Details about Juha Pekka Junttila

Access statistics for papers by Juha Pekka Junttila.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pju35

Working Papers

2002

1. Forecasting the macroeconomy with current financial market information: Europe and the United States
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)

Journal Articles

2025

1. Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?
   Annals of Operations Research, 2025, 345, (2), 1387-1420

2024

2. Clustering asset markets based on volatility connectedness to political news
   Journal of International Financial Markets, Institutions and Money, 2024, 93, (C)
3. Commodity markets and the global macroeconomy: evidence from machine learning and GVAR
   Empirical Economics, 2024, 67, (5), 1919-1965
4. ESG news and long-run stock returns
   Finance Research Letters, 2024, 60, (C)

2022

5. Assessing the Commodity Market Price and Terms of Trade Exposures of Macroeconomy in Emerging and Developing Countries
   Emerging Markets Finance and Trade, 2022, 58, (8), 2243-2257
6. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions
   Renewable Energy, 2022, 190, (C), 879-892 View citations (11)
7. Impacts of sovereign risk premium on bank profitability: Evidence from euro area
   International Review of Financial Analysis, 2022, 81, (C) View citations (2)
8. Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
   International Review of Financial Analysis, 2022, 83, (C) View citations (45)

2021

9. Financial Stress and Basis in Energy Markets
   The Energy Journal, 2021, 42, (5), 67-88 View citations (2)
10. Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks
    International Review of Financial Analysis, 2021, 75, (C) View citations (8)
11. On the stability of stablecoins
    Journal of Empirical Finance, 2021, 64, (C), 207-223 View citations (23)
12. Speculation and lottery-like demand in cryptocurrency markets
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) View citations (29)

2020

13. Emerging Market Contagion Under Geopolitical Uncertainty
    Emerging Markets Finance and Trade, 2020, 56, (6), 1377-1401 View citations (13)
14. Finland’s great depression of the 1990s: Lessons about financial reform based on econometric macro evidence
    Review of Financial Economics, 2020, 38, (S1), 188-209
15. The relationship between credit ratings and asset liquidity: Evidence from Western European banks
    Journal of International Money and Finance, 2020, 108, (C) View citations (3)

2018

16. Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
    Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 255-280 View citations (153)
17. Economic policy uncertainty effects for forecasting future real economic activity
    Economic Systems, 2018, 42, (4), 569-583 View citations (32)
18. Pricing of electricity futures based on locational price differences: The case of Finland
    Energy Economics, 2018, 71, (C), 222-237 View citations (8)

2017

19. Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries
    International Review of Economics & Finance, 2017, 51, (C), 1-18 View citations (12)

2016

20. Short-Run Dynamics of the Trade Balance in the Emu-12 Countries
    Manchester School, 2016, 84, (S1), 56-83

2013

21. Stock market information and the relationship between real exchange rate and real interest rates
    Applied Financial Economics, 2013, 23, (11), 901-920

2012

22. The role of inflation regime in the exchange rate pass-through to import prices
    International Review of Economics & Finance, 2012, 24, (C), 88-96 View citations (25)

2011

23. Nonlinearity and time-variation in the monetary model of exchange rates
    Journal of Macroeconomics, 2011, 33, (2), 288-302 View citations (14)
24. Utilizing financial market information in forecasting real growth, inflation and real exchange rate
    International Review of Economics & Finance, 2011, 20, (2), 281-301 View citations (8)

2007

25. Forecasting the macroeconomy with contemporaneous financial market information: Europe and the United States
    Review of Financial Economics, 2007, 16, (2), 149-175
    Also in Review of Financial Economics, 2007, 16, (2), 149-175 (2007) View citations (2)

2006

26. How does the financial environment affect the stock market valuation of R&D spending?
    Journal of Financial Intermediation, 2006, 15, (2), 197-214 View citations (13)

2005

27. Stock market response to analysts' perceptions and earnings in a technology-intensive environment
    International Review of Financial Analysis, 2005, 14, (1), 77-92 View citations (5)

2004

28. The performance of economic tracking portfolios in an IT-intensive stock market
    The Quarterly Review of Economics and Finance, 2004, 44, (4), 601-623 View citations (2)

2003

29. Detecting speculative bubbles in an IT-intensive stock market
    Journal of Economics and Finance, 2003, 27, (2), 166-189 View citations (9)

2001

30. Structural breaks, ARIMA model and Finnish inflation forecasts
    International Journal of Forecasting, 2001, 17, (2), 203-230 View citations (12)
31. Testing an Augmented Fisher Hypothesis for a Small Open Economy: The Case of Finland
    Journal of Macroeconomics, 2001, 23, (4), 577-599 View citations (9)