Details about Paulo Jorge Ferreira
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Last updated 2024-12-02. Update your information in the RePEc Author Service.
Short-id: pfe193
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Working Papers
2017
- Assessment of 48 Stock markets using adaptive multifractal approach
Papers, arXiv.org View citations (8)
See also Journal Article Assessment of 48 Stock markets using adaptive multifractal approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (7) (2017)
- Equity Markets Integration in Asia
Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences
2015
- Entropy, competitiveness and UEFA football ranking
MPRA Paper, University Library of Munich, Germany
2014
- Why does the Euro fail? The DCCA approach
CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)
See also Journal Article Why does the Euro fail? The DCCA approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (17) (2016)
2012
- An application of General Maximum Entropy to Utility
CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
- Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
2008
- THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES
MPRA Paper, University Library of Munich, Germany
- VotersÂ’ dissatisfaction, abstention and entropy: analysis in European countries
CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)
Journal Articles
2024
- An Overview of the Thermochemical Valorization of Sewage Sludge: Principles and Current Challenges
Energies, 2024, 17, (10), 1-23
- Are Euribor rates relevant for Indebtedness of Companies Listed on the Portuguese Stock Index (PSI-20) and the Iberian Index (IBEX 35)? An Empirical Study
Economic Research Guardian, 2024, 14, (2), 110-126
- Critical Individual and Organizational Drivers of Circular Economy Implementation in SMEs in Bangladesh
Sustainability, 2024, 16, (16), 1-15 View citations (1)
- Dynamic linkage between environmental segments of stock markets: the role of global risk factors
Journal of Sustainable Finance & Investment, 2024, 14, (4), 941-967
- From wars to waves: geopolitical risks and environmental investment behaviour
Post-Communist Economies, 2024, 36, (5), 631-658
- Global Dynamics of Environmental Kuznets Curve: A Cross-Correlation Analysis of Income and CO 2 Emissions
Sustainability, 2024, 16, (20), 1-35
- Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations
Economies, 2024, 12, (5), 1-32
- Information flow dynamics between cryptocurrency returns and electricity consumption: A comparative analysis of Bitcoin and Ethereum
Finance Research Letters, 2024, 68, (C)
- Integrating Macroeconomic and Technical Indicators into Forecasting the Stock Market: A Data-Driven Approach
Economies, 2024, 13, (1), 1-28
- Linking Management Capabilities to Sustainable Business Performance of Women-Owned Small and Medium Enterprises in Emerging Market: A Moderation and Mediation Analysis
Sustainability, 2024, 16, (23), 1-21
- Nexus Between Intellectual Capital and Sustainable Growth: Moderating Roles of Military-Experienced CEOs and Sustainable Corporate Governance
Sustainability, 2024, 16, (23), 1-28
- On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War
Economies, 2024, 12, (2), 1-27
- People Category of UN SDGs 2030 and Sustainable Economic Growth in Asia and the Pacific Region
Sustainability, 2024, 16, (18), 1-23
- Quality Education for All: A Fuzzy Set Analysis of Sustainable Development Goal Compliance
Sustainability, 2024, 16, (12), 1-15
- Quantile Connectedness Amongst Green Assets Amid COVID-19 and Russia–Ukraine Tussle
Economies, 2024, 12, (11), 1-22
- Renewable Hydrogen from Biomass: Technological Pathways and Economic Perspectives
Energies, 2024, 17, (14), 1-36
- The Potential Related to Microgeneration of Renewable Energy in Urban Spaces and Its Impact on Urban Planning
Energies, 2024, 17, (23), 1-19
2023
- An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis
Energies, 2023, 16, (5), 1-14 View citations (1)
- Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic
Economies, 2023, 11, (3), 1-23 View citations (3)
- Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis
FinTech, 2023, 2, (2), 1-17
- Intellectual Capital and a Firm’s Sustainable Performance and Growth before and during the COVID-19 Crisis: A Comparative Analysis of Small and Large European Hospitality Firms
Sustainability, 2023, 15, (12), 1-18
- Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty
Economies, 2023, 11, (1), 1-18 View citations (2)
- THE NEXUS BETWEEN TWITTER-BASED UNCERTAINTY AND CRYPTOCURRENCIES: A MULTIFRACTAL ANALYSIS
FRACTALS (fractals), 2023, 31, (03), 1-21 View citations (1)
- When two banks fall, how do markets react?
Economics and Business Letters, 2023, 12, (4), 331-341
2022
- A Giant Falls: The Impact of Evergrande on Asian Stock Indexes
JRFM, 2022, 15, (8), 1-14 View citations (1)
- A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
Finance Research Letters, 2022, 48, (C) View citations (2)
- A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy
Post-Communist Economies, 2022, 34, (2), 267-282 View citations (1)
- Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets
JRFM, 2022, 15, (12), 1-18
- Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats
Sustainability, 2022, 14, (10), 1-23 View citations (2)
- Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis
Resources Policy, 2022, 75, (C) View citations (18)
- Decision Support Using Machine Learning Indication for Financial Investment
Future Internet, 2022, 14, (11), 1-17
- Energy markets – Who are the influencers?
Energy, 2022, 239, (PA) View citations (11)
- Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality
Eurasian Economic Review, 2022, 12, (2), 333-359 View citations (5)
- Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
Physica A: Statistical Mechanics and its Applications, 2022, 588, (C) View citations (3)
- Inland or Coastal: That’s the Question! Different Impacts of COVID-19 on the Tourism Sector in Portugal
Sustainability, 2022, 14, (23), 1-9
- Interplay multifractal dynamics among metal commodities and US-EPU
Physica A: Statistical Mechanics and its Applications, 2022, 606, (C)
- Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region
Sustainability, 2022, 14, (21), 1-12
- Network dynamic and stability on European Union
Physica A: Statistical Mechanics and its Applications, 2022, 587, (C) View citations (1)
- Non-Fungible Tokens (NFTs) and Cryptocurrencies: Efficiency and Comovements
FinTech, 2022, 1, (4), 1-8 View citations (1)
- Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications
Risks, 2022, 10, (7), 1-20 View citations (3)
- Relative Prices of Ethanol-Gasoline in the Major Brazilian Capitals: An Analysis to Support Public Policies
Energies, 2022, 15, (13), 1-23 View citations (3)
- Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks
China Finance Review International, 2022, 13, (1), 23-45
- The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises
Revista Galega de Economía, 2022, 31, (3), 1-21
- Uncertainty and Risk in the Cryptocurrency Market
JRFM, 2022, 15, (11), 1-17 View citations (2)
2021
- An Experimental Evidence on Public Acceptance of Genetically Modified Food through Advertisement Framing on Health and Environmental Benefits, Objective Knowledge, and Risk Reduction
IJERPH, 2021, 18, (10), 1-24 View citations (2)
- An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI
Sustainability, 2021, 13, (16), 1-17 View citations (3)
- Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes
Agriculture, 2021, 11, (9), 1-19 View citations (1)
- Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study
Sustainability, 2021, 13, (22), 1-18 View citations (2)
- Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales
Economies, 2021, 9, (4), 1-12
- Diesel prices in Brazil: A dynamic fractional integration analysis
Economics and Business Letters, 2021, 10, (2), 116-125 View citations (2)
- Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients
Econometric Research in Finance, 2021, 6, (1), 57-75 View citations (1)
- Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
Empirical Economics, 2021, 60, (3), 1127-1156 View citations (11)
- Extreme Value Theory and COVID-19 Pandemic: Evidence from India
Economic Research Guardian, 2021, 11, (1), 2-10 View citations (1)
- Green Paradox in Emerging Tourism Supply Chains: Achieving Green Consumption Behavior through Strategic Green Marketing Orientation, Brand Social Responsibility, and Green Image
IJERPH, 2021, 18, (18), 1-24 View citations (6)
- Intraday Volatility Spillovers among European Financial Markets during COVID-19
IJFS, 2021, 9, (1), 1-19 View citations (18)
- Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis
International Journal of Emerging Markets, 2021, 18, (7), 1650-1676 View citations (1)
- Is Brazilian music getting more predictable? A statistical physics approach for different music genres
Physica A: Statistical Mechanics and its Applications, 2021, 583, (C) View citations (2)
- Modeling Dynamic Multifractal Efficiency of US Electricity Market
Energies, 2021, 14, (19), 1-16 View citations (3)
- Seasonality in fuel consumption: a case study of a gas station || Estacionalidad en el consumo de combustible: un estudio de caso de una gasolinera
Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 2021, 32, (1), 3-12
- The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde
IJFS, 2021, 9, (1), 1-23 View citations (1)
- The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis
Post-Communist Economies, 2021, 33, (6), 751-769 View citations (3)
- Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets
JRFM, 2021, 14, (8), 1-12 View citations (4)
2020
- An Econophysics Study of the S&P Global Clean Energy Index
Sustainability, 2020, 12, (2), 1-9 View citations (7)
- Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms
Sustainability, 2020, 12, (9), 1-15 View citations (9)
- DCCA and DMCA correlations of cryptocurrency markets
Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (30)
- Dynamic long-range dependences in the Swiss stock market
Empirical Economics, 2020, 58, (4), 1541-1573 View citations (3)
- EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
JRFM, 2020, 13, (5), 1-23 View citations (6)
- Efficiency of the Brazilian Bitcoin: A DFA Approach
IJFS, 2020, 8, (2), 1-9 View citations (2)
- Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
IJFS, 2020, 8, (2), 1-13 View citations (29)
- From Big Data to Econophysics and Its Use to Explain Complex Phenomena
JRFM, 2020, 13, (7), 1-10 View citations (3)
- Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
Post-Communist Economies, 2020, 32, (1), 77-112 View citations (2)
- Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
Post-Communist Economies, 2020, 32, (5), 643-674 View citations (7)
- The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing
Sustainability, 2020, 12, (16), 1-8
- The Exposure of European Union Productive Sectors to Oil Price Changes
Sustainability, 2020, 12, (4), 1-16 View citations (1)
- The relationship between oil prices and the Brazilian stock market
Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (10)
- Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union
Physica A: Statistical Mechanics and its Applications, 2020, 553, (C) View citations (4)
2019
- An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
Physica A: Statistical Mechanics and its Applications, 2019, 523, (C), 1175-1182 View citations (6)
- Assessing the relationship between dependence and volume in stock markets: A dynamic analysis
Physica A: Statistical Mechanics and its Applications, 2019, 516, (C), 90-97 View citations (6)
- Building multi-scale portfolios and efficient market frontiers using fractal regressions
Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) View citations (3)
- City Brand: What Are the Main Conditions for Territorial Performance?
Sustainability, 2019, 11, (14), 1-14 View citations (1)
- Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market
Sustainability, 2019, 11, (17), 1-12 View citations (3)
- Contagion Effect in Cryptocurrency Market
JRFM, 2019, 12, (3), 1-8 View citations (25)
- Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis
Economies, 2019, 7, (1), 1-14 View citations (8)
- Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies
Economies, 2019, 7, (1), 1-11 View citations (3)
- Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Physica A: Statistical Mechanics and its Applications, 2019, 517, (C), 86-96 View citations (25)
- Energy consumption as a condition for per capita carbon dioxide emission growth: The results of a qualitative comparative analysis in the European Union
Renewable and Sustainable Energy Reviews, 2019, 110, (C), 220-225 View citations (8)
- Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises
Physica A: Statistical Mechanics and its Applications, 2019, 525, (C), 1388-1398 View citations (20)
- Frontier markets’ efficiency: mutual information and detrended fluctuation analyses
Journal of Economic Interaction and Coordination, 2019, 14, (3), 551-572 View citations (4)
- Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies
IJFS, 2019, 7, (3), 1-12 View citations (7)
- Multiscale network for 20 stock markets using DCCA
Physica A: Statistical Mechanics and its Applications, 2019, 529, (C) View citations (13)
- Regional and global integration of Asian stock markets
Research in International Business and Finance, 2019, 50, (C), 357-368 View citations (7)
- The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices
Economics Bulletin, 2019, 39, (1), 335-346 View citations (1)
- Using QCA to explain firm demography in the European Union
Journal of Business Research, 2019, 101, (C), 743-749 View citations (2)
- ρx,y between open-close stock markets
Physica A: Statistical Mechanics and its Applications, 2019, 534, (C) View citations (1)
2018
- A sliding windows approach to analyse the evolution of bank shares in the European Union
Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1355-1367 View citations (10)
- Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient
Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 675-681 View citations (5)
- Capital asset pricing model in Portugal: Evidence from fractal regressions
Portuguese Economic Journal, 2018, 17, (3), 173-183 View citations (4)
- Cross-correlation analysis on Brazilian gasoline retail market
Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 550-557 View citations (8)
- Efficiency or speculation? A time-varying analysis of European sovereign debt
Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1295-1308 View citations (4)
- Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis
Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 454-470 View citations (11)
- Non-linear dependencies in African stock markets: Was subprime crisis an important factor?
Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 680-687 View citations (5)
- What detrended fluctuation analysis can tell us about NBA results
Physica A: Statistical Mechanics and its Applications, 2018, 500, (C), 92-96 View citations (4)
- What guides Central and Eastern European stock markets? A view from detrended methodologies
Post-Communist Economies, 2018, 30, (6), 805-819 View citations (4)
2017
- Assessment of 48 Stock markets using adaptive multifractal approach
Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 730-750 View citations (7)
See also Working Paper Assessment of 48 Stock markets using adaptive multifractal approach, Papers (2017) View citations (8) (2017)
- DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
Physica A: Statistical Mechanics and its Applications, 2017, 479, (C), 38-47 View citations (17)
- Long Range Dependence in G7 Stock Markets’ Return Rates Using Mutual Information and Detrended Cross-Correlation Analysis
Studies in Economics and Econometrics, 2017, 41, (1), 73-92 View citations (1)
- Portuguese and Brazilian stock market integration: a non-linear and detrended approach
Portuguese Economic Journal, 2017, 16, (1), 49-63 View citations (6)
- The behaviour of share returns of football clubs: An econophysics approach
Physica A: Statistical Mechanics and its Applications, 2017, 472, (C), 136-144 View citations (6)
- What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions
Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 554-566 View citations (10)
2016
- Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?
Econometric Research in Finance, 2016, 1, (2), 67-79 View citations (4)
- Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?
Physica A: Statistical Mechanics and its Applications, 2016, 463, (C), 320-329 View citations (10)
- Entrepreneurship rates: the fuzzy-set approach
Eastern European Business and Economics Journal, 2016, 2, (2), 111-128 View citations (2)
- G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION?
Review of Socio - Economic Perspectives, 2016, 1, (1), 108-120 View citations (4)
- GDP growth and convergence determinants in the European Union: a crisp-set analysis
Review of Economic Perspectives, 2016, 16, (4), 279-296 View citations (3)
- How long is the memory of the US stock market?
Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 502-506 View citations (13)
- What are the conditions for good innovation results? A fuzzy-set approach for European Union
Journal of Business Research, 2016, 69, (11), 5396-5400 View citations (7)
- Why does the Euro fail? The DCCA approach
Physica A: Statistical Mechanics and its Applications, 2016, 443, (C), 543-554 View citations (17)
See also Working Paper Why does the Euro fail? The DCCA approach, CEFAGE-UE Working Papers (2014) View citations (1) (2014)
2015
- Revisiting Covered Interest Parity in the European Union: the DCCA Approach
International Economic Journal, 2015, 29, (4), 597-615 View citations (16)
2014
- Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Applied Financial Economics, 2014, 24, (5), 319-331 View citations (19)
2011
- Monetary Integration in the European Union
Journal of Emerging Market Finance, 2011, 10, (1), 93-120 View citations (8)
2010
- Adopt the euro? The GME approach
Journal of Economic Interaction and Coordination, 2010, 5, (2), 231-247 View citations (12)
Chapters
2021
- Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis
Springer View citations (1)
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