Details about Fernando Pérez de Gracia
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Last updated 2022-01-14. Update your information in the RePEc Author Service.
Short-id: ppe392
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Working Papers
2018
- Oil volatility, oil and gas firms and portfolio diversification
BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University  View citations (166)
See also Journal Article Oil volatility, oil and gas firms and portfolio diversification, Energy Economics, Elsevier (2018) View citations (131) (2018)
2016
- Oil price volatility and stock returns in the G7 economies
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (128)
See also Journal Article Oil price volatility and stock returns in the G7 economies, Energy Economics, Elsevier (2016) View citations (113) (2016)
2015
- Exploring the oil prices and exchange rates nexus in some African economies
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
- Modeling Persistence of Carbon Emission Allowance Prices
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies
Staff Working Papers, Bank of Canada View citations (21)
- The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR
MPRA Paper, University Library of Munich, Germany
2014
- Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013
Working Papers, University of Pretoria, Department of Economics
See also Journal Article Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013, Applied Economics, Taylor & Francis Journals (2016) (2016)
2013
- Persistence, long memory and seasonality in Kenyan tourism series
NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (4)
2011
- Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (13)
See also Journal Article Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective, Journal of International Money and Finance, Elsevier (2011) View citations (13) (2011)
- Exploring Survey-Based Inflation Forecasts
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
See also Journal Article Exploring Survey‐Based Inflation Forecasts, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (11) (2012)
2008
- Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences
Faculty Working Papers, School of Economics and Business Administration, University of Navarra
2007
- Real convergence in some emerging countries: a fractionally integrated approach
Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)
See also Journal Article Real convergence in some emerging countries: a fractionally integrated approach, Recherches économiques de Louvain, De Boeck Université (2007) View citations (2) (2007)
2006
- Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (27)
2004
- Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
- Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (8)
See also Journal Article Oil prices, economic activity and inflation: evidence for some Asian countries, The Quarterly Review of Economics and Finance, Elsevier (2005) View citations (349) (2005)
2003
- Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
See also Journal Article Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2006) View citations (11) (2006)
- Stock Market Cycles, Financial Liberalization and Volatility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (88)
Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2003) View citations (82)
See also Journal Article Stock market cycles, financial liberalization and volatility, Journal of International Money and Finance, Elsevier (2003) View citations (79) (2003)
- Structural Changes in Volatility and Stock Market Development: Evidence for Spain
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
See also Journal Article Structural changes in volatility and stock market development: Evidence for Spain, Journal of Banking & Finance, Elsevier (2004) View citations (6) (2004)
2002
- Bulls and Bears: Lessons from some European Countries
Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (3)
- Do Spanish Stock Market Prices Follow a Random Walk?
Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
- Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
Faculty Working Papers, School of Economics and Business Administration, University of Navarra
- Stock Market Cycles and Stock Market Development in Spain
Faculty Working Papers, School of Economics and Business Administration, University of Navarra
See also Journal Article Stock market cycles and stock market development in Spain, Spanish Economic Review, Springer (2004) View citations (14) (2004)
2001
- Do oil price shocks matter? Evidence for some European countries
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Also in Working Papers on International Economics and Finance, FEDEA
See also Journal Article Do oil price shocks matter? Evidence for some European countries, Energy Economics, Elsevier (2003) View citations (238) (2003)
- INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES
Working Papers, Asociación Española de Economía y Finanzas Internacionales
Also in Working Papers on International Economics and Finance, FEDEA
Journal Articles
2021
- Do gasoline prices respond to non-US and US oil supply shocks?
Applied Economics, 2021, 53, (56), 6488-6496 View citations (2)
- Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry
The North American Journal of Economics and Finance, 2021, 57, (C) View citations (12)
2020
- The effect of oil price shocks on economic activity: a local projections approach
Journal of Economics and Finance, 2020, 44, (4), 708-723 View citations (8)
2019
- Impact of fossil fuel prices on electricity prices in Mexico
Journal of Economic Studies, 2019, 46, (2), 356-371 View citations (11)
- Impact of state-dependent oil price on US stock returns using local projections
Applied Economics Letters, 2019, 26, (11), 919-926 View citations (7)
2018
- Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach
Applied Economics Letters, 2018, 25, (5), 305-308 View citations (3)
- Oil volatility, oil and gas firms and portfolio diversification
Energy Economics, 2018, 70, (C), 499-515 View citations (131)
See also Working Paper Oil volatility, oil and gas firms and portfolio diversification, BAFES Working Papers (2018) View citations (166) (2018)
2017
- Crude oil price behaviour before and after military conflicts and geopolitical events
Energy, 2017, 120, (C), 79-91 View citations (28)
- Oil price shocks and stock returns of oil and gas corporations
Finance Research Letters, 2017, 20, (C), 75-80 View citations (107)
- Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
Journal of International Money and Finance, 2017, 70, (C), 344-359 View citations (154)
- U.S. shale oil production and WTI prices behaviour
Energy, 2017, 141, (C), 12-19 View citations (27)
2016
- Oil price volatility and stock returns in the G7 economies
Energy Economics, 2016, 54, (C), 417-430 View citations (113)
See also Working Paper Oil price volatility and stock returns in the G7 economies, Faculty Working Papers (2016) View citations (128) (2016)
- Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013
Applied Economics, 2016, 48, (34), 3244-3252
See also Working Paper Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013, Working Papers (2014) (2014)
- Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data
Environmental & Resource Economics, 2016, 63, (1), 45-56 View citations (14)
2015
- Macroeconomic impacts of oil price shocks in Asian economies
Energy Policy, 2015, 86, (C), 867-879 View citations (86)
2014
- Oil price shocks and stock market returns: Evidence for some European countries
Energy Economics, 2014, 42, (C), 365-377 View citations (215)
2013
- Environment and Happiness: New Evidence for Spain
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2013, 112, (3), 549-567 View citations (44)
2012
- Does Education Affect Happiness? Evidence for Spain
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2012, 108, (1), 185-196 View citations (100)
- Does Media Consumption Make Us Happy? Evidence for Spain
Journal of Media Economics, 2012, 25, (1), 8-34 View citations (12)
- Exploring Survey‐Based Inflation Forecasts
Journal of Forecasting, 2012, 31, (6), 524-539 View citations (11)
See also Working Paper Exploring Survey-Based Inflation Forecasts, Faculty Working Papers (2011) View citations (1) (2011)
- Persistence, Long Memory, and Unit Roots in Commodity Prices
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2012, 60, (4), 451-468 View citations (6)
- Testing for persistent deviations of stock prices to dividends in the Nasdaq index
Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4675-4685
2011
- Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective
Journal of International Money and Finance, 2011, 30, (6), 1214-1233 View citations (13)
See also Working Paper Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective, Faculty Working Papers (2011) View citations (13) (2011)
2010
- European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration
Eastern Economic Journal, 2010, 36, (2), 177-187 View citations (14)
- Persistence in some energy futures markets
Journal of Futures Markets, 2010, 30, (5), 490-507 View citations (17)
2009
- AK growth models: new evidence based on fractional integration and breaking trends
Recherches économiques de Louvain, 2009, 75, (2), 131-149 View citations (4)
- Financial liberalization, stock market volatility and outliers in emerging economies
Applied Financial Economics, 2009, 19, (10), 809-823 View citations (2)
- New Evidence on Long-Run Monetary Neutrality
Journal of Applied Economics, 2009, 12, (2), 229-248
Also in Journal of Applied Economics, 2009, 12, 229-248 (2009)
- US stock market volatility persistence: evidence before and after the burst of the IT bubble
Review of Quantitative Finance and Accounting, 2009, 33, (3), 233-252 View citations (6)
2008
- New Evidence on US Current Account Sustainability
International Journal of Business and Economics, 2008, 7, (1), 1-21 View citations (1)
- Persistence in International Monthly Arrivals in the Canary Islands
Tourism Economics, 2008, 14, (1), 123-129 View citations (4)
- Stochastic volatility in the Spanish stock market: a long memory model with a structural break
The European Journal of Finance, 2008, 14, (1), 23-31 View citations (1)
- Tourism in the Canary Islands: forecasting using several seasonal time series models
Journal of Forecasting, 2008, 27, (7), 621-636 View citations (22)
2007
- Real convergence in some emerging countries: a fractionally integrated approach
Recherches économiques de Louvain, 2007, 73, (3), 293-310 View citations (2)
See also Working Paper Real convergence in some emerging countries: a fractionally integrated approach, Discussion Papers (REL - Recherches Economiques de Louvain) (2007) View citations (2) (2007)
- Testing for stock market bubbles using nonlinear models and fractional integration
Applied Financial Economics, 2007, 17, (16), 1313-1321 View citations (16)
2006
- Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 View citations (11)
See also Working Paper Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach, Faculty Working Papers (2003) View citations (3) (2003)
- Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization
Emerging Markets Review, 2006, 7, (3), 261-278 View citations (32)
- Real convergence in Africa in the second-half of the 20th century
Journal of Economics and Business, 2006, 58, (2), 153-167 View citations (38)
- Real convergence in some Central and Eastern European countries
Applied Economics, 2006, 38, (20), 2433-2441 View citations (6)
2005
- Oil prices, economic activity and inflation: evidence for some Asian countries
The Quarterly Review of Economics and Finance, 2005, 45, (1), 65-83 View citations (349)
See also Working Paper Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries, Faculty Working Papers (2004) View citations (8) (2004)
2004
- Is the US fiscal deficit sustainable?: A fractionally integrated approach
Journal of Economics and Business, 2004, 56, (6), 501-526 View citations (33)
- Real convergence in Taiwan: a fractionally integrated approach
Journal of Asian Economics, 2004, 15, (3), 529-547 View citations (2)
- Stock market cycles and stock market development in Spain
Spanish Economic Review, 2004, 6, (2), 127-151 View citations (14)
See also Working Paper Stock Market Cycles and Stock Market Development in Spain, Faculty Working Papers (2002) (2002)
- Structural changes in volatility and stock market development: Evidence for Spain
Journal of Banking & Finance, 2004, 28, (7), 1745-1773 View citations (6)
See also Working Paper Structural Changes in Volatility and Stock Market Development: Evidence for Spain, Faculty Working Papers (2003) View citations (3) (2003)
2003
- Do oil price shocks matter? Evidence for some European countries
Energy Economics, 2003, 25, (2), 137-154 View citations (238)
See also Working Paper Do oil price shocks matter? Evidence for some European countries, Working Papers (2001) (2001)
- Empirical evidence on real convergence in some OECD countries
Applied Economics Letters, 2003, 10, (3), 173-176 View citations (9)
- Sacrifice Ratios: Some lessons from EMU countries, 1960-2001
International Review of Applied Economics, 2003, 17, (3), 327-337 View citations (2)
- Stock market cycles, financial liberalization and volatility
Journal of International Money and Finance, 2003, 22, (7), 925-955 View citations (79)
See also Working Paper Stock Market Cycles, Financial Liberalization and Volatility, NBER Working Papers (2003) View citations (88) (2003)
Chapters
2010
- Education and happiness in Spain
Chapter 10 in Investigaciones de Economía de la Educación 5, 2010, vol. 5, pp 206-222
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