Details about Aurelio F. Bariviera

Access statistics for papers by Aurelio F. Bariviera.

Last updated 2025-04-10. Update your information in the RePEc Author Service.

Short-id: pfe210

Working Papers

2023

1. Time-frequency co-movements between commodities and economic policy uncertainty across different crises
   Papers, arXiv.org

2021

2. The link between Bitcoin and Google Trends attention
   Papers, arXiv.org View citations (1)
3. The link between cryptocurrencies and Google Trends attention
   Working Papers, Universitat Rovira i Virgili, Department of Economics
   See also Journal Article The link between cryptocurrencies and Google Trends attention, Finance Research Letters, Elsevier (2022) View citations (23) (2022)

2020

4. Are cryptocurrencies becoming more interconnected?
   Working Papers, Universitat Rovira i Virgili, Department of Economics
   Also in Papers, arXiv.org (2020) View citations (1)
   See also Journal Article Are cryptocurrencies becoming more interconnected?, Economics Letters, Elsevier (2021) View citations (31) (2021)
5. Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
   Papers, arXiv.org View citations (2)
   See also Journal Article Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent, Physica A: Statistical Mechanics and its Applications, Elsevier (2022) View citations (13) (2022)
6. One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles
   Papers, arXiv.org View citations (2)
   See also Journal Article One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles, Finance Research Letters, Elsevier (2021) View citations (1) (2021)
7. Weekly dynamic conditional correlations among cryptocurrencies and traditional assets
   Working Papers, Universitat Rovira i Virgili, Department of Economics View citations (3)
8. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis
   Papers, arXiv.org View citations (3)
   See also Journal Article WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS, Journal of Economic Surveys, Wiley Blackwell (2021) View citations (6) (2021)

2019

9. A bibliometric analysis of Bitcoin scientific production
   Papers, arXiv.org View citations (27)
   See also Journal Article A bibliometric analysis of bitcoin scientific production, Research in International Business and Finance, Elsevier (2019) View citations (35) (2019)
10. An analysis of cryptocurrencies conditional cross correlations
    Papers, arXiv.org View citations (77)
    See also Journal Article An analysis of cryptocurrencies conditional cross correlations, Finance Research Letters, Elsevier (2019) View citations (63) (2019)

2018

11. An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
    Papers, arXiv.org View citations (32)
12. Spurious seasonality detection: a non-parametric test proposal
    Papers, arXiv.org View citations (2)
    See also Journal Article Spurious Seasonality Detection: A Non-Parametric Test Proposal, Econometrics, MDPI (2018) View citations (2) (2018)
13. Stock returns forecast: an examination by means of Artificial Neural Networks
    Papers, arXiv.org View citations (3)

2017

14. Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
    Papers, arXiv.org View citations (7)
    See also Journal Article CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS, Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF) (2016) View citations (2) (2016)
15. Simplifying credit scoring rules using LVQ+PSO
    Papers, arXiv.org View citations (1)
16. Some stylized facts of the Bitcoin market
    Papers, arXiv.org View citations (173)
    See also Journal Article Some stylized facts of the Bitcoin market, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (213) (2017)
17. The inefficiency of Bitcoin revisited: a dynamic approach
    Papers, arXiv.org View citations (207)
    See also Journal Article The inefficiency of Bitcoin revisited: A dynamic approach, Economics Letters, Elsevier (2017) View citations (209) (2017)

2016

18. Libor at crossroads: stochastic switching detection using information theory quantifiers
    Papers, arXiv.org View citations (4)
    See also Journal Article Libor at crossroads: Stochastic switching detection using information theory quantifiers, Chaos, Solitons & Fractals, Elsevier (2016) View citations (4) (2016)
19. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
    Papers, arXiv.org View citations (3)
    See also Journal Article The impact of the financial crisis on the long-range memory of European corporate bond and stock markets, Empirica, Springer (2018) View citations (1) (2018)

2015

20. A permutation Information Theory tour through different interest rate maturities: the Libor case
    Papers, arXiv.org View citations (18)
21. Data manipulation detection via permutation information theory quantifiers
    Papers, arXiv.org View citations (4)
22. Efficiency and credit ratings: a permutation-information-theory analysis
    Papers, arXiv.org View citations (3)
23. LIBOR troubles: anomalous movements detection based on Maximum Entropy
    Papers, arXiv.org
    See also Journal Article LIBOR troubles: Anomalous movements detection based on maximum entropy, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (3) (2016)
24. The (in)visible hand in the Libor market: an Information Theory approach
    Papers, arXiv.org View citations (15)
    See also Journal Article The (in)visible hand in the Libor market: an information theory approach, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2015) View citations (15) (2015)
25. Thermodynamics of firms' growth
    Papers, arXiv.org View citations (3)

Journal Articles

2024

1. Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach
   The North American Journal of Economics and Finance, 2024, 70, (C) View citations (2)
2. Do online attention and sentiment affect cryptocurrencies’ correlations?
   Research in International Business and Finance, 2024, 71, (C)
3. QUANTIFYING THE COVID-19 SHOCK IN CRYPTOCURRENCIES
   FRACTALS (fractals), 2024, 32, (01), 1-19
4. What Matters for Comovements among Gold, Bitcoin, CO 2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?
   Risks, 2024, 12, (3), 1-31

2023

5. Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis
   Physica A: Statistical Mechanics and its Applications, 2023, 619, (C) View citations (11)
6. Data vs. information: Using clustering techniques to enhance stock returns forecasting
   International Review of Financial Analysis, 2023, 88, (C) View citations (1)
7. Disentangling the impact of economic and health crises on financial markets
   Research in International Business and Finance, 2023, 65, (C) View citations (2)
8. Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering
   Sustainability, 2023, 15, (24), 1-18 View citations (1)

2022

9. A meta‐analysis of SMEs literature based on the survey on access to finance of enterprises of the European central bank
   International Journal of Finance & Economics, 2022, 27, (2), 1870-1885 View citations (2)
10. Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent
    Physica A: Statistical Mechanics and its Applications, 2022, 596, (C) View citations (13)
    See also Working Paper Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent, Papers (2020) View citations (2) (2020)
11. Dynamic grouping of vehicle trajectories
    (Agrupamiento dinámico de trayectorias vehiculares)
    EconStor Open Access Articles and Book Chapters, 2022, 22, (2), 141-150 View citations (1)
12. Forecasting high-frequency stock returns: a comparison of alternative methods
    Annals of Operations Research, 2022, 313, (2), 639-690 View citations (2)
13. The link between cryptocurrencies and Google Trends attention
    Finance Research Letters, 2022, 47, (PA) View citations (23)
    See also Working Paper The link between cryptocurrencies and Google Trends attention, Working Papers (2021) (2021)

2021

14. Are cryptocurrencies becoming more interconnected?
    Economics Letters, 2021, 199, (C) View citations (31)
    See also Working Paper Are cryptocurrencies becoming more interconnected?, Working Papers (2020) (2020)
15. One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles
    Finance Research Letters, 2021, 39, (C) View citations (1)
    See also Working Paper One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles, Papers (2020) View citations (2) (2020)
16. WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS
    Journal of Economic Surveys, 2021, 35, (2), 377-407 View citations (6)
    See also Working Paper Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis, Papers (2020) View citations (3) (2020)

2020

17. Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing?
    Czech Journal of Economics and Finance (Finance a uver), 2020, 70, (6), 521-540 View citations (1)

2019

18. A bibliometric analysis of bitcoin scientific production
    Research in International Business and Finance, 2019, 50, (C), 294-305 View citations (35)
    See also Working Paper A bibliometric analysis of Bitcoin scientific production, Papers (2019) View citations (27) (2019)
19. An analysis of cryptocurrencies conditional cross correlations
    Finance Research Letters, 2019, 31, (C), 130-137 View citations (63)
    See also Working Paper An analysis of cryptocurrencies conditional cross correlations, Papers (2019) View citations (77) (2019)
20. An information theory perspective on the informational efficiency of gold price
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (12)
21. SME Steeplechase: When Obtaining Money Is Harder Than Innovating
    IJFS, 2019, 7, (2), 1-14 View citations (3)
22. Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador
    Risks, 2019, 8, (1), 1-14 View citations (1)

2018

23. Spurious Seasonality Detection: A Non-Parametric Test Proposal
    Econometrics, 2018, 6, (1), 1-15 View citations (2)
    See also Working Paper Spurious seasonality detection: a non-parametric test proposal, Papers (2018) View citations (2) (2018)
24. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
    Empirica, 2018, 45, (1), 1-15 View citations (1)
    See also Working Paper The impact of the financial crisis on the long-range memory of European corporate bond and stock markets, Papers (2016) View citations (3) (2016)

2017

25. Some stylized facts of the Bitcoin market
    Physica A: Statistical Mechanics and its Applications, 2017, 484, (C), 82-90 View citations (213)
    See also Working Paper Some stylized facts of the Bitcoin market, Papers (2017) View citations (173) (2017)
26. The inefficiency of Bitcoin revisited: A dynamic approach
    Economics Letters, 2017, 161, (C), 1-4 View citations (209)
    See also Working Paper The inefficiency of Bitcoin revisited: a dynamic approach, Papers (2017) View citations (207) (2017)

2016

27. CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS
    Fuzzy Economic Review, 2016, 21, (1), 41-51 View citations (2)
    See also Working Paper Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers, Papers (2017) View citations (7) (2017)
28. LIBOR troubles: Anomalous movements detection based on maximum entropy
    Physica A: Statistical Mechanics and its Applications, 2016, 449, (C), 401-407 View citations (3)
    See also Working Paper LIBOR troubles: anomalous movements detection based on Maximum Entropy, Papers (2015) (2015)
29. Libor at crossroads: Stochastic switching detection using information theory quantifiers
    Chaos, Solitons & Fractals, 2016, 88, (C), 172-182 View citations (4)
    See also Working Paper Libor at crossroads: stochastic switching detection using information theory quantifiers, Papers (2016) View citations (4) (2016)
30. Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
    Physica A: Statistical Mechanics and its Applications, 2016, 456, (C), 1-9 View citations (12)

2015

31. The (in)visible hand in the Libor market: an information theory approach
    The European Physical Journal B: Condensed Matter and Complex Systems, 2015, 88, (8), 1-9 View citations (15)
    See also Working Paper The (in)visible hand in the Libor market: an Information Theory approach, Papers (2015) View citations (15) (2015)

2014

32. Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds
    The Economic and Social Review, 2014, 45, (3), 349-369 View citations (19)

2013

33. Revisiting the European sovereign bonds with a permutation-information-theory approach
    The European Physical Journal B: Condensed Matter and Complex Systems, 2013, 86, (12), 1-10 View citations (6)

2012

34. A comparative analysis of the informational efficiency of the fixed income market in seven European countries
    Economics Letters, 2012, 116, (3), 426-428 View citations (32)
35. ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING
    Fuzzy Economic Review, 2012, XVII, (1), 53-71 View citations (1)
36. On the efficiency of sovereign bond markets
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (18), 4342-4349 View citations (49)
37. VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS
    Fuzzy Economic Review, 2012, XVII, (1), 3-14

2011

38. The influence of liquidity on informational efficiency: The case of the Thai Stock Market
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (23), 4426-4432 View citations (21)

2007

39. IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT
    Fuzzy Economic Review, 2007, XII, (2), 95-116