Measuring uncertainty in the stock market H Chuliá, M Guillén, JM Uribe International Review of Economics & Finance 48, 18-33, 2017 | 109 | 2017 |
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach H Chuliá, R Gupta, JM Uribe, ME Wohar Journal of International Financial Markets, Institutions and Money 48, 178-191, 2017 | 108 | 2017 |
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis H Chuliá, M Guillén, JM Uribe Emerging Markets Review 31, 32-46, 2017 | 74 | 2017 |
Financial risk network architecture of energy firms N Restrepo, JM Uribe, D Manotas Applied Energy 215, 630-642, 2018 | 63 | 2018 |
Nonlinear empirical pricing in electricity markets using fundamental weather factors S Mosquera-López, JM Uribe, DF Manotas-Duque Energy 139, 594-605, 2017 | 52 | 2017 |
Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones JM Uribe Gil, IM Ulloa Villegas Cuadernos de Economía 30 (55), 127-154, 2011 | 52 | 2011 |
Quantile regression for cross-sectional and time series data: Applications in energy markets using R JM Uribe, M Guillen Springer, 2020 | 50 | 2020 |
Assessing the relationship between electricity and natural gas prices in European markets in times of distress JM Uribe, S Mosquera-López, OJ Arenas Energy Policy 166, 113018, 2022 | 47 | 2022 |
Volatility spillovers in energy markets H Chuliá, D Furió, JM Uribe The Energy Journal 40 (3), 173-198, 2019 | 44 | 2019 |
Giving and receiving: Exploring the predictive causality between oil prices and exchange rates JE Gomez‐Gonzalez, J Hirs‐Garzon, JM Uribe International Finance 23 (1), 175-194, 2020 | 36 | 2020 |
Uncovering the nonlinear predictive causality between natural gas and electricity prices JM Uribe, M Guillen, S Mosquera-López Energy Economics 74, 904-916, 2018 | 31 | 2018 |
Mercado de aciones colombiano. Determinantes macroeconómicos y papel de las AFP JM Uribe Gil, S Mosquera López, N Restrepo López Sociedad y economía, 207-229, 2013 | 29 | 2013 |
Currency downside risk, liquidity, and financial stability H Chuliá, J Fernández, JM Uribe Journal of International Money and Finance 89, 83-102, 2018 | 28 | 2018 |
Characterizing electricity market integration in Nord Pool JM Uribe, S Mosquera-López, M Guillen Energy 208, 118368, 2020 | 27 | 2020 |
Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica J Uribe Lecturas de economía, 29-57, 2011 | 26 | 2011 |
Efectos del MILA en la eficiencia de portafolio de los mercados de acciones colombiano, peruano y chileno JMU Gil, SM López Cuadernos de Administración 30 (52), 75-83, 2014 | 23 | 2014 |
Regímenes de volatilidad del tipo de cambio en Colombia e intervenciones de política JM Uribe, DM Jiménez, J Fernández Investigación económica 74 (293), 131-170, 2015 | 22 | 2015 |
Risco sistêmico no mercado de ações Colombiano: alternativas de diversificação sob eventos extremos M Uribe, J Fernández Cuadernos de economía 33 (63), 613-634, 2014 | 19* | 2014 |
Modeling longevity risk with generalized dynamic factor models and vine-copulae H Chulia, M Guillen, JM Uribe ASTIN Bulletin: The Journal of the IAA 46 (1), 165-190, 2016 | 18 | 2016 |
Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets JE Gomez-Gonzalez, J Hirs-Garzon, JM Uribe Journal of Commodity Markets 28, 100258, 2022 | 17 | 2022 |