Fernando Perez de Gracia

Fernando Perez de Gracia

Universidad de Navarra

H-index: 33

Europe-Spain

About Fernando Perez de Gracia

Fernando Perez de Gracia, With an exceptional h-index of 33 and a recent h-index of 23 (since 2020), a distinguished researcher at Universidad de Navarra, specializes in the field of Macroeconomics, Time Series, Energy Economics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Precious metal prices: a tale of four US recessions

Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

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

Commodity price shocks, supply chain disruptions and US inflation

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

Commodity Prices and US International Trade

Economic uncertainty, oil prices, hedging and US stock returns of the airline industry

Do gasoline prices respond to non-US and US oil supply shocks?

Fernando Perez de Gracia Information

University

Position

Professor of Economics

Citations(all)

6114

Citations(since 2020)

3220

Cited By

4196

hIndex(all)

33

hIndex(since 2020)

23

i10Index(all)

60

i10Index(since 2020)

42

Email

University Profile Page

Universidad de Navarra

Google Scholar

View Google Scholar Profile

Fernando Perez de Gracia Skills & Research Interests

Macroeconomics

Time Series

Energy Economics

Top articles of Fernando Perez de Gracia

Title

Journal

Author(s)

Publication Date

Precious metal prices: a tale of four US recessions

Studies in Economics and Finance

Pablo Agnese

Pedro Garcia del Barrio

Luis Alberiko Gil-Alana

Fernando Perez de Gracia

2024/3/21

Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

Journal of Commodity Markets

Juncal Cunado

Ioannis Chatziantoniou

David Gabauer

Fernando Perez de Gracia

Marfatia Hardik

2023/6/1

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

International Review of Economics & Finance

Nikolaos Antonakakis

Juncal Cunado

George Filis

David Gabauer

Fernando Perez de Gracia

2023/1/1

Commodity price shocks, supply chain disruptions and US inflation

Finance Research Letters

Elena Maria Diaz

Juncal Cunado

Fernando Perez de Gracia

2023/12/1

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

Energy Economics

Ioannis Chatziantoniou

David Gabauer

Fernando Perez de Gracia

2022/7/1

Commodity Prices and US International Trade

Elena María Díaz Aguiluz

Fernando Pérez de Gracia

Juncal Cuñado

2022/3/21

Economic uncertainty, oil prices, hedging and US stock returns of the airline industry

The North American Journal of Economics and Finance

Wensheng Kang

Fernando Perez de Gracia

Ronald A Ratti

2021/7/1

Do gasoline prices respond to non-US and US oil supply shocks?

Applied Economics

Wensheng Kang

Fernando Perez de Gracia

Ronald A Ratti

2021/12/2

Impact of proved reserves on stock returns of US oil and gas corporations using firm-level data

Energy Economics

Juan Equiza-Goñi

Fernando Perez de Gracia

2020/10/1

The effect of oil price shocks on economic activity: A local projections approach

Journal of Economics and Finance

Mirko Abbritti

Juan Equiza-Goñi

Fernando Perez De Gracia

Tommaso Trani

2020/10

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

Energy Economics

Nikolaos Antonakakis

Juncal Cunado

George Filis

David Gabauer

Fernando Perez de Gracia

2020/9/1

See List of Professors in Fernando Perez de Gracia University(Universidad de Navarra)

Co-Authors

H-index: 83
Rangan Gupta

Rangan Gupta

University of Pretoria

H-index: 53
Luis Alberiko Gil-Alana

Luis Alberiko Gil-Alana

Universidad de Navarra

H-index: 40
George Filis

George Filis

University of Patras

H-index: 35
Juncal Cunado Eizaguirre

Juncal Cunado Eizaguirre

Universidad de Navarra

H-index: 34
Ronald A. Ratti

Ronald A. Ratti

University of Missouri

H-index: 20
Rafael Torres-Sánchez

Rafael Torres-Sánchez

Universidad de Navarra

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