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Luis A. Gil-Alana

Luis A. Gil-Alana

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Economics and Finance
Spain
2026

D-Index & Metrics

Economics and Finance

D-Index
56
Citations
12861
World Ranking
1010
National Ranking
9

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Spain Leader Award
  • 2025 - Research.com Economics and Finance in Spain Leader Award
  • 2024 - Research.com Economics and Finance in Spain Leader Award
  • 2023 - Research.com Economics and Finance in Spain Leader Award
  • 2022 - Research.com Economics and Finance in Spain Leader Award

Overview

Luis A. Gil-Alana is affiliated with the University of Navarra in Spain and has contributed extensively to the field of Economics, Econometrics, and Finance. Their research spans several subfields, including Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Global and Planetary Change, and Renewable Energy, Sustainability and the Environment.

The primary topics addressed in their work focus on Market Dynamics and Volatility, Monetary Policy and Economic Impact, Energy, Environment, Economic Growth, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, COVID-19 Pandemic Impacts, and Financial Markets and Investment Strategies.

Some of the recent papers authored by Luis A. Gil-Alana include:

  • "Crude Oil Prices and COVID-19: Persistence of the Shock" (2020) published in Energy RESEARCH LETTERS
  • "The COVID-19 IMPACT on the ASIAN STOCK MARKETS" (2020) published in Asian Economics Letters

Their collaborative work involves frequent co-authorship with several researchers. Notable frequent co-authors include:

  • Guglielmo Maria Caporale
  • Sakiru Adebola Solarin
  • Emmanuel Joel Aikins Abakah
  • Nieves Carmona-González
  • Miguel Martin-Valmayor

Publication venues where Luis A. Gil-Alana has most often contributed include:

  • SSRN Electronic Journal
  • Applied Economics
  • International Journal of Finance & Economics
  • Research Square (Research Square)
  • Heliyon

The scope of work by Luis A. Gil-Alana is characterized by a strong focus on economic and financial issues related to market behavior under various external shocks, such as the COVID-19 pandemic, as well as significant attention to energy markets and their dynamics.

Best Publications

  • Testing of unit root and other nonstationary hypotheses in macroeconomic time series

    L A Gil-Alana;Peter Robinson

  • Persistence in the cryptocurrency market

    Guglielmo Maria Caporale;Guglielmo Maria Caporale;Luis A. Gil-Alaña;Alex Plastun

  • Fractional integration and structural breaks at unknown periods of time

    Luis A. Gil-Alana

  • CRYPTOCURRENCIES AND STOCK MARKET INDICES. ARE THEY RELATED

    Luis Alberiko Gil-Alana;Emmanuel Joel Aikins Abakah;María Fátima Romero Rojo

  • Crude Oil Prices and COVID-19: Persistence of the Shock

    Luis A. Gil-Alana;Manuel Monge

  • Mean reversion in the real exchange rates

    Luis A. Gil-Alana;Luis A. Gil-Alana

  • Testing of seasonal fractional integration in UK and Japanese consumption and income

    Luis A. Gil-Alana;Peter M. Robinson

  • Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

    Elie Bouri;Luis A. Gil-Alana;Rangan Gupta;David Roubaud

  • Testing Stochastic Cycles in Macroeconomic Time Series

    Luis A. Gil-Alaña

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

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

  • Fractional Integration and Cointegration: An Overview and an Empirical Application

    Luis A. Gil-Alana;Javier Hualde

  • The use of the bloomfield model as an approximation to ARMA processes in the context of fractional integration

    L.A Gil-Alana

  • The COVID-19 IMPACT on the ASIAN STOCK MARKETS

    Luis A. Gil-Alana;Gloria Claudio-Quiroga

  • Testing fractional integration with monthly data

    Luis A Gil-Alana

  • A non-linear approach with long range dependence based on chebyshev polynomials

    Juan Carlos Cuestas;Luis A. Gil-Alana

  • Testing of Fractional Cointegration in Macroeconomic Time Series

    Luis A. Gil-Alana

  • Nonlinearities and Fractional Integration in the US Unemployment Rate

    Guglielmo Maria Caporale;Luis A. Gil-Alana

  • Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques

    Luis A. Gil-Alana

  • An investigation of long range reliance on shale oil and shale gas production in the U.S. market

    Sakiru Adebola Solarin;Luis A. Gil-Alana;Carmen Lafuente

  • An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers

    Carlos Pestana Barros;Luis A. Gil-Alana;James E. Payne

  • Lithium: Production and estimated consumption. Evidence of persistence

    Luis A. Gil-Alana;Manuel Monge

  • Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income

    L A Gil-Alaña

  • New evidence on long-run monetary neutrality

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

Frequent Co-Authors

Guglielmo Maria Caporale
Guglielmo Maria Caporale Brunel University London
Rangan Gupta
Rangan Gupta University of Pretoria
Carlos Pestana Barros
Carlos Pestana Barros University of Lisbon
Juncal Cunado
Juncal Cunado University of Navarra
Fernando Perez de Gracia
Fernando Perez de Gracia University of Navarra
Stephen M. Miller
Stephen M. Miller University of Nevada, Las Vegas
James E. Payne
James E. Payne Oklahoma State University
Bertrand Candelon
Bertrand Candelon Université Catholique de Louvain
Nikolaos Antonakakis
Nikolaos Antonakakis University of Nicosia
Mark E. Wohar
Mark E. Wohar University of Nebraska at Omaha

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