Román Ferrer

Román Ferrer

Universidad de Valencia

H-index: 25

Europe-Spain

About Román Ferrer

Román Ferrer, With an exceptional h-index of 25 and a recent h-index of 22 (since 2020), a distinguished researcher at Universidad de Valencia, specializes in the field of Financial Markets, Energy Finance, Banking, Finance.

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

Default risk transmission in the travel and leisure industry

Twitter sentiment and stock return volatility of US travel and leisure firms''

Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

Systemic risk in the global energy sector: structure, determinants and portfolio management implications

Explosive behavior in the Chinese stock market: A sectoral analysis

A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

Interdependence between green financial instruments and major conventional assets: A wavelet-based network analysis

Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

Román Ferrer Information

University

Position

___

Citations(all)

3066

Citations(since 2020)

2456

Cited By

1363

hIndex(all)

25

hIndex(since 2020)

22

i10Index(all)

36

i10Index(since 2020)

28

Email

University Profile Page

Universidad de Valencia

Google Scholar

View Google Scholar Profile

Román Ferrer Skills & Research Interests

Financial Markets

Energy Finance

Banking

Finance

Top articles of Román Ferrer

Title

Journal

Author(s)

Publication Date

Default risk transmission in the travel and leisure industry

International Journal of Hospitality Management

Syed Jawad Hussain Shahzad

Elie Bouri

Román Ferrer

2023/8/1

Twitter sentiment and stock return volatility of US travel and leisure firms''

Economics Bulletin

Syed jawad hussain Shahzad

Elie Bouri

Román Ferrer

2023

Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

Journal of International Money and Finance

Deven Bathia

Riza Demirer

Román Ferrer

Ibrahim D Raheem

2023/12/1

Systemic risk in the global energy sector: structure, determinants and portfolio management implications

The Energy Journal

Syed Jawad Hussain Shahzad

Román Ferrer

Elie Bouri

2023/11

Explosive behavior in the Chinese stock market: A sectoral analysis

Pacific-Basin Finance Journal

Hui Yang

Román Ferrer

2023/10/1

A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

Finance Research Letters

Zhenkun Wang

Elie Bouri

Paulo Ferreira

Syed Jawad Hussain Shahzad

Roman Ferrer

2022/8/1

Interdependence between green financial instruments and major conventional assets: A wavelet-based network analysis

Mathematics

Román Ferrer

Rafael Benítez

Vicente J Bolós

2021/4/19

Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

Journal of Cleaner Production

Román Ferrer

Syed Jawad Hussain Shahzad

Pilar Soriano

2021/4/10

US stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach

International Journal of Finance & Economics

Syed Jawad Hussain Shahzad

Dene Hurley

Román Ferrer

2021/7

Comparative efficiency of green and conventional bonds pre-and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

Energy Policy

Muhammad Abubakr Naeem

Saqib Farid

Román Ferrer

Syed Jawad Hussain Shahzad

2021/6/1

Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

Portuguese Economic Journal

Syed Jawad Hussain Shahzad

Román Ferrer

2020/9

A new wavelet tool to quantify non-periodicity of non-stationary economic time series

Mathematics

Vicente J Bolós

Rafael Benítez

Román Ferrer

2020/5/23

Oil price shocks, global financial markets and their connectedness

Energy Economics

Rıza Demirer

Roman Ferrer

Syed Jawad Hussain Shahzad

2020/5/1

See List of Professors in Román Ferrer University(Universidad de Valencia)

Co-Authors

H-index: 141
Muhammad Shahbaz

Muhammad Shahbaz

Beijing Institute of Technology

H-index: 45
Muhammad Abubakr Naeem

Muhammad Abubakr Naeem

University College Dublin

H-index: 40
Zaghum Umar

Zaghum Umar

Zayed University

H-index: 40
Riza Demirer

Riza Demirer

Southern Illinois University Edwardsville

H-index: 27
Fran Jareño (ORCID: 0000-0001-9778-7345)

Fran Jareño (ORCID: 0000-0001-9778-7345)

Universidad de Castilla-La Mancha

H-index: 20
Rafael Benítez

Rafael Benítez

Universidad de Valencia

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