§ Claudiu Albulescu

Management Department, Politehnica University of Timisoara

Professor

P-ta Victoriei, no. 2

Timisoara, 300006

Romania

https://sites.google.com/site/claudiutiberiualbulescu/

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 14,234

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Top 14,234

in Total Papers Downloads

4,261

SSRN CITATIONS
Rank 25,634

SSRN RANKINGS

Top 25,634

in Total Papers Citations

26

CROSSREF CITATIONS

11

Scholarly Papers (12)

1.

Coronavirus and Oil Price Crash

Number of pages: 13 Posted: 18 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 3,317 (4,110)
Citation 34

Abstract:

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oil price; coronavirus; financial volatility; economic policy uncertainty; bound tests; COVID-19

2.

Coronavirus and Financial Volatility: 40 Days of Fasting and Fear

Number of pages: 7 Posted: 09 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 559 (60,707)
Citation 36

Abstract:

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coronavirus, financial volatility, VIX, announcement effect

3.

Do COVID-19 and Crude Oil Prices Drive the US Economic Policy Uncertainty?

Number of pages: 7 Posted: 17 Mar 2020 Last Revised: 18 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 98 (326,066)
Citation 8

Abstract:

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coronavirus, US economic policy uncertainty, COVID-19, bound tests, oil prices

4.

Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies

Number of pages: 39 Posted: 09 Jan 2019
§ Claudiu Albulescu, Riza Demirer, Ibrahim Raheem and Aviral Kumar Tiwari
Management Department, Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and Rajagiri Business School
Downloads 63 (420,939)
Citation 3

Abstract:

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economic policy uncertainty, oil-currency nexus, nonlinear causality, frequency domain, volatility spillover

5.

COVID-19 and the United States Financial Markets’ Volatility

Finance Research Letters, Forthcoming
Number of pages: 9 Posted: 05 Aug 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 59 (434,828)
Citation 9

Abstract:

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COVID-19, coronavirus pandemic, US financial market volatility, realized volatility, announcement effect

6.

Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis

Number of pages: 14 Posted: 12 Apr 2021
Management Department, Politehnica University of Timisoara, Management Department, Politehnica University of Timisoara, Montpellier Business School and Ono Academic College
Downloads 38 (521,377)

Abstract:

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COVID-19, government bond price volatility, government policy responses, international financial markets, containment and closure, economic support, panel quantile regression.

7.

Bank Financial Stability, Bank Valuation and International Oil Prices: Evidence From Listed Russian Public Banks

Number of pages: 23 Posted: 10 Feb 2019
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 37 (526,214)

Abstract:

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Bank Financial Stability; International Oil Prices; Bank Valuation; Russian Public Banks; Panel Estimation

8.

Oil-US Stock Market Nexus: Some Insights about the New Coronavirus Crisis

Economics Bulletin 2021
Number of pages: 7 Posted: 10 Apr 2021
§ Claudiu Albulescu, Michel Mina and Cornel Oros
Management Department, Politehnica University of Timisoara, Universite de Poitiers and Universite de Poitiers
Downloads 23 (607,226)

Abstract:

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oil prices, stock prices, new coronavirus, COVID-19, economic policy uncertainty, wavelets, time-frequency domain, partial wavelet analysis

9.

Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data

Number of pages: 27 Posted: 29 Jul 2016
Management Department, Politehnica University of Timisoara, Rajagiri Business School, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 20 (627,786)
Citation 1

Abstract:

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historical inflation rate, uncertainty, continuous wavelet transform, bounded series, U.S.

10.

Firm-Level Total Factor Productivity Convergence in German Electricity and Gas Industry

Number of pages: 7 Posted: 14 Apr 2020
§ Claudiu Albulescu and Șerban Miclea
Management Department, Politehnica University of Timisoara and affiliation not provided to SSRN
Downloads 17 (648,850)

Abstract:

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total factor productivity, convergence, panel unit root tests, firm-level data, German electricity and gas industry

11.

CO 2 Emissions, Renewable Energy and Environmental Regulations in the EU Countries

Number of pages: 32 Posted: 19 Jun 2019
Management Department, Politehnica University of Timisoara, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 17 (648,850)
Citation 2

Abstract:

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CO2 emissions; environmental Kuznets curve hypothesis; pollution halo hypothesis; renewable energy production; environmental regulations; panel data analysis

12.

Copula-Based Local Dependence Among Energy, Agriculture and Metal Commodities Markets

Number of pages: 42 Posted: 04 Mar 2020 Last Revised: 02 Apr 2020
§ Claudiu Albulescu, Aviral Kumar Tiwari and Qiang Ji
Management Department, Politehnica University of Timisoara, Rajagiri Business School and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 13 (678,296)

Abstract:

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energy prices, commodity markets, local dependence, co-movements, mixture copula, local Kendall’s tau