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Adrián Fernández-Pérez

18 works· latest 2024· 2 institutionscluster: provisionalORCID 0000-0002-9433-7194

h-index17

i1018

Citations1,079

Works here18

Most cited in this library

COVID-19 Pandemic and Stock Market Response: A Culture Effect2020 · 190 citations
The skewness of commodity futures returns2017 · 147 citations
Music Sentiment and Stock Returns Around the World2021 · 142 citations
Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility2014 · 73 citations
Contemporaneous interactions among fuel, biofuel and agricultural commodities2016 · 66 citations

Works

18 shown

Spillover between investor sentiment and volatility: The role of social media

International Review of Financial Analysis·2024·3 authors·Open access

27citations

Profit margin hedging in the New Zealand dairy farming industry

Journal of commodity markets·2021·4 authors

17citations

Music Sentiment and Stock Returns Around the World

Journal of Financial Economics·2021·4 authors·Open access

142citations

Fear of hazards in commodity futures markets

Journal of Banking & Finance·2020·4 authors·Open access

54citations

Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities

Journal of International Financial Markets Institutions and Money·2020·3 authors·Open access

50citations

COVID-19 Pandemic and Stock Market Response: A Culture Effect

Journal of Behavioral and Experimental Finance·2020·4 authors·Open access

190citations

Music Sentiment and Stock Returns

Economics Letters·2020·3 authors·Open access

28citations

A comprehensive appraisal of style-integration methods

Journal of Banking & Finance·2019·3 authors

31citations

Surprise and dispersion: informational impact of USDA announcements

Agricultural Economics·2018·4 authors·Open access

22citations

Fear connectedness among asset classes

Applied Economics·2018·3 authors·Open access

39citations

Speculative Pressure

Journal of Futures Markets·2018·4 authors·Open access

24citations

The skewness of commodity futures returns

Journal of Banking & Finance·2017·4 authors·Open access

147citations

When no news is good news – The decrease in investor fear after the FOMC announcement

Journal of Empirical Finance·2016·3 authors·Open access

56citations

Commodity Markets, Long-Run Predictability, and Intertemporal Pricing

European Finance Review·2016·3 authors·Open access

44citations

Contemporaneous interactions among fuel, biofuel and agricultural commodities

Energy Economics·2016·3 authors

66citations

Is idiosyncratic volatility priced in commodity futures markets?

International Review of Financial Analysis·2016·3 authors·Open access

32citations

Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility

Journal of Futures Markets·2014·3 authors

73citations

The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market

International Review of Economics & Finance·2013·3 authors·Open access

37citations