Details about Carlos Esparcia

Access statistics for papers by Carlos Esparcia.

Last updated 2024-01-27. Update your information in the RePEc Author Service.

Short-id: pes237

Journal Articles

2024

1. The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature
   The North American Journal of Economics and Finance, 2024, 69, (PB) View citations (2)

2023

2. Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse
   Journal of International Financial Markets, Institutions and Money, 2023, 89, (C) View citations (2)
3. How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study
   Energy Economics, 2023, 128, (C) View citations (4)
4. Shock transmission between crude oil prices and stock markets
   Resources Policy, 2023, 83, (C) View citations (2)
5. Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
   The North American Journal of Economics and Finance, 2023, 64, (C) View citations (13)
6. Unveiling the diversification capabilities of carbon markets in NFT portfolios
   Finance Research Letters, 2023, 58, (PD) View citations (1)

2022

7. Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic
   The North American Journal of Economics and Finance, 2022, 61, (C) View citations (23)
8. Spillovers between sovereign yield curve components and oil price shocks
   Energy Economics, 2022, 109, (C) View citations (16)
9. Tail connectedness between lending/borrowing tokens and commercial bank stocks
   International Review of Financial Analysis, 2022, 84, (C) View citations (27)
10. The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis
    Economic Analysis and Policy, 2022, 75, (C), 39-60 View citations (17)
11. The impact of COVID-19 induced panic on stock market returns: A two-year experience
    Economic Analysis and Policy, 2022, 76, (C), 1075-1097 View citations (4)

2021

12. Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective
    International Review of Economics & Finance, 2021, 71, (C), 32-54 View citations (2)
13. Dynamic optimal portfolio choice under time-varying risk aversion
    International Economics, 2021, 166, (C), 1-22 View citations (2)
    Also in International Economics, 2021, (166), 1-22 (2021) View citations (1)

2020

14. Volatility Timing: Pricing Barrier Options on DAX XETRA Index
    Mathematics, 2020, 8, (5), 1-25