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Economics and Finance

D-Index
35
Citations
7113
World Ranking
2914
National Ranking
33

Overview

Juncal Cunado is affiliated with the University of Navarra in Spain and specializes in the field of Economics, Econometrics, and Finance. Their research primarily focuses on areas including Market Dynamics and Volatility, Energy, Environment, Economic Growth, Monetary Policy and Economic Impact, as well as Financial Risk and Volatility Modeling. The scientist's work notably covers interdisciplinary themes related to Energy, Environment, and Transportation Policies, and the impacts of the COVID-19 pandemic on economic variables.

Their publication record includes a total of 57 works within Economics, Econometrics, and Finance, with significant contributions in subfields such as Economics and Econometrics (39 publications), General Economics, Econometrics and Finance (10 publications), and Finance (8 publications). Further specializations extend into Renewable Energy, Sustainability and the Environment, as well as Strategy and Management.

Juncal Cunado has published extensively in several scholarly venues. The most frequent publication outlets are:

  • SSRN Electronic Journal
  • Energy Economics
  • International Review of Economics & Finance
  • Journal of commodity markets
  • Journal of Cleaner Production

Recent research papers by Juncal Cunado include:

  • Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures, 2023, Journal of commodity markets
  • Dynamic connectedness between oil prices and stock returns of clean energy and technology companies, 2020, Journal of Cleaner Production

The scientist has collaborated frequently with several co-authors, notably:

  • Fernando Pérez de Gracia (13 collaborations)
  • David Gabauer (8 collaborations)
  • Rangan Gupta (8 collaborations)
  • Elena María Díaz (4 collaborations)
  • Nikolaos Antonakakis (3 collaborations)

Their research addresses the complexities in financial markets, especially volatility related to oil prices, precious metals, and stock returns in clean energy and technology sectors. They have contributed to understanding interconnectedness in financial and commodity markets, as well as the implications of external shocks such as the COVID-19 pandemic on market behaviors.

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

  • Life satisfaction and air quality in Europe

    Susana Ferreira;Alpaslan Akay;Finbarr Brereton;Juncal Cunado

  • Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model

    Christina Christou;Juncal Cunado;Rangan Gupta;Christis Hassapis

  • Time-Varying Impact of Geopolitical Risks on Oil Prices

    Juncal Cunado;Rangan Gupta;Chi Keung Marco Lau;Xin Sheng

  • Macroeconomic impacts of oil price shocks in Asian economies

    Juncal Cunado;Soojin Jo;Fernando Perez de Gracia

  • Dynamic connectedness between oil prices and stock returns of clean energy and technology companies

    Samia Nasreen;Aviral Kumar Tiwari;Juncal Cuñado Eizaguirre;Mark E. Wohar

  • 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

  • Volatility spillovers across global asset classes: Evidence from time and frequency domains

    Aviral Kumar Tiwari;Juncal Cunado;Rangan Gupta;Mark E. Wohar;Mark E. Wohar

  • 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

  • The Macroeconomic Impacts of Natural Disasters: The Case of Floods

    Juncal Cunado;Susana Ferreira

  • 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

  • The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test

    Walid Bahloul;Mehmet Balcilar;Mehmet Balcilar;Juncal Cunado;Rangan Gupta

  • Life Satisfaction and Air Quality in Europe

    Susana Ferreira;Alpaslan Akay;Finbarr Brereton;Juncal Cuñado

  • New evidence on long-run monetary neutrality

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

Frequent Co-Authors

Rangan Gupta
Rangan Gupta University of Pretoria
Luis A. Gil-Alana
Luis A. Gil-Alana University of Navarra
Fernando Perez de Gracia
Fernando Perez de Gracia University of Navarra
Nikolaos Antonakakis
Nikolaos Antonakakis University of Nicosia
Mark E. Wohar
Mark E. Wohar University of Nebraska at Omaha
Guglielmo Maria Caporale
Guglielmo Maria Caporale Brunel University London
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
George Filis
George Filis Panteion University
Mehmet Balcilar
Mehmet Balcilar University of New Haven
Afees A. Salisu
Afees A. Salisu University of Ibadan

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