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Details about Claudiu Tiberiu Albulescu

E-mail:
Homepage:https://sites.google.com/site/claudiutiberiualbulescu/home
Phone:0040 256 404 053
Postal address:Politehnica University of Timisoara, P-ta. Victoriei, No. 2, Romania
Workplace:Facultatea de Management în Producţie şi Transporturi (Faculty of Product and Transport Management), Universitatea Politehnica Timişoara (Polytechnic University of Timisoara), (more information at EDIRC)
Centre de Recherche sur l'Intégration Économique et Financière (CRIEF) (Research Centre on Economic and Financial Integration), Université de Poitiers (University of Poitiers), (more information at EDIRC)

Access statistics for papers by Claudiu Tiberiu Albulescu.

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Short-id: pal359


Jump to Journal Articles Chapters

Working Papers

2020

  1. Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks
    Papers, arXiv.org Downloads
    Also in Working Papers, HAL (2020) Downloads
  2. Copula-based local dependence among energy, agriculture and metal commodities markets
    Working Papers, HAL Downloads
  3. Copula-based local dependence between energy, agriculture and metal commodity markets
    Papers, arXiv.org Downloads
  4. Coronavirus and financial volatility: 40 days of fasting and fear
    Papers, arXiv.org Downloads
    Also in Working Papers, HAL (2020) Downloads
  5. Coronavirus and oil price crash
    Papers, arXiv.org Downloads
    Also in Working Papers, HAL (2020) Downloads
  6. Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
    Papers, arXiv.org Downloads
    Also in Working Papers, HAL (2020) Downloads
  7. Firm-level total factor productivity convergence in German electricity and gas industry
    Working Papers, HAL Downloads
  8. Inflation, uncertainty and labor market conditions in the US
    Working Papers, HAL Downloads
  9. Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry
    Papers, arXiv.org Downloads
    Also in Working Papers, HAL (2020) Downloads

    See also Chapter (2019)

2019

  1. The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries
    Post-Print, HAL Downloads
    Also in Papers, arXiv.org (2017) Downloads View citations (1)
    Working papers, University of Connecticut, Department of Economics (2018) Downloads View citations (2)

    See also Journal Article in Journal of Macroeconomics (2019)
  2. The money demand and the loss of interest for the euro in Romania
    Post-Print, HAL Downloads

2018

  1. Extreme co-movements and dependencies among major international exchange rates
    Post-Print, HAL View citations (2)
  2. Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions
    Post-Print, HAL
    See also Journal Article in Eurasian Business Review (2018)
  3. Money demand stability, monetary overhang and inflation forecast in the CEE countries
    Post-Print, HAL Downloads

2017

  1. Oil price-inflation pass-through in Romania during the inflation targeting regime
    Post-Print, HAL View citations (2)
  2. The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries
    Working Papers, HAL Downloads
    See also Journal Article in Research in International Business and Finance (2018)

2016

  1. 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) Downloads

    See also Journal Article in Bulletin of Economic Research (2016)
  2. Co-movements and contagion between international stock index futures markets
    Post-Print, HAL
    See also Journal Article in Empirical Economics (2017)
  3. Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes
    Working Papers, HAL Downloads
    Also in Post-Print, HAL (2016) Downloads
  4. The interaction between trade and FDI: the CEE countries experience
    Working Papers, HAL Downloads
    Also in Papers, arXiv.org (2016) Downloads
  5. The loss of interest for the euro in Romania
    Papers, arXiv.org Downloads
  6. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)

2015

  1. Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
    Post-Print, HAL Downloads View citations (2)
  2. On the Long Run Money-Prices Relationship in CEE Countries
    Post-Print, HAL
    See also Journal Article in Economic Research Guardian (2015)
  3. 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)
  4. Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2014

  1. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS
    Working Papers, HAL Downloads
    Also in Papers, arXiv.org (2014) Downloads
  2. Revisiting the inflation - output gap relationship for France using a wavelet transform approach
    Post-Print, HAL View citations (17)
    See also Journal Article in Economic Modelling (2014)
  3. The policy-mix in the Euro Area: The Role of Financial Stability
    Post-Print, HAL Downloads
    See also Journal Article in Economics Bulletin (2014)

2013

  1. EU Funds Absorption Rate and the Economic Growth
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in Timisoara Journal of Economics and Business (2013)
  2. Financial instability and ECB monetary policy
    Post-Print, HAL Downloads View citations (5)
    See also Journal Article in Economics Bulletin (2013)
  3. Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis
    Post-Print, HAL Downloads
    See also Journal Article in Brussels Economic Review (2013)

2009

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

2008

  1. 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 Downloads
  2. 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 Downloads

Journal Articles

2020

  1. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads

2019

  1. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
    Energy Economics, 2019, 83, (C), 375-388 Downloads View citations (3)
  2. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
    Energy Economics, 2019, 84, (C) Downloads View citations (1)
  3. FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
    Energy Economics, 2019, 84, (C) Downloads
  4. The interaction between trade and FDI: The CEECs experience
    International Economics and Economic Policy, 2019, 16, (3), 489-509 Downloads
  5. 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 Downloads
    See also Working Paper (2019)
  6. Time-frequency co-movements between the largest nonferrous metal futures markets
    Resources Policy, 2019, 61, (C), 393-398 Downloads
  7. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
    Scottish Journal of Political Economy, 2019, 66, (5), 673-702 Downloads

2018

  1. 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 Downloads View citations (4)
  2. Financial Performance in the Public Administration Sector: Comparison Between Hungary and Romania
    Management, 2018, 13, (3), 197-211 Downloads
  3. 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 Downloads
    See also Working Paper (2018)
  4. Intercultural Education for Creative Entrepreneurship
    International Journal of Management, Knowledge and Learning, 2018, 7, (2), 117-140 Downloads
  5. 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 Downloads
  6. 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 Downloads View citations (1)
  7. 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 Downloads View citations (2)
    See also Working Paper (2017)

2017

  1. 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 Downloads View citations (11)
  2. Co-movements and contagion between international stock index futures markets
    Empirical Economics, 2017, 52, (4), 1529-1568 Downloads View citations (4)
    See also Working Paper (2016)
  3. Is there any convergence in health expenditures across EU countries?
    Economics Bulletin, 2017, 37, (3), 2095-2101 Downloads

2016

  1. 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 Downloads
    See also Working Paper (2016)
  2. Continuous wavelet transform and rolling correlation of European stock markets
    International Review of Economics & Finance, 2016, 42, (C), 237-256 Downloads View citations (12)
  3. 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 Downloads View citations (6)
  4. FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION
    Review of Economic and Business Studies, 2016, (18), 131-146 Downloads View citations (2)
  5. 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 Downloads View citations (14)
  6. 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 Downloads View citations (1)
  7. Shadow economy, tax policies, institutional weakness and financial stability in selected OECD countries
    Economics Bulletin, 2016, 36, (3), 1868-1875 Downloads
    See also Chapter (2016)
  8. 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 Downloads View citations (2)

2015

  1. An analysis of dependence between Central and Eastern European stock markets
    Economic Systems, 2015, 39, (3), 474-490 Downloads View citations (5)
  2. Frequency domain causality analysis of stock market and economic activity in India
    International Review of Economics & Finance, 2015, 39, (C), 224-238 Downloads View citations (8)
  3. On the Long Run Money-Prices Relationship in CEE Countries
    Economic Research Guardian, 2015, 5, (1), 73-96 Downloads
    See also Working Paper (2015)
  4. Prévisions d’experts et politique monétaire de la BCE
    Revue française d'économie, 2015, Volume XXX, (3), 227-263 Downloads
    See also Working Paper (2015)

2014

  1. A comparison of different forecasting models of the international trade in India
    Economics Bulletin, 2014, 34, (1), 420-429 Downloads
  2. Revisiting the inflation–output gap relationship for France using a wavelet transform approach
    Economic Modelling, 2014, 37, (C), 464-475 Downloads View citations (23)
    See also Working Paper (2014)
  3. The policy-mix in the Euro Area: The Role of Financial Stability
    Economics Bulletin, 2014, 34, (2), 705-717 Downloads
    See also Working Paper (2014)

2013

  1. EU Funds Absorption Rate and the Economic Growth
    Timisoara Journal of Economics and Business, 2013, 6, (20), 153–170 Downloads View citations (8)
    See also Working Paper (2013)
  2. Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area
    Journal for Economic Forecasting, 2013, (1), 62-81 Downloads View citations (4)
  3. Financial instability and ECB monetary policy
    Economics Bulletin, 2013, 33, (1), 388-400 Downloads View citations (5)
    See also Working Paper (2013)
  4. REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS
    Brussels Economic Review, 2013, 56, (3-4), 349-364 Downloads
    See also Working Paper (2013)
  5. 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 Downloads View citations (28)

2012

  1. Financial stability, monetary policy and budgetary coordination in EMU
    Theoretical and Applied Economics, 2012, XVIII(2012), (8(573)), 85-96 Downloads View citations (1)

2011

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

2010

  1. Determinants Of Foreign Direct Investment In Ceecs: The Role Of Financial Stability
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, 2010, 2010SE, 85-96 Downloads View citations (2)
  2. FORECASTING CREDIT GROWTH RATE IN ROMANIA: FROM CREDIT BOOM TO CREDIT CRUNCH?
    Romanian Economic Business Review, 2010, 5, (1), 62-75 Downloads View citations (2)
    See also Working Paper (2009)
  3. Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model
    Journal for Economic Forecasting, 2010, (1), 81-98 Downloads View citations (13)
    See also Working Paper (2009)

2009

  1. EARLY WARNING SYSTEM FOR THE ROMANIAN BANKING SECTOR: THE CAAMPL APPROACH
    Annals of Faculty of Economics, 2009, 3, (1), 458-466 Downloads View citations (3)
  2. THE CAPITAL FLOWS IMPACT ON THE STABILITY OF THE FINANCIAL SYSTEMS
    Annals of Faculty of Economics, 2009, 3, (1), 527-532 Downloads
  3. 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 Downloads

2008

  1. La crise actuelle des marches financiers: l’impact au niveau Europeen
    Annals of Faculty of Economics, 2008, 1, (1), 22-26 Downloads View citations (1)
  2. THE SPREAD OF THE CAPITAL MARKETSS GLOBAL CRISIS: DOES THE COUNTRIES INDUSTRIAL PROFILE MATTER?
    Journal of Applied Economic Sciences, 2008, 3, (4(6)_Winter2008) Downloads
  3. Utilizarea unui indice agregat pentru măsurarea stabilităţii sectorului financiar din România
    Revista OEconomica, 2008, (02) Downloads View citations (5)

2007

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

Chapters

2019

  1. Investment Behavior And Firms’ Financial Performance: A Comparative Analysis Using Firm-Level Data From The Wine Industry
    ToKnowPress Downloads
    See also Working Paper (2020)

2017

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

2016

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

2015

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