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Fernando Perez de Gracia

Fernando Perez de Gracia

D-Index & Metrics

Economics and Finance

D-Index
36
Citations
6937
World Ranking
2780
National Ranking
31

Overview

Fernando Perez de Gracia is affiliated with the University of Navarra in Spain. Their research primarily focuses on the intersection of economics, econometrics, and finance, with a significant emphasis on market dynamics and volatility, energy, environment, and economic growth, as well as monetary policy and economic impact.

The scientist's work spans several subfields, including economics and econometrics, general economics, econometrics and finance, renewable energy, sustainability and the environment, finance, and general energy.

Key topics addressed in their research include:

  • Market Dynamics and Volatility
  • Energy, Environment, Economic Growth
  • Monetary Policy and Economic Impact
  • Energy, Environment, and Transportation Policies
  • Financial Risk and Volatility Modeling
  • Natural Resources and Economic Development
  • COVID-19 Pandemic Impacts

Their recent scholarly publications cover various aspects of volatility in oil and related asset classes, as well as the economic consequences of the COVID-19 pandemic. Notable papers include:

  • "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," 2020, Energy Economics
  • "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," 2022, International Review of Economics & Finance
  • "Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic," 2022, Energy Economics
  • "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," 2023, Journal of Commodity Markets
  • "Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry," 2021, The North American Journal of Economics and Finance

Fernando Perez de Gracia's frequent coauthors include:

  • Juncal Cuñado
  • David Gabauer
  • Ioannis Chatziantoniou
  • Elena María Díaz
  • Nikolaos Antonakakis

Their research is published in a number of venues, often appearing in:

  • SSRN Electronic Journal
  • Energy Economics
  • Journal of Commodity Markets
  • International Review of Economics & Finance
  • Economic Modelling

Best Publications

  • Oil prices, economic activity and inflation: evidence for some Asian countries

    J. Cunado;F. Perez de Gracia

  • Do oil price shocks matter? Evidence for some European countries *

    Juncal Cuñado;Fernando Pérez de Gracia

  • Oil price shocks and stock market returns: Evidence for some European countries☆

    Juncal Cunado;Fernando Perez de Gracia

  • Does Education Affect Happiness? Evidence for Spain

    Juncal Cuñado;Fernando Pérez de Gracia

  • Oil volatility, oil and gas firms and portfolio diversification

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

    Wensheng Kang;Fernando Perez de Gracia;Ronald A Ratti

  • Oil price volatility and stock returns in the G7 economies

    Elena Maria Diaz;Juan Carlos Molero;Fernando Perez de Gracia

  • Stock Market Cycles, Financial Liberalization and Volatility

    Sebastian Edwards;Javier Gómez Biscarri;Fernando Pérez de Gracia

  • Stock market cycles, financial liberalization and volatility

    Sebastian Edwards;Javier Gómez Biscarri;Fernando Pérez de Gracia

  • Macroeconomic impacts of oil price shocks in Asian economies

    Juncal Cunado;Soojin Jo;Fernando Perez de Gracia

  • Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach

    J. Cuñado;L.A. Gil-Alana;F. Perez de Gracia

  • Environment and Happiness: New Evidence for Spain

    Juncal Cuñado;Fernando Pérez de Gracia

  • Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

    Unknown

  • Exploring the oil prices and exchange rates nexus in some African economies

    Vitaly Pershin;Juan Carlos Molero;Fernando Perez de Gracia

  • Oil price shocks and stock returns of oil and gas corporations

    Elena Maria Diaz;Fernando Perez de Gracia

  • Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic

    Unknown

  • Banks’ Net Interest Margin in the 2000s: A Macro-Accounting international perspective

    Germán López-Espinosa;Antonio Moreno;Fernando Pérez de Gracia

  • Is the US fiscal deficit sustainable?: A fractionally integrated approach

    J. Cunado;L.A. Gil-Alana;F. Pérez de Gracia

  • Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial Liberalization

    Juncal Cuñado;Javier Gómez Biscarri;Fernando Pérez de Gracia

  • Oil dependence, quality of political institutions and economic growth: A panel VAR approach

    Nikolaos Antonakakis;Juncal Cunado;George Filis;Fernando Perez de Gracia

  • Real convergence in Africa in the second-half of the 20th century

    J. Cuñado;F. Pérez de Gracia

  • New evidence on long-run monetary neutrality

    Juncal Cunado;Luis A. Gil-Alana;Fernando Perez de Gracia

Frequent Co-Authors

Juncal Cunado
Juncal Cunado University of Navarra
Luis A. Gil-Alana
Luis A. Gil-Alana University of Navarra
Nikolaos Antonakakis
Nikolaos Antonakakis University of Nicosia
George Filis
George Filis Panteion University
Ronald A. Ratti
Ronald A. Ratti University of Missouri
Sebastian Edwards
Sebastian Edwards University of California, Los Angeles
David Gabauer
David Gabauer Lincoln University
Rangan Gupta
Rangan Gupta University of Pretoria
Carlos Pestana Barros
Carlos Pestana Barros University of Lisbon

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