Details about Omar Rojas

Access statistics for papers by Omar Rojas.

Last updated 2018-08-22. Update your information in the RePEc Author Service.

Short-id: pro714

Working Papers

2016

1. A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico
   Papers, arXiv.org View citations (3)
2. An empirical analysis of the relationships between crude oil, gold and stock markets
   Papers, arXiv.org View citations (7)

2015

3. A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective
   Papers, arXiv.org View citations (3)

2014

4. Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets
   Papers, arXiv.org View citations (1)

Journal Articles

2018

1. A Bayesian approach to model changes in volatility in the Mexican stock exchange index
   Applied Economics, 2018, 50, (15), 1716-1724 View citations (2)
2. A Nonlinear Empirical Analysis of Oil Price Co-movements
   International Journal of Energy Economics and Policy, 2018, 8, (3), 290-294 View citations (2)

2017

3. Causality patterns for Brent, WTI, and Argus oil prices
   Applied Economics Letters, 2017, 24, (14), 982-986 View citations (1)

2015

4. Adaptive market efficiency of agricultural commodity futures contracts
   Contaduría y Administración, 2015, 60, (2), 389-401 View citations (5)

Edited books

2018

1. Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets, vol 1
   Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional

Chapters

2018

1. Oil prices and stock markets returns: a comparison among Brazil, Chile, and Mexico
   Chapter 8 in Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets, 2018, vol. 2, pp 199-210