Publications (79) ROMAN FERRER LAPEÑA publications

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2026

  1. Inflation expectations and climate concerns in the U.S. green versus traditional stock–bond nexus: A de-risking analysis

    Research in International Business and Finance, Vol. 86

  2. Shock transmission among green financial instruments and major financial assets and commodities in China: A quantile connectedness analysis

    Global Finance Journal, Vol. 71

2025

  1. Explosiveness in the renewable energy equity sector: International evidence

    North American Journal of Economics and Finance, Vol. 76

  2. The impact of share repurchases on bank operating performance after the global financial crisis: A comparison between the U.S. and Europe

    International Review of Economics and Finance, Vol. 98

2023

  1. Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

    Journal of International Money and Finance, Vol. 139

  2. Default risk transmission in the travel and leisure industry

    International Journal of Hospitality Management, Vol. 113

  3. Explosive behavior in the Chinese stock market: A sectoral analysis

    Pacific Basin Finance Journal, Vol. 81

  4. Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications

    Energy Journal, Vol. 44, Núm. 6, pp. 211-242

  5. Twitter sentiment and stock return volatility of US travel and leisure firms

    Economics Bulletin, Vol. 43, Núm. 2, pp. 1133-1142

2022

  1. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

    Finance Research Letters, Vol. 48

2021

  1. Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

    Journal of Cleaner Production, Vol. 292

  2. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

    Energy Policy, Vol. 153

  3. Interdependence between green financial instruments and major conventional assets: Awavelet-based network analysis

    Mathematics, Vol. 9, Núm. 8

  4. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach

    International Journal of Finance and Economics, Vol. 26, Núm. 3, pp. 3569-3587

2020

  1. A new wavelet tool to quantify non-periodicity of non-stationary economic time series

    Mathematics, Vol. 8, Núm. 5

  2. Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

    Portuguese Economic Journal, Vol. 19, Núm. 3, pp. 173-194

  3. Oil price shocks, global financial markets and their connectedness

    Energy Economics, Vol. 88

2019

  1. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility

    Energy Economics, Vol. 84

  2. Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach

    Physica A: Statistical Mechanics and its Applications, Vol. 536

  3. Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis

    Economics Bulletin, Vol. 39, Núm. 2, pp. 969-981