014)
56. The policy-mix in the Euro Area: The Role of Financial Stability
    Economics Bulletin, 2014, 34, (2), 705-717 View citations (1)
    See also Working Paper (2014)

2013

57. EU Funds Absorption Rate and the Economic Growth
    Timisoara Journal of Economics and Business, 2013, 6, (20), 153–170 View citations (14)
    See also Working Paper (2013)
58. Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area
    Journal for Economic Forecasting, 2013, (1), 62-81 View citations (7)
59. Financial instability and ECB monetary policy
    Economics Bulletin, 2013, 33, (1), 388-400 View citations (11)
    See also Working Paper (2013)
60. REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS
    Brussels Economic Review, 2013, 56, (3-4), 349-364
    See also Working Paper (2013)
61. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
    Energy Economics, 2013, 40, (C), 714-733 View citations (54)

2012

62. Financial stability, monetary policy and budgetary coordination in EMU
    Theoretical and Applied Economics, 2012, XVIII(2012), (8(573)), 85-96 View citations (2)

2011

63. Economic and Financial Integration of CEECs: The Impact of Financial Instability
    Czech Economic Review, 2011, 5, (1), 027-045 View citations (11)
64. Estimation of equilibrium exchange rate in CEECs: a rolling window approach
    Economics Bulletin, 2011, 31, (2), 1212-1222 View citations (1)
65. Macro-Financial Risks and Central Banks: What Changes Has the Crisis Triggered?
    Timisoara Journal of Economics, 2011, 4, (3(15)), 135-142 View citations (4)

2010

66. Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), 2010, 2010SE, 85-96 View citations (3)
67. FORECASTING CREDIT GROWTH RATE IN ROMANIA: FROM CREDIT BOOM TO CREDIT CRUNCH?
    Romanian Economic Business Review, 2010, 5, (1), 62-75 View citations (3)
    See also Working Paper (2009)
68. Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model
    Journal for Economic Forecasting, 2010, (1), 81-98 View citations (22)
    See also Working Paper (2009)

2009

69. EARLY WARNING SYSTEM FOR THE ROMANIAN BANKING SECTOR: THE CAAMPL APPROACH
    Annals of Faculty of Economics, 2009, 3, (1), 458-466 View citations (3)
70. THE CAPITAL FLOWS IMPACT ON THE STABILITY OF THE FINANCIAL SYSTEMS
    Annals of Faculty of Economics, 2009, 3, (1), 527-532
71. THE ROLE OF THE MONETARY POLICY IN ASSET PRICES VOLATILITY CORRECTION: THE ROMANIAN CASE
    Theoretical and Applied Economics, 2009, 12(541)(supplement), (12(541)(supplement)), 329-336

2008

72. La crise actuelle des marches financiers: l’impact au niveau Europeen
    Annals of Faculty of Economics, 2008, 1, (1), 22-26 View citations (1)
73. THE SPREAD OF THE CAPITAL MARKETSS GLOBAL CRISIS: DOES THE COUNTRIES INDUSTRIAL PROFILE MATTER?
    Journal of Applied Economic Sciences, 2008, 3, (4(6)_Winter2008)
74. Utilizarea unui indice agregat pentru măsurarea stabilităţii sectorului financiar din România
    Revista OEconomica, 2008, (02) View citations (2)

2007

75. The Impact of the New Financial Products on the Volatility of the Economic Growth
    Journal of Applied Economic Sciences, 2007, 2, (1(2)_Fall2007) View citations (2)

Chapters

2020

1. Carbon Emissions, Energy Consumption, and Managing Investment in Renewable Energy
   Springer
2. Financial Constraints and the Structure of the Firm’s Investment: An Application to the Scientific R&D Industry from the Largest EU Countries
   Springer View citations (1)
3. Financial Stability Reports in Pre-Crisis Periods: A Text Analysis Comparison
   ToKnowPress
4. Historical Valuation Bases and Drivers of Large Internet-Enabled Companies
   Springer
5. The Nonlinear Relationship Between Firm Size and Growth in The Automotive Industry from Timis Region from Romania
   ToKnowPress

2019

6. Investment Behavior And Firms’ Financial Performance: A Comparative Analysis Using Firm-Level Data From The Wine Industry
   ToKnowPress
   See also Working Paper (2020)
   Journal Article in International Journal of Management, Knowledge and Learning (2020)

2017

7. Firms’ Financial Constraints and Structure of Investment: An Application on R&D Sector of Largest Eu Countries
   ToKnowPress
8. Firms’ Financial Performance and Investment: A Panel Data Analysis Applied to Wine Industry from Cee Countries
   ToKnowPress

2016

9. Shadow Economy, Tax Policies, Institutional Weakness and Financial Stability in Selected Oecd Countries
   ToKnowPress View citations (3)
   See also Journal Article in Economics Bulletin (2016)
10. The Interdependences between Italian Firms’ Access to Finance and their Probability of Default
    ToKnowPress
11. What we Understand by Financial Stability: Text Analysis with Network Approach
    ToKnowPress

2015

12. Entrepreneurship Education at Politehnica University of Timisoara, Romania
    ToKnowPress
13. Research on Training Needs Identification: Leadeship in Sustainability
    ToKnowPress