Details about Paulo Jorge Ferreira

Access statistics for papers by Paulo Jorge Ferreira.

Last updated 2025-10-09. Update your information in the RePEc Author Service.

Short-id: pfe193

Working Papers

2017

1. 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)
2. Equity Markets Integration in Asia
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

2015

3. Entropy, competitiveness and UEFA football ranking
   MPRA Paper, University Library of Munich, Germany

2014

4. 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

5. An application of General Maximum Entropy to Utility
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
6. 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

7. THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES
   MPRA Paper, University Library of Munich, Germany
8. VotersÂ’ dissatisfaction, abstention and entropy: analysis in European countries
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)

Journal Articles

2025

1. Agricultural Land, Sustainable Food and Crop Productivity: An Empirical Analysis on Environmental Sustainability as a Moderator from the Economy of China
   Sustainability, 2025, 17, (5), 1-41
2. Does Climate Policy Uncertainty Abate Financial Inclusion? An Empirical Analysis Through the Lens of Institutional Quality and Governance
   Sustainability, 2025, 17, (2), 1-19
3. Exploring the connection between geopolitical risks and energy markets
   Energy Economics, 2025, 141, (C) View citations (2)
4. Information flow between asset classes during extreme events
   Physica A: Statistical Mechanics and its Applications, 2025, 671, (C)
5. Nexus Between Corporate Sustainability Reporting and Risk Mitigation: Evidence from Chinese Listed Firms
   Sustainability, 2025, 17, (4), 1-32
6. The European tango between market risk and credit risk: A non-linear approach
   Finance Research Letters, 2025, 83, (C)
7. Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach
   Energy, 2025, 328, (C)
8. Tourism Development in Rural Border Territories: A “ Phronetic ” Approach to Threats and Opportunities
   Agriculture, 2025, 15, (5), 1-20
9. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data
   SN Business & Economics, 2025, 5, (1), 1-30

2024

10. An Overview of the Thermochemical Valorization of Sewage Sludge: Principles and Current Challenges
    Energies, 2024, 17, (10), 1-23
11. 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
12. Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities
    PLOS ONE, 2024, 19, (2), 1-29
13. Bitcoin’s multifractal influence: deciphering the relationship with conventional and renewable energy markets
    Cogent Economics & Finance, 2024, 12, (1), 2395413
14. Critical Individual and Organizational Drivers of Circular Economy Implementation in SMEs in Bangladesh
    Sustainability, 2024, 16, (16), 1-15 View citations (1)
15. Dynamic linkage between environmental segments of stock markets: the role of global risk factors
    Journal of Sustainable Finance & Investment, 2024, 14, (4), 941-967
16. From wars to waves: geopolitical risks and environmental investment behaviour
    Post-Communist Economies, 2024, 36, (5), 631-658 View citations (1)
17. Global Dynamics of Environmental Kuznets Curve: A Cross-Correlation Analysis of Income and CO 2 Emissions
    Sustainability, 2024, 16, (20), 1-35 View citations (1)
18. 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 View citations (2)
19. Information flow dynamics between cryptocurrency returns and electricity consumption: A comparative analysis of Bitcoin and Ethereum
    Finance Research Letters, 2024, 68, (C)
20. Integrating Macroeconomic and Technical Indicators into Forecasting the Stock Market: A Data-Driven Approach
    Economies, 2024, 13, (1), 1-28
21. 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
22. Nexus Between Intellectual Capital and Sustainable Growth: Moderating Roles of Military-Experienced CEOs and Sustainable Corporate Governance
    Sustainability, 2024, 16, (23), 1-28
23. On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War
    Economies, 2024, 12, (2), 1-27 View citations (1)
24. People Category of UN SDGs 2030 and Sustainable Economic Growth in Asia and the Pacific Region
    Sustainability, 2024, 16, (18), 1-23 View citations (1)
25. Quality Education for All: A Fuzzy Set Analysis of Sustainable Development Goal Compliance
    Sustainability, 2024, 16, (12), 1-15 View citations (1)
26. Quantile Connectedness Amongst Green Assets Amid COVID-19 and Russia–Ukraine Tussle
    Economies, 2024, 12, (11), 1-22 View citations (1)
27. Renewable Hydrogen from Biomass: Technological Pathways and Economic Perspectives
    Energies, 2024, 17, (14), 1-36 View citations (1)
28. The Potential Related to Microgeneration of Renewable Energy in Urban Spaces and Its Impact on Urban Planning
    Energies, 2024, 17, (23), 1-19 View citations (1)

2023

29. 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)
30. Economic Policy Uncertainty, Energy and Sustainable Cryptocurrencies: Investigating Dynamic Connectedness during the COVID-19 Pandemic
    Economies, 2023, 11, (3), 1-23 View citations (6)
31. Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis
    FinTech, 2023, 2, (2), 1-17 View citations (1)
32. 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
33. Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty
    Economies, 2023, 11, (1), 1-18 View citations (2)
34. THE NEXUS BETWEEN TWITTER-BASED UNCERTAINTY AND CRYPTOCURRENCIES: A MULTIFRACTAL ANALYSIS
    FRACTALS (fractals), 2023, 31, (03), 1-21 View citations (1)
35. When two banks fall, how do markets react?
    Economics and Business Letters, 2023, 12, (4), 331-341

2022

36. A Giant Falls: The Impact of Evergrande on Asian Stock Indexes
    JRFM, 2022, 15, (8), 1-14 View citations (3)
37. 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 (3)
38. 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)
39. Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets
    JRFM, 2022, 15, (12), 1-18
40. 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)
41. Conservation in the Amazon rainforest and Google searches: A DCCA approach
    PLOS ONE, 2022, 17, (10), 1-12
42. Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis
    Resources Policy, 2022, 75, (C) View citations (21)
43. Decision Support Using Machine Learning Indication for Financial Investment
    Future Internet, 2022, 14, (11), 1-17
44. Energy markets – Who are the influencers?
    Energy, 2022, 239, (PA) View citations (13)
45. 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 (8)
46. Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
    Physica A: Statistical Mechanics and its Applications, 2022, 588, (C) View citations (3)
47. Inland or Coastal: That’s the Question! Different Impacts of COVID-19 on the Tourism Sector in Portugal
    Sustainability, 2022, 14, (23), 1-9
48. Interplay multifractal dynamics among metal commodities and US-EPU
    Physica A: Statistical Mechanics and its Applications, 2022, 606, (C)
49. Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region
    Sustainability, 2022, 14, (21), 1-12
50. Network dynamic and stability on European Union
    Physica A: Statistical Mechanics and its Applications, 2022, 587, (C) View citations (2)
51. Non-Fungible Tokens (NFTs) and Cryptocurrencies: Efficiency and Comovements
    FinTech, 2022, 1, (4), 1-8 View citations (2)
52. Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications
    Risks, 2022, 10, (7), 1-20 View citations (4)
53. Relative Prices of Ethanol-Gasoline in the Major Brazilian Capitals: An Analysis to Support Public Policies
    Energies, 2022, 15, (13), 1-23 View citations (4)
54. Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks
    China Finance Review International, 2022, 13, (1), 23-45
55. 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
56. Uncertainty and Risk in the Cryptocurrency Market
    JRFM, 2022, 15, (11), 1-17 View citations (4)

2021

57. 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)
58. 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)
59. 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)
60. Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study
    Sustainability, 2021, 13, (22), 1-18 View citations (2)
61. Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales
    Economies, 2021, 9, (4), 1-12 View citations (2)
62. Diesel prices in Brazil: A dynamic fractional integration analysis
    Economics and Business Letters, 2021, 10, (2), 116-125 View citations (3)
63. Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients
    Econometric Research in Finance, 2021, 6, (1), 57-75 View citations (1)
64. 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 (14)
65. Extreme Value Theory and COVID-19 Pandemic: Evidence from India
    Economic Research Guardian, 2021, 11, (1), 2-10 View citations (1)
66. 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 (9)
67. Intraday Volatility Spillovers among European Financial Markets during COVID-19
    IJFS, 2021, 9, (1), 1-19 View citations (18)
68. Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis
    International Journal of Emerging Markets, 2021, 18, (7), 1650-1676 View citations (2)
69. 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)
70. Modeling Dynamic Multifractal Efficiency of US Electricity Market
    Energies, 2021, 14, (19), 1-16 View citations (3)
71. 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
72. The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde
    IJFS, 2021, 9, (1), 1-23 View citations (2)
73. 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)
74. Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets
    JRFM, 2021, 14, (8), 1-12 View citations (4)

2020

75. An Econophysics Study of the S&P Global Clean Energy Index
    Sustainability, 2020, 12, (2), 1-9 View citations (7)
76. Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms
    Sustainability, 2020, 12, (9), 1-15 View citations (13)
77. DCCA and DMCA correlations of cryptocurrency markets
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (33)
78. Dynamic long-range dependences in the Swiss stock market
    Empirical Economics, 2020, 58, (4), 1541-1573 View citations (4)
79. 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)
80. Efficiency of the Brazilian Bitcoin: A DFA Approach
    IJFS, 2020, 8, (2), 1-9 View citations (4)
81. Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
    IJFS, 2020, 8, (2), 1-13 View citations (30)
82. From Big Data to Econophysics and Its Use to Explain Complex Phenomena
    JRFM, 2020, 13, (7), 1-10 View citations (3)
83. Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
    Post-Communist Economies, 2020, 32, (1), 77-112 View citations (2)
84. 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 (8)
85. The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing
    Sustainability, 2020, 12, (16), 1-8
86. The Exposure of European Union Productive Sectors to Oil Price Changes
    Sustainability, 2020, 12, (4), 1-16 View citations (1)
87. The relationship between oil prices and the Brazilian stock market
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (10)
88. 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

89. 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)
90. 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)
91. Building multi-scale portfolios and efficient market frontiers using fractal regressions
    Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) View citations (3)
92. City Brand: What Are the Main Conditions for Territorial Performance?
    Sustainability, 2019, 11, (14), 1-14 View citations (2)
93. Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market
    Sustainability, 2019, 11, (17), 1-12 View citations (4)
94. Contagion Effect in Cryptocurrency Market
    JRFM, 2019, 12, (3), 1-8 View citations (29)
95. Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis
    Economies, 2019, 7, (1), 1-14 View citations (8)
96. 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)
97. 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)
98. 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)
99. 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)
100. Frontier markets’ efficiency: mutual information and detrended fluctuation analyses
     Journal of Economic Interaction and Coordination, 2019, 14, (3), 551-572 View citations (4)
101. Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies
     IJFS, 2019, 7, (3), 1-12 View citations (10)
102. Multiscale network for 20 stock markets using DCCA
     Physica A: Statistical Mechanics and its Applications, 2019, 529, (C) View citations (14)
103. Regional and global integration of Asian stock markets
     Research in International Business and Finance, 2019, 50, (C), 357-368 View citations (7)
104. 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)
105. Using QCA to explain firm demography in the European Union
     Journal of Business Research, 2019, 101, (C), 743-749 View citations (4)
106. ρx,y between open-close stock markets
     Physica A: Statistical Mechanics and its Applications, 2019, 534, (C) View citations (1)

2018

107. 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)
108. 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 (7)
109. Capital asset pricing model in Portugal: Evidence from fractal regressions
     Portuguese Economic Journal, 2018, 17, (3), 173-183 View citations (4)
110. Cross-correlation analysis on Brazilian gasoline retail market
     Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 550-557 View citations (10)
111. 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)
112. 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)
113. 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)
114. 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)
115. 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

116. 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)
117. 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)
118. 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)
119. Portuguese and Brazilian stock market integration: a non-linear and detrended approach
     Portuguese Economic Journal, 2017, 16, (1), 49-63 View citations (6)
120. 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)
121. 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

122. Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?
     Econometric Research in Finance, 2016, 1, (2), 67-79 View citations (4)
123. 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)
124. Entrepreneurship rates: the fuzzy-set approach
     Eastern European Business and Economics Journal, 2016, 2, (2), 111-128 View citations (2)
125. 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)
126. 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)
127. 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)
128. 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)
129. 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

130. Revisiting Covered Interest Parity in the European Union: the DCCA Approach
     International Economic Journal, 2015, 29, (4), 597-615 View citations (16)

2014

131. 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 (20)

2011

132. Monetary Integration in the European Union
     Journal of Emerging Market Finance, 2011, 10, (1), 93-120 View citations (8)

2010

133. Adopt the euro? The GME approach
     Journal of Economic Interaction and Coordination, 2010, 5, (2), 231-247 View citations (12)

Chapters

2021

1. Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis
   Springer View citations (2)