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LG

Luis A. Gil‐Alana

Universidad Francisco de Vitoria ES

0000-0002-5760-3123

1,032

Publications

11,145

Citations

48

H-Index

277

i10-Index

1.53

2yr Mean Cite

-

Cite/Paper

Data combined from OpenAlex + Semantic Scholar. OA = OpenAlex S2 = Semantic Scholar

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Publication & Citation Trends

Most Cited Works

Persistence in the cryptocurrency market OA

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

Research in International Business and Finance 2018

292

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

Luis A. Gil-Alaña, Manuel Monge

Energy RESEARCH LETTERS 2020

279

Cryptocurrencies and stock market indices. Are they related? OA

Luis A. Gil-Alaña, Emmanuel Joel Aikins Abakah, María Fátima Romero Rojo

Research in International Business and Finance 2019

279

Fractional integration and structural breaks at unknown periods of time

Luis A. Gil-Alaña

Journal of Time Series Analysis 2007

252

Mean reversion in the real exchange rates

Luis A. Gil-Alaña

Economics Letters 2000

164

Publications

1,032 total

A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* PDF

OlaOluwa S. Yaya, Ahamuefula E. Ogbonna, Fumitaka Furuoka, Luis A. Gil-Alaña - Oxford Bulletin of Economics and Statistics, 2021

Cited by 90 OpenAlex

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

Luis A. Gil-Alaña, Manuel Monge - Energy RESEARCH LETTERS, 2020

Cited by 279 OpenAlex

The COVID-19 IMPACT on the ASIAN STOCK MARKETS PDF

Luis A. Gil-Alaña, Gloria Claudio‐Quiroga - Asian Economics Letters, 2020

Cited by 120 OpenAlex

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

Sakiru Adebola Solarin, Luis A. Gil-Alaña, Carmen Lafuente - Energy, 2020

Cited by 105 OpenAlex

Cryptocurrencies and stock market indices. Are they related? PDF

Luis A. Gil-Alaña, Emmanuel Joel Aikins Abakah, María Fátima Romero Rojo - Research in International Business and Finance, 2019

Cited by 279 OpenAlex

Lithium: Production and estimated consumption. Evidence of persistence PDF

Luis A. Gil-Alaña, Manuel Monge - Resources Policy, 2019

Cited by 95 OpenAlex

Persistence in the cryptocurrency market PDF

Guglielmo Maria Caporale, Luis A. Gil-Alaña, Alex Plastun - Research in International Business and Finance, 2018

Cited by 292 OpenAlex

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

Elie Bouri, Luis A. Gil-Alaña, Rangan Gupta, David Roubaud - International Journal of Finance & Economics, 2018

Cited by 163 OpenAlex

Fractional Integration and Cointegration: An Overview and an Empirical Application

Luis A. Gil-Alaña, Javier Hualde - Palgrave Macmillan UK eBooks, 2009

Cited by 119 OpenAlex

Fractional integration and structural breaks at unknown periods of time

Luis A. Gil-Alaña - Journal of Time Series Analysis, 2007

Cited by 252 OpenAlex

Research Topics

Monetary Policy and Economic Impact (496) Market Dynamics and Volatility (462) Financial Risk and Volatility Modeling (240) Complex Systems and Time Series Analysis (224) Energy, Environment, Economic Growth (102)

Frequent Co-Authors

MA

Manuel Monge

2 joint publications

GU

Guglielmo Maria Caporale

1 joint publication

AL

Alex Plastun

1 joint publication

EM

Emmanuel Joel Aikins Abakah

1 joint publication

MA

María Fátima Romero Rojo

1 joint publication

EL

Elie Bouri

1 joint publication

Affiliations

Universitat Jaume I

ES 2022 - 2022

Tallinn University of Technology

EE 2022 - 2022

Universidade Federal do Rio de Janeiro

BR 2022 - 2022

German Institute for Economic Research

DE 2014 - 2014

University of Huddersfield

GB 2022 - 2022

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